ib-ruby 0.5.2 → 0.5.7

data/.gitignore

@@ -30,3 +30,6 @@ tmp
 
 ## PROJECT::SPECIFIC
 *.db
+
+# Yard cache files - used for the autogenerated documentation
+.yardoc

data/HISTORY

@@ -57,3 +57,19 @@
 == 0.5.2 / 2011-10-30
 
 * Add nonblocking Connection#process_messages API
+
+== 0.5.4 / 2011-12-16
+
+* Placing Version source file into its proper place
+
+== 0.5.5 / 2011-12-16
+
+* ComboLeg serialization signature changed
+
+== 0.5.6 / 2011-12-16
+
+* Models::ComboLeg given a source file of its own
+
+== 0.5.7 / 2011-12-16
+
+* Option subclass of Contract added

data/README.md

@@ -0,0 +1,83 @@
+# ib-ruby
+
+Ruby Implementation of the Interactive Brokers Trader Workstation (TWS) API v.965.
+
+Copyright (C) 2006-2011 Paul Legato, Wes Devauld, and Ar Vicco.
+
+https://github.com/ib-ruby/ib-ruby
+
+__WARNING:__ This software is provided __AS-IS__ with __NO WARRANTY__, express or
+implied. Your use of this software is at your own risk. It may contain
+any number of bugs, known or unknown, which might cause you to lose
+money if you use it. You've been warned.
+
+__It is specifically NOT RECOMMENDED that this code be used for live trading.__
+
+This code is not sanctioned or supported by Interactive Brokers
+This software is available under the LGPL. See the file LICENSE for full licensing details.
+
+
+## REQUIREMENTS:
+
+Either the Interactive Brokers
+[TWS](http://www.interactivebrokers.com/en/p.php?f=tws) or
+[IB Gateway](http://www.interactivebrokers.com/en/control/systemstandalone-ibGateway.php?os=unix&ib_entity=llc)
+software must be installed and configured to allow API connections
+from the computer you plan to run ib-ruby on, which is typically
+localhost if you're running ib-ruby on the same machine as TWS.
+
+## INSTALLATION:
+
+### From RubyGems
+
+    $ sudo gem install ib-ruby
+
+### From Source
+
+    $ git clone https://github.com/ib-ruby/ib-ruby
+    $ cd ib-ruby; rake gem:install
+
+## SYNOPSIS:
+
+First, start up Interactive Broker's Trader Work Station or Gateway.
+Make sure it is configured to allow API connections on localhost.
+
+    >> require 'ib-ruby'
+    >> ib = IB::Connection.new
+    >> ib.subscribe(:Alert, :AccountValue) { |msg| puts msg.to_human }
+    >> ib.send_message :RequestAccountData, :subscribe => true
+
+Your code and TWS interact via an exchange of messages. You
+subscribe to message types you're interested in using
+`IB::Connection#subscribe` and request data from TWS using
+`IB::Connection#send_message`.
+
+The code blocks (or procs) given to `#subscribe` will be executed when
+a message of the requested type is received, with the received message as
+its argument.
+
+See `lib/ib-ruby/messages` for a full list of supported incoming/outgoing messages and
+their attributes. The original TWS docs and code samples can be found
+in the `misc/` folder.
+
+The sample scripts in the `bin/` directory provide examples of how
+common tasks can be achieved using ib-ruby.
+
+
+## LICENSE:
+
+This library is free software; you can redistribute it and/or modify
+it under the terms of the GNU Lesser General Public License as
+published by the Free Software Foundation; either version 2.1 of the
+License, or (at your option) any later version.
+
+This library is distributed in the hope that it will be useful, but
+WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public
+License along with this library; if not, write to the Free Software
+Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+02110-1301 USA
+

data/Rakefile

@@ -14,7 +14,7 @@ PKG_PATH = BASE_PATH + 'pkg'
 DOC_PATH = BASE_PATH + 'rdoc'
 
 $LOAD_PATH.unshift LIB_PATH.to_s
-require 'version'
+require 'ib-ruby/version'
 
 NAME = 'ib-ruby'
 CLASS_NAME = IB

data/VERSION

@@ -1 +1 @@
-0.5.2
+0.5.7

data/bin/option_data

@@ -13,8 +13,10 @@ require 'ib-ruby'
 # Definition of what we want market data for.  We have to keep track of what ticker id
 # corresponds to what symbol ourselves, because the ticks don't include any other
 # identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
-@market = {123 => IB::Symbols::Options[:wfc20],
-           125 => IB::Symbols::Options[:z50]}
+@market = {13 => IB::Symbols::Options[:wfc20],
+           15 => IB::Symbols::Options[:z50],
+           17 => IB::Symbols::Options[:spy75],
+           19 => IB::Symbols::Options[:spy100]}
 
 # First, connect to IB TWS.
 ib = IB::Connection.new
@@ -28,7 +30,7 @@ ib.subscribe(:Alert) { |msg| puts msg.to_human }
 #
 # (N.B. The description field is not from IB TWS. It is defined
 #  locally in forex.rb, and is just arbitrary text.)
-ib.subscribe(:TickPrice, :TickSize, :TickOption) do |msg|
+ib.subscribe(:TickPrice, :TickSize, :TickOption, :TickString) do |msg|
   puts @market[msg.data[:id]].description + ": " + msg.to_human
 end
 

data/lib/ib-ruby/connection.rb

@@ -146,7 +146,7 @@ module IB
 
     alias dispatch send_message # Legacy alias
 
-    # Process incoming messages during *poll_time* (200) msecs (nonblocking)
+    # Process incoming messages during *poll_time* (200) msecs
     def process_messages poll_time = 200 # in msec
       time_out = Time.now + poll_time/1000.0
       while (time_left = time_out - Time.now) > 0
@@ -161,9 +161,9 @@ module IB
       msg_id = @server[:socket].read_int
 
       # Debug:
-      unless [1, 2, 4, 6, 7, 8, 9, 12, 21, 53].include? msg_id
-        puts "Got message #{msg_id} (#{Messages::Incoming::Table[msg_id]})"
-      end
+      #unless [1, 2, 4, 6, 7, 8, 9, 12, 21, 53].include? msg_id
+      #  puts "Got message #{msg_id} (#{Messages::Incoming::Table[msg_id]})"
+      #end
 
       # Create new instance of the appropriate message type, and have it read the message.
       # NB: Failure here usually means unsupported message type received
@@ -185,10 +185,12 @@ module IB
     def start_reader
       Thread.abort_on_exception = true
       @reader_running = true
-      @server[:reader] = Thread.new { process_messages while @reader_running }
+      @server[:reader] = Thread.new do
+        process_messages while @reader_running
+      end
     end
 
   end # class Connection
-  IB = Connection # Legacy alias
+  #IB = Connection # Legacy alias
 
 end # module IB

data/lib/ib-ruby/constants.rb

@@ -97,4 +97,21 @@ module IB
       #           this new tick type are: 0 = Not halted, 1 = Halted.
       #   Note 3: Applies to bond contracts only.
   }
+
+  #
+  # Market depth messages contain these "operation" codes to tell you
+  # what to do with the data.
+  #
+  # See also http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/java/updatemktdepth.htm
+  #
+  MARKET_DEPTH_OPERATIONS = {
+    0 => :insert, # New order, insert into the row identified by :position
+    1 => :update, # Update the existing order at the row identified by :position
+    2 => :delete  # Delete the existing order at the row identified by :position
+  }
+
+  MARKET_DEPTH_SIDES = {
+    0 => :ask,
+    1 => :bid
+  }
 end # module IB

data/lib/ib-ruby/models/combo_leg.rb

@@ -0,0 +1,58 @@
+module IB
+  module Models
+
+    # ComboLeg objects represent individual securities in a "BAG" contract - which
+    # is not really a contract, but a combination (combo) of securities. AKA basket
+    # or bag of securities.
+    class ComboLeg < Model
+      # // open/close leg value is same as combo
+      # Specifies whether the order is an open or close order. Valid values are:
+      SAME = 0 #  Same as the parent security. The only option for retail customers.
+      OPEN = 1 #  Open. This value is only valid for institutional customers.
+      CLOSE = 2 # Close. This value is only valid for institutional customers.
+      UNKNOWN = 3
+
+      attr_accessor :con_id, # int: The unique contract identifier specifying the security.
+                    :ratio, # int: Select the relative number of contracts for the leg you
+                    #              are constructing. To help determine the ratio for a
+                    #              specific combination order, refer to the Interactive
+                    #              Analytics section of the User's Guide.
+
+                    :action, # String: BUY/SELL/SSHORT/SSHORTX
+                    #          The side (buy or sell) for the leg you are constructing.
+                    :exchange, # String: exchange to which the complete combination
+                    #            order will be routed.
+                    :open_close, # int: Specifies whether the order is an open or close order.
+                    #              Valid values: ComboLeg::SAME/OPEN/CLOSE/UNKNOWN
+
+                    # For institutional customers only! For stock legs when doing short sale
+                    :short_sale_slot, # int: 0 - retail, 1 = clearing broker, 2 = third party
+                    :designated_location, # String: Only for shortSaleSlot == 2.
+                    #                    Otherwise leave blank or orders will be rejected.
+                    :exempt_code # int: ?
+
+      def initialize opts = {}
+        @con_id = 0
+        @ratio = 0
+        @open_close = 0
+        @short_sale_slot = 0
+        @designated_location = ''
+        @exempt_code = -1
+
+        super opts
+      end
+
+      # Some messages include open_close, some don't. wtf.
+      def serialize *fields
+        [con_id,
+         ratio,
+         action,
+         exchange,
+         (fields.include?(:extended) ? [open_close, short_sale_slot,
+                                        designated_location, exempt_code] : [])
+        ].flatten
+      end
+    end # ComboLeg
+
+  end # module Models
+end # module IB

data/lib/ib-ruby/models/contract/option.rb

@@ -0,0 +1,54 @@
+require 'ib-ruby/models/contract'
+
+module IB
+  module Models
+    class Contract
+      class Option < Contract
+
+        # For Options, this is contract's OSI (Option Symbology Initiative) name/code
+        alias osi local_symbol
+
+        def osi= value
+          # Normalize to 21 char
+          self.local_symbol = value.sub(/ /, ' '*(22-value.size))
+        end
+
+        def initialize opts = {}
+          super opts
+          @sec_type = IB::SECURITY_TYPES[:option]
+          @description ||= osi ? osi : "#{symbol} #{strike} #{right} #{expiry}"
+        end
+
+        # Make valid IB Contract definition from OSI (Option Symbology Initiative) code.
+        # NB: Simply making a new Contract with *local_symbol* (osi) property set to a
+        # valid OSI code works just as well, just do NOT set *expiry*, *right* or
+        # *strike* properties at the same time.
+        # This class method provided as a backup, to show how to analyse OSI codes.
+        def self.from_osi osi
+
+          # Parse contract's OSI (OCC Option Symbology Initiative) code
+          args = osi.match(/(\w+)\s?(\d\d)(\d\d)(\d\d)([pcPC])(\d+)/).to_a.drop(1)
+          symbol = args.shift
+          year = 2000 + args.shift.to_i
+          month = args.shift.to_i
+          day = args.shift.to_i
+          right = args.shift.upcase
+          strike = args.shift.to_i/1000.0
+          #p symbol, year, month, day, right, strike
+
+          # Set correct expiry date - IB expiry date differs from OSI if expiry date
+          # falls on Saturday (see https://github.com/arvicco/option_mower/issues/4)
+          expiry_date = Time.new(year, month, day)
+          expiry_date = Time.new(year, month, day-1) if expiry_date.saturday?
+
+          new :symbol => symbol,
+              :exchange => "SMART",
+              :expiry => expiry_date.to_ib,
+              :right => right,
+              :strike => strike
+        end
+
+      end # class Option
+    end # class Contract
+  end # module Models
+end # module IB

data/lib/ib-ruby/models/contract.rb

@@ -168,7 +168,7 @@ module IB
       # This returns an Array of data from the given contract.
       # Different messages serialize contracts differently. Go figure.
       # Note that it does NOT include the combo legs.
-      def serialize(*fields)
+      def serialize *fields
         [(fields.include?(:con_id) ? [con_id] : []),
          symbol,
          sec_type,
@@ -182,12 +182,12 @@ module IB
         ].flatten
       end
 
-      def serialize_long(*fields)
-        serialize(:option, :primary_exchange, *fields)
+      def serialize_long *fields
+        serialize :option, :primary_exchange, *fields
       end
 
-      def serialize_short(*fields)
-        serialize(:option, *fields)
+      def serialize_short *fields
+        serialize :option, *fields
       end
 
       # This produces a string uniquely identifying this contract, in the format used
@@ -202,12 +202,12 @@ module IB
       # expiring in September, 2008, the string is:
       #
       #    GBP:FUT:200809:::62500:GLOBEX::USD:
-      def serialize_ib_ruby(version)
+      def serialize_ib_ruby version
         serialize.join(":")
       end
 
       # This returns a Contract initialized from the serialize_ib_ruby format string.
-      def self.from_ib_ruby(string)
+      def self.from_ib_ruby string
         c = Contract.new
         c.symbol, c.sec_type, c.expiry, c.strike, c.right, c.multiplier,
             c.exchange, c.primary_exchange, c.currency, c.local_symbol = string.split(":")
@@ -215,7 +215,7 @@ module IB
       end
 
       # Serialize under_comp parameters
-      def serialize_under_comp(*args)
+      def serialize_under_comp *args
         # EClientSocket.java, line 471:
         if under_comp
           [true,
@@ -228,12 +228,14 @@ module IB
       end
 
       # Some messages send open_close too, some don't. WTF.
-      def serialize_combo_legs(type = :short)
-        # No idea what "BAG" means. Copied from the Java code.
+      # "BAG" is not really a contract, but a combination (combo) of securities.
+      # AKA basket or bag of securities. Individual securities in combo are represented
+      # by ComboLeg objects.
+      def serialize_combo_legs *fields
         return [] unless sec_type.upcase == "BAG"
         return [0] if combo_legs.empty? || combo_legs.nil?
         [combo_legs.size,
-         combo_legs.map { |leg| leg.serialize(type) }]
+         combo_legs.map { |leg| leg.serialize *fields }]
       end
 
       def to_human
@@ -248,59 +250,6 @@ module IB
         to_human
       end
 
-      # ComboLeg is an internal class of Contract, as it should be
-      class ComboLeg < Model
-        # // open/close leg value is same as combo
-        # Specifies whether the order is an open or close order. Valid values are:
-        SAME = 0 #  Same as the parent security. The only option for retail customers.
-        OPEN = 1 #  Open. This value is only valid for institutional customers.
-        CLOSE = 2 # Close. This value is only valid for institutional customers.
-        UNKNOWN = 3
-
-
-        attr_accessor :con_id, # int: The unique contract identifier specifying the security.
-                      :ratio, # int: Select the relative number of contracts for the leg you
-                      #              are constructing. To help determine the ratio for a
-                      #              specific combination order, refer to the Interactive
-                      #              Analytics section of the User's Guide.
-
-                      :action, # String: BUY/SELL/SSHORT/SSHORTX
-                      #          The side (buy or sell) for the leg you are constructing.
-                      :exchange, # String: exchange to which the complete combination
-                      #            order will be routed.
-                      :open_close, # int: Specifies whether the order is an open or close order.
-                      #              Valid values: ComboLeg::SAME/OPEN/CLOSE/UNKNOWN
-
-                      # For institutional customers only! For stock legs when doing short sale
-                      :short_sale_slot, # int: 0 - retail, 1 = clearing broker, 2 = third party
-                      :designated_location, # String: Only for shortSaleSlot == 2.
-                      #                    Otherwise leave blank or orders will be rejected.
-                      :exempt_code # int: ?
-
-        def initialize opts = {}
-          @con_id = 0
-          @ratio = 0
-          @open_close = 0
-          @short_sale_slot = 0
-          @designated_location = ''
-          @exempt_code = -1
-
-          super opts
-        end
-
-        # Some messages include open_close, some don't. wtf.
-        def serialize(type = :short)
-          [con_id,
-           ratio,
-           action,
-           exchange] +
-              type == :short ? [] : [open_close,
-                                     short_sale_slot,
-                                     designated_location,
-                                     exempt_code]
-        end
-      end # ComboLeg
-
     end # class Contract
   end # module Models
 end # module IB

data/lib/ib-ruby/models/order.rb

@@ -281,7 +281,7 @@ module IB
          trigger_method,
          outside_rth, # was: ignore_rth
          hidden,
-         contract.serialize_combo_legs(:long),
+         contract.serialize_combo_legs(:extended),
          '', # deprecated shares_allocation field
          discretionary_amount,
          good_after_time,

data/lib/ib-ruby/models.rb

@@ -6,6 +6,7 @@ end
 
 require 'ib-ruby/models/order'
 require 'ib-ruby/models/contract'
+require 'ib-ruby/models/combo_leg'
 require 'ib-ruby/models/execution'
 require 'ib-ruby/models/bar'
 

data/lib/ib-ruby/symbols/futures.rb

@@ -17,7 +17,6 @@ module IB
     #
     # N.B. This will not work as expected near/after expiration during that month, as
     # volume rolls over to the next quarter even though the current month is still valid!
-    #
     def self.next_quarter_month(time)
       sprintf("%02d", [3, 6, 9, 12].find { |month| month >= time.month })
     end
@@ -30,10 +29,46 @@ module IB
       end
     end
 
+    #
+    # WARNING: This is currently broken. It returns the next
+    # quarterly expiration month after the current month. Many futures
+    # instruments have monthly contracts for the near months. This
+    # method will not work for such contracts; it will return the next
+    # quarter after the current month, even though the present month
+    # has the majority of the trading volume.
+    #
+    # For example, in early November of 2011, many contracts have the
+    # vast majority of their volume in the Nov 2011 contract, but this
+    # method will return the Dec 2011 contract instead.
+    #
     def self.next_expiry(time)
       "#{ self.next_quarter_year(time) }#{ self.next_quarter_month(time) }"
     end
 
+    #
+    # Convenience method; generates a Models::Contract instance for a futures
+    # contract with the given parameters.
+    #
+    # If expiry is nil, it will use the end month of the current
+    # quarter. This will be wrong for most contracts most of the time,
+    # since most contracts have the majority of their volume in a
+    # nearby intraquarter month. 
+    #
+    # It is recommended that you specify an expiration date manually
+    # until next_expiry is fixed. Expiry should be a string in the
+    # format "YYYYMM", where YYYY is the 4 digit year and MM is the 2
+    # digit month. For example, November 2011 is "201111".
+    #
+    def self.future(base_symbol, exchange, currency, description="", expiry=nil)
+      Models::Contract.new(:symbol => base_symbol,
+                           :expiry => expiry.nil? ? self.next_expiry(Time.now) : expiry,
+                           :exchange => exchange,
+                           :currency => currency,
+                           :sec_type => SECURITY_TYPES[:future],
+                           :description => description)
+    end
+
+
     Futures ={
         :ym => Models::Contract.new(:symbol => "YM",
                                     :expiry => self.next_expiry(Time.now),

data/lib/ib-ruby/symbols/options.rb

@@ -8,21 +8,27 @@ module IB
   module Symbols
 
     Options =
-        {:wfc20 => Models::Contract.new(:symbol => "WFC",
-                                        :exchange => "SMART",
-                                        :expiry => "201112",
-                                        :right => "CALL",
-                                        :strike => 20.0,
-                                        :sec_type => SECURITY_TYPES[:option],
-                                        :description => "Wells Fargo 20 Call 2011-12"),
-         :z50 => Models::Contract.new(:symbol => "Z",
-                                      :exchange => "LIFFE",
-                                      :expiry => "201112",
-                                      :right => "CALL",
-                                      :strike => 50.0,
-                                      :sec_type => SECURITY_TYPES[:option],
-                                      :description => " FTSE-100 index 50 Call 2011-12"),
-
+        {:wfc20 => Models::Contract::Option.new(:symbol => "WFC",
+                                                :exchange => "SMART",
+                                                :expiry => "201207",
+                                                :right => "CALL",
+                                                :strike => 20.0,
+                                                :description => "Wells Fargo 20 Call 2012-07"),
+         :z50 => Models::Contract::Option.new(:symbol => "Z",
+                                              :exchange => "LIFFE",
+                                              :expiry => "201206",
+                                              :right => "CALL",
+                                              :strike => 50.0,
+                                              :description => " FTSE-100 index 50 Call 2012-06"),
+         :spy75 => Models::Contract::Option.new(:symbol => 'SPY',
+                                                :exchange => "SMART",
+                                                :expiry => "20120615",
+                                                :right => "P",
+                                                :currency => "USD",
+                                                :strike => 75.0,
+                                                :description => "SPY 75.0 Put 2012-06-16"),
+         :spy100 => Models::Contract::Option.new(:osi => 'SPY 121222P00100000',
+                                                 :exchange => "SMART"),
         }
   end
 end

data/lib/{version.rb → ib-ruby/version.rb}

@@ -1,6 +1,6 @@
 require 'pathname'
 
 module IB
-  VERSION_FILE = Pathname.new(__FILE__).dirname + '../VERSION' # :nodoc:
+  VERSION_FILE = Pathname.new(__FILE__).dirname + '../../VERSION' # :nodoc:
   VERSION = VERSION_FILE.exist? ? VERSION_FILE.read.strip : nil
 end

data/lib/ib-ruby.rb

@@ -2,9 +2,13 @@ module IB
 end # module IB
 IbRuby = IB
 
-require 'version'
+require 'ib-ruby/version'
 require 'ib-ruby/constants'
 require 'ib-ruby/connection'
 require 'ib-ruby/models'
-require 'ib-ruby/symbols'
 require 'ib-ruby/messages'
+
+# TODO Where should we require this?
+require 'ib-ruby/models/contract/option'
+
+require 'ib-ruby/symbols'

data/spec/ib-ruby/models/combo_leg_spec.rb

@@ -0,0 +1,55 @@
+require File.join(File.dirname(__FILE__), %w[.. .. spec_helper])
+
+describe IB::Models::ComboLeg do
+
+  let(:properties) do
+    {:con_id => 123,
+     :ratio=> 1234,
+     :action => 'BUY',
+     :exchange => 'BLAH',
+     :open_close => IB::Models::ComboLeg::OPEN,
+     :short_sale_slot => 1,
+     :designated_location => 'BLEH',
+     :exempt_code => 12}
+  end
+
+  context "instantiation" do
+    context 'empty without properties' do
+      subject { IB::Models::ComboLeg.new }
+
+      it { should_not be_nil }
+      its (:con_id) {should == 0}
+      its (:ratio) {should == 0}
+      its (:open_close) {should == 0}
+      its (:short_sale_slot) {should == 0}
+      its (:exempt_code) {should == -1}
+
+      its (:created_at) {should be_a Time}
+    end
+
+    context 'with properties' do
+      subject { IB::Models::ComboLeg.new properties }
+
+      it 'sets properties right' do
+        properties.each do |name, value|
+          subject.send(name).should == value
+        end
+      end
+
+      context 'essential properties are still set, even if not given explicitely' do
+        its (:created_at) {should be_a Time}
+      end
+    end
+
+    it 'allows setting attributes' do
+      expect {
+        x = IB::Models::ComboLeg.new
+        properties.each do |name, value|
+          subject.send("#{name}=", value)
+          subject.send(name).should == value
+        end
+      }.to_not raise_error
+    end
+  end #instantiation
+
+end # describe IB::Models::Contract::ComboLeg

data/spec/ib-ruby/models/contract_spec.rb

@@ -205,57 +205,3 @@ describe IB::Models::Contract do
   end #serialization
 
 end # describe IB::Models::Contract
-
-describe IB::Models::Contract::ComboLeg do
-
-  let(:properties) do
-    {:con_id => 123,
-     :ratio=> 1234,
-     :action => 'BUY',
-     :exchange => 'BLAH',
-     :open_close => IB::Models::Contract::ComboLeg::OPEN,
-     :short_sale_slot => 1,
-     :designated_location => 'BLEH',
-     :exempt_code => 12}
-  end
-
-  context "instantiation" do
-    context 'empty without properties' do
-      subject { IB::Models::Contract::ComboLeg.new }
-
-      it { should_not be_nil }
-      its (:con_id) {should == 0}
-      its (:ratio) {should == 0}
-      its (:open_close) {should == 0}
-      its (:short_sale_slot) {should == 0}
-      its (:exempt_code) {should == -1}
-
-      its (:created_at) {should be_a Time}
-    end
-
-    context 'with properties' do
-      subject { IB::Models::Contract::ComboLeg.new properties }
-
-      it 'sets properties right' do
-        properties.each do |name, value|
-          subject.send(name).should == value
-        end
-      end
-
-      context 'essential properties are still set, even if not given explicitely' do
-        its (:created_at) {should be_a Time}
-      end
-    end
-
-    it 'allows setting attributes' do
-      expect {
-        x = IB::Models::Contract::ComboLeg.new
-        properties.each do |name, value|
-          subject.send("#{name}=", value)
-          subject.send(name).should == value
-        end
-      }.to_not raise_error
-    end
-  end #instantiation
-
-end # describe IB::Models::Contract::ComboLeg

metadata

@@ -2,15 +2,16 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.2
+  version: 0.5.7
 platform: ruby
 authors: 
+- Paul Legato
 - arvicco
 autorequire: 
 bindir: bin
 cert_chain: []
 
-date: 2011-12-12 00:00:00 -08:00
+date: 2011-12-16 00:00:00 -08:00
 default_executable: 
 dependencies: 
 - !ruby/object:Gem::Dependency 
@@ -35,8 +36,10 @@ dependencies:
         version: 2.5.0
   type: :development
   version_requirements: *id002
-description: Ruby Implementation of the Interactive Broker' TWS API
-email: arvitallian@gmail.com
+description: Ruby Implementation of the Interactive Brokers TWS API
+email: 
+- pjlegato@gmail.com
+- arvitallian@gmail.com
 executables: 
 - account_info
 - contract_details
@@ -49,10 +52,8 @@ executables:
 - time_and_sales
 extensions: []
 
-extra_rdoc_files: 
-- LICENSE
-- HISTORY
-- README.rdoc
+extra_rdoc_files: []
+
 files: 
 - bin/account_info
 - bin/contract_details
@@ -69,6 +70,8 @@ files:
 - lib/ib-ruby/messages/outgoing.rb
 - lib/ib-ruby/messages.rb
 - lib/ib-ruby/models/bar.rb
+- lib/ib-ruby/models/combo_leg.rb
+- lib/ib-ruby/models/contract/option.rb
 - lib/ib-ruby/models/contract.rb
 - lib/ib-ruby/models/execution.rb
 - lib/ib-ruby/models/model.rb
@@ -80,9 +83,10 @@ files:
 - lib/ib-ruby/symbols/options.rb
 - lib/ib-ruby/symbols/stocks.rb
 - lib/ib-ruby/symbols.rb
+- lib/ib-ruby/version.rb
 - lib/ib-ruby.rb
-- lib/version.rb
 - spec/ib-ruby/connection_spec.rb
+- spec/ib-ruby/models/combo_leg_spec.rb
 - spec/ib-ruby/models/contract_spec.rb
 - spec/ib-ruby/models/order_spec.rb
 - spec/ib-ruby_spec.rb
@@ -94,23 +98,18 @@ files:
 - tasks/spec.rake
 - tasks/version.rake
 - Rakefile
-- README.rdoc
+- README.md
 - LICENSE
 - VERSION
 - HISTORY
 - .gitignore
 has_rdoc: true
-homepage: http://github.com/arvicco/ib-ruby
+homepage: https://github.com/pjlegato/ib-ruby
 licenses: []
 
 post_install_message: 
-rdoc_options: 
-- --charset
-- UTF-8
-- --main
-- README.rdoc
-- --title
-- mix
+rdoc_options: []
+
 require_paths: 
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement 
@@ -131,9 +130,10 @@ rubyforge_project:
 rubygems_version: 1.6.2
 signing_key: 
 specification_version: 3
-summary: Ruby Implementation of the Interactive Broker' TWS API
+summary: Ruby Implementation of the Interactive Brokers TWS API
 test_files: 
 - spec/ib-ruby/connection_spec.rb
+- spec/ib-ruby/models/combo_leg_spec.rb
 - spec/ib-ruby/models/contract_spec.rb
 - spec/ib-ruby/models/order_spec.rb
 - spec/ib-ruby_spec.rb

data/README.rdoc

@@ -1,58 +0,0 @@
-= ib-ruby
-by:: Arvicco
-url:: http://github.com/arvicco/ib-ruby
-
-This is a fork of http://github.com/wdevauld/ib-ruby by Wes Devauld,
-that is in turn forked from http://github.com/pjlegato/ib-ruby by Paul Legato.
-
-== DESCRIPTION:
-
-Ruby Implementation of the Interactive Broker' Trader Work Station (TWS) API v.965.
-
-== FEATURES/PROBLEMS:
-
-* This is a BETA release, and should not be used for live trading.
-  Any features contained within are AS-IS and may not work in all conditions
-* This code is not sanctioned or supported by Interactive Brokers
-
-== REQUIREMENTS:
-
-Interactive Broker's TWS or Gateway installed and configured to allow API
-connections on localhost.
-
-== INSTALL:
-
-=== From Gem
-
-  $ sudo gem install ib-ruby
-
-=== From Source
-
-  $ git clone http://github.com/arvicco/ib-ruby
-  $ cd ib-ruby; rake gem:install
-
-== SYNOPSIS:
-
-First, start up Interactive Broker's Trader Work Station or Gateway.
-Make sure it is configured to allow API connections on localhost.
-
-  >> require 'ib-ruby'
-  >> ib = IB::Connection.new
-  >> ib.subscribe(:Alert, :AccountValue) { |msg| puts msg.to_human }
-  >> ib.send_message :RequestAccountData, :subscribe => true
-
-Essentially, all interaction of your code and TWS can be described as exchange
-of messages. You subscribe to message type(s) you're interested in using
-IB::Connection#subscribe and request data from TWS using IB::Connection#send_message.
-The code blocks (or procs) given to #subscribe will be executed when a message of
-requested type is received, with the received message as its argument.
-
-Use sample scripts in /bin folder as an example of how common tasks can be
-achieved using ib-ruby.
-
-See /lib/ib-ruby/messages for a full list of TWS incoming/outgoing messages and
-their attributes. Original TWS docs and code samples can be found in /misc folder.
-
-== LICENSE:
-
-Copyright (c) 2011 Arvicco. See LICENSE for details.