Bugfix for https://github.com/ib-ruby/ib-ruby/issues/12

bin/generic_data.rb

@@ -0,0 +1,26 @@
+#!/usr/bin/env ruby
+
+# This script reproduces https://github.com/ib-ruby/ib-ruby/issues/12
+
+require 'pathname'
+LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
+$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
+
+require 'rubygems'
+require 'bundler/setup'
+require 'ib-ruby'
+
+contract = IB::Models::Contract.new :symbol=> 'AAPL',
+                                    :exchange=> "Smart",
+                                    :currency=> "USD",
+                                    :sec_type=> IB::SECURITY_TYPES[:stock],
+                                    :description=> "Some stock"
+ib = IB::Connection.new
+ib.subscribe(:Alert) { |msg| puts msg.to_human }
+ib.subscribe(:TickGeneric, :TickString, :TickPrice, :TickSize) { |msg| puts msg.inspect }
+ib.send_message :RequestMarketData, :id => 123, :contract => contract
+
+puts "\nSubscribed to market data"
+puts "\n******** Press <Enter> to cancel... *********\n\n"
+gets
+puts "Cancelling market data subscription.."

lib/ib-ruby/messages/incoming.rb

@@ -146,7 +146,7 @@ def to_human
       # This message is always sent by TWS automatically at connect.
       # The IB::Connection class subscribes to it automatically and stores
       # the order id in its @next_order_id attribute.
-      NextValidID = NextValidId = def_message( 9, [:order_id, :int])
+      NextValidID = NextValidId = def_message(9, [:order_id, :int])
 
       NewsBulletins =
           def_message 14, [:request_id, :int], # unique incrementing bulletin ID.
@@ -246,7 +246,7 @@ def to_human
                              [:tick_type, :int],
                              [:size, :int]
 
-      TickGeneric = def_message 45, AbstractTick,
+      TickGeneric = def_message [45, 6], AbstractTick,
                                 [:ticker_id, :int],
                                 [:tick_type, :int],
                                 [:value, :decimal]
@@ -256,7 +256,7 @@ def to_human
                                [:tick_type, :int],
                                [:value, :string]
 
-      TickEFP = def_message 47, AbstractTick,
+      TickEFP = def_message [47, 6], AbstractTick,
                             [:ticker_id, :int],
                             [:tick_type, :int],
                             [:basis_points, :decimal],

spec/integration/market_data_spec.rb

@@ -1,19 +1,25 @@
 require 'integration_helper'
+#!/usr/bin/env ruby
 
+require 'ib-ruby'
+
+#OPTS[:silent] = false
 describe 'Request Market Data', :connected => true, :integration => true do
 
-  context 'when subscribed to :Tick... messages' do
+  require 'ib-ruby'
+  before(:all) { verify_account }
 
+  context 'US Stocks market', :if => :us_trading_hours do
     before(:all) do
-      verify_account
       @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
-
-      ##TODO consider a follow the sun market lookup for windening the types tested
-      @ib.subscribe(:Alert, :TickPrice, :TickSize) {}
-      @ib.send_message :RequestMarketData, :id => 456,
-                       :contract => IB::Symbols::Forex[:eurusd]
-
-      @ib.wait_for 3, :TickPrice, :TickSize
+      @contract = IB::Models::Contract.new(:symbol => 'AAPL',
+                                           :exchange => "Smart",
+                                           :currency => "USD",
+                                           :sec_type => IB::SECURITY_TYPES[:stock],
+                                           :description => "Apple"
+      )
+      @ib.send_message :RequestMarketData, :id => 456, :contract => @contract
+      @ib.wait_for 5, :TickSize, :TickString
     end
 
     after(:all) do
@@ -23,47 +29,82 @@
 
     it_behaves_like 'Received Market Data'
 
-    it 'logs no warning about unhandled :Alert message' do
-      should_not_log /No subscribers for message .*:Alert/
-    end
+    context "received :TickString message" do
+      subject { @ib.received[:TickString].first }
 
-    it 'logs no warning about unhandled :Tick... messages' do
-      should_not_log /No subscribers for message .*:TickPrice/
+      it { should be_an IB::Messages::Incoming::TickString }
+      its(:tick_type) { should be_an Integer }
+      its(:type) { should be_a Symbol }
+      its(:value) { should be_a String }
+      its(:data) { should be_a Hash }
+      its(:ticker_id) { should == 456 } # ticker_id
+      its(:to_human) { should =~ /TickString/ }
     end
+  end
 
-    it 'logs no warning about unhandled :Tick... messages', :if => :forex_trading_hours do
-      should_not_log /No subscribers for message .*:TickSize/
-    end
+  context 'FOREX market' do
+    context 'when subscribed to :Tick... messages' do
 
-  end # when subscribed to :Tick... messages
+      before(:all) do
+        @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
-  context 'when NOT subscribed to :Tick... messages', :slow => true do
+        ##TODO consider a follow the sun market lookup for windening the types tested
+        @ib.subscribe(:Alert, :TickPrice, :TickSize) {}
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
 
-    before(:all) do
-      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+        @ib.wait_for 3, :TickPrice, :TickSize
+      end
 
-      @ib.send_message :RequestMarketData, :id => 456,
-                       :contract => IB::Symbols::Forex[:eurusd]
-      @ib.wait_for 3, :TickPrice, :TickSize
-    end
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
 
-    after(:all) do
-      @ib.send_message :CancelMarketData, :id => 456
-      close_connection
-    end
+      it_behaves_like 'Received Market Data'
 
-    it 'logs warning about unhandled :Alert message' do
-      should_log /No subscribers for message .*:Alert/
-    end
+      it 'logs no warning about unhandled :Alert message' do
+        should_not_log /No subscribers for message .*:Alert/
+      end
 
-    it 'logs warning about unhandled :Tick... messages' do
-      should_log /No subscribers for message .*:TickPrice/
-    end
+      it 'logs no warning about unhandled :Tick... messages' do
+        should_not_log /No subscribers for message .*:TickPrice/
+      end
 
-    it 'logs warning about unhandled :Tick... messages', :if => :forex_trading_hours do
-      should_log /No subscribers for message .*:TickSize/
-    end
+      it 'logs no warning about unhandled :Tick... messages', :if => :forex_trading_hours do
+        should_not_log /No subscribers for message .*:TickSize/
+      end
+
+    end # when subscribed to :Tick... messages
+
+    context 'when NOT subscribed to :Tick... messages', :slow => true do
+
+      before(:all) do
+        @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
+        @ib.wait_for 3, :TickPrice, :TickSize
+      end
+
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
+
+      it 'logs warning about unhandled :Alert message' do
+        should_log /No subscribers for message .*:Alert/
+      end
+
+      it 'logs warning about unhandled :Tick... messages' do
+        should_log /No subscribers for message .*:TickPrice/
+      end
+
+      it 'logs warning about unhandled :Tick... messages', :if => :forex_trading_hours do
+        should_log /No subscribers for message .*:TickSize/
+      end
 
-  end # NOT subscribed to :Tick... messages
+    end # NOT subscribed to :Tick... messages
+  end
 
 end # Request Market Data