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Contents
require 'integration_helper'
describe 'Request Market Data for Options', :if => :us_trading_hours,
:connected => true, :integration => true do
before(:all) do
verify_account
@ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
@ib.send_message :RequestMarketData, :id => 456,
:contract => IB::Symbols::Options[:aapl500]
@ib.wait_for :TickPrice, :TickSize, :TickString, :TickOption, 5 # sec
end
after(:all) do
@ib.send_message :CancelMarketData, :id => 456
close_connection
end
it_behaves_like 'Received Market Data'
context "received :TickOption message" do
subject { @ib.received[:TickOption].first }
it { should be_an IB::Messages::Incoming::TickOption }
its(:type) { should_not be_nil }
its(:data) { should be_a Hash }
its(:tick_type) { should be_an Integer }
its(:type) { should be_a Symbol }
its(:under_price) { should be_a Float }
its(:option_price) { should be_a Float }
its(:pv_dividend) { should be_a Float }
its(:implied_volatility) { should be_a Float }
its(:gamma) { should be_a Float }
its(:vega) { should be_a Float }
its(:theta) { should be_a Float }
its(:ticker_id) { should == 456 }
its(:to_human) { should =~ /TickOption/ }
end
context "received :TickString message" do
subject { @ib.received[:TickString].first }
it { should be_an IB::Messages::Incoming::TickString }
its(:type) { should_not be_nil }
its(:data) { should be_a Hash }
its(:tick_type) { should be_an Integer }
its(:type) { should be_a Symbol }
its(:value) { should be_a String }
its(:ticker_id) { should == 456 }
its(:to_human) { should =~ /TickString/ }
end
end # Request Options Market Data
Version data entries
18 entries across 18 versions & 1 rubygems