Sha256: 58a39bd956ac833b19ce17a82189d0bcc07917a8772e297d4a446321c92ac54e
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Versions: 18
Compression:
Stored size: 1.41 KB
Contents
require 'integration_helper'
describe 'Request Depth of Market Data', :connected => true,
:integration => true, :if => :forex_trading_hours do
before(:all) do
verify_account
@ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
@ib.send_message :RequestMarketDepth, :id => 456, :num_rows => 3,
:contract => IB::Symbols::Forex[:eurusd]
@ib.wait_for [:MarketDepth, 4], 6 # sec
end
after(:all) do
@ib.send_message :CancelMarketDepth, :id => 456
close_connection
end
subject { @ib.received[:MarketDepth].last }
it { @ib.received[:MarketDepth].should have_at_least(4).depth_data }
it { should be_an IB::Messages::Incoming::MarketDepth }
its(:request_id) { should == 456 }
its(:price) { should be_a Float }
its(:size) { should be_an Integer }
its(:to_human) { should =~ /MarketDepth/ }
it 'has position field reflecting the row Id of this market depth entry' do
subject.position.should be_an Integer
subject.position.should be >= 0
subject.position.should be <= 3
end
it 'has operation field reflecting how this entry is applied' do
subject.operation.should be_a Symbol
subject.operation.to_s.should =~ /insert|update|delete/
end
it 'has side field reflecting side of the book: 0 = ask, 1 = bid' do
subject.side.should be_a Symbol
subject.side.to_s.should =~ /ask|bid/
end
end # Request Market Depth
Version data entries
18 entries across 18 versions & 1 rubygems