incoming.rb in ib-ruby-0.5.17

- old
+ new

@@ -53,12 +53,18 @@
         # Object#id is always defined, we cannot rely on method_missing
         def id
           @data.has_key?(:id) ? @data[:id] : super
         end
 
+        def respond_to? method
+          getter = method.to_s.sub(/=$/, '').to_sym
+          @data.has_key?(method) || @data.has_key?(getter) || super
+        end
+
         protected
 
+        # TODO: method compilation instead of method_missing
         def method_missing method, *args
           getter = method.to_s.sub(/=$/, '').to_sym
           if @data.has_key? method
             @data[method]
           elsif @data.has_key? getter
@@ -66,15 +72,10 @@
           else
             super method, *args
           end
         end
 
-        def respond_to? method
-          getter = method.to_s.sub(/=$/, '').to_sym
-          @data.has_key?(method) || @data.has_key?(getter) || super
-        end
-
         # Every message loads received message version first
         def load
           @data[:version] = @socket.read_int
         end
 
@@ -154,33 +155,33 @@
                                 [:perm_id, :int],
                                 [:parent_id, :int],
                                 [:last_fill_price, :decimal],
                                 [:client_id, :int],
                                 [:why_held, :string] do
-        "<OrderStatus: #{@data[:status]} filled: #{@data[:filled]}/#{@data[:remaining]+@data[:filled]}" +
-            " @ last/avg: #{@data[:last_fill_price]}/#{@data[:average_fill_price]}" +
-            (@data[:parent_id] > 0 ? "parent_id: #{@data[:parent_id]}" : "") +
-            (@data[:why_held] != "" ? "why_held: #{@data[:why_held]}" : "") +
-            " id/perm: #{@data[:id]}/#{@data[:perm_id]}>"
+        "<OrderStatus: #{status} filled: #{filled}/#{remaining + filled}" +
+            " @ last/avg: #{last_fill_price}/#{average_fill_price}" +
+            (parent_id > 0 ? "parent_id: #{parent_id}" : "") +
+            (why_held != "" ? "why_held: #{why_held}" : "") +
+            " id/perm: #{id}/#{perm_id}>"
       end
 
 
       AccountValue = def_message(6, [:key, :string],
                                  [:value, :string],
                                  [:currency, :string],
                                  [:account_name, :string]) do
-        "<AccountValue: #{@data[:account_name]}, #{@data[:key]}=#{@data[:value]} #{@data[:currency]}>"
+        "<AccountValue: #{account_name}, #{key}=#{value} #{currency}>"
       end
 
       AccountUpdateTime = def_message(8, [:time_stamp, :string]) do
-        "<AccountUpdateTime: #{@data[:time_stamp]}>"
+        "<AccountUpdateTime: #{time_stamp}>"
       end
 
       # 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 = def_message(9, [:id, :int]) { "<NextValidID: #{@data[:id]}>" }
+      NextValidID = def_message(9, [:id, :int]) { "<NextValidID: #{id}>" }
 
       NewsBulletins =
           def_message 14, [:id, :int], # unique incrementing bulletin ID.
                       [:type, :int], # Type of bulletin. Valid values include:
                       #     1 = Regular news bulletin
@@ -212,22 +213,22 @@
       # Receive Reuters global fundamental market data. There must be a subscription to
       # Reuters Fundamental set up in Account Management before you can receive this data.
       FundamentalData = def_message 50, [:id, :int], # request_id
                                     [:data, :string]
 
-      ContractDataEnd = def_message(52, [:id, :int]) { "<ContractDataEnd: #{@data[:id]}>" } # request_id
+      ContractDataEnd = def_message(52, [:id, :int]) { "<ContractDataEnd: #{id}>" } # request_id
 
       OpenOrderEnd = def_message(53) { "<OpenOrderEnd>" }
 
       AccountDownloadEnd = def_message(54, [:account_name, :string]) do
-        "<AccountDownloadEnd: #{@data[:account_name]}}>"
+        "<AccountDownloadEnd: #{account_name}}>"
       end # request_id
 
 
-      ExecutionDataEnd = def_message 55, [:id, :int] # request_id
+      ExecutionDataEnd = def_message(55, [:id, :int]) { "<ExecutionDataEnd: #{id}>" } # request_id
 
-      TickSnapshotEnd = def_message 57, [:id, :int] # request_id
+      TickSnapshotEnd = def_message(57, [:id, :int]) { "<TickSnapshotEnd: #{id}>" } # request_id
 
       ### Actual message classes (long definitions):
 
       # The IB code seems to dispatch up to two wrapped objects for this message, a tickPrice
       # and sometimes a tickSize, which seems to be identical to the TICK_SIZE object.
@@ -342,14 +343,13 @@
           read_computed :theta, -2 #             -2 is the "not yet computed" indicator
           read_computed :under_price, -1 #       -1 is the "not yet computed" indicator
         end
 
         def to_human
-          "<TickOption #{type} for #{@data[:id]}: underlying @ #{@data[:under_price]}, "+
-              "option @ #{@data[:option_price]}, IV #{@data[:implied_volatility]}%, " +
-              "delta #{@data[:delta]}, gamma #{@data[:gamma]}, vega #{@data[:vega]}, " +
-              "theta #{@data[:theta]}, pv_dividend #{@data[:pv_dividend]}>"
+          "<TickOption #{type} for #{:id}: underlying @ #{under_price}, "+
+              "option @ #{option_price}, IV #{implied_volatility}%, delta #{delta}, " +
+              "gamma #{gamma}, vega #{vega}, theta #{theta}, pv_dividend #{pv_dividend}>"
         end
       end # TickOption
       TickOptionComputation = TickOption
 
       MarketDepth =
@@ -371,12 +371,12 @@
         def operation
           @data[:operation] == 0 ? :insert : @data[:operation] == 1 ? :update : :delete
         end
 
         def to_human
-          "<#{self.class.to_s.split('::').last}: #{operation} #{side} @ "+
-              "#{@data[:position]} = #{@data[:price]} x #{@data[:size]}>"
+          "<#{self.class.to_s.split(/::/).last}: #{operation} #{side} @ "+
+              "#{position} = #{price} x #{size}>"
         end
       end
 
       MarketDepthL2 =
           def_message 13, MarketDepth,
@@ -413,17 +413,18 @@
 
         def to_human
           "TWS #{ error? ? 'Error' : system? ? 'System' : 'Warning'
           } Message #{code}: #{message}"
         end
-      end # class ErrorMessage
+      end # class Alert
       Error = Alert
       ErrorMessage = Alert
 
       class OpenOrder < AbstractMessage
         @message_id = 5
 
+        # TODO: Add id accessor to unify with OrderStatus message
         attr_accessor :order, :contract
 
         def load
           super
 
@@ -655,10 +656,14 @@
                                     :client_id => @socket.read_int,
                                     :liquidation => @socket.read_int,
                                     :cumulative_quantity => @socket.read_int,
                                     :average_price => @socket.read_decimal
         end
+
+        def to_human
+          "<HistoricalData: req: #{id}, #{item_count} items, #{start_date} to #{end_date}>"
+        end
       end # ExecutionData
 
       # HistoricalData contains following @data:
       # General:
       #    :id - The ID of the request to which this is responding
@@ -700,12 +705,11 @@
                             :trades => @socket.read_int
           end
         end
 
         def to_human
-          "<HistoricalData: req id #{@data[:id]}, #{@data[:item_count]
-          } items, from #{@data[:start_date_str]} to #{@data[:end_date_str]}>"
+          "<HistoricalData: req: #{id}, #{item_count} items, #{start_date} to #{end_date}>"
         end
       end # HistoricalData
 
       class BondContractData < AbstractMessage
         @message_id = 18
@@ -816,10 +820,10 @@
                                  :wap => @socket.read_decimal,
                                  :trades => @socket.read_int
         end
 
         def to_human
-          "<RealTimeBar: req id #{@data[:id]}, #{@bar}>"
+          "<RealTimeBar: req: #{id}, #{bar}>"
         end
       end # RealTimeBar
       RealTimeBars = RealTimeBar
 
       # The server sends this message upon accepting a Delta-Neutral DN RFQ