Class: IB::Messages::Incoming::OpenOrder

Inherits:
Object
  • Object
show all
Defined in:
lib/ib/messages/incoming/open_order.rb

Instance Method Summary collapse

Instance Method Details

#contract ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 100

def contract
  @contract ||= IB::Contract.build(
      @data[:contract].merge(:underlying => underlying)
  )
end

#filled?(value) ⇒ Boolean

Check if given value was set by TWS to something vaguely “positive”

Returns:

  • (Boolean) 


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# File 'lib/ib/messages/incoming/open_order.rb', line 208

def filled? value
  case value
    when String
      !value.empty?
    when Float, Integer
      value > 0
    else
      !!value # to_bool
  end
end

#load ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 112

def load
  super

  load_map [27, [proc { | | filled?(@data[:order][:delta_neutral_order_type]) },
                 # As of client v.52, we receive delta... params in openOrder
                 [:order, :delta_neutral_con_id, :int],
                 [:order, :delta_neutral_settling_firm, :string],
                 [:order, :delta_neutral_clearing_account, :string],
                 [:order, :delta_neutral_clearing_intent, :string]]
           ],
           [:order, :continuous_update, :int],
           [:order, :reference_price_type, :int],
           [:order, :trail_stop_price, :decimal_max],

           # As of client v.56, we receive trailing_percent in openOrder
           [30, [:order, :trailing_percent, :decimal_max]], # Never! 28 currently

           [:order, :basis_points, :decimal_max],
           [:order, :basis_points_type, :int_max],
           [:contract, :legs_description, :string],

           # As of client v.55, we receive orderComboLegs (price) in openOrder
           [29, [:contract, :legs, :array, proc do |_|
             IB::ComboLeg.new :con_id => socket.read_int,
                              :ratio => socket.read_int,
                              :action => socket.read_string,
                              :exchange => socket.read_string,
                              :open_close => socket.read_int,
                              :short_sale_slot => socket.read_int,
                              :designated_location => socket.read_string,
                              :exempt_code => socket.read_int
           end],

            # Order keeps received leg prices in a separate Array for some reason ?!
            [:order, :leg_prices, :array, proc { |_| socket.read_decimal_max }],
           ],
           # As of client v.51, we can receive smartComboRoutingParams in openOrder
           [26, [:smart_combo_routing_params, :hash]],

           [:order, :scale_init_level_size, :int_max],
           [:order, :scale_subs_level_size, :int_max],
           [:order, :scale_price_increment, :decimal_max],

           # As of client v.54, we can receive scale order fields
           [28, [proc { | | filled?(@data[:order][:scale_price_increment]) },
                 [:order, :scale_price_adjust_value, :decimal_max],
                 [:order, :scale_price_adjust_interval, :int_max],
                 [:order, :scale_profit_offset, :decimal_max],
                 [:order, :scale_auto_reset, :boolean],
                 [:order, :scale_init_position, :int_max],
                 [:order, :scale_init_fill_qty, :decimal_max],
                 [:order, :scale_random_percent, :boolean]]
           ],

           # As of client v.49/50, we can receive hedgeType, hedgeParam, optOutSmartRouting
           [25,
            [:order, :hedge_type, :string],
            [proc { | | filled?(@data[:order][:hedge_type]) },
             [:order, :hedge_param, :string],
            ],
            [:order, :opt_out_smart_routing, :boolean]
           ],

           [:order, :clearing_account, :string],
           [:order, :clearing_intent, :string],
           [:order, :not_held, :boolean],
           [:underlying_present, :boolean],

           [proc { | | filled?(@data[:underlying_present]) },
            [:underlying, :con_id, :int],
            [:underlying, :delta, :decimal],
            [:underlying, :price, :decimal]
           ],

           [:order, :algo_strategy, :string],

           # TODO: Test Order with algo_params, scale and legs!
           [proc { | | filled?(@data[:order][:algo_strategy]) },
            [:order, :algo_params, :hash]
           ],

           [:order, :what_if, :boolean],

           [:order_state, :status, :string],
           # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
           [:order_state, :init_margin, :decimal_max], # :string],
           [:order_state, :maint_margin, :decimal_max], # :string],
           [:order_state, :equity_with_loan, :decimal_max], # :string],
           [:order_state, :commission, :decimal_max], # May be nil!
           [:order_state, :min_commission, :decimal_max], # May be nil!
           [:order_state, :max_commission, :decimal_max], # May be nil!
           [:order_state, :commission_currency, :string],
           [:order_state, :warning_text, :string]
end

#local_id ⇒ Object Also known as: order_id

Accessors to make OpenOrder API-compatible with OrderStatus message



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# File 'lib/ib/messages/incoming/open_order.rb', line 77

def local_id
  order.local_id
end

#order ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 87

def order
  @order ||= IB::Order.new @data[:order].merge(:order_state => order_state)
end

#order_state ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 91

def order_state
  @order_state ||= IB::OrderState.new(
      @data[:order_state].merge(
          :local_id => @data[:order][:local_id],
          :perm_id => @data[:order][:perm_id],
          :parent_id => @data[:order][:parent_id],
          :client_id => @data[:order][:client_id]))
end

#status ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 83

def status
  order.status
end

#to_human ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 219

def to_human
  "<OpenOrder: #{contract.to_human} #{order.to_human}>"
end

#underlying ⇒ Object Also known as: under_comp 



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# File 'lib/ib/messages/incoming/open_order.rb', line 106

def underlying
  @underlying = @data[:underlying_present] ? IB::Underlying.new(@data[:underlying]) : nil
end