Class: Bitmex::Order

Inherits:
Base
  • Object
show all
Defined in:
lib/bitmex/order.rb

Overview

Order Placement, Cancellation, Amending, and History

Author:

  • Iulian Costan

Instance Attribute Summary collapse

Attributes inherited from Base

#rest, #websocket

Instance Method Summary collapse

Constructor Details

#initialize(rest, websocket = nil, orderID = nil, clOrdID = nil) ⇒ Order

Returns a new instance of Order.



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# File 'lib/bitmex/order.rb', line 7

def initialize(rest, websocket = nil, orderID = nil, clOrdID = nil)
  super rest, websocket
  @orderID = orderID
  @clOrdID = clOrdID
end

Instance Attribute Details

#clOrdID ⇒ Object (readonly)

Returns the value of attribute clOrdID.



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# File 'lib/bitmex/order.rb', line 5

def clOrdID
  @clOrdID
end

#orderID ⇒ Object (readonly)

Returns the value of attribute orderID.



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# File 'lib/bitmex/order.rb', line 5

def orderID
  @orderID
end

Instance Method Details

#all(filters = {}) {|Hash| ... } ⇒ Array

Get your orders

Parameters:

  • filters (Hash) (defaults to: {}) —

    the filters to apply to mostly REST API requests with a few exceptions

Options Hash (filters):

  • :symbol (String) —

    the instrument symbol, this filter works in both REST and Websocket APIs

  • :filter (String) —

    generic table filter, send key/value pairs Timestamp Filters

  • :columns (String) —

    array of column names to fetch; if omitted, will return all columns.

  • :count (Double) — default: 100 —

    number of results to fetch.

  • :start (Double) —

    Starting point for results.

  • :reverse (Boolean) — default: false —

    if true, will sort results newest first.

  • :startTime (Datetime, String) —

    Starting date filter for results.

  • :endTime (Datetime, String) —

    Ending date filter for results

Yields:

  • (Hash) —

    the order

Returns:

  • (Array) —

    the orders



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# File 'lib/bitmex/order.rb', line 17

def all(filters = {}, &ablock)
  if block_given?
    websocket.listen order: filters[:symbol], &ablock
  else
    rest.get order_path, params: filters, auth: true
  end
end

#cancel(text = nil) ⇒ Bitmex::Mash

Cancel an order

Parameters:

  • text (String) (defaults to: nil) —

    Optional cancellation annotation. e.g. ‘Spread Exceeded’.

Returns:



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# File 'lib/bitmex/order.rb', line 63

def cancel(text = nil)
  params = { orderID: orderID, clOrdID: clOrdID, text: text }
  rest.delete order_path, params: params do |response|
    # a single order only
    response_handler(response).first
  end
end

#create(symbol, attributes) ⇒ Bitmex::Mash

Place new order

Parameters:

  • symbol (String) —

    instrument symbol

  • attributes (Hash) —

    order attributes

Options Hash (attributes):

  • :side (Buy, Sell) —

    Order side. Defaults to ‘Buy’ unless orderQty is negative

  • :orderQty (Integer) —

    Order quantity in units of the instrument (i.e. contracts)

  • :price (Double) —

    Optional limit price for ‘Limit’, ‘StopLimit’, and ‘LimitIfTouched’ orders

  • :displayQty (Double) —

    Optional quantity to display in the book. Use 0 for a fully hidden order.

  • :stopPx (Double) —

    Optional trigger price for ‘Stop’, ‘StopLimit’, ‘MarketIfTouched’, and ‘LimitIfTouched’ orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. Use execInst of ‘MarkPrice’ or ‘LastPrice’ to define the current price used for triggering.

  • :clOrdID (String) —

    Optional Client Order ID. This clOrdID will come back on the order and any related executions.

  • :pegOffsetValue (Double) —

    Optional trailing offset from the current price for ‘Stop’, ‘StopLimit’, ‘MarketIfTouched’, and ‘LimitIfTouched’ orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for ‘Pegged’ orders.

  • :pegPriceType (LastPeg, MidPricePeg, MarketPeg, PrimaryPeg, TrailingStopPeg) —

    Optional peg price type.

  • :ordType (Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, MarketWithLeftOverAsLimit, Pegged) —

    Order type. Defaults to ‘Limit’ when price is specified. Defaults to ‘Stop’ when stopPx is specified. Defaults to ‘StopLimit’ when price and stopPx are specified.

  • :timeInForce (Day, GoodTillCancel, ImmediateOrCancel, FillOrKill) —

    Time in force. Defaults to ‘GoodTillCancel’ for ‘Limit’, ‘StopLimit’, ‘LimitIfTouched’, and ‘MarketWithLeftOverAsLimit’ orders.

  • :execInst (ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, Fixed) —

    Optional execution instructions. AllOrNone’ instruction requires displayQty to be 0. ‘MarkPrice’, ‘IndexPrice’ or ‘LastPrice’ instruction valid for ‘Stop’, ‘StopLimit’, ‘MarketIfTouched’, and ‘LimitIfTouched’ orders.

  • :text (String) —

    Optional amend annotation. e.g. ‘Take profit’

Returns:



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# File 'lib/bitmex/order.rb', line 55

def create(symbol, attributes)
  params = attributes.merge symbol: symbol
  rest.post order_path, params: params
end

#update(attributes) ⇒ Bitmex::Mash

Amend the quantity or price of an open order

Parameters:

  • attributes (Hash) —

    the fields to update

Options Hash (attributes):

  • :orderQty (Integer) —

    Optional order quantity in units of the instrument (i.e. contracts)

  • :leavesQty (Integer) —

    Optional leaves quantity in units of the instrument (i.e. contracts). Useful for amending partially filled orders.

  • :price (Double) —

    Optional limit price for ‘Limit’, ‘StopLimit’, and ‘LimitIfTouched’ orders.

  • :stopPx (Double) —

    Optional trigger price for ‘Stop’, ‘StopLimit’, ‘MarketIfTouched’, and ‘LimitIfTouched’ orders. Use a price below the current price for stop-sell orders and buy-if-touched orders.

  • :pegOffsetValue (Double) —

    Optional trailing offset from the current price for ‘Stop’, ‘StopLimit’, ‘MarketIfTouched’, and ‘LimitIfTouched’ orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for ‘Pegged’ orders.

  • :text (String) —

    Optional amend annotation. e.g. ‘Adjust skew’

Returns:



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# File 'lib/bitmex/order.rb', line 34

def update(attributes)
  params = attributes.merge orderID: orderID, origClOrdID: clOrdID
  rest.put order_path, params: params
end