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

#client_id ⇒ Object

Accessors to make OpenOrder API-compatible with OrderStatus message



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# File 'lib/ib/messages/incoming/open_order.rb', line 72

def client_id
  order.client_id
end

#conditions ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 94

def conditions
	order.conditions
end

#contract ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 113

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 258

def filled? value
#	  puts "filled: #{value.class} --> #{value.to_s}"
  case value
    when String
      (!value.empty?)# && (value != :none) && (value !='None')  
    when Float, Integer, BigDecimal
      value > 0
    else
      !!value # to_bool
  end
end

#load ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 125

def load
  super

#          load_map [proc { | | (@data[:order][:delta_neutral_order_type] != 'None') },
  load_map [proc { | | filled?(@data[:order][:delta_neutral_order_type]) }, # todo Testcase!
              # As of client v.52, we may 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, :delta_neutral_open_close, :string],
             [:order, :delta_neutral_short_sale, :bool],
		     [:order, :delta_neutral_short_sale_slot, :int],
		     [:order, :delta_neutral_designated_location, :string] ],  # end proc
		   [:order, :continuous_update, :int],
           [:order, :reference_price_type, :int],
           [:order, :trail_stop_price, :decimal],   # not trail-orders. see below
           [:order, :trailing_percent, :decimal],
           [:order, :basis_points, :decimal],
           [:order, :basis_points_type, :int],

           [:contract, :legs_description, :string],

           # As of client v.55, we receive in OpenOrder for Combos:
           #    Contract.orderComboLegs Array
           #    Order.leg_prices Array
           [:contract, :combo_legs, :array, proc do |_|
             IB::ComboLeg.new :con_id => @buffer.read_int,
                              :ratio => @buffer.read_int,
                              :action => @buffer.read_string,
                              :exchange => @buffer.read_string,
                              :open_close => @buffer.read_int,
                              :short_sale_slot => @buffer.read_int,
                              :designated_location => @buffer.read_string,
                              :exempt_code => @buffer.read_int
           end],
           [:order, :leg_prices, :array, proc { |_| buffer.read_decimal }],   #  needs testing
           [:order, :combo_params, :hash ],
		   #, proc do |_|
		#		      { tag: buffer.read_string, value: buffer.read_string }  # needs testing
		 #  end],

           [:order, :scale_init_level_size, :int],
           [:order, :scale_subs_level_size, :int],

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

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

           # TODO: Test Order with algo_params, scale and legs!
           [:order, :algo_strategy, :string],
           [proc { | | filled?(@data[:order][:algo_strategy]) },
            [:order, :algo_params, :hash]  
           ],
           [:order, :solicided, :boolean],
           [: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], # :string],
           [:order_state, :maint_margin, :decimal], # :string],
           [:order_state, :equity_with_loan, :decimal], # :string],
           [:order_state, :commission, :decimal], # May be nil!
           [:order_state, :min_commission, :decimal], # May be nil!
           [:order_state, :max_commission, :decimal], # May be nil!
           [:order_state, :commission_currency, :string],
           [:order_state, :warning_text, :string],


           [:order, :random_size, :boolean],
           [:order, :random_price, :boolean],

		   ## todo: ordertype = PEG BENCH  --  -> test!
		   [proc{ @data[:order][:order_type] == 'PEG BENCH' },
[:order, :reference_contract_id, :int ],
[:order, :is_pegged_change_amount_decrease, :bool ],
[:order, :pegged_change_amount, :decimal ],
[:order, :reference_change_amount, :decimal ],
[:order, :reference_exchange_id, :string ]
		   ],
		    [:order , :conditions, :array, proc {  IB::OrderCondition.make_from( @buffer ) } ],
				[proc { !@data[:order][:conditions].blank?  },
						[:order, :conditions_ignore_rth, :bool],
						[:order, :conditions_cancel_order,:bool]
					], 
		    [:order, :adjusted_order_type, :string],
		    [:order, :trigger_price,  :decimal],
		    [:order, :trail_stop_price,  :decimal],	    # cpp -source: Traillimit orders 
		    [:order, :adjusted_stop_limit_price,  :decimal],
		    [:order, :adjusted_trailing_amount,  :decimal],
		    [:order, :adjustable_trailing_unit,  :int],

		    [:order, :soft_dollar_tier_name,  :string_not_null],
		    [:order, :soft_dollar_tier_value, :string_not_null],
		    [:order, :soft_dollar_tier_display_name,  :string_not_null],
		    [:order, :cash_qty,  :decimal],
				[:order, :mifid_2_decision_maker, :string_not_null ],   ## correct appearance of fields below
				[:order, :mifid_2_decision_algo, :string_not_null ],		##  is not tested yet
				[:order, :mifid_2_execution_maker, :string ],
				[:order, :mifid_2_execution_algo, :string_not_null ],
				[:order, :dont_use_auto_price_for_hedge, :string ],
				[:order, :is_O_ms_container, :bool ],
				[ :order, :discretionary_up_to_limit_price, :decimal ]

    
end

#local_id ⇒ Object Also known as: order_id 



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# File 'lib/ib/messages/incoming/open_order.rb', line 84

def local_id
  order.local_id
end

#order ⇒ Object

Object accessors



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

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 104

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

#parent_id ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 76

def parent_id
  order.parent_id
end

#perm_id ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 80

def perm_id
  order.perm_id
end

#status ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 90

def status
  order.status
end

#to_human ⇒ Object 



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# File 'lib/ib/messages/incoming/open_order.rb', line 270

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 119

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