Class: IB::Messages::Outgoing::PlaceOrder

Inherits:
Object
  • Object
show all
Defined in:
lib/ib/messages/outgoing/place_order.rb

Overview

server-version is not known at compilation time Method call has to be replaced then Max-Client_ver –> 144!!

Instance Method Summary collapse

Instance Method Details

#encode ⇒ Object 



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# File 'lib/ib/messages/outgoing/place_order.rb', line 15

def encode
#					server_version = Connection.current.server_version
  order = @data[:order]
  contract = @data[:contract]
					error "contract has to be specified" unless contract.is_a? IB::Contract
 [super[0..-1],
#	  [ [3,45, @data[:local_id] ],
   contract.serialize_short(:primary_exchange, :sec_id_type),

   # main order fields
   (order.side == :short ? 'SSHORT' : order.side == :short_exempt ? 'SSHORTX' : order.side.to_sup),
					 order.total_quantity,
   order[:order_type], # Internal code, 'LMT' instead of :limit
   order.limit_price,		
   order.aux_price,
   order[:tif],
   order.oca_group,
   order.,
   order.open_close.to_sup[0],
   order[:origin],  # translates :customer, :firm  to 0,1
   order.order_ref,
   order.transmit,
   order.parent_id,
   order.block_order || false,
   order.sweep_to_fill || false,
   order.display_size,
   order[:trigger_method],
   order.outside_rth || false, # was: ignore_rth
   order.hidden || false,
   contract.serialize_legs(:extended),


   if contract.bag?
     [
       ## Support for per-leg prices in Order
       [contract.combo_legs.size] + contract.combo_legs.map { |_| nil }, #(&:price) ,
       ## Support for combo routing params in Order
       order.combo_params.empty? ? 0 : [order.combo_params.size] + order.combo_params.to_a
	     ]
 else     
   []    
	  end,	      
	     

   "", # deprecated shares_allocation field
   order.discretionary_amount,	    
   order.good_after_time,
   order.good_till_date,
   [ order.fa_group,
   order.fa_method,
   order.fa_percentage,
   order.fa_profile ] ,
	   order.model_code || "",
   order[:short_sale_slot] || 0 , # 0 only for retail, 1 or 2 for institution  (Institutional)
   order.designated_location, # only populate when short_sale_slot == 2    (Institutional)
   order.exempt_code,
   order[:oca_type],
   order[:rule_80a], #.to_sup[0..0],
   order.settling_firm,
   order.all_or_none || false,
   order.min_quantity || "",
   order.percent_offset || '',
   false, # was: order.etrade_only || false,  desupported in TWS > 981
   false, # was: order.firm_quote_only || false,    desupported in TWS > 981
   order.nbbo_price_cap || "", ## desupported in TWS > 981, too. maybe we have to insert a hard-coded "" here
   order[:auction_strategy],
   order.starting_price,
   order.stock_ref_price || "",
   order.delta || "",
   order.stock_range_lower || "",
   order.stock_range_upper || "",
   order.override_percentage_constraints || false,
					 if order.volatility.present?
   [ order.volatility , #              Volatility orders
   order[:volatility_type] || 2 ] #     default: annual volatility
						else
						["",""]
					 end,
   # Support for delta neutral orders with parameters
   if order.delta_neutral_order_type && order.delta_neutral_order_type != :none
     [order[:delta_neutral_order_type],
      order.delta_neutral_aux_price || "",
      order.delta_neutral_con_id,
      order.delta_neutral_settling_firm,
      order.,
      order[:delta_neutral_clearing_intent],
							order.delta_neutral_open_close,
							order.delta_neutral_short_sale,
							order.delta_neutral_short_sale_slot,
							order.delta_neutral_designated_location ]
   else
     ['', '']
   end,

   order.continuous_update, #        Volatility orders
   order[:reference_price_type] || "", #   Volatility orders

   order.trail_stop_price || "", #         TRAIL_STOP_LIMIT stop price
   order.trailing_percent || "", #         Support for trailing percent

   order.scale_init_level_size || "", #    Scale Orders
   order.scale_subs_level_size || "", #    Scale Orders
   order.scale_price_increment || "", #    Scale Orders

   # Support for extended scale orders parameters
   if order.scale_price_increment && order.scale_price_increment > 0
     [order.scale_price_adjust_value || "",
      order.scale_price_adjust_interval || "",
      order.scale_profit_offset || "",
      order.scale_auto_reset, #  default: false,
      order.scale_init_position || "",
      order.scale_init_fill_qty || "",
      order.scale_random_percent # default: false,
      ]
   else
     []
   end,

	      order.scale_table,		 # v 69
	      order.active_start_time || "" ,	 # v 69
	      order.active_stop_time || "" ,	 # v 69

   # Support for hedgeType
   order.hedge_type, # MIN_SERVER_VER_HEDGE_ORDERS
   order.hedge_param || [],

   order.opt_out_smart_routing, # MIN_SERVER_VER_OPT_OUT_SMART_ROUTING

   order. ,
   order.clearing_intent ,
   order.not_held ,
   contract.serialize_under_comp,
   order.serialize_algo(),
   order.what_if,
	   order.serialize_misc_options,      # MIN_SERVER_VER_LINKING
	   order.solicided ,		      # MIN_SERVER_VER_ORDER_SOLICITED
	   order.random_size ,		      # MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE
	   order.random_price ,		      # MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE
	   ( order[:type] == 'PEG BENCH' ? [	# pegged_to_benchmark  v. 102
	    order.reference_contract_id,
	    order.is_pegged_change_amount_decrease,
	    order.pegged_change_amount,
	    order.reference_change_amount,
	    order.reference_exchange_id ] : [] ),
		 order.serialize_conditions ,   # serialisation of conditions outsourced to model file
	   order.adjusted_order_type ,
	   order.trigger_price ,
	   order.limit_price_offset ,
	   order.adjusted_stop_price ,
	   order.adjusted_stop_limit_price ,
	   order.adjusted_trailing_amount ,
	   order.adjustable_trailing_unit ,
	   order.ext_operator ,		      # MIN_SERVER_VER_EXT_OPERATOR:
		 order.soft_dollar_tier_name,
		 order.soft_dollar_tier_value,
		 order.soft_dollar_tier_display_name,
#	   order.serialize_soft_dollar_tier() ,	      # MIN_SERVER_VER_SOFT_DOLLAR_TIER
	   order.cash_qty , 		      # MIN_SERVER_VER_CASH_QTY  /111)
#			 if server_version >= 138   # :min_server_ver_decision_maker 
				 [ order.mifid_2_decision_maker, order.mifid_2_decision_algo],
#				end ,
#				if server_version >= 139 # min_server_ver_mifid_execution  
				[ order.mifid_2_execution_maker, order.mifid_2_execution_algo ],
#				end,
#				if server_version >= 141 # min_server_ver_auto_price_for_hedge 
				order.dont_use_auto_price_for_hedge,
#				end,
#				if server_version >= 145 #	min_server_ver_order_container
					order.is_O_ms_container,
#				end,
#				if server_version >= 148 # 	min_server_ver_d_peg_orders
					order.discretionary_up_to_limit_price
#				end ]
				]
#
#
#
#	   if self.serverVersion() >= MIN_SERVER_VER_AUTO_PRICE_FOR_HEDGE:141
#            flds.append(make_field(order.dontUseAutoPriceForHedge))
#
#        if self.serverVersion() >= MIN_SERVER_VER_ORDER_CONTAINER:145
#            flds.append(make_field(order.isOmsContainer))
#
#        if self.serverVersion() >= MIN_SERVER_VER_D_PEG_ORDERS: 148
#            flds.append(make_field(order.discretionaryUpToLimitPrice))
#
#  

end