Module: IB::AtAuction

Extended by:
OrderPrototype
Defined in:
lib/ib/order_prototypes/premarket.rb

Overview

module OrderPrototype

Class Method Summary collapse

Methods included from OrderPrototype

aliases, alternative_parameters, defaults, optional, order, parameters, requirements

Class Method Details

.aliasesObject



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# File 'lib/ib/order_prototypes/premarket.rb', line 11

def aliases
	super.merge  limit_price: :price 
end

.defaultsObject



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# File 'lib/ib/order_prototypes/premarket.rb', line 7

def defaults
	{ order_type: 'MTL' , tif: "AUC"}
end

.requirementsObject



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# File 'lib/ib/order_prototypes/premarket.rb', line 15

def requirements
	super.merge limit_price: :decimal 
end

.summaryObject



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# File 'lib/ib/order_prototypes/premarket.rb', line 20

def summary
	<<-HERE
	An auction order is entered into the electronic trading system during the pre-market
	opening period for execution at the Calculated Opening Price (COP).
	If your order is not filled on the open, the order is re-submitted as a
	limit order with the limit price set to the COP or the best bid/ask after the market opens.
	Products: FUT, STK
	HERE
end