Module: IB::Pegged2Benchmark

Extended by:

OrderPrototype

Defined in:

lib/ib/order_prototypes/pegged.rb

Class Method Summary

• .defaults ⇒ Object
• .optional ⇒ Object
• .requirements ⇒ Object
• .summary ⇒ Object

Methods included from OrderPrototype

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

Class Method Details

.defaults ⇒ Object

# File 'lib/ib/order_prototypes/pegged.rb', line 133

def defaults
	  super.merge order_type: 'PEG BENCH' 
end

.optional ⇒ Object

# File 'lib/ib/order_prototypes/pegged.rb', line 157

def optional
	 super.merge stock_ref_price: 'starting price of the reference contract',
	   stock_range_lower: 'Lowest acceptable  Price of the reference contract',
	   stock_range_upper: 'Highest accepable  Price of the reference contract'
end

.requirements ⇒ Object

# File 'lib/ib/order_prototypes/pegged.rb', line 141

def requirements
	super.merge total_quantity: :decimal, 
delta: 'required Delta of the Option', 
starting_price: 'initial Limit-Price for the Option' ,
is_pegged_change_amount_decrease: 'increase(true) / decrease(false) Price',
pegged_change_amount: ' (increase/decrceas) by... (and likewise for price moving in opposite direction)',
reference_change_amount: ' ... whenever there is a price change of...',
reference_contract_id: 'the conid of the reference contract',
reference_exchange: "Exchange of the reference contract"


		  


end

.summary ⇒ Object

# File 'lib/ib/order_prototypes/pegged.rb', line 163

def summary
	<<-HERE
	The Pegged to Benchmark order is similar to the Pegged to Stock order for options, 
	except that the Pegged to Benchmark allows you to specify any asset type as the 
	reference (benchmark) contract for a stock or option order. Both the primary and 
	reference contracts must use the same currency. 
	HERE
end