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

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

Instance Method Summary collapse

Instance Method Details

#encode ⇒ Object 



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# File 'lib/ib/messages/outgoing/place_order.rb', line 12

def encode

  order = @data[:order]
  contract = @data[:contract]

  [super,

   contract.serialize_long(:con_id, :sec_id),

   # main order fields
   (order.side == :short ? 'SSHORT' : order.side == :short_exempt ? 'SSHORTX' : order.side.to_sup),
   order.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..0],
   order[:origin],
   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.legs.size] + contract.legs.map { |_| nil },
       ## 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[:short_sale_slot], # 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,
   order.etrade_only || false,
   order.firm_quote_only || false,
   order.nbbo_price_cap,
   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,
   order.volatility, #              Volatility orders
   order[:volatility_type], #       Volatility orders

   # 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]
      ]
   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 || false,
      order.scale_init_position,
      order.scale_init_fill_qty,
      order.scale_random_percent || false
      ]
   else
     []
   end,

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

   order.opt_out_smart_routing || false, # MIN_SERVER_VER_OPT_OUT_SMART_ROUTING

   order.,
   order.clearing_intent,
   order.not_held || false,
   contract.serialize_under_comp,
   order.serialize_algo(),
   order.what_if]

end