Class: IB::IncomingMessages::OpenOrder

Inherits:
AbstractMessage show all
Defined in:
lib/ib-ruby/messages.rb

Overview

class ErrorMessage

Instance Attribute Summary collapse

Attributes inherited from AbstractMessage

#data

Attributes inherited from ExtremelyAbstractMessage

#created_at

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from AbstractMessage

inherited, #initialize

Methods inherited from ExtremelyAbstractMessage

#to_human

Constructor Details

This class inherits a constructor from IB::IncomingMessages::AbstractMessage

Instance Attribute Details

#contract ⇒ Object

Returns the value of attribute contract.



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# File 'lib/ib-ruby/messages.rb', line 1026

def contract
  @contract
end

#order ⇒ Object

Returns the value of attribute order.



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# File 'lib/ib-ruby/messages.rb', line 1026

def order
  @order
end

Class Method Details

.message_id ⇒ Object 



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# File 'lib/ib-ruby/messages.rb', line 1028

def self.message_id
  5
end

Instance Method Details

#load ⇒ Object 



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# File 'lib/ib-ruby/messages.rb', line 1032

def load
  @order = Datatypes::Order.new
  @contract = Datatypes::Contract.new

  autoload([:version, :int])

  @order.id = @socket.read_int

  @contract.symbol = @socket.read_string
  @contract.sec_type = @socket.read_string
  @contract.expiry = @socket.read_string
  @contract.strike = @socket.read_decimal
  @contract.right = @socket.read_string
  @contract.exchange = @socket.read_string
  @contract.currency = @socket.read_string

  @contract.local_symbol = @socket.read_string if @data[:version] >= 2

  @order.action = @socket.read_string
  @order.total_quantity = @socket.read_int
  @order.order_type = @socket.read_string
  @order.limit_price = @socket.read_decimal
  @order.aux_price = @socket.read_decimal
  @order.tif = @socket.read_string
  @order.oca_group = @socket.read_string
  @order. = @socket.read_string
  @order.open_close = @socket.read_string
  @order.origin = @socket.read_int
  @order.order_ref = @socket.read_string

  @order.client_id = @socket.read_int if @data[:version] >= 3

  if @data[:version] >= 4
    @order.perm_id = @socket.read_int
    @order.ignore_rth = (@socket.read_int == 1)
    @order.hidden = (@socket.read_int == 1)
    @order.discretionary_amount = @socket.read_decimal
  end

  @order.good_after_time = @socket.read_string if @data[:version] >= 5
  @order.shares_allocation = @socket.read_string if @data[:version] >= 6

  if @data[:version] >= 7
    @order.fa_group = @socket.read_string
    @order.fa_method = @socket.read_string
    @order.fa_percentage = @socket.read_string
    @order.fa_profile = @socket.read_string
  end

  @order.good_till_date = @socket.read_string if @data[:version] >= 8

  if @data[:version] >= 9
    @order.rule_80A = @socket.read_string
    @order.percent_offset = @socket.read_decimal
    @order.settling_firm = @socket.read_string
    @order.short_sale_slot = @socket.read_int
    @order.designated_location = @socket.read_string
    @order.auction_strategy = @socket.read_int
    @order.starting_price = @socket.read_decimal
    @order.stock_ref_price = @socket.read_decimal
    @order.delta = @socket.read_decimal
    @order.stock_range_lower = @socket.read_decimal
    @order.stock_range_upper = @socket.read_decimal
    @order.display_size = @socket.read_int
    @order.rth_only = @socket.read_boolean
    @order.block_order = @socket.read_boolean
    @order.sweep_to_fill = @socket.read_boolean
    @order.all_or_none = @socket.read_boolean
    @order.min_quantity = @socket.read_int
    @order.oca_type = @socket.read_int
    @order.eTrade_only = @socket.read_boolean
    @order.firm_quote_only = @socket.read_boolean
    @order.nbbo_price_cap = @socket.read_decimal
  end

  if @data[:version] >= 10
    @order.parent_id = @socket.read_int
    @order.trigger_method = @socket.read_int
  end

  if @data[:version] >= 11
    @order.volatility = @socket.read_decimal
    @order.volatility_type = @socket.read_int

    if @data[:version] == 11
      @order.delta_neutral_order_type = ( @socket.read_int == 0 ? "NONE" : "MKT" )
    else
      @order.delta_neutral_order_type = @socket.read_string
      @order.delta_neutral_aux_price = @socket.read_decimal
    end

    @order.continuous_update = @socket.read_int
    if @server_version == 26
      @order.stock_range_lower = @socket.read_decimal
      @order.stock_range_upper = @socket.read_decimal
    end

    @order.reference_price_type = @socket.read_int
  end # if version >= 11


end