Class: IB::OutgoingMessages::PlaceOrder

Inherits:

AbstractMessage

• Object
• ExtremelyAbstractMessage
• AbstractMessage
• IB::OutgoingMessages::PlaceOrder

Defined in:

lib/ib-ruby/messages.rb

Overview

Data format is { :order_id => int, :contract => Contract, :order => Order }

Instance Attribute Summary

Attributes inherited from ExtremelyAbstractMessage

#created_at

Class Method Summary

• .message_id ⇒ Object

Instance Method Summary

• #queue(server) ⇒ Object

Methods inherited from AbstractMessage

#initialize, #send

Methods inherited from ExtremelyAbstractMessage

#to_human

Constructor Details

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

Class Method Details

.message_id ⇒ Object

# File 'lib/ib-ruby/messages.rb', line 132

def self.message_id
  3
end

Instance Method Details

#queue(server) ⇒ Object

# File 'lib/ib-ruby/messages.rb', line 136

def queue(server)
  queue = [ self.class.message_id,
            20, # version
            @data[:order_id],
            @data[:contract].symbol,
            @data[:contract].sec_type,
            @data[:contract].expiry,
            @data[:contract].strike,
            @data[:contract].right
          ]
  queue.push(@data[:contract].multiplier) if server[:version] >= 15
  queue.push(@data[:contract].exchange) if server[:version] >= 14
  queue.push(@data[:contract].currency)
  queue.push(@data[:contract].local_symbol) if server[:version] >= 2

  queue.concat([
                @data[:order].tif,
                @data[:order].oca_group,
                @data[:order].account,
                @data[:order].open_close,
                @data[:order].origin,
                @data[:order].order_ref,
                @data[:order].transmit
                ])

  queue.push(@data[:contract].parent_id) if server[:version] >= 4

  queue.concat([
                @data[:order].block_order,
                @data[:order].sweep_to_fill,
                @data[:order].display_size,
                @data[:order].trigger_method,
                @data[:order].ignore_rth
               ]) if server[:version] >= 5

  queue.push(@data[:order].hidden) if server[:version] >= 7


  queue.concat(@data[:contract].serialize_combo_legs(true)) if server[:version] >= 8 && @data[:contract].sec_type.upcase == "BAG" # "BAG" is defined as a constant in EClientSocket.java, line 45

  queue.push(@data[:order].shares_allocation) if server[:version] >= 9 # EClientSocket.java says this is deprecated. No idea.
  queue.push(@data[:order].discretionary_amount) if server[:version] >= 10
  queue.push(@data[:order].good_after_time) if server[:version] >= 11
  queue.push(@data[:order].good_till_date) if server[:version] >= 12

  queue.concat([
                @data[:order].fa_group,
                @data[:order].fa_method,
                @data[:order].fa_percentage,
                @data[:order].fa_profile
               ]) if server[:version] >= 13

  queue.concat([
                @data[:order].short_sale_slot,
                @data[:order].designated_location
               ]) if server[:version] >= 18

  queue.concat([
                @data[:order].oca_type,
                @data[:order].rth_only,
                @data[:order].rule_80a,
                @data[:order].settling_firm,
                @data[:order].all_or_none,
                nilFilter(@data[:order].min_quantity),
                nilFilter(@data[:order].percent_offset),
                @data[:order].etrade_only,
                @data[:order].firm_quote_only,
                nilFilter(@data[:order].nbbo_price_cap),
                nilFilter(@data[:order].auction_strategy),
                nilFilter(@data[:order].starting_price),
                nilFilter(@data[:order].stock_ref_price),
                nilFilter(@data[:order].delta),

                # Says the Java here:
                # "// Volatility orders had specific watermark price attribs in server version 26"
                # I have no idea what this means.

                ((server[:version] == 26 && @data[:order].order_type.upcase == "VOL") ? EOL : @data[:order].stock_range_lower),
                ((server[:version] == 26 && @data[:order].order_type.upcase == "VOL") ? EOL : @data[:order].stock_range_upper),

               ]) if server[:version] >= 19

  queue.push(@data[:order].override_percentage_constraints) if server[:version] >= 22

  # Volatility orders
  if server[:version] >= 26
    queue.concat([nilFilter(@data[:order].volatility),
                  nilFilter(@data[:order].volatility_type) ])

    if server[:version] < 28
      queue.push(@data[:order].delta_neutral_order_type.upcase == "MKT")
    else
      queue.concat([@data[:order].delta_neutral_order_type,
                    nilFilter(@data[:order].delta_neutral_aux_price)
                    ])
    end

    queue.push(@data[:order].continuous_update)
    queue.concat([
                  (@data[:order].order_type.upcase == "VOL" ? @data[:order].stock_range_lower : EOL),
                  (@data[:order].order_type.upcase == "VOL" ? @data[:order].stock_range_upper : EOL)
                 ]) if server[:version] == 26

    queue.push(@data[:order].reference_price_type)

  end # if version >= 26

  queue
end