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Contents
module IB
#Combo-Orders are used for NonGuaranteed Orders only.
#»Normal« Option-Spreads are transmited by ordinary Limit-Orders
module Combo
### Basic Order Prototype: Combo with two limits
extend OrderPrototype
class << self
def defaults
## todo implement serialisation of key/tag Hash to camelCased-keyValue-List
# super.merge order_type: :limit , combo_params: { non_guaranteed: true}
# for the time being, we use the array representation
super.merge order_type: :limit , combo_params: [ ['NonGuaranteed', true] ]
end
def requirements
Limit.requirements
end
def aliases
Limit.aliases
end
def summary
<<-HERE
Create combination orders. It is constructed through options, stock and futures legs
(stock legs can be included if the order is routed through SmartRouting).
Although a combination/spread order is constructed of separate legs, it is executed
as a single transaction if it is routed directly to an exchange. For combination orders
that are SmartRouted, each leg may be executed separately to ensure best execution.
The »NonGuaranteed«-Flag is set to "false". A Pair of two securites should always be
routed »Guaranteed«, otherwise separate orders are prefered.
If a Bag-Order with »NonGuarateed :true« should be submitted, the Order-Type would be
REL+MKT, LMT+MKT, or REL+LMT
--------
Products: Options, Stocks, Futures
HERE
end # def
end # class
end # module combo
end # module ib
Version data entries
7 entries across 5 versions & 1 rubygems