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Contents
# These modules are used to facilitate referencing of most common Ordertypes
module IB
module OrderPrototype
def order **fields
# special treatment of size: positive numbers --> buy order, negative: sell
if fields[:size].present? && fields[:action].blank?
error "Size = 0 is not possible" if fields[:size].zero?
fields[:action] = fields[:size] >0 ? :buy : :sell
fields[:size] = fields[:size].abs
end
# change aliases to the original. We are modifying the fields-hash.
fields.keys.each{|x| fields[aliases.key(x)] = fields.delete(x) if aliases.has_value?(x)}
# inlcude defaults (arguments override defaults)
the_arguments = defaults.merge fields
# check if requirements are fullfilled
necessary = requirements.keys.detect{|y| the_arguments[y].nil?}
if necessary.present?
msg =self.name + ".order -> A necessary field is missing: #{necessary}: --> #{requirements[necessary]}"
error msg, :args, nil
end
if alternative_parameters.present?
unless ( alternative_parameters.keys & the_arguments.keys ).size == 1
msg =self.name + ".order -> One of the alternative fields needs to be specified: \n\t:" +
"#{alternative_parameters.map{|x| x.join ' => '}.join(" or \n\t:")}"
error msg, :args, nil
end
end
# initialise order with given attributes
IB::Order.new the_arguments
end
def alternative_parameters
{}
end
def requirements
{ action: IB::VALUES[:side], total_quantity: 'also aliased as :size' }
end
def defaults
{ tif: :good_till_cancelled }
end
def optional
{ account: 'Account(number) to trade on' }
end
def aliases
{ total_quantity: :size }
end
def parameters
the_output = ->(var){ var.map{|x| x.join(" --> ") }.join("\n\t: ")}
"Required : " + the_output[requirements] + "\n --------------- \n" +
"Optional : " + the_output[optional] + "\n --------------- \n"
end
end
end
Version data entries
5 entries across 5 versions & 1 rubygems