Sha256: 41ceaaf43d7bbb72965dd9c7cc326648a7b66acd90f20ddc4e3e792f88f3e904
Contents?: true
Size: 1.74 KB
Versions: 9
Compression:
Stored size: 1.74 KB
Contents
module IB
module Messages
module Incoming
ExecutionData =
def_message [11, 0] , # [8, 9]],
# The reqID that was specified previously in the call to reqExecution()
[:request_id, :int],
[:execution, :local_id, :int],
[:contract, :contract],
[:execution, :exec_id, :string], # Weird format
[:execution, :time, :datetime],
[:execution, :account_name, :string],
[:execution, :exchange, :string],
[:execution, :side, :string],
[:execution, :quantity, :decimal],
[:execution, :price, :decimal],
[:execution, :perm_id, :int],
[:execution, :client_id, :int],
[:execution, :liquidation, :int],
[:execution, :cumulative_quantity, :int],
[:execution, :average_price, :decimal],
[:execution, :order_ref, :string],
[:execution, :ev_rule, :string],
[:execution, :ev_multiplier, :decimal],
[:execution, :model_code, :string],
[:execution, :last_liquidity, :int]
class ExecutionData
def load
simple_load
end
def contract
@contract = IB::Contract.build @data[:contract]
end
def execution
@execution = IB::Execution.new @data[:execution]
end
def to_human
"<ExecutionData #{request_id}: #{contract.to_human}, #{execution}>"
end
end # ExecutionData
end # module Incoming
end # module Messages
end # module IB
Version data entries
9 entries across 9 versions & 1 rubygems