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Contents
require 'ib-ruby/models/contract'
module IB
module Models
class Contract
# "BAG" is not really a contract, but a combination (combo) of securities.
# AKA basket or bag of securities. Individual securities in combo are represented
# by ComboLeg objects.
class Bag < Contract
# General Notes:
# 1. :exchange for the leg definition must match that of the combination order.
# The exception is for a STK legs, which must specify the SMART exchange.
# 2. :symbol => "USD" For combo Contract, this is an arbitrary value (like “USD”)
def initialize opts = {}
super opts
@sec_type = IB::SECURITY_TYPES[:bag]
end
def description
@description || to_human
end
def to_human
"<Bag: " + [symbol, exchange, currency].join(" ") + " legs: " +
(@combo_legs_description ||
@combo_legs.map do |leg|
"#{leg.action} #{leg.ratio} * #{leg.con_id}"
end.join('|')) + ">"
end
end # class Bag
TYPES[IB::SECURITY_TYPES[:bag]] = Bag
end # class Contract
end # module Models
end # module IB
Version data entries
4 entries across 4 versions & 1 rubygems