# Frequently used stock contracts definitions # TODO: auto-request :ContractDetails from IB if unknown symbol is requested? module IB module Symbols module Combo extend Symbols def self.contracts @contracts ||= { #super.merge( stoxx_straddle: IB::Straddle.build( from: IB::Symbols::Index.stoxx, strike: 4000, expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX') , stoxx_calendar: IB::Calendar.build( from: IB::Symbols::Index.stoxx, strike: 4000, back: '2m' , front: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'), stoxx_butterfly: IB::Butterfly.fabricate( Symbols::Options.stoxx.merge( strike: 3900), front: 3500, back: 4300 ), stoxx_vertical: IB::Vertical.build( from: IB::Symbols::Index.stoxx, sell: 3500, buy: 4000, right: :put, expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'), zn_calendar: IB::Calendar.fabricate( IB::Symbols::Futures.zn, '3m') , dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'EUREX', combo_legs: [ ComboLeg.new( con_id: 270581032 , action: :buy, exchange: 'DTB', ratio: 1), #DBK Dez20 2018 C ComboLeg.new( con_id: 270580382, action: :buy, exchange: 'DTB', ratio: 1 ) ], #DBK Dez 20 2018 P description: 'Option Straddle: Deutsche Bank(20)[Dez 2018]' ), ib_mcd: Bag.new( symbol: 'IBKR,MCD', currency: 'USD', combo_legs: [ ComboLeg.new( con_id: 43645865, action: :buy, ratio: 1), # IKBR STK ComboLeg.new( con_id: 9408, action: :sell,ratio: 1 ) ], # MCD STK description: 'Stock Spread: Buy Interactive Brokers, sell Mc Donalds' ), vix_calendar: Bag.new( symbol: 'VIX', currency: 'USD', exchange: 'CFE', combo_legs: [ ComboLeg.new( con_id: 256038899, action: :buy, exchange: 'CFE', ratio: 1), # VIX FUT 201708 ComboLeg.new( con_id: 260564703, action: :sell, exchange: 'CFE', ratio: 1 ) ], # VIX FUT 201709 description: 'VixFuture Calendar-Spread August - September 2017' ), wti_coil: Bag.new( symbol: 'WTI', currency: 'USD', exchange: 'SMART', combo_legs: [ ComboLeg.new( con_id: 55928698, action: :buy, exchange: 'IPE', ratio: 1), # WTI future June 2017 ComboLeg.new( con_id: 55850663, action: :sell, exchange: 'IPE', ratio: 1 ) ], # COIL future June 2017 description: 'Smart Future Spread WTI - COIL (June 2017) ' ), wti_brent: Bag.new( symbol: 'CL.BZ', currency: 'USD', exchange: 'NYMEX', combo_legs: [ ComboLeg.new( con_id: 47207310, action: :buy, exchange: 'NYMEX', ratio: 1), # CL Dec'16 @NYMEX ComboLeg.new( con_id: 47195961, action: :sell, exchange: 'NYMEX', ratio: 1 ) ], #BZ Dec'16 @NYMEX description: ' WTI - Brent Spread (Dez. 2016)' ) } # ) end end end end