Sha256: e7c5b4ef7c776832262814e85f07ec7affe57e94aa0e3fefc2dfd5afd370fb69
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Size: 1.28 KB
Versions: 6
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Stored size: 1.28 KB
Contents
module IB
module Symbols
module Forex
extend Symbols
def self.contracts
@contracts ||= define_contracts
end
private
# IDEALPRO is for orders over 20,000 and routes to the interbank quote stream.
# IDEAL is for smaller orders, and has wider spreads/slower execution... generally
# used for smaller currency conversions. IB::Symbols::Forex contracts are pre-defined
# on IDEALPRO, if you need something else please define forex contracts manually.
def self.define_contracts
@contracts = {}
# use combinations of these currencies for pre-defined forex contracts
currencies = [ "aud", "cad", "chf", "eur", "gbp", "hkd", "jpy", "nzd", "usd" ]
# create pairs list from currency list
pairs = currencies.product(currencies).
map { |pair| pair.join.upcase unless pair.first == pair.last }.compact
# now define each contract
pairs.each do |pair|
@contracts[pair.downcase.to_sym] = IB::Forex.new(
:symbol => pair[0..2],
:exchange => "IDEALPRO",
:currency => pair[3..5],
:local_symbol => pair[0..2]+'.'+pair[3..5],
:description => pair
)
end
@contracts
end
end
end
end
Version data entries
6 entries across 6 versions & 1 rubygems