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WIP: Prepare for merge from ver_10 to master
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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‎Gemfile.lock‎

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PATH
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remote: .
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specs:
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ib-api (10.19.1)
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activemodel
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activesupport (>= 6.0)
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ox
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terminal-table
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workflow (~> 3.1)
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zeitwerk
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GEM
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remote: https://rubygems.org/
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specs:
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activemodel (7.1.3.4)
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activesupport (= 7.1.3.4)
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activesupport (7.1.3.4)
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base64
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bigdecimal
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concurrent-ruby (~> 1.0, >= 1.0.2)
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connection_pool (>= 2.2.5)
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drb
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i18n (>= 1.6, < 2)
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minitest (>= 5.1)
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mutex_m
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tzinfo (~> 2.0)
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base64 (0.2.0)
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bigdecimal (3.1.8)
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coderay (1.1.3)
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concurrent-ruby (1.3.3)
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connection_pool (2.4.1)
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diff-lcs (1.5.1)
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drb (2.2.1)
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ffi (1.17.0-x86_64-linux-gnu)
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formatador (1.1.0)
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given_core (3.8.2)
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sorcerer (>= 0.3.7)
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guard (2.18.1)
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formatador (>= 0.2.4)
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listen (>= 2.7, < 4.0)
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lumberjack (>= 1.0.12, < 2.0)
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nenv (~> 0.1)
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notiffany (~> 0.0)
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pry (>= 0.13.0)
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shellany (~> 0.0)
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thor (>= 0.18.1)
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guard-compat (1.2.1)
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guard-rspec (4.7.3)
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guard (~> 2.1)
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guard-compat (~> 1.1)
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rspec (>= 2.99.0, < 4.0)
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i18n (1.14.5)
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concurrent-ruby (~> 1.0)
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listen (3.9.0)
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rb-fsevent (~> 0.10, >= 0.10.3)
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rb-inotify (~> 0.9, >= 0.9.10)
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lumberjack (1.2.10)
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method_source (1.1.0)
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minitest (5.24.1)
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mutex_m (0.2.0)
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nenv (0.3.0)
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notiffany (0.1.3)
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nenv (~> 0.1)
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shellany (~> 0.0)
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ox (2.14.18)
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pry (0.14.2)
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coderay (~> 1.1)
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method_source (~> 1.0)
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rake (13.2.1)
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rb-fsevent (0.11.2)
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rb-inotify (0.11.1)
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ffi (~> 1.0)
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rspec (3.13.0)
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rspec-core (~> 3.13.0)
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rspec-expectations (~> 3.13.0)
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rspec-mocks (~> 3.13.0)
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rspec-collection_matchers (1.2.1)
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rspec-expectations (>= 2.99.0.beta1)
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rspec-core (3.13.0)
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rspec-support (~> 3.13.0)
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rspec-expectations (3.13.1)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.13.0)
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rspec-given (3.8.2)
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given_core (= 3.8.2)
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rspec (>= 2.14.0)
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rspec-its (1.3.0)
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rspec-core (>= 3.0.0)
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rspec-expectations (>= 3.0.0)
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rspec-mocks (3.13.1)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.13.0)
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rspec-support (3.13.1)
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shellany (0.0.1)
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sorcerer (2.0.1)
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terminal-table (3.0.2)
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unicode-display_width (>= 1.1.1, < 3)
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thor (1.3.1)
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tzinfo (2.0.6)
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concurrent-ruby (~> 1.0)
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unicode-display_width (2.5.0)
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workflow (3.1.1)
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zeitwerk (2.6.16)
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PLATFORMS
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x86_64-linux
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DEPENDENCIES
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bundler
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guard
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guard-rspec
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ib-api!
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rake (~> 13.0)
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rspec
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rspec-collection_matchers
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rspec-given
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rspec-its
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BUNDLED WITH
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2.4.6

‎lib/ib/messages/outgoing/new-place-order.rb‎

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module IB
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module Messages
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module Outgoing
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extend Messages # def_message macros
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PlaceOrder = def_message [ 3,0 ]
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class PlaceOrder
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def encode
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order = @data[:order]
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contract = @data[:contract]
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error 'contract has to be specified' unless contract.is_a? IB::Contract
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# send place order msg
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fields = [ super ]
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fields << contract.serialize_short(:primary_exchange, :sec_id_type)
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fields << order.serialize_main_order_fields
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fields << order.serialize_extended_order_fields
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# Send combo legs for BAG requests (srv v8 and above)
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if contract.bag?
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fields.push(combo_legs.size)
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fields += combo_legs.map do |the_leg|
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array = [
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the_leg.con_id,
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the_leg.ratio,
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the_leg.side.to_sup,
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the_leg.exchange,
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the_leg[:open_close],
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the_leg[:short_sale_slot],
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the_leg.designated_location,
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]
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array.push(the_leg.exempt_code) if server_version >= KNOWN_SERVERS[:min_server_ver_sshortx_old] # 51
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array
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end.flatten
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# TODO: order_combo_leg?
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if server_version >= KNOWN_SERVERS[:min_server_ver_order_combo_legs_price] # 61
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fields.push(contract.combo_legs.size)
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fields += contract.combo_legs.map { |leg| leg.price || '' }
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end
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# TODO: smartComboRoutingParams
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if server_version >= KNOWN_SERVERS[:min_server_ver_smart_combo_routing_params] # 57
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fields.push(order.combo_params.size)
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fields += order.combo_params.to_a
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end
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end
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fields << order.serialize_auxilery_order_fields # incluing advisory order fields
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if server_version >= KNOWN_SERVERS[:min_server_ver_models_support]
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fields.push(order.model_code )
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end
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fields += [
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order[:short_sale_slot] , # 0 only for retail, 1 or 2 for institution (Institutional)
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order.designated_location # only populate when short_sale_slot == 2 (Institutional)
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]
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fields.push(order.exempt_code) if server_version >= KNOWN_SERVERS[:min_server_ver_sshortx_old]
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fields.push(order[:oca_type])
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fields += [
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order[:rule_80a], # .to_sup[0..0],
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order.settling_firm,
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order.all_or_none,
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order.min_quantity,
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order.percent_offset,
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false, # was: order.etrade_only || false, desupported in TWS > 981
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false, # was: order.firm_quote_only || false, desupported in TWS > 981
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'', ## desupported in TWS > 981, too. maybe we have to insert a hard-coded "" here
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order[:auction_strategy], # AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT
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order.starting_price ,
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order.stock_ref_price ,
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order.delta ,
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order.stock_range_lower ,
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order.stock_range_upper ,
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order.override_percentage_constraints,
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order.serialize_volatility_order_fields,
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order.serialize_delta_neutral_order_fields
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]
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fields += [
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order.continuous_update,
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order[:reference_price_type] ,
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order.trail_stop_price,
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order.trailing_percent
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]
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fields << order.serialize_scale_order_fields
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fields.push order.hedge_type
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fields.push order.hedge_param # default is [] --> omitted if left default
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fields.push order.opt_out_smart_routing
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fields.push order.clearing_account
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fields.push order.clearing_intent
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fields.push(order.not_held) if server_version >= KNOWN_SERVERS[:min_server_ver_not_held] #44
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if server_version >= KNOWN_SERVERS[:min_server_ver_delta_neutral] # 40
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fields += contract.serialize_under_comp
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_algo_orders] # 41
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fields += order.serialize_algo
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_algo_id] # 71
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fields.push(order.algo_id)
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end
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fields.push(order.what_if)
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fields.push(order.serialize_misc_options) if server_version >= KNOWN_SERVERS[:min_server_ver_linking] # 70
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fields.push(order.solicided) if server_version >= KNOWN_SERVERS[:min_server_ver_order_solicited] # 73
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if server_version >= KNOWN_SERVERS[:min_server_ver_randomize_size_and_price] # 76
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fields += [
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order.random_size,
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order.random_price
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]
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end
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fields << order.serialize_pegged_order_fields
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fields += order.serialize_conditions
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fields += [
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order.adjusted_order_type,
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order.trigger_price,
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order.limit_price_offset,
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order.adjusted_stop_price,
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order.adjusted_stop_limit_price,
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order.adjusted_trailing_amount,
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order.adjustable_trailing_unit
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]
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fields.push(order.ext_operator) if server_version >= KNOWN_SERVERS[:min_server_ver_ext_operator]
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fields << order.serialize_soft_dollar_tier
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fields.push(order.cash_qty) if server_version >= KNOWN_SERVERS[:min_server_ver_cash_qty] # 111
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fields << order.serialize_mifid_order_fields
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if server_version >= KNOWN_SERVERS[:min_server_ver_auto_price_for_hedge]
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fields.push(order.dont_use_auto_price_for_hedge)
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end
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fields.push(order.is_O_ms_container) if server_version >= KNOWN_SERVERS[:min_server_ver_order_container]
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if server_version >= KNOWN_SERVERS[:min_server_ver_d_peg_orders]
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fields.push(order.discretionary_up_to_limit_price)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_price_mgmt_algo]
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fields.push(order.use_price_management_algo)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_duration]
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fields.push(order.duration)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_post_to_ats]
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fields.push(order.post_to_ats)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_auto_cancel_parent]
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fields.push(order.auto_cancel_parent)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_advanced_order_reject]
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fields.push(order.advanced_order_reject)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_manual_order_time]
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fields.push(order.manual_order_time)
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end
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fields << order.serialize_peg_best_and_mid
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if server_version >= KNOWN_SERVERS[:min_server_ver_customer_account]
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fields.push(order.customer_account)
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end
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if server_version >= KNOWN_SERVERS[:min_server_ver_professional_customer]
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fields.push(order.professional_account)
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end
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fields
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end
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end
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end
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end
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end

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