ib-api 972.0

data/lib/models/ib/contract_detail.rb

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+module IB
+
+  # Additional Contract properties (volatile, therefore extracted)
+  class ContractDetail < IB::Model
+    include BaseProperties
+
+    # All fields Strings, unless specified otherwise:
+    prop :market_name, # The market name for this contract.
+      :trading_class, # The trading class name for this contract.
+      :min_tick, # double: The minimum price tick.
+      :price_magnifier, # int: Allows execution and strike prices to be reported
+      #                 consistently with market data, historical data and the
+      #                 order price: Z on LIFFE is reported in index points, not GBP.
+
+      :order_types, #       The list of valid order types for this contract.
+      :valid_exchanges, #   The list of exchanges this contract is traded on.
+      :under_con_id, # int: The underlying contract ID.
+      :long_name, #         Descriptive name of the asset.
+      :contract_month, #    The contract month of the underlying futures contract.
+
+			:agg_group,
+			:under_symbol,
+			:under_sec_type,
+			:market_rule_ids,
+			:real_expiration_date,
+
+
+      # For Bonds only
+      :valid_next_option_date,
+      :valid_next_option_type,
+      :valid_next_option_partial,
+
+      # The industry classification of the underlying/product:
+      :industry, #    Wide industry. For example, Financial.
+      :category, #    Industry category. For example, InvestmentSvc.
+      :subcategory, # Subcategory. For example, Brokerage.
+      [:time_zone, :time_zone_id], # Time zone for the trading hours (e.g. EST)
+      :trading_hours, # The trading hours of the product. For example:
+      #                 20090507:0700-1830,1830-2330;20090508:CLOSED.
+      :liquid_hours, #  The liquid trading hours of the product. For example,
+      #                 20090507:0930-1600;20090508:CLOSED.
+
+      # To support products in Australia which trade in non-currency units, the following
+      # attributes have been added to Execution and Contract Details objects:
+      :ev_rule, # evRule - String contains the Economic Value Rule name and optional argument,
+      #          separated by a colon. Examle: aussieBond:YearsToExpiration=3.
+      #          When the optional argument not present, the value will be followed by a colon.
+      [:ev_multiplier, :ev_multipler], # evMultiplier - double, tells you approximately
+      #          how much the market value of a contract would change if the price were
+      #          to change by 1. It cannot be used to get market value by multiplying
+      #          the price by the approximate multiplier.
+
+      :sec_id_list, # Array with multiple Security ids
+      # MD Size Multiplier. Returns the size multiplier for values returned to tickSize from a market data request. Generally 100 for US stocks and 1 for other instruments.
+      :md_size_multiplier,
+#
+      # BOND values:
+      :cusip, # The nine-character bond CUSIP or the 12-character SEDOL.
+      :ratings, # Credit rating of the issuer. Higher rating is less risky investment.
+      #           Bond ratings are from Moody's and S&P respectively.
+      :desc_append, # Additional descriptive information about the bond.
+      :bond_type, #   The type of bond, such as "CORP."
+      :coupon_type, # The type of bond coupon.
+      :coupon, # double: The interest rate used to calculate the amount you
+      #          will receive in interest payments over the year. default 0
+      :maturity, # The date on which the issuer must repay bond face value
+      :issue_date, # The date the bond was issued.
+      :next_option_date, # only if bond has embedded options.
+      :next_option_type, # only if bond has embedded options.
+      :notes, # Additional notes, if populated for the bond in IB's database
+      :callable => :bool, # Can be called by the issuer under certain conditions.
+      :puttable => :bool, # Can be sold back to the issuer under certain conditions
+      :convertible => :bool, # Can be converted to stock under certain conditions.
+      :next_option_partial => :bool # # only if bond has embedded options.
+
+      # Extra validations
+      validates_format_of :time_zone, :with => /\A\w{3}\z/, :message => 'should be XXX'
+
+    serialize :sec_id_list, Hash
+
+    belongs_to :contract
+    alias summary contract
+    alias summary= contract=
+
+    def default_attributes
+      super.merge :coupon => 0.0,
+        :under_con_id => 0,
+        :min_tick => 0,
+        :ev_multipler => 0,
+        :sec_id_list => Hash.new,
+        :callable => false,
+        :puttable => false,
+        :convertible => false,
+        :next_option_partial => false
+    end
+
+		def to_human
+			ret = "<ContractDetails  #{long_name}, market-name:#{market_name}, "
+			ret << "category:#{category}, industry:#{industry} / #{subcategory}, " if category.present?
+			ret << "underlying: con_id:#{under_con_id} , sec_type:#{under_sec_type}, symbol:#{under_symbol} " unless under_con_id.zero?
+      ret << "ev_multiplier:#{ev_multiplier}, convertible:#{convertible}, cupon:#{coupon}, "
+			ret << "md_size_multiplier:#{md_size_multiplier}, min_tick:#{min_tick}, next_option_partial:#{next_option_partial} "
+			ret <<"price_magnifier:#{price_magnifier}, puttable:#{puttable}, sec_id-list:#{sec_id_list}, "
+			ret <<"valid exchanges: #{ valid_exchanges}, order types: #{order_types} >"
+		end
+
+  end # class ContractDetail
+end # module IB

data/lib/models/ib/execution.rb

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+module IB
+
+  # This is IB Order execution report.
+  class Execution < IB::Model
+    include BaseProperties
+
+    belongs_to :order
+
+    prop :local_id, #   int: order id. TWS orders have a fixed order id of 0.
+      :client_id, #     int: client id. TWS orders have a fixed client id of 0.
+      :perm_id, #       int: TWS id used to identify orders over TWS sessions
+      :exec_id, #       String: Unique order execution id over TWS sessions.
+      :time, #         # TODO: convert into Time object?
+      #                 String: The order execution time.
+      :exchange, #      String: Exchange that executed the order.
+      :order_ref, #     String: Same order_ref as in corresponding Order
+      :price, #         double: The order execution price.
+      :average_price, # double: Used in regular trades, combo trades and legs of the combo.
+      :ev_rule, #       String: Australian products only
+      :ev_multiplier, # double: Australian products onlyA
+      :model_code,
+      :last_liquidity,
+
+      [:quantity, :shares], #       int: The number of shares filled.
+      :cumulative_quantity, # int: Used in regular trades, combo trades and legs of combo
+      :liquidation => :bool, # This position is liquidated last should the need arise.
+      [:account_name, :account_number] => :s, # The customer account number.
+      [:side, :action] => PROPS[:side] # Was the transaction a buy or a sale: BOT|SLD
+
+    # Extra validations
+    validates_numericality_of :quantity, :cumulative_quantity, :price, :average_price
+    validates_numericality_of :local_id, :client_id, :perm_id, :only_integer => true
+
+    def default_attributes
+      super.merge :local_id => 0,
+        :client_id => 0,
+        :quantity => 0,
+        :price => 0,
+        :perm_id => 0,
+        :liquidation => false
+    end
+
+    # Comparison
+    def == other
+      super(other) ||
+        other.is_a?(self.class) &&
+        perm_id == other.perm_id &&
+        local_id == other.local_id && # ((p __LINE__)||true) &&
+        client_id == other.client_id &&
+        exec_id == other.exec_id &&
+        time == other.time &&
+        exchange == other.exchange &&
+        order_ref == other.order_ref &&
+        side == other.side
+      # TODO: || compare all attributes!
+    end
+
+    def to_human
+      "<Execution: #{time} #{side} #{quantity} at #{price} on #{exchange}, " +
+        "cumulative #{cumulative_quantity} at #{average_price}, " +
+        "ids #{local_id}/#{perm_id}/#{exec_id}>"
+    end
+
+    alias to_s to_human
+
+  end # Execution
+end # module IB

data/lib/models/ib/forex.rb

@@ -0,0 +1,13 @@
+#require 'models/ib/contract'
+module IB
+  class Forex  < IB::Contract
+    validates_format_of :sec_type, :with => /\Aforex\z/,
+      :message => "should be a Currency-Pair"
+    def default_attributes
+	    # Base-currency: USD
+      super.merge :sec_type => :forex, currency:'USD', exchange:'IDEALPRO'
+    end
+
+  end
+  end
+

data/lib/models/ib/future.rb

@@ -0,0 +1,15 @@
+#require 'models/ib/contract'
+module IB
+  class Future  < Contract
+    validates_format_of :sec_type, :with => /\Afuture\z/,
+      :message => "should be a Future"
+    def default_attributes
+      super.merge :sec_type => :future, currency:'USD'
+    end
+    def to_human
+      "<Future: " + [symbol, expiry, currency].join(" ") + ">"
+    end
+
+  end
+  end
+

data/lib/models/ib/index.rb

@@ -0,0 +1,15 @@
+#require 'models/ib/contract'
+module IB
+  class Index  < Contract
+    validates_format_of :sec_type, :with => /\Aind\z/,
+      :message => "should be a Index"
+    def default_attributes
+      super.merge :sec_type => :ind
+    end
+    def to_human
+      "<Index: " + [symbol, currency].join(" ") + ">"
+    end
+
+  end
+  end
+

data/lib/models/ib/option.rb

@@ -0,0 +1,78 @@
+require 'models/ib/contract'
+require 'models/ib/option_detail'
+
+module IB
+  class Option < Contract
+
+    validates_numericality_of :strike, :greater_than => 0
+    validates_format_of :sec_type, :with => /\Aoption\z/,
+      :message => "should be an option"
+    validates_format_of :local_symbol, :with => /\A\w+\s*\d{6}[pcPC]\d{8}$|\A\z/,
+      :message => "invalid OSI code"
+    validates_format_of :right, :with => /\Aput$|^call\z/,
+      :message => "should be put or call"
+
+
+		# introduce Option.greek with reference to IB::OptionDetail-dataset
+		#
+		has_one :greek , as: :option_detail
+    # For Options, this is contract's OSI (Option Symbology Initiative) name/code
+    alias osi local_symbol
+
+    def osi= value
+      # Normalize to 21 char
+      self.local_symbol = value.sub(/ /, ' '*(22-value.size))
+    end
+
+    # Make valid IB Contract definition from OSI (Option Symbology Initiative) code.
+    # NB: Simply making a new Contract with *local_symbol* (osi) property set to a
+    # valid OSI code works just as well, just do NOT set *expiry*, *right* or
+    # *strike* properties in this case.
+    # This class method provided as a backup and shows how to analyse OSI codes.
+    def self.from_osi osi
+
+      # Parse contract's OSI (OCC Option Symbology Initiative) code
+      args = osi.match(/(\w+)\s?(\d\d)(\d\d)(\d\d)([pcPC])(\d+)/).to_a.drop(1)
+      symbol = args.shift
+      year = 2000 + args.shift.to_i
+      month = args.shift.to_i
+      day = args.shift.to_i
+      right = args.shift.upcase
+      strike = args.shift.to_i/1000.0
+
+      # Set correct expiry date - IB expiry date differs from OSI if expiry date
+      # falls on Saturday (see https://github.com/arvicco/option_mower/issues/4)
+      expiry_date = Time.utc(year, month, day)
+      expiry_date = Time.utc(year, month, day-1) if expiry_date.wday == 6
+
+      new :symbol => symbol,
+        :exchange => "SMART",
+        :expiry => expiry_date.to_ib[2..7], # YYMMDD
+        :right => right,
+        :strike => strike
+    end
+
+    def default_attributes
+      super.merge :sec_type => :option
+      #self[:description] ||= osi ? osi : "#{symbol} #{strike} #{right} #{expiry}"
+    end
+		def == other
+      super(other) || (  # finish positive, if contract#== is true
+												  # otherwise, we most probably compare the response from IB with our selfmade input
+			exchange == other.exchange &&
+			include_expired == other.include_expired &&
+			sec_type == other.sec_type  &&
+			multiplier == other.multiplier &&
+			strike == other.strike &&
+			right == other.right &&
+			multiplier == other.multiplier &&
+			expiry == other.expiry )
+
+		end
+
+    def to_human
+      "<Option: " + [symbol, expiry, right, strike, exchange, currency].join(" ") + ">"
+    end
+
+  end # class Option
+end # module IB

data/lib/models/ib/option_detail.rb

@@ -0,0 +1,55 @@
+module IB
+
+  # Additional Option properties and Option-Calculations
+  class OptionDetail < IB::Model
+    include BaseProperties
+
+    prop :delta,  :gamma, :vega, :theta, # greeks
+         :implied_volatility,
+	 :pv_dividend, # anticipated Dividend
+	 :under_price,  # price of the Underlying
+	 :option_price,
+	 :close_price,
+	 :open_tick,
+	 :bid_price,
+	 :ask_price,
+	 :prev_strike,
+	 :next_strike,
+	 :prev_expiry,
+	 :next_expiry,
+	 :option_price
+    belongs_to :option
+
+    # returns true if all datafields are filled with reasonal data
+    def complete?
+     fields= [ :delta,  :gamma, :vega, :theta,
+         :implied_volatility, :pv_dividend, :open_tick,
+	 :under_price, :option_price, :close_price, :bid_price, :ask_price]
+
+      !fields.detect{|y| self.send(y).nil?}
+
+    end
+
+    def greeks?
+     fields= [ :delta,  :gamma, :vega, :theta,
+         :implied_volatility, :pv_dividend]
+
+      !fields.detect{|y| self.send(y).nil?}
+
+    end
+
+    def to_human
+      outstr= ->( item ) { if item.nil? then "--" else  sprintf("%g" , item)  end  }
+      att = " optionPrice: #{ outstr[ option_price ]}, UnderlyingPrice: #{ outstr[ under_price] } impl.Vola: #{ outstr[ implied_volatility ]} ; dividend: #{ outstr[ pv_dividend ]}; "
+      greeks = "Greeks::  delta:  #{ outstr[ delta ] }; gamma: #{ outstr[ gamma ]}, vega: #{ outstr[ vega ] }; theta: #{ outstr[ theta ]}" 
+      prices= " close: #{ outstr[ close_price ]}; bid: #{ outstr[ bid_price ]}; ask: #{ outstr[ ask_price ]} "
+      if	complete?
+	"< "+ prices + "\n" + att + "\n" + greeks + " >"
+      else
+	"< " + greeks + " >"
+      end
+
+    end
+
+  end  # class
+end # module

data/lib/models/ib/order.rb

@@ -0,0 +1,519 @@
+require 'models/ib/order_state'
+
+module IB
+  class Order < IB::Model
+    include BaseProperties
+
+    # General Notes:
+    # 1. Placing Orders by con_id - When you place an order by con_id, you must
+    # provide the con_id AND the exchange. If you provide extra fields when placing
+    # an order by conid, the order may not work.
+
+    # 2. Order IDs - Each order you place must have a unique Order ID. Increment
+    # your own Order IDs to avoid conflicts between orders placed from your API application.
+
+    # Main order fields
+    prop :local_id, #  int: Order id associated with client (volatile).
+      :client_id, # int: The id of the client that placed this order.
+      :perm_id, #   int: TWS permanent id, remains the same over TWS sessions.
+      :quantity, :total_quantity, # int: The order quantity.
+
+      :order_type, #  String: Order type.
+      # Limit Risk: MTL / MKT PRT / QUOTE / STP / STP LMT / TRAIL / TRAIL LIMIT /  TRAIL LIT / TRAIL MIT
+      # Speed of Execution: MKT / MIT / MOC / MOO / PEG MKT / REL
+      # Price Improvement: BOX TOP / LOC / LOO / LIT / PEG MID / VWAP
+      # Advanced Trading: OCA / VOL / SCALE
+      # Other (no abbreviation): Bracket, Auction, Discretionary, Sweep-to-Fill,
+      # Price Improvement Auction,  Block, Hidden, Iceberg/Reserve, All-or-None, Fill-or-Kill
+      # See 'ib/constants.rb' ORDER_TYPES for a complete list of valid values.
+
+      :limit_price, # double: LIMIT price, used for limit, stop-limit and relative
+      #               orders. In all other cases specify zero. For relative
+      #               orders with no limit price, also specify zero.
+      :aux_price, #  => 0.0,  default set to "" (as implemented in python code)
+      #:aux_price, #   double: STOP price for stop-limit orders, and the OFFSET amount
+      #               for relative orders. In all other cases, specify zero.
+
+      :oca_group, #   String: Identifies a member of a one-cancels-all group.
+      :oca_type, # int: Tells how to handle remaining orders in an OCA group
+      #            when one order or part of an order executes. Valid values:
+      #            - 1 = Cancel all remaining orders with block
+      #            - 2 = Remaining orders are reduced in size with block
+      #            - 3 = Remaining orders are reduced in size with no block
+      #             If you use a value "with block" your order has
+      #             overfill protection. This means that only one order in
+      #             the group will be routed at a time to remove the
+      #             possibility of an overfill.
+      :parent_id, # int: The order ID of the parent (original) order, used
+      #             for bracket (STP) and auto trailing stop (TRAIL) orders.
+      :display_size, #   int: publicly disclosed order size for Iceberg orders.
+
+      :trigger_method, # Specifies how Simulated Stop, Stop-Limit and Trailing
+      #                  Stop orders are triggered. Valid values are:
+      #      0 - Default, "double bid/ask" for OTC/US options, "last" otherswise.
+      #      1 - "double bid/ask" method, stop orders are triggered based on
+      #          two consecutive bid or ask prices.
+      #      2 - "last" method, stops are triggered based on the last price.
+      #      3 - double last method.
+      #      4 - bid/ask method. For a buy order, a single occurrence of the
+      #          bid price must be at or above the trigger price. For a sell
+      #          order, a single occurrence of the ask price must be at or
+      #          below the trigger price.
+      #      7 - last or bid/ask method. For a buy order, a single bid price
+      #          or the last price must be at or above the trigger price.
+      #          For a sell order, a single ask price or the last price
+      #          must be at or below the trigger price.
+      #      8 - mid-point method, where the midpoint must be at or above
+      #          (for a buy) or at or below (for a sell) the trigger price,
+      #          and the spread between the bid and ask must be less than
+      #          0.1% of the midpoint
+
+      :good_after_time, # Indicates that the trade should be submitted after the
+      #        time and date set, format YYYYMMDD HH:MM:SS (seconds are optional).
+      :good_till_date, # Indicates that the trade should remain working until the
+      #        time and date set, format YYYYMMDD HH:MM:SS (seconds are optional).
+      #        You must set the :tif to GTD when using this string.
+      #        Use an empty String if not applicable.
+
+      :rule_80a, # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
+      #            IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M',
+      #            IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
+      :min_quantity, #     int: Identifies a minimum quantity order type.
+      :percent_offset, #   double: percent offset amount for relative (REL)orders only
+      :trail_stop_price, # double: for TRAILLIMIT orders only
+      # As of client v.56, we receive trailing_percent in openOrder
+      :trailing_percent,
+
+      # Financial advisors only - use an empty String if not applicable.
+      :fa_group, :fa_profile, :fa_method, :fa_percentage,
+      :model_code ,  # string, no further reference in docs. 
+      # Institutional orders only!
+      :origin, #          0=Customer, 1=Firm
+      :order_ref, #       String: Order reference. Customer defined order ID tag.
+      :short_sale_slot, # 1 - you hold the shares,
+      #                   2 - they will be delivered from elsewhere.
+      #                   Only for Action="SSHORT
+      :designated_location, # String: set when slot==2 only
+      :exempt_code, #       int
+
+      #  Clearing info
+      :account, #  String: The account number (Uxxx). For institutional customers only.
+      :settling_firm, #    String: Institutional only
+      :clearing_account, # String: For IBExecution customers: Specifies the
+      #                  true beneficiary of the order. This value is required
+      #                  for FUT/FOP orders for reporting to the exchange.
+      :clearing_intent, # IBExecution customers: "", IB, Away, PTA (post trade allocation).
+
+      # SMART routing only
+      :discretionary_amount, # double: The amount off the limit price
+      #                        allowed for discretionary orders.
+      :nbbo_price_cap, #  double: Maximum Smart order distance from the NBBO.
+
+      # BOX or VOL ORDERS ONLY
+      :auction_strategy, # For BOX exchange only. Valid values:
+      #      1=AUCTION_MATCH, 2=AUCTION_IMPROVEMENT, 3=AUCTION_TRANSPARENT
+      :starting_price, #   double: Starting price. Valid on BOX orders only.
+      :stock_ref_price, #  double: The stock reference price, used for VOL
+      # orders to compute the limit price sent to an exchange (whether or not
+      # Continuous Update is selected), and for price range monitoring.
+      :delta, #            double: Stock delta. Valid on BOX orders only.
+
+      # Pegged to stock or VOL orders. For price improvement option orders
+      # on BOX and VOL orders with dynamic management:
+      :stock_range_lower, #   double: The lower value for the acceptable
+      #                               underlying stock price range.
+      :stock_range_upper, #   double  The upper value for the acceptable
+      #                               underlying stock price range.
+
+      # VOLATILITY ORDERS ONLY:
+      # http://www.interactivebrokers.com/en/general/education/pdfnotes/PDF-VolTrader.php
+      :volatility, #  double: What the price is, computed via TWSs Options
+      #               Analytics. For VOL orders, the limit price sent to an
+      #               exchange is not editable, as it is the output of a
+      #               function. Volatility is expressed as a percentage.
+      :volatility_type, # int: How the volatility is calculated: 1=daily, 2=annual
+      :reference_price_type, # int: For dynamic management of volatility orders:
+      #     - 1 = Average of National Best Bid or Ask,
+      #     - 2 = National Best Bid when buying a call or selling a put;
+      #           and National Best Ask when selling a call or buying a put.
+      :continuous_update, # int: Used for dynamic management of volatility orders.
+      # Determines whether TWS is supposed to update the order price as the underlying
+      # moves. If selected, the limit price sent to an exchange is modified by TWS
+      # if the computed price of the option changes enough to warrant doing so. This
+      # is helpful in keeping the limit price up to date as the underlying price changes.
+      :delta_neutral_order_type, # String: Enter an order type to instruct TWS
+      #    to submit a delta neutral trade on full or partial execution of the
+      #    VOL order. For no hedge delta order to be sent, specify NONE.
+      #    Valid values - LMT, MKT, MTL, REL, MOC
+      :delta_neutral_aux_price, #  double: Use this field to enter a value if
+      #           the value in the deltaNeutralOrderType field is an order
+      #           type that requires an Aux price, such as a REL order.
+
+      # As of client v.52, we also receive delta... params in openOrder
+      :delta_neutral_designated_location,
+      :delta_neutral_con_id,
+      :delta_neutral_settling_firm,
+      :delta_neutral_clearing_account,
+      :delta_neutral_clearing_intent,
+			# Used when the hedge involves a stock and indicates whether or not it is sold short. 
+			:delta_neutral_short_sale,
+			#  Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). 
+			#  If you use 2, then you must specify a deltaNeutralDesignatedLocation.
+			:delta_neutral_short_sale_slot,
+			# Specifies whether the order is an Open or a Close order and is used 
+			# when the hedge involves a CFD and and the order is clearing away.
+			:delta_neutral_open_close,
+
+      # HEDGE ORDERS ONLY:
+      # As of client v.49/50, we can now add hedge orders using the API.
+      # Hedge orders are child orders that take additional fields. There are four
+      # types of hedging orders supported by the API: Delta, Beta, FX, Pair.
+      # All hedge orders must have a parent order submitted first. The hedge order
+      # should set its :parent_id. If the hedgeType is Beta, the beta sent in the
+      # hedgeParm can be zero, which means it is not used. Delta is only valid
+      # if the parent order is an option and the child order is a stock.
+
+      :hedge_type, # String: D = Delta, B = Beta, F = FX or P = Pair
+      :hedge_param, # String; value depends on the hedgeType; sent from the API
+      # only if hedge_type is NOT null. It is required for Pair hedge order,
+      # optional for Beta hedge orders, and ignored for Delta and FX hedge orders.
+
+      # COMBO ORDERS ONLY:
+      :basis_points, #      double: EFP orders only
+      :basis_points_type, # double: EFP orders only
+
+      # ALGO ORDERS ONLY:
+      :algo_strategy, # String
+      :algo_params, # public Vector<TagValue> m_algoParams; ?!
+      :algo_id,	    # since Vers. 71
+      # SCALE ORDERS ONLY:
+      :scale_init_level_size, # int: Size of the first (initial) order component.
+      :scale_subs_level_size, # int: Order size of the subsequent scale order
+      #             components. Used in conjunction with scaleInitLevelSize().
+      :scale_price_increment, # double: Price increment between scale components.
+      #                         This field is required for Scale orders.
+
+      # As of client v.54, we can receive additional scale order fields:
+      :scale_price_adjust_value,
+      :scale_price_adjust_interval,
+      :scale_profit_offset,
+      :scale_init_position,
+      :scale_init_fill_qty,
+      :scale_table,			# Vers 69
+      :active_start_time,		# Vers 69
+      :active_stop_time,		# Vers 69
+      # pegged to benchmark
+      :reference_contract_id,
+      :is_pegged_change_amount_decrease,
+      :pegged_change_amount,
+      :reference_change_amount,
+      :reference_exchange_id ,
+
+      :conditions,		# Conditions determining when the order will be activated or canceled. 
+      ### http://xavierib.github.io/twsapidocs/order_conditions.html
+      :conditions_ignore_rth,  # bool: Indicates whether or not conditions will also be valid outside Regular Trading Hours
+      :conditions_cancel_order,# bool: Conditions can determine if an order should become active or canceled.
+      :adjusted_order_type,
+      :trigger_price,
+      :limit_price_offset,  # used in trailing stop limit + trailing limit orders
+      :adjusted_stop_price,
+      :adjusted_stop_limit_price,
+      :adjusted_trailing_amount,
+      
+      :adjustable_trailing_unit,
+      :ext_operator ,               # 105: MIN_SERVER_VER_EXT_OPERATOR
+		      # This is a regulartory attribute that applies 
+		      # to all US Commodity (Futures) Exchanges, provided 
+		      # to allow client to comply with CFTC Tag 50 Rules. 
+			:soft_dollar_tier_name,        # 106: MIN_SERVER_VER_SOFT_DOLLAR_TIER
+			:soft_dollar_tier_value,
+			:soft_dollar_tier_display_name,
+		      # Define the Soft Dollar Tier used for the order. 
+		      #	Only provided for registered professional advisors and hedge and mutual funds.
+		      #	format: "#{name}=#{value},#{display_name}", name and value are used in the 
+		      #	      order-specification. Its included as ["#{name}","#{value}"] pair
+  
+      :cash_qty,                     # 111: MIN_SERVER_VER_CASH_QTY
+			# decimal : The native cash quantity
+			:mifid_2_decision_maker,
+		  :mifid_2_decision_algo,
+		  :mifid_2_execution_maker,
+			:mifid_2_execution_algo,
+			:dont_use_auto_price_for_hedge,
+			:discretionary_up_to_limit_price
+
+    # Properties with complex processing logics
+    prop :tif, #  String: Time in Force (time to market): DAY/GAT/GTD/GTC/IOC
+      :random_size => :bool,			# Vers 76
+      :random_price => :bool,			# Vers 76
+      :scale_auto_reset => :bool,
+      :scale_random_percent => :bool,
+      :solicided  => :bool,			# Vers 73
+      :what_if => :bool, # Only return pre-trade commissions and margin info, do not place
+      :not_held => :bool, # Not Held
+      :outside_rth => :bool, # Order may trigger or fill outside of regular hours. (WAS: ignore_rth)
+      :hidden => :bool, # Order will not be visible in market depth. ISLAND only.
+      :transmit => :bool, #  If false, order will be created but not transmitted.
+      :block_order => :bool, #   This is an ISE Block order.
+      :sweep_to_fill => :bool, # This is a Sweep-to-Fill order.
+      :override_percentage_constraints => :bool,
+      # TWS Presets page constraints ensure that your price and size order values
+      # are reasonable. Orders sent from the API are also validated against these
+      # safety constraints, unless this parameter is set to True.
+      :all_or_none => :bool, #     AON
+      :etrade_only => :bool, #     Trade with electronic quotes.
+      :firm_quote_only => :bool, # Trade with firm quotes.
+      :opt_out_smart_routing => :bool, # Australian exchange only, default false
+      :open_close => PROPS[:open_close], # Originally String: O=Open, C=Close ()
+      # for ComboLeg compatibility: SAME = 0; OPEN = 1; CLOSE = 2; UNKNOWN = 3;
+      [:side, :action] => PROPS[:side], # String: Action/side: BUY/SELL/SSHORT/SSHORTX
+			:is_O_ms_container => :bool
+
+    prop :placed_at,
+      :modified_at,
+      :leg_prices,
+      :algo_params,
+      :combo_params   # Valid tags are LeginPrio, MaxSegSize, DontLeginNext, ChangeToMktTime1, 
+		      # ChangeToMktTime2, ChangeToMktOffset, DiscretionaryPct, NonGuaranteed, 
+		      # CondPriceMin, CondPriceMax, and PriceCondConid.
+		# to set an execuction-range of a security: 
+				#			 PriceCondConid, 10375;  -- conid of the combo-leg
+				#			 CondPriceMax, 62.0;		 -- max and min-price
+				#			 CondPriceMin.;60.0
+
+
+#    prop :misc1, :misc2, :misc3, :misc4, :misc5, :misc6, :misc7, :misc8 # just 4 debugging
+
+    alias order_combo_legs leg_prices
+    alias smart_combo_routing_params combo_params
+
+		# serialize is included for active_record compatibility
+  #  serialize :leg_prices
+  #  serialize :conditions
+  #  serialize :algo_params, Hash
+   # serialize :combo_params
+ #   serialize :soft_dollar_tier_params, HashWithIndifferentAccess
+    serialize :mics_options, Hash
+
+    # Order is always placed for a contract. Here, we explicitly set this link.
+    belongs_to :contract
+
+    # Order has a collection of Executions if it was filled
+    has_many :executions
+
+    # Order has a collection of OrderStates, last one is always current
+    has_many :order_states
+		# Order can have multible conditions 
+    has_many  :conditions
+
+    def order_state
+      order_states.last
+    end
+
+    def order_state= state
+      self.order_states.push case state
+      when IB::OrderState
+        state
+      when Symbol, String
+        IB::OrderState.new :status => state
+      end
+    end
+
+    # Some properties received from IB are separated into OrderState object,
+    # but they are still readable as Order properties through delegation:
+    # Properties arriving via OpenOrder message:
+    [:commission, # double: Shows the commission amount on the order.
+     :commission_currency, # String: Shows the currency of the commission.
+     :min_commission, # The possible min range of the actual order commission.
+     :max_commission, # The possible max range of the actual order commission.
+     :warning_text, # String: Displays a warning message if warranted.
+     :init_margin, # Float: The impact the order would have on your initial margin.
+     :maint_margin, # Float: The impact the order would have on your maintenance margin.
+     :equity_with_loan, # Float: The impact the order would have on your equity
+     :status, # String: Displays the order status. See OrderState for values
+     # Properties arriving via OrderStatus message:
+     :filled, #    int
+     :remaining, # int
+     :price, #    double
+     :last_fill_price, #    double
+     :average_price, # double
+     :average_fill_price, # double
+     :why_held, # String: comma-separated list of reasons for order to be held.
+     # Testing Order state:
+     :new?,
+     :submitted?,
+     :pending?,
+     :active?,
+     :inactive?,
+     :complete_fill?
+     ].each { |property| define_method(property) { order_state.send(property) } }
+
+    # Order is not valid without correct :local_id
+    validates_numericality_of :local_id, :perm_id, :client_id, :parent_id,
+      :total_quantity, :min_quantity, :display_size,
+      :only_integer => true, :allow_nil => true
+
+    validates_numericality_of :limit_price, :aux_price, :allow_nil => true
+
+
+    def default_attributes				# default valus are taken from order.java 
+																	#  public Order() { }
+      super.merge(
+      :active_start_time => "",		# order.java # 470		# Vers 69
+      :active_stop_time => "",		#order.java # 471	# Vers 69
+      :algo_strategy => '',
+			:algo_id => '' ,								# order.java # 495
+			:auction_strategy => :none,
+			:conditions => [],
+      :continuous_update => 0,
+      :designated_location => '', # order.java # 487
+      :display_size => 0,
+      :discretionary_amount => 0,
+			:etrade_only => true,	# stolen from python client
+      :exempt_code => -1,
+			:ext_operator  => '' ,  # order.java # 499
+			:firm_quote_only  => true,  # stolen from python client
+			:not_held => false,  # order.java # 494
+      :oca_type => :none,
+			:order_type => :limit,
+      :open_close => :open,	  # order.java # 
+			:opt_out_smart_routing => false,
+      :origin => :customer,
+			:outside_rth => false, # order.java # 472
+      :parent_id => 0,
+			:random_size => false,	  #oder.java 497			# Vers 76
+			:random_price => false,	  # order.java # 498		# Vers 76
+			:scale_auto_reset => false,  # order.java # 490
+			:scale_random_percent => false, # order.java # 491
+			:scale_table => "", # order.java # 492
+      :short_sale_slot => :default,
+      :solicided =>  false,  # order.java #  496
+      :tif => :day,
+      :transmit => true,
+			:trigger_method => :default,
+      :what_if => false,  # order.java # 493
+      :leg_prices => [],
+      :algo_params => Hash.new, #{},
+      :combo_params =>[], #{},
+  #      :soft_dollar_tier_params => HashWithIndifferentAccess.new( 
+	#				    :name => "",
+	#				    :val => "",
+	#				    :display_name => ''),
+       :order_state => IB::OrderState.new(:status => 'New',
+                                           :filled => 0,
+                                           :remaining => 0,
+                                           :price => 0,
+                                           :average_price => 0)
+      )  # closing of merge
+        end
+
+
+=begin rdoc
+Format of serialisation
+
+	count of records
+	for each condition: conditiontype, condition-fields
+=end
+		def serialize_conditions
+			if conditions.empty?
+			0
+			else
+			[ conditions.count ]	+ conditions.map( &:serialize )+  [ conditions_ignore_rth, conditions_cancel_order]
+			end
+		end
+
+    def serialize_algo
+      if algo_strategy.nil? || algo_strategy.empty?
+        [algo_strategy, algo_id]  # just omit the size and content-field
+      else
+        [algo_strategy,
+         algo_params.size,
+         algo_params.to_a,
+				 algo_id ]	    # Vers 71
+      end
+    end
+
+   # def serialize_soft_dollar_tier
+   #   [soft_dollar_tier_params[:name],soft_dollar_tier_params[:val]]
+   # end
+
+   # def initialize_soft_dollar_tier *fields
+   #   self.soft_dollar_tier_params= HashWithIndifferentAccess.new(
+   #   name:   fields.pop, val:  fields.pop, display_name:  fields.pop )
+   # end
+
+    def serialize_misc_options
+      ""		  # Vers. 70  
+    end
+    # Placement
+		#
+		# The Order is only placed, if local_id is not set
+		#
+		# Modifies the Order-Object and returns the assigned local_id
+    def place the_contract=nil, connection=nil
+			connection ||= IB::Connection.current
+      error "Unable to place order, next_local_id not known" unless connection.next_local_id
+			error "local_id present. Order is already placed.  Do you  want to modify?"  unless  local_id.nil?
+      self.client_id = connection.client_id
+      self.local_id = connection.next_local_id
+      connection.next_local_id += 1
+      self.placed_at = Time.now
+      modify the_contract, connection, self.placed_at
+    end
+
+    # Modify Order (convenience wrapper for send_message :PlaceOrder). Returns local_id.
+    def modify the_contract=nil, connection=nil, time=Time.now
+			error "Unable to modify order; local_id not specified" if local_id.nil?
+			self.contract =  the_contract unless the_contract.nil?
+			connection ||= IB::Connection.current
+      self.modified_at = time
+      connection.send_message :PlaceOrder,
+        :order => self,
+        :contract => contract,
+        :local_id => local_id
+      local_id
+    end
+
+    # Order comparison
+    def == other
+      super(other) ||
+        other.is_a?(self.class) &&
+        (perm_id && other.perm_id && perm_id == other.perm_id ||
+         local_id == other.local_id && # ((p __LINE__)||true) &&
+         (client_id == other.client_id || client_id == 0 || other.client_id == 0) &&
+         parent_id == other.parent_id &&
+         tif == other.tif &&
+         action == other.action &&
+         order_type == other.order_type &&
+         total_quantity == other.total_quantity &&
+         limit_price == other.limit_price  &&
+         aux_price == other.aux_price &&
+         origin == other.origin &&
+         designated_location == other.designated_location &&
+         exempt_code == other.exempt_code &&
+         what_if == other.what_if &&
+         algo_strategy == other.algo_strategy &&
+         algo_params == other.algo_params)
+
+        # TODO: compare more attributes!
+        end
+
+    def to_s #human
+      "<Order:" + instance_variables.map do |key|
+        value = instance_variable_get(key)
+        " #{key}=#{value}" unless value.nil? || value == '' || value == 0
+      end.compact.join(',') + " >"
+    end
+
+    def to_human
+      "<Order: " + (order_ref.present? ? order_ref.to_s : '') +
+        "#{self[:order_type]} #{self[:tif]} #{action} #{total_quantity} " + " @ " +
+        (limit_price ? "#{limit_price} " : '') + "#{status} " +
+        ((aux_price && aux_price != 0) ? "/#{aux_price}" : '') +
+        "##{local_id}/#{perm_id} from #{client_id}" +
+        (account ? "/#{account}" : '') +
+        (commission ? " fee #{commission}" : '') + ">"
+    end
+
+  end # class Order
+end # module IB