ib-api 10.33.1

data/models/ib/order.rb

@@ -0,0 +1,720 @@
+module IB
+  class Order < IB::Base
+    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, #  double: default is set to "" (as implemented in python code)
+      #            STOP price for stop-limit orders,
+      #            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: REL-Ordes – percent offset amount
+      :trail_stop_price, # double: 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.
+
+      # 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,
+      :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.
+      #AdjustedOrderParams
+      :adjusted_order_type,
+      :trigger_price,
+      :trail_stop_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,   # 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,#    => :bool,
+      :discretionary_up_to_limit_price,#  => :bool,
+      :use_price_management_algo,#        => :bool,
+      :duration                 ,#        => :int,
+      :post_to_ats              ,#        => :int,
+      :auto_cancel_parent,       #        => :bool
+      :is_O_ms_container,
+      :advanced_order_reject,
+      :manual_order_time,
+      :min_trade_qty,
+      :min_compete_size,
+      :compete_against_best_offset,
+      :mid_offset_at_whole,
+      :mid_offset_at_half,
+      :customer_account,
+      :professional_account
+
+
+
+    # Properties with complex processing logics
+    prop :tif, #  String: Time in Force (time to market): DAY/GAT/GTD/GTC/IOC
+      :random_size => :bool,
+      :random_price => :bool,
+      :scale_auto_reset => :bool,
+      :scale_random_percent => :bool,
+      :solicided  => :bool,
+      :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
+      :opt_out_smart_routing => :bool,   # Australian exchange only, default false
+      :is_pegged_change_amount_decrease => :bool, # pegged_to_benchmark-oders, default false (increase)
+      :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
+
+    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 :etrade_only, :firm_quote_only, :nbbo_price_cap  #  depreciated, needed for open-order message
+#    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. 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. The 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.
+     :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) } }
+
+    [:init_margin, # Float: The impact the order would have on your initial margin.
+     :equity_with_loan, # Float: The impact the order would have on your equity
+     :maint_margin # Float: The impact the order would have on your maintenance margin.
+    ].each { |property| define_method(property) { order_state.send(property.to_s+"_change") } }
+
+    # 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
+      :adjusted_order_type => "",
+      :algo_params => Hash.new, #{},
+      :algo_strategy => '',
+      :algo_id => '' ,            # order.java # 495
+      :all_or_none => false,
+      :auction_strategy => :none,
+      :aux_price => server_version < KNOWN_SERVERS[ :min_server_ver_trailing_percent ] ?  0 : '',
+      :block_order => false,
+      :combo_params => Hash.new,
+      :conditions => [],
+      :continuous_update => 0,
+      :delta => "",
+      :designated_location => '', # order.java # 487
+      :display_size => nil,
+      :discretionary_amount => 0,
+      :exempt_code => -1,
+      :ext_operator  => '' ,  # order.java # 499
+      :hedge_param => [],
+      :hidden => false,
+      :is_pegged_change_amount_decrease => false,
+      :leg_prices => [],
+      :limit_price => server_version < KNOWN_SERVERS[ :min_server_ver_order_combo_legs_price ] ?  0 : '',
+      :min_quantity => "",
+      :model_code => "",
+      :not_held => false,  # order.java # 494
+      :oca_type => :none,
+      :order_type => :limit,
+      :open_close => :open,   # order.java #
+      :opt_out_smart_routing => false,
+     :order_state => IB::OrderState.new( :status => 'New',
+                                         :filled => 0,
+                                      :remaining => 0,
+                                          :price => 0,
+                                  :average_price => 0 ),
+      :origin => :customer,
+      :outside_rth => false, # order.java # 472
+      :override_percentage_constraints => false,
+      :percent_offset =>"",
+      :parent_id => 0,
+      :pegged_change_amount => 0.0,
+      :random_size => false,    #oder.java 497      # Vers 76
+      :random_price => false,   # order.java # 498    # Vers 76
+      :reference_price_type => "",
+      :reference_contract_id => 0,
+      :reference_change_amount => 0.0,
+      :reference_exchange_id => "",
+      :scale_auto_reset => false,  # order.java # 490
+      :scale_random_percent => false, # order.java # 491
+      :scale_table => "", # order.java # 492
+      :stock_range_lower => "",
+      :stock_range_upper => "",
+      :stock_ref_price =>"",
+      :short_sale_slot => :default,
+      :solicided =>  false,  # order.java #  496
+      :sweep_to_fill => false,
+      :tif => :day,
+      :trail_stop_price => "",
+      :trailing_percent => "",
+      :transmit => true,
+      :trigger_method => :default,
+      :use_price_management_algo => "",
+      :volatility_type => :annual,
+      :what_if => false,  # order.java # 493
+
+      )  # closing of merge
+        end
+
+    def serialize_combo_legs(contract)
+      if contract.bag?
+        [ contract.serialize_legs,
+          #  todo implement usecase
+          leg_prices.empty? ?  0 : [ leg_prices.size, leg_prices ],
+          #  combo_params is an array of hashes
+          contract.combo_params.nil? || contract.combo_params.empty? ? 0 : [ contract.combo_params.size, contract.combo_params.to_a ]
+        ]
+      else
+        []
+      end
+    end
+    def serialize_main_order_fields
+        include_short = -> (s) { if s == :short then 'SSHORT' else s == :short_exempt ? 'SSHORTX' : s.to_sup end }
+        include_total_quantity = -> (q) { server_version >= KNOWN_SERVERS[ :min_server_ver_fractional_positions ] ?             q.to_d : q.to_i }
+
+          [ include_short[ side ],
+           include_total_quantity[ total_quantity ],
+           self[ :order_type ], # Internal code, 'LMT' instead of :limit
+           limit_price ,
+           aux_price  ]
+    end
+
+    def serialize_extended_order_fields
+
+          [ self[ :tif ],
+           oca_group,
+           account,
+           open_close.to_sup[0],  # "O" or "C"
+           self[ :origin ],  # translates :customer, :firm  to 0,1
+           order_ref,
+           transmit,
+           parent_id,
+           block_order,
+           sweep_to_fill,
+           display_size,
+           self[ :trigger_method ],
+           outside_rth,
+           hidden ]
+    end
+
+    def serialize_auxilery_order_fields
+          [ "", # deprecated shares_allocation field
+           discretionary_amount,
+           good_after_time,
+           good_till_date,
+           serialize_advisory_order_fields
+           ]
+    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.size ] + conditions.map( &:serialize ) + [ conditions_ignore_rth, conditions_cancel_order ]
+      end
+    end
+
+    def serialize_algo
+      return [''] if algo_strategy.blank?
+      [algo_strategy, algo_params.size] + algo_params.to_a
+    end
+
+    def serialize_advisory_order_fields
+         aof = [ fa_group, fa_method, fa_percentage, fa_profile ]
+         if server_version < KNOWN_SERVERS[:min_server_ver_fa_profile_desupport]
+           aof
+         else
+           aof[ 0..-2 ]
+         end
+    end
+
+    def serialize_volatility_order_fields
+           if volatility.present?
+           [ volatility ,       #              Volatility orders
+           self[:volatility_type] ] #     default: annual volatility
+            else
+            ["",""]
+           end
+    end
+
+    def serialize_delta_neutral_order_fields
+
+           if delta_neutral_order_type && delta_neutral_order_type != :none
+             [
+              delta_neutral_con_id,
+              delta_neutral_settling_firm,
+              delta_neutral_clearing_account,
+              self[ :delta_neutral_clearing_intent ],
+              delta_neutral_open_close,
+              delta_neutral_short_sale,
+              delta_neutral_short_sale_slot,
+              delta_neutral_designated_location
+             ]
+           else
+             ['', '']
+           end
+    end
+
+    def serialize_scale_order_fields
+
+      a=  [ scale_init_level_size || "",
+            scale_subs_level_size || "",
+            scale_price_increment || "" ]
+
+      # Support for extended scale orders parameters
+      if scale_price_increment.to_i > 0
+      a << [ scale_price_adjust_value || "",
+             scale_price_adjust_interval || "",
+             scale_profit_offset || "",
+             scale_auto_reset, #  default: false,
+             scale_init_position || "",
+             scale_init_fill_qty || "",
+             scale_random_percent # default: false,
+        ]
+      end
+
+      a << scale_table
+      a << active_start_time || ""
+      a << active_stop_time || ""
+      a
+    end
+    def serialize_pegged_order_fields
+      if order_type == :pegged_to_benchmark && server_version >= KNOWN_SERVERS[ :min_server_ver_pegged_to_benchmark ]
+      [ reference_contract_id,
+        is_pegged_change_amount_decrease,
+        pegged_change_amount,
+        reference_change_amount,
+        reference_exchange_id ]
+      else
+        []
+      end
+    end
+
+    def serialize_advanced_option_order_fields
+
+            [ starting_price ,  # pegged to stock
+            stock_ref_price ,   # pegged to stock
+            delta ,             # pegged to stock
+            stock_range_lower , # pegged
+            stock_range_upper   # pegged
+            ]
+    end
+
+   def serialize_soft_dollar_tier
+      [ soft_dollar_tier_name,
+        soft_dollar_tier_value
+      ]
+    end
+
+
+   def serialize_mifid_order_fields
+          a = []
+            if server_version >= KNOWN_SERVERS[:min_server_ver_decision_maker]  #  138
+            a <<  [ mifid_2_decision_maker, mifid_2_decision_algo ]
+            end
+            if server_version >= KNOWN_SERVERS[:min_server_ver_mifid_execution]  # 139
+            a << [ mifid_2_execution_maker, mifid_2_execution_algo ]
+            end
+           a
+   end
+
+   def serialize_peg_best_and_mid
+     return [] unless server_version >= KNOWN_SERVERS[:min_server_ver_pegbest_pegmid_offsets]
+     a =  []
+     send_mid_offsets = false
+     a << min_trade_qty  if contract.exchange == 'IBKRATS'
+     if order.type == :pegged_to_best
+       a << min_compete_size
+       a << compete_against_best_offset
+       send_mid_offsets = true if compete_against_best_offset.nil? # TODO: float max?
+     end
+     if order.type == :pegged_to_midpoint
+       send_mid_offsets = true
+     end
+     if send_mid_offsets
+       a << mid_offset_at_whole
+       a << mid_offset_at_half
+     end
+     a
+   end
+
+    def serialize_misc_options
+      ""      # Vers. 70
+    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
+      misc = []
+      misc <<  algo_strategy if algo_strategy.present?
+      misc << "benchmark con-id: #{reference_contract_id}" if reference_contract_id.to_i >0
+      misc << "vola: #{volatility}" if volatility.present?
+      misc << "fee: #{commission}" if commission.present?
+      misc << "dc: #{discretionary_amount}," if discretionary_amount.to_i != 0
+      "<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}" : '') +
+        (misc.empty? ? "" : " ") + misc.join( " " ) + ">"
+    end
+
+    alias inspect to_human
+
+
+    def table_header
+      [ 'account','status', 'contract', 'type', 'tif', 'action', 'amount','price' ,  '','misc' ]
+    end
+
+    def table_row
+      misc = []
+      misc <<  algo_strategy if algo_strategy.present?
+      misc << " benchmark con-id: #{reference_contract_id}" if reference_contract_id.to_i > 0
+      misc << " vola: #{volatility}" if volatility.present?
+      misc << " fee: #{commission}" if commission.present?
+      misc << " id: #{local_id}" if local_id.to_i > 0
+      misc << " dc: #{discretionary_amount}," if discretionary_amount.to_i != 0
+        [ account,  order_ref.present? ? order_ref.to_s : status,
+          contract.to_human.then{ |y| y.size > 20 ? y[ 1 .. 20 ] + "…" : y[1..-2] },
+        self[:order_type] ,
+        self[:tif],
+        action,
+        total_quantity,
+        ((limit_price && !limit_price.to_i.zero?) ? "#{limit_price} " : '') + ((aux_price && !aux_price.to_i.zero?) ? "/#{aux_price}" : '') , !what_if.blank? ?  "Preview" : "",
+        misc.join( " " ) ]
+    end
+
+    def serialize_rabbit
+      { 'Contract' => contract.present? ? contract.serialize( :option, :trading_class ): '' ,
+     'Order' =>  self,
+     'OrderState' => order_state}
+    end
+
+    #  expell uncommon attributes
+    def invariant_attributes
+      attributes.reject{ |x| [ :designated_location, :display_size, :etrade_only, :exempt_code, :ext_operator, :random_size, :random_price, :firm_quote_only, :scale_auto_reset, :scale_random_percent, :scale_table, :short_sale_slot, :solicided, :created_at, :modified_at ].include? x }
+
+    end
+
+  end # class Order
+end # module IB