ib-ruby 0.5.21 → 0.6.1

data/lib/ib-ruby/models/order.rb

@@ -46,326 +46,280 @@ module IB
       Max_Value = 99999999
 
       # Main order fields
-      attr_accessor :order_id, #        int: m_orderId? Order id associated with client (volatile).
-                    :client_id, # int: The id of the client that placed this order.
-                    :perm_id, #   int: TWS id used to identify orders, remains
-                    #                  the same over TWS sessions.
-                    :action, #    String: Identifies the side: BUY/SELL/SSHORT
-                    :total_quantity, #  int: The order quantity.
-
-                    :order_type, #   String: Identifies the order type. Valid values are:
-                    #     Limit Risk:
-                    #          MTL          Market-to-Limit
-                    #          MKT PRT      Market with Protection
-                    #          QUOTE        Request for Quote
-                    #          STP          Stop
-                    #          STP LMT      Stop Limit
-                    #          TRAIL        Trailing Stop
-                    #          TRAIL LIMIT  Trailing Stop Limit
-                    #          TRAIL LIT    Trailing Limit if Touched
-                    #          TRAIL MIT    Trailing Market If Touched
-                    #     Speed of Execution:
-                    #          MKT          Market
-                    #          MIT          Market-if-Touched
-                    #          MOC          Market-on-Close    MKTCLSL ?
-                    #          MOO          Market-on-Open
-                    #          PEG MKT      Pegged-to-Market
-                    #          REL          Relative
-                    #     Price Improvement:
-                    #          BOX TOP      Box Top
-                    #          LOC          Limit-on-Close       LMTCLS ?
-                    #          LOO          Limit-on-Open
-                    #          LIT          Limit if Touched
-                    #          PEG MID      Pegged-to-Midpoint
-                    #          VWAP         VWAP-Guaranteed
-                    #     Advanced Trading:
-                    #          OCA          One-Cancels-All
-                    #          VOL          Volatility
-                    #          SCALE        Scale
-                    #     Other (no abbreviation):
-                    #          Bracket
-                    #          At Auction
-                    #          Discretionary
-                    #          Sweep-to-Fill
-                    #          Price Improvement Auction
-                    #          Block
-                    #          Hidden
-                    #          Iceberg/Reserve
-                    #          All-or-None
-                    #          Fill-or-Kill
-
-                    :limit_price, # double: This is the 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: This is the STOP price for stop-limit orders,
-                    #               and the offset amount for relative orders. In all other
-                    #               cases, specify zero.
-                    #:shares_allocation, # deprecated sharesAllocation field
-
-                    # Extended order fields
-                    :tif, #         String: Time to Market:
-                    #          DAY
-                    #          GAT          Good-after-Time/Date
-                    #          GTD          Good-till-Date/Time
-                    #          GTC          Good-till-Canceled
-                    #          IOC          Immediate-or-Cancel
-                    :oca_group, #   String: one cancels all group name
-                    :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.
-                    :transmit, #  bool:if false, order will be created but not transmitted.
-                    :parent_id, # int: The order ID of the parent (original) order, used
-                    #             for bracket (STP) and auto trailing stop (TRAIL) orders.
-                    :block_order, #    bool: the order is an ISE Block order.
-                    :sweep_to_fill, #  bool: the order is a Sweep-to-Fill order.
-                    :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" method will be used for OTC stocks
-                    #          and US options orders, "last" method will be used all others.
-                    #      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
-
-                    :outside_rth, # bool: allows orders to also trigger or fill outside
-                    #               of regular trading hours. (WAS: ignore_rth)
-                    :hidden, #      bool: the order will not be visible when viewing
-                    #               the market depth. Only for ISLAND exchange.
-                    :good_after_time, # FORMAT: 20060505 08:00:00 {time zone}
-                    #                  Use an empty String if not applicable.
-                    :good_till_date, #  FORMAT: 20060505 08:00:00 {time zone}
-                    #                  Use an empty String if not applicable.
-                    :override_percentage_constraints, # bool: Precautionary constraints
-                    # are defined on the TWS Presets page, and help ensure that your
-                    # price and size order values are reasonable. Orders sent from the API
-                    # are also validated against these safety constraints, and may be
-                    # rejected if any constraint is violated. To override validation,
-                    # set this parameter�s value to True.
-
-                    :rule_80a, # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
-                    #            IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M',
-                    #            IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
-                    :all_or_none, #      bool: yes=1, no=0
-                    :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
-
-                    # Financial advisors only - use an empty String if not applicable.
-                    :fa_group, :fa_profile, :fa_method, :fa_percentage,
-
-                    # Institutional orders only!
-                    :open_close, #      String: O=Open, C=Close
-                    :origin, #          0=Customer, 1=Firm
-                    :order_ref, #   String: The order reference. For institutional customers only.
-                    :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. 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, # For IBExecution customers: "", IB, Away,
-                    #                    and PTA (post trade allocation).
-
-                    # SMART routing only
-                    :discretionary_amount, # double: The amount off the limit price
-                    #                        allowed for discretionary orders.
-                    :etrade_only, #     bool: Trade with electronic quotes.
-                    :firm_quote_only, # bool: Trade with firm quotes.
-                    :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:
-                    :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.
-                    :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.
-                    :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.
-                    :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 very helpful in keeping
-                    # the limit price sent to the exchange up to date as the underlying price changes.
-
-                    # COMBO ORDERS ONLY:
-                    :basis_points, #      double: EFP orders only
-                    :basis_points_type, # double: EFP orders only
-
-                    # 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: Defines the price increment between
-                    # scale components. This field is required for Scale orders.
-
-                    # ALGO ORDERS ONLY
-                    :algo_strategy, # String
-                    :algo_params, # public Vector<TagValue> m_algoParams; ?!
-
-                    # WTF?!
-                    :what_if, # bool: Use to request pre-trade commissions and margin
-                    # information. If set to true, margin and commissions data is received
-                    # back via the OrderState() object for the openOrder() callback.
-                    :not_held # public boolean  m_notHeld; // Not Held
+      prop :order_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.
+           :action, #    String: Identifies the side: BUY/SELL/SSHORT
+           :total_quantity, # int: The order quantity.
+
+           :order_type, #  String: Identifies the order type. Valid values are:
+           #     Limit Risk:
+           #          MTL          Market-to-Limit
+           #          MKT PRT      Market with Protection
+           #          QUOTE        Request for Quote
+           #          STP          Stop
+           #          STP LMT      Stop Limit
+           #          TRAIL        Trailing Stop
+           #          TRAIL LIMIT  Trailing Stop Limit
+           #          TRAIL LIT    Trailing Limit if Touched
+           #          TRAIL MIT    Trailing Market If Touched
+           #     Speed of Execution:
+           #          MKT          Market
+           #          MIT          Market-if-Touched
+           #          MOC          Market-on-Close    MKTCLSL ?
+           #          MOO          Market-on-Open
+           #          PEG MKT      Pegged-to-Market
+           #          REL          Relative
+           #     Price Improvement:
+           #          BOX TOP      Box Top
+           #          LOC          Limit-on-Close       LMTCLS ?
+           #          LOO          Limit-on-Open
+           #          LIT          Limit if Touched
+           #          PEG MID      Pegged-to-Midpoint
+           #          VWAP         VWAP-Guaranteed
+           #     Advanced Trading:
+           #          OCA          One-Cancels-All
+           #          VOL          Volatility
+           #          SCALE        Scale
+           #     Other (no abbreviation):
+           #          Bracket
+           #          At Auction
+           #          Discretionary
+           #          Sweep-to-Fill
+           #          Price Improvement Auction
+           #          Block
+           #          Hidden
+           #          Iceberg/Reserve
+           #          All-or-None
+           #          Fill-or-Kill
+
+           :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: STOP price for stop-limit orders, and the OFFSET amount
+           #               for relative orders. In all other cases, specify zero.
+
+           :tif, #         String: Time to Market:
+           #          DAY
+           #          GAT          Good-after-Time/Date
+           #          GTD          Good-till-Date/Time
+           #          GTC          Good-till-Canceled
+           #          IOC          Immediate-or-Cancel
+           :oca_group, #   String: one cancels all group name
+           :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.
+           :transmit, #  bool:if false, order will be created but not transmitted.
+           :parent_id, # int: The order ID of the parent (original) order, used
+           #             for bracket (STP) and auto trailing stop (TRAIL) orders.
+           :block_order, #    bool: the order is an ISE Block order.
+           :sweep_to_fill, #  bool: the order is a Sweep-to-Fill order.
+           :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" method will be used for OTC stocks
+           #          and US options orders, "last" method will be used all others.
+           #      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
+
+           :outside_rth, # bool: allows orders to also trigger or fill outside
+           #               of regular trading hours. (WAS: ignore_rth)
+           :hidden, #      bool: the order will not be visible when viewing
+           #               the market depth. Only for ISLAND exchange.
+           :good_after_time, # FORMAT: 20060505 08:00:00 {time zone}
+           #                  Use an empty String if not applicable.
+           :good_till_date, #  FORMAT: 20060505 08:00:00 {time zone}
+           #                  Use an empty String if not applicable.
+           :override_percentage_constraints, # bool: Precautionary constraints defined on
+           # the TWS Presets page 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.
+
+           :rule_80a, # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
+           #            IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M',
+           #            IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
+           :all_or_none, #      bool: yes=1, no=0
+           :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
+
+           # Financial advisors only - use an empty String if not applicable.
+           :fa_group, :fa_profile, :fa_method, :fa_percentage,
+
+           # Institutional orders only!
+           :open_close, #      String: O=Open, C=Close
+           :origin, #          0=Customer, 1=Firm
+           :order_ref, #       String: The order reference. For institutional customers only.
+           :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. 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.
+           :etrade_only, #     bool: Trade with electronic quotes.
+           :firm_quote_only, # bool: Trade with firm quotes.
+           :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:
+           :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.
+           :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.
+           :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.
+           :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.
+
+           # COMBO ORDERS ONLY:
+           :basis_points, #      double: EFP orders only
+           :basis_points_type, # double: EFP orders only
+
+           # 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: Defines the price increment between
+           # scale components. This field is required for Scale orders.
+
+           # ALGO ORDERS ONLY
+           :algo_strategy, # String
+           :algo_params, # public Vector<TagValue> m_algoParams; ?!
+
+           # WTF?!
+           :what_if, # bool: Use to request pre-trade commissions and margin
+           # information. If set to true, margin and commissions data is received
+           # back via the OrderState() object for the openOrder() callback.
+           :not_held # public boolean  m_notHeld; // Not Held
 
       # Some Order properties (received back from IB) are separated into
       # OrderState object. Here, they are lumped into Order proper: see OrderState.java
       # TODO: Extract OrderState object, for better record keeping
-      attr_accessor :status, # String: Displays the order status.Possible values include:
-                    # � PendingSubmit - indicates that you have transmitted the order, but
-                    #   have not yet received confirmation that it has been accepted by the
-                    #   order destination. NOTE: This order status is NOT sent back by TWS
-                    #   and should be explicitly set by YOU when an order is submitted.
-                    # � PendingCancel - indicates that you have sent a request to cancel
-                    #   the order but have not yet received cancel confirmation from the
-                    #   order destination. At this point, your order cancel is not confirmed.
-                    #   You may still receive an execution while your cancellation request
-                    #   is pending. NOTE: This order status is not sent back by TWS and
-                    #   should be explicitly set by YOU when an order is canceled.
-                    # � PreSubmitted - indicates that a simulated order type has been
-                    #   accepted by the IB system and that this order has yet to be elected.
-                    #   The order is held in the IB system until the election criteria are
-                    #   met. At that time the order is transmitted to the order destination
-                    #   as specified.
-                    # � Submitted - indicates that your order has been accepted at the order
-                    #   destination and is working.
-                    # � Cancelled - indicates that the balance of your order has been
-                    #   confirmed canceled by the IB system. This could occur unexpectedly
-                    #   when IB or the destination has rejected your order.
-                    # � ApiCancelled - canceled via API
-                    # � Filled - indicates that the order has been completely filled.
-                    # � Inactive - indicates that the order has been accepted by the system
-                    #   (simulated orders) or an exchange (native orders) but that currently
-                    #   the order is inactive due to system, exchange or other issues.
-                    :init_margin, # String: Shows the impact the order would have on your
-                    #                       initial margin.
-                    :maint_margin, # String: Shows the impact the order would have on your
-                    #                        maintenance margin.
-                    :equity_with_loan, # String: Shows the impact the order would have on
-                    #                            your equity with loan value.
-                    :commission, # double: Shows the commission amount on the order.
-                    :commission_currency, # String: Shows the currency of the commission.
-
-                    #The possible range of the actual order commission:
-                    :min_commission,
-                    :max_commission,
-
-                    :warning_text # String: Displays a warning message if warranted.
-
-      #alias order_id id # TODO: Change due to ActiveRecord specifics
-      #alias order_id= id= # TODO: Change due to ActiveRecord specifics
+      prop :status, # String: Displays the order status.Possible values include:
+           # � PendingSubmit - indicates that you have transmitted the order, but
+           #   have not yet received confirmation that it has been accepted by the
+           #   order destination. NOTE: This order status is NOT sent back by TWS
+           #   and should be explicitly set by YOU when an order is submitted.
+           # � PendingCancel - indicates that you have sent a request to cancel
+           #   the order but have not yet received cancel confirmation from the
+           #   order destination. At this point, your order cancel is not confirmed.
+           #   You may still receive an execution while your cancellation request
+           #   is pending. NOTE: This order status is not sent back by TWS and
+           #   should be explicitly set by YOU when an order is canceled.
+           # � PreSubmitted - indicates that a simulated order type has been
+           #   accepted by the IB system and that this order has yet to be elected.
+           #   The order is held in the IB system until the election criteria are
+           #   met. At that time the order is transmitted to the order destination
+           #   as specified.
+           # � Submitted - indicates that your order has been accepted at the order
+           #   destination and is working.
+           # � Cancelled - indicates that the balance of your order has been
+           #   confirmed canceled by the IB system. This could occur unexpectedly
+           #   when IB or the destination has rejected your order.
+           # � ApiCancelled - canceled via API
+           # � Filled - indicates that the order has been completely filled.
+           # � Inactive - indicates that the order has been accepted by the system
+           #   (simulated orders) or an exchange (native orders) but that currently
+           #   the order is inactive due to system, exchange or other issues.
+           :commission, # double: Shows the commission amount on the order.
+           :commission_currency, # String: Shows the currency of the commission.
+
+           #The possible range of the actual order commission:
+           :min_commission,
+           :max_commission,
+
+           :warning_text, # String: Displays a warning message if warranted.
+
+           # String: Shows the impact the order would have on your initial margin.
+           :init_margin => proc { |val| self[:init_margin] = filter_max val },
+
+           # String: Shows the impact the order would have on your maintenance margin.
+           :maint_margin => proc { |val| self[:maint_margin] = filter_max val },
+
+           # String: Shows the impact the order would have on your equity with loan value.
+           :equity_with_loan => proc { |val| self[:equity_with_loan] = filter_max val }
 
       # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
-      def init_margin= val
-        @init_margin = val == "1.7976931348623157E308" ? nil : val
+      def filter_max val
+        val == "1.7976931348623157E308" ? nil : val.to_f
       end
 
-      # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
-      def maint_margin= val
-        @maint_margin = val == "1.7976931348623157E308" ? nil : val
-      end
-
-      # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
-      def equity_with_loan= val
-        @equity_with_loan = val == "1.7976931348623157E308" ? nil : val
-      end
+      DEFAULT_PROPS = {:aux_price => 0.0,
+                       :parent_id => 0,
+                       :tif => 'DAY',
+                       :outside_rth => false,
+                       :open_close => "O",
+                       :origin => Origin_Customer,
+                       :transmit => true,
+                       :designated_location => '',
+                       :exempt_code => -1,
+                       :delta_neutral_order_type => '',
+                       :what_if => false,
+                       :not_held => false,
+                       :algo_strategy => '', }
 
       def initialize opts = {}
-        # Assign defaults first!
-        @aux_price = 0.0
-        @parent_id=0
-        @tif='DAY'
-
-        @outside_rth = false
-        @open_close = "O"
-        @origin = Origin_Customer
-        @transmit = true
-        @designated_location = ''
-        @exempt_code = -1
-        @delta_neutral_order_type = ''
-        @what_if = false
-        @not_held = false
-        @algo_strategy = ''
         @algo_params = []
-
-        # TODO: Initialize with nil instead of Max_Value, or change
-        #       Order sending code in IB::Messages::Outgoing::PlaceOrder
-        #@min_quantity = Max_Value
-        #@percent_offset = Max_Value # -"-
-        #@nbbo_price_cap = Max_Value # -"-
-        #@starting_price = Max_Value # -"-
-        #@stock_ref_price = Max_Value # -"-
-        #@delta = Max_Value
-        #@stock_range_lower = Max_Value # -"-
-        #@stock_range_upper = Max_Value # -"-
-        #@volatility = Max_Value # -"-
-        #@volatility_type = Max_Value # -"-
-        #@delta_neutral_aux_price = Max_Value # -"-
-        #@reference_price_type = Max_Value # -"-
-        #@trail_stop_price = Max_Value # -"-
-        #@basis_points = Max_Value # -"-
-        #@basis_points_type = Max_Value # -"-
-        #@scale_init_level_size = Max_Value # -"-
-        #@scale_subs_level_size = Max_Value # -"-
-        #@scale_price_increment = Max_Value # -"-
-        #@reference_price_type = Max_Value # -"-
-        #@reference_price_type = Max_Value # -"-
-        #@reference_price_type = Max_Value # -"-
-        #@reference_price_type = Max_Value # -"-
-
         super opts
       end
 
@@ -433,10 +387,20 @@ module IB
          clearing_intent,
          not_held,
          contract.serialize_under_comp,
-         serialize_algo,
+         serialize_algo(),
          what_if]
       end
 
+      def serialize_algo
+        if algo_strategy.nil? || algo_strategy.empty?
+          ['']
+        else
+          [algo_strategy,
+           algo_params.size,
+           algo_params.to_a]
+        end
+      end
+
       # Order comparison
       def == other
         perm_id && perm_id == other.perm_id ||
@@ -462,16 +426,6 @@ module IB
         # TODO: || compare all attributes!
       end
 
-      def serialize_algo
-        if algo_strategy.nil? || algo_strategy.empty?
-          ['']
-        else
-          [algo_strategy,
-           algo_params.size,
-           algo_params.to_a]
-        end
-      end
-
       def to_s #human
         "<Order:" + instance_variables.map do |key|
           value = instance_variable_get(key)