R/place_order.R
In JakeVestal/InteractiveTradeR: API
Defines functions
place_order
Documented in
place_order
#' Place Order
#'
#' @description
#' Sends an order to IB's servers to buy or sell a financial instrument.
#'
#' @eval contract_param("place_order", functionary$big_function_args$contract_args$place_order)
#'
#' @inheritParams req_contract_details
#'
#' @param order
#' describe that
#'
#' @param deltaNeutralContract
#' that too
#'
#' @param softDollarTier
#' and that
#'
#' @param non_master_override
#' finally that
#'
#' @section Conditional Orders:
#' \href{https://www.interactivebrokers.com/en/index.php?f=584}{Conditional
#' Orders}
#'
#' @section Bracket Orders:
#' \href{https://www.interactivebrokers.com/en/index.php?f=583}{Bracket Orders}
#'
#' @section Attaching (Hedging) Orders:
#' \itemize{
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_beta_hedge_order.htm}{Beta Hedge}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_delta_hedge_order.htm}{Delta Hedge}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_an_fx_order.htm}{FX Order}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_pair_trade.htm}{Pair Trade}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/autocombolimit.htm}{Combo Limit}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/autocombomarket.htm}{Combo Market}:
#' }
#'
# #' @example inst/examples/place_order_ex.R
#' @family orders
#' @export
#'
place_order <- function(
contract,
order,
deltaNeutralContract = NULL,
softDollarTier = NULL,
channel = NULL,
non_master_override = TRUE
){
sock <- select_sock_for_api_fun()
orderId <- if(any(names(order) == "orderId")){
as.character(order["orderId"])
} else {
req_ids(channel = sock)
}
if(!isTRUE(channel == "master") && any(ls(sock_drawer) == "master")){
if(package_state$place_order_on_non_master){
package_state$place_order_on_non_master <- FALSE
cat("\n")
usethis::ui_info(
paste0(
"You have called ",
crayon::bold("place_order"),
"() on a non-master socket while a ",
crayon::bold("master socket"),
" is\ncurrently open. Because, if open, the master socket ",
"automatically recieves a\nduplicate of all data sent by IB in ",
"response to a call to ",
crayon::bold("place_order"),
"() on any\nother socket, it is advisable -- unless you have a ",
"compelling reason to do\notherwise -- to use the ",
crayon::bold("master socket"),
" exclusively when calling ",
crayon::bold("place_order"),
"."
)
)
if(non_master_override){
usethis::ui_info(
paste0(
"The ",
crayon::bold("master socket"),
" will be used for placing this order.\nTo override this default ",
"behavior and force ",
crayon::bold("place_order"),
"\nto use a different socket when called while a ",
crayon::bold("master socket"),
"\nis open, call ",
crayon::bold("place_order"),
" with the ",
crayon::italic("non_master_override"),
"\nargument set to ",
crayon::italic("FALSE"),
"."
)
)
} else {
usethis::ui_info(
paste0(
"The default behavior of using the ",
crayon::bold("master socket"),
" has been overridden, and the client specified by ",
crayon::bold(channel),
" will be used for placing this order."
)
)
}
usethis::ui_info("This message will display once per session.")
cat("\n")
}
if(non_master_override){channel <- "master"}
}
if(is.null(names(contract))){
if(length(contract) == 1){
contract <- c(conId = unlist(contract, use.names = FALSE))
} else if(length(contract) == 2){
contract <- suppressWarnings(as.numeric(contract)) %>% {
c(
conId = contract[!is.na(.)],
exchange = contract[is.na(.)]
)
}
} else {
usethis::ui_oops(
paste0(
"The ",
crayon::bold("contract"),
" argument must have names. See ",
crayon::bold("?contract"),
" for details."
)
)
return(invisible(FALSE))
}
}
header_fields <- c(
functionary$outgoing_msg_codes$PLACE_ORDER,
orderId
)
contract_fields <- mget(
setdiff(
functionary$big_function_args$contract_args$
place_order,
names(contract)
),
envir = functionary$contract_vars$Contract
) %>%
c(contract) %$% {
c(
get("conId"),
get("symbol"),
if(get("comboLegs") == 0){
get("secType")
} else {
"BAG"
},
get("lastTradeDateOrContractMonth"),
get("strike"),
get("right"),
get("multiplier"),
get("exchange"),
get("primaryExchange"),
get("currency"),
get("localSymbol"),
get("tradingClass"),
get("secIdType"),
get("secId")
)
}
order_fields <- mget(
setdiff(
functionary$big_function_args$order_args$place_order,
names(order)
),
envir = functionary$order_vars
) %>%
c(order) %$% {
c(
get("action"),
get("totalQuantity"),
get("orderType"),
make_field_handle_empty(get("lmtPrice")),
make_field_handle_empty(get("auxPrice")),
get("tif"),
get("ocaGroup"),
get("account"),
get("openClose"),
get("origin"),
get("orderRef"),
as.numeric(as.logical(get("transmit"))),
get("parentId"),
get("blockOrder"),
get("sweepToFill"),
get("displaySize"),
get("triggerMethod"),
get("outsideRth"),
get("hidden"),
if(any(names(contract) == "comboLegs")){
c(
nrow(contract$comboLegs),
if(nrow(contract$comboLegs) > 0){
apply(
contract$comboLegs,
MARGIN = 1,
function(comboLeg){
mget(
setdiff(
ls(functionary$contract_vars$ComboLeg),
names(comboLeg)
),
envir = functionary$contract_vars$
ComboLeg
) %>%
c(comboLeg) %$% {
list(
get("conId"),
get("ratio"),
get("action"),
get("exchange"),
get("openClose"),
get("shortSaleSlot"),
get("designatedLocation"),
get("exemptCode")
)
}
}
) %>%
unlist(use.names = FALSE)
},
if(identical(get("orderComboLegs"), "")){
0
} else {
c(
length(get("orderComboLegs")),
lapply(
get("orderComboLegs"),
function(orderComboLeg){
make_field_handle_empty(as.numeric(get("orderComboLeg")))
}
)
) %>%
unlist(use.names = FALSE)
},
if(identical(get("smartComboRoutingParams"), "")){
0
} else {
c(
length(get("smartComboRoutingParams")),
{
y <- rep("", length(get("smartComboRoutingParams")) * 2)
y[seq(1, length(y), by = 2)] <- names(
get("smartComboRoutingParams")
)
y[seq(2, length(y), by = 2)] <- unlist(
get("smartComboRoutingParams"),
use.names = FALSE
)
y
}
)
}
)
},
"",
get("discretionaryAmt"),
get("goodAfterTime"),
get("goodTillDate"),
get("faGroup"),
get("faMethod"),
get("faPercentage"),
get("faProfile"),
get("modelCode"),
# institutional short sale slot fields
get("shortSaleSlot"),
get("designatedLocation"),
get("exemptCode"),
# Fields for server v19 and up
get("ocaType"),
get("rule80A"),
get("settlingFirm"),
get("allOrNone"),
make_field_handle_empty(get("minQty")),
make_field_handle_empty(get("percentOffset")),
get("eTradeOnly"),
get("firmQuoteOnly"),
make_field_handle_empty(get("nbboPriceCap")),
get("auctionStrategy"),
make_field_handle_empty(get("startingPrice")),
make_field_handle_empty(get("stockRefPrice")),
make_field_handle_empty(get("delta")),
make_field_handle_empty(get("stockRangeLower")),
make_field_handle_empty(get("stockRangeUpper")),
get("overridePercentageConstraints"),
make_field_handle_empty(get("volatility")),
make_field_handle_empty(get("volatilityType")),
get("deltaNeutralOrderType"),
make_field_handle_empty(get("deltaNeutralAuxPrice")),
if(!identical(get("deltaNeutralOrderType"), "")){
c(
get("deltaNeutralConId"),
get("deltaNeutralSettlingFirm"),
get("deltaNeutralClearingAccount"),
get("deltaNeutralClearingIntent"),
get("deltaNeutralOpenClose"),
get("deltaNeutralShortSale"),
get("deltaNeutralShortSaleSlot"),
get("deltaNeutralDesignatedLocation")
)
},
get("continuousUpdate"),
make_field_handle_empty(get("referencePriceType")),
make_field_handle_empty(get("trailStopPrice")),
make_field_handle_empty(get("trailingPercent")),
make_field_handle_empty(get("scaleInitFillQty")),
make_field_handle_empty(get("scaleSubsLevelSize")),
make_field_handle_empty(get("scalePriceIncrement")),
if(
isTRUE(get("scalePriceIncrement") > 0) && (
get("scalePriceIncrement") != package_state$UNSET_DOUBLE
)
){
c(
make_field_handle_empty(get("scalePriceAdjustValue")),
make_field_handle_empty(get("scalePriceAdjustInterval")),
make_field_handle_empty(get("scaleProfitOffset")),
get("scaleAutoReset"),
make_field_handle_empty(get("scaleInitPosition")),
make_field_handle_empty(get("scaleInitFillQty")),
get("scaleRandomPercent")
)
},
get("scaleTable"),
get("activeStartTime"),
get("activeStopTime"),
get("hedgeType"),
if(isTRUE(as.logical(get("hedgeType")))){get("hedgeParam")},
get("optOutSmartRouting"),
get("clearingAccount"),
get("clearingIntent"),
get("notHeld"),
if(is.null(deltaNeutralContract)){
0
} else {
c(
1,
deltaNeutralContract["conId"],
deltaNeutralContract["delta"],
deltaNeutralContract["price"]
)
},
make_field_handle_empty(get("algoParams")),
if(!identical(get("algoParams"), "")){
y <- rep("", length(get("algoParams")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("algoParams"))
y[seq(2, length(y), by = 2)] <- unlist(
get("algoParams"),
use.names = FALSE
)
y
},
get("algoId"),
get("whatIf"),
make_field_handle_empty(get("orderMiscOptions")),
if(!identical(get("orderMiscOptions"), "")){
y <- rep("", length(get("orderMiscOptions")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("orderMiscOptions"))
y[seq(2, length(y), by = 2)] <- unlist(
get("orderMiscOptions"),
use.names = FALSE
)
y
},
get("solicited"),
get("randomizeSize"),
get("randomizePrice"),
if(get("orderType") == "PEG BENCH"){
c(
get("referenceContractId"),
get("isPeggedChangeAmountDecrease"),
get("peggedChangeAmount"),
get("referenceChangeAmount"),
get("referenceExchangeId")
)
},
if(identical(get("conditions"), "")){
0
} else {
c(
length(get("conditions")),
if(length(get("conditions")) > 0){
y <- rep("", length(get("orderMiscOptions")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("orderMiscOptions"))
y[seq(2, length(y), by = 2)] <- unlist(
get("orderMiscOptions"),
use.names = FALSE
)
c(
y,
get("conditionsIgnoreRth"),
get("conditionsCancelOrder")
)
}
)
},
get("adjustedOrderType"),
sprintf("%f", get("triggerPrice")),
sprintf("%f", get("lmtPriceOffset")),
sprintf("%f", get("adjustedStopPrice")),
sprintf("%f", get("adjustedStopLimitPrice")),
sprintf("%f", get("adjustedTrailingAmount")),
get("adjustableTrailingUnit"),
get("extOperator"),
make_field_handle_empty(names(get("softDollarTier"))),
make_field_handle_empty(get("softDollarTier")),
sprintf("%f", get("cashQty")),
get("mifid2DecisionMaker"),
get("mifid2DecisionAlgo"),
get("mifid2ExecutionTrader"),
get("mifid2ExecutionAlgo"),
get("dontUseAutoPriceForHedge"),
get("isOmsContainer"),
get("discretionaryUpToLimitPrice"),
get("usePriceMgmtAlgo")
)
} %>%
trimws()
order_fields <<- order_fields
place_order_msg <- c(header_fields, contract_fields, order_fields)
place_order_msg <- ib_encode_raw_msg(place_order_msg)
writeBin(object = place_order_msg, con = sock, endian = "big")
place_order_response <- sock_seek(
element_names = "ORDER_STATUSES",
socket = sock,
success_element = simple_encode(
c(
functionary$incoming_msg_codes$ORDER_STATUS,
orderId
)
)
)
# Need something else to read executions and commission if trade executes?
# No, becaause executions are something else. They dont belong in place_order
# } else {
# simple_encode(
# functionary$incoming_msg_codes$COMMISSION_REPORT
# )
# }
# ,
# stop_early = if(orderType != "LMT"){
# simple_encode(
# c(
# functionary$incoming_msg_codes$ERR_MSG,
# "2",
# orderId
# )
# )
# }
assign(
"ORDER_STATUSES",
structure(
dplyr::bind_rows(
functionary$ib_update$ORDER_STATUSES(
place_order_response
),
get("treasury")$ORDER_STATUSES
) %>%
unique(),
last_updated = Sys.time()
),
envir = get("treasury")
)
invisible(
all(place_order_response$permId %in% get("treasury")$ORDER_STATUSES$permId)
)
}
JakeVestal/InteractiveTradeR documentation built on June 5, 2024, 2:21 p.m.
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Defines functions place_order
Documented in place_order
#' Place Order
#'
#' @description
#' Sends an order to IB's servers to buy or sell a financial instrument.
#'
#' @eval contract_param("place_order", functionary$big_function_args$contract_args$place_order)
#'
#' @inheritParams req_contract_details
#'
#' @param order
#' describe that
#'
#' @param deltaNeutralContract
#' that too
#'
#' @param softDollarTier
#' and that
#'
#' @param non_master_override
#' finally that
#'
#' @section Conditional Orders:
#' \href{https://www.interactivebrokers.com/en/index.php?f=584}{Conditional
#' Orders}
#'
#' @section Bracket Orders:
#' \href{https://www.interactivebrokers.com/en/index.php?f=583}{Bracket Orders}
#'
#' @section Attaching (Hedging) Orders:
#' \itemize{
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_beta_hedge_order.htm}{Beta Hedge}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_delta_hedge_order.htm}{Delta Hedge}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_an_fx_order.htm}{FX Order}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/attach_a_pair_trade.htm}{Pair Trade}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/autocombolimit.htm}{Combo Limit}:
#' \item \href{https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/autocombomarket.htm}{Combo Market}:
#' }
#'
# #' @example inst/examples/place_order_ex.R
#' @family orders
#' @export
#'
place_order <- function(
contract,
order,
deltaNeutralContract = NULL,
softDollarTier = NULL,
channel = NULL,
non_master_override = TRUE
){
sock <- select_sock_for_api_fun()
orderId <- if(any(names(order) == "orderId")){
as.character(order["orderId"])
} else {
req_ids(channel = sock)
}
if(!isTRUE(channel == "master") && any(ls(sock_drawer) == "master")){
if(package_state$place_order_on_non_master){
package_state$place_order_on_non_master <- FALSE
cat("\n")
usethis::ui_info(
paste0(
"You have called ",
crayon::bold("place_order"),
"() on a non-master socket while a ",
crayon::bold("master socket"),
" is\ncurrently open. Because, if open, the master socket ",
"automatically recieves a\nduplicate of all data sent by IB in ",
"response to a call to ",
crayon::bold("place_order"),
"() on any\nother socket, it is advisable -- unless you have a ",
"compelling reason to do\notherwise -- to use the ",
crayon::bold("master socket"),
" exclusively when calling ",
crayon::bold("place_order"),
"."
)
)
if(non_master_override){
usethis::ui_info(
paste0(
"The ",
crayon::bold("master socket"),
" will be used for placing this order.\nTo override this default ",
"behavior and force ",
crayon::bold("place_order"),
"\nto use a different socket when called while a ",
crayon::bold("master socket"),
"\nis open, call ",
crayon::bold("place_order"),
" with the ",
crayon::italic("non_master_override"),
"\nargument set to ",
crayon::italic("FALSE"),
"."
)
)
} else {
usethis::ui_info(
paste0(
"The default behavior of using the ",
crayon::bold("master socket"),
" has been overridden, and the client specified by ",
crayon::bold(channel),
" will be used for placing this order."
)
)
}
usethis::ui_info("This message will display once per session.")
cat("\n")
}
if(non_master_override){channel <- "master"}
}
if(is.null(names(contract))){
if(length(contract) == 1){
contract <- c(conId = unlist(contract, use.names = FALSE))
} else if(length(contract) == 2){
contract <- suppressWarnings(as.numeric(contract)) %>% {
c(
conId = contract[!is.na(.)],
exchange = contract[is.na(.)]
)
}
} else {
usethis::ui_oops(
paste0(
"The ",
crayon::bold("contract"),
" argument must have names. See ",
crayon::bold("?contract"),
" for details."
)
)
return(invisible(FALSE))
}
}
header_fields <- c(
functionary$outgoing_msg_codes$PLACE_ORDER,
orderId
)
contract_fields <- mget(
setdiff(
functionary$big_function_args$contract_args$
place_order,
names(contract)
),
envir = functionary$contract_vars$Contract
) %>%
c(contract) %$% {
c(
get("conId"),
get("symbol"),
if(get("comboLegs") == 0){
get("secType")
} else {
"BAG"
},
get("lastTradeDateOrContractMonth"),
get("strike"),
get("right"),
get("multiplier"),
get("exchange"),
get("primaryExchange"),
get("currency"),
get("localSymbol"),
get("tradingClass"),
get("secIdType"),
get("secId")
)
}
order_fields <- mget(
setdiff(
functionary$big_function_args$order_args$place_order,
names(order)
),
envir = functionary$order_vars
) %>%
c(order) %$% {
c(
get("action"),
get("totalQuantity"),
get("orderType"),
make_field_handle_empty(get("lmtPrice")),
make_field_handle_empty(get("auxPrice")),
get("tif"),
get("ocaGroup"),
get("account"),
get("openClose"),
get("origin"),
get("orderRef"),
as.numeric(as.logical(get("transmit"))),
get("parentId"),
get("blockOrder"),
get("sweepToFill"),
get("displaySize"),
get("triggerMethod"),
get("outsideRth"),
get("hidden"),
if(any(names(contract) == "comboLegs")){
c(
nrow(contract$comboLegs),
if(nrow(contract$comboLegs) > 0){
apply(
contract$comboLegs,
MARGIN = 1,
function(comboLeg){
mget(
setdiff(
ls(functionary$contract_vars$ComboLeg),
names(comboLeg)
),
envir = functionary$contract_vars$
ComboLeg
) %>%
c(comboLeg) %$% {
list(
get("conId"),
get("ratio"),
get("action"),
get("exchange"),
get("openClose"),
get("shortSaleSlot"),
get("designatedLocation"),
get("exemptCode")
)
}
}
) %>%
unlist(use.names = FALSE)
},
if(identical(get("orderComboLegs"), "")){
0
} else {
c(
length(get("orderComboLegs")),
lapply(
get("orderComboLegs"),
function(orderComboLeg){
make_field_handle_empty(as.numeric(get("orderComboLeg")))
}
)
) %>%
unlist(use.names = FALSE)
},
if(identical(get("smartComboRoutingParams"), "")){
0
} else {
c(
length(get("smartComboRoutingParams")),
{
y <- rep("", length(get("smartComboRoutingParams")) * 2)
y[seq(1, length(y), by = 2)] <- names(
get("smartComboRoutingParams")
)
y[seq(2, length(y), by = 2)] <- unlist(
get("smartComboRoutingParams"),
use.names = FALSE
)
y
}
)
}
)
},
"",
get("discretionaryAmt"),
get("goodAfterTime"),
get("goodTillDate"),
get("faGroup"),
get("faMethod"),
get("faPercentage"),
get("faProfile"),
get("modelCode"),
# institutional short sale slot fields
get("shortSaleSlot"),
get("designatedLocation"),
get("exemptCode"),
# Fields for server v19 and up
get("ocaType"),
get("rule80A"),
get("settlingFirm"),
get("allOrNone"),
make_field_handle_empty(get("minQty")),
make_field_handle_empty(get("percentOffset")),
get("eTradeOnly"),
get("firmQuoteOnly"),
make_field_handle_empty(get("nbboPriceCap")),
get("auctionStrategy"),
make_field_handle_empty(get("startingPrice")),
make_field_handle_empty(get("stockRefPrice")),
make_field_handle_empty(get("delta")),
make_field_handle_empty(get("stockRangeLower")),
make_field_handle_empty(get("stockRangeUpper")),
get("overridePercentageConstraints"),
make_field_handle_empty(get("volatility")),
make_field_handle_empty(get("volatilityType")),
get("deltaNeutralOrderType"),
make_field_handle_empty(get("deltaNeutralAuxPrice")),
if(!identical(get("deltaNeutralOrderType"), "")){
c(
get("deltaNeutralConId"),
get("deltaNeutralSettlingFirm"),
get("deltaNeutralClearingAccount"),
get("deltaNeutralClearingIntent"),
get("deltaNeutralOpenClose"),
get("deltaNeutralShortSale"),
get("deltaNeutralShortSaleSlot"),
get("deltaNeutralDesignatedLocation")
)
},
get("continuousUpdate"),
make_field_handle_empty(get("referencePriceType")),
make_field_handle_empty(get("trailStopPrice")),
make_field_handle_empty(get("trailingPercent")),
make_field_handle_empty(get("scaleInitFillQty")),
make_field_handle_empty(get("scaleSubsLevelSize")),
make_field_handle_empty(get("scalePriceIncrement")),
if(
isTRUE(get("scalePriceIncrement") > 0) && (
get("scalePriceIncrement") != package_state$UNSET_DOUBLE
)
){
c(
make_field_handle_empty(get("scalePriceAdjustValue")),
make_field_handle_empty(get("scalePriceAdjustInterval")),
make_field_handle_empty(get("scaleProfitOffset")),
get("scaleAutoReset"),
make_field_handle_empty(get("scaleInitPosition")),
make_field_handle_empty(get("scaleInitFillQty")),
get("scaleRandomPercent")
)
},
get("scaleTable"),
get("activeStartTime"),
get("activeStopTime"),
get("hedgeType"),
if(isTRUE(as.logical(get("hedgeType")))){get("hedgeParam")},
get("optOutSmartRouting"),
get("clearingAccount"),
get("clearingIntent"),
get("notHeld"),
if(is.null(deltaNeutralContract)){
0
} else {
c(
1,
deltaNeutralContract["conId"],
deltaNeutralContract["delta"],
deltaNeutralContract["price"]
)
},
make_field_handle_empty(get("algoParams")),
if(!identical(get("algoParams"), "")){
y <- rep("", length(get("algoParams")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("algoParams"))
y[seq(2, length(y), by = 2)] <- unlist(
get("algoParams"),
use.names = FALSE
)
y
},
get("algoId"),
get("whatIf"),
make_field_handle_empty(get("orderMiscOptions")),
if(!identical(get("orderMiscOptions"), "")){
y <- rep("", length(get("orderMiscOptions")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("orderMiscOptions"))
y[seq(2, length(y), by = 2)] <- unlist(
get("orderMiscOptions"),
use.names = FALSE
)
y
},
get("solicited"),
get("randomizeSize"),
get("randomizePrice"),
if(get("orderType") == "PEG BENCH"){
c(
get("referenceContractId"),
get("isPeggedChangeAmountDecrease"),
get("peggedChangeAmount"),
get("referenceChangeAmount"),
get("referenceExchangeId")
)
},
if(identical(get("conditions"), "")){
0
} else {
c(
length(get("conditions")),
if(length(get("conditions")) > 0){
y <- rep("", length(get("orderMiscOptions")) * 2)
y[seq(1, length(y), by = 2)] <- names(get("orderMiscOptions"))
y[seq(2, length(y), by = 2)] <- unlist(
get("orderMiscOptions"),
use.names = FALSE
)
c(
y,
get("conditionsIgnoreRth"),
get("conditionsCancelOrder")
)
}
)
},
get("adjustedOrderType"),
sprintf("%f", get("triggerPrice")),
sprintf("%f", get("lmtPriceOffset")),
sprintf("%f", get("adjustedStopPrice")),
sprintf("%f", get("adjustedStopLimitPrice")),
sprintf("%f", get("adjustedTrailingAmount")),
get("adjustableTrailingUnit"),
get("extOperator"),
make_field_handle_empty(names(get("softDollarTier"))),
make_field_handle_empty(get("softDollarTier")),
sprintf("%f", get("cashQty")),
get("mifid2DecisionMaker"),
get("mifid2DecisionAlgo"),
get("mifid2ExecutionTrader"),
get("mifid2ExecutionAlgo"),
get("dontUseAutoPriceForHedge"),
get("isOmsContainer"),
get("discretionaryUpToLimitPrice"),
get("usePriceMgmtAlgo")
)
} %>%
trimws()
order_fields <<- order_fields
place_order_msg <- c(header_fields, contract_fields, order_fields)
place_order_msg <- ib_encode_raw_msg(place_order_msg)
writeBin(object = place_order_msg, con = sock, endian = "big")
place_order_response <- sock_seek(
element_names = "ORDER_STATUSES",
socket = sock,
success_element = simple_encode(
c(
functionary$incoming_msg_codes$ORDER_STATUS,
orderId
)
)
)
# Need something else to read executions and commission if trade executes?
# No, becaause executions are something else. They dont belong in place_order
# } else {
# simple_encode(
# functionary$incoming_msg_codes$COMMISSION_REPORT
# )
# }
# ,
# stop_early = if(orderType != "LMT"){
# simple_encode(
# c(
# functionary$incoming_msg_codes$ERR_MSG,
# "2",
# orderId
# )
# )
# }
assign(
"ORDER_STATUSES",
structure(
dplyr::bind_rows(
functionary$ib_update$ORDER_STATUSES(
place_order_response
),
get("treasury")$ORDER_STATUSES
) %>%
unique(),
last_updated = Sys.time()
),
envir = get("treasury")
)
invisible(
all(place_order_response$permId %in% get("treasury")$ORDER_STATUSES$permId)
)
}
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