R/exerciseOptions.R

In algoquant/IBrokers2: R API to Interactive Brokers (clone of IBrokers)

exerciseOptions <- function(twsconn, contract, exerciseAction=1,
                            exerciseQuantity=1, account="", override=0, tickerId=1) {
  if( !is.twsConnection(twsconn))
    stop('invalid twsconn')
  if( !is.twsContract(contract))
    stop('invalid twsContract')

  # check parameters for valid ranges
  if( !as.numeric(exerciseAction) %in% 1:2)
    stop('valid exerciseAction is 1 or 2') 
  if( !as.numeric(override) %in% 0:1)
    stop('valid overrride is 0 or 1') 
 
  VERSION <- "1"

  msg <- c( .twsOutgoingMSG$EXERCISE_OPTION,
            VERSION, 
            tickerId,
            contract$symbol,
            contract$sectype,
            contract$expiry,
            contract$strike,
            contract$multiplier,
            contract$exch,
            contract$currency,
            contract$local,
            exerciseAction,
            exerciseQuantity,
            account,
            override)

  writeBin(as.character(msg), twsconn[[1]])
}