R/twsComboLeg.R

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

twsComboLeg <- function(conId=0,
                        ratio=0,
                        action=c("BUY","SELL","SSHORT"),
                        exchange=NULL,
                        openClose=0,
                        shortSaleSlot=0,
                        designatedLocation="")
{
  structure(list(conId=conId,
                 ratio=ratio,
                 action=action[1],
                 exchange=exchange,
                 openClose=openClose,
                 shortSaleSlot=shortSaleSlot,
                 designatedLocation=designatedLocation,
                 SAME=0,OPEN=1,CLOSE=2,UNKNOWN=3),
            class="twsComboLeg") 
}