Class: SchwabRb::Orders::IronCondorOrder

Inherits:
Object
  • Object
show all
Defined in:
lib/schwab_rb/orders/iron_condor_order.rb

Class Method Summary collapse

Class Method Details

.build(put_short_symbol:, put_long_symbol:, call_short_symbol:, call_long_symbol:, price:, stop_price: nil, order_type: nil, duration: SchwabRb::Orders::Duration::DAY, credit_debit: :credit, order_instruction: :open, quantity: 1) ⇒ Object 



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# File 'lib/schwab_rb/orders/iron_condor_order.rb', line 9

def build(
  put_short_symbol:,
  put_long_symbol:,
  call_short_symbol:,
  call_long_symbol:,
  price:,
  stop_price: nil,
  order_type: nil,
  duration: SchwabRb::Orders::Duration::DAY,
  credit_debit: :credit,
  order_instruction: :open,
  quantity: 1
)
  schwab_order_builder.new.tap do |builder|
    builder.set_order_strategy_type(SchwabRb::Order::OrderStrategyTypes::SINGLE)
    builder.set_session(SchwabRb::Orders::Session::NORMAL)
    builder.set_duration(duration)
    builder.set_order_type(order_type || determine_order_type(credit_debit))
    builder.set_complex_order_strategy_type(SchwabRb::Order::ComplexOrderStrategyTypes::IRON_CONDOR)
    builder.set_quantity(quantity)
    builder.set_price(price)
    builder.set_stop_price(stop_price) if stop_price && order_type == SchwabRb::Order::Types::STOP_LIMIT

    instructions = leg_instructions_for_position(order_instruction)

    builder.add_option_leg(
      instructions[:put_short],
      put_short_symbol,
      quantity
    )
    builder.add_option_leg(
      instructions[:put_long],
      put_long_symbol,
      quantity
    )
    builder.add_option_leg(
      instructions[:call_short],
      call_short_symbol,
      quantity
    )
    builder.add_option_leg(
      instructions[:call_long],
      call_long_symbol,
      quantity
    )
  end
end

.determine_order_type(credit_debit) ⇒ Object 



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# File 'lib/schwab_rb/orders/iron_condor_order.rb', line 57

def determine_order_type(credit_debit)
  if credit_debit == :credit
    SchwabRb::Order::Types::NET_CREDIT
  else
    SchwabRb::Order::Types::NET_DEBIT
  end
end

.leg_instructions_for_position(order_instruction) ⇒ Object 



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# File 'lib/schwab_rb/orders/iron_condor_order.rb', line 65

def leg_instructions_for_position(order_instruction)
  if order_instruction == :open
    {
      put_short: SchwabRb::Orders::OptionInstructions::SELL_TO_OPEN,
      put_long: SchwabRb::Orders::OptionInstructions::BUY_TO_OPEN,
      call_short: SchwabRb::Orders::OptionInstructions::SELL_TO_OPEN,
      call_long: SchwabRb::Orders::OptionInstructions::BUY_TO_OPEN
    }
  elsif order_instruction == :close
    {
      put_short: SchwabRb::Orders::OptionInstructions::BUY_TO_CLOSE,
      put_long: SchwabRb::Orders::OptionInstructions::SELL_TO_CLOSE,
      call_short: SchwabRb::Orders::OptionInstructions::BUY_TO_CLOSE,
      call_long: SchwabRb::Orders::OptionInstructions::SELL_TO_CLOSE
    }
  else
    raise "Unsupported order instruction: #{order_instruction}"
  end
end

.schwab_order_builder ⇒ Object 



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# File 'lib/schwab_rb/orders/iron_condor_order.rb', line 85

def schwab_order_builder
  SchwabRb::Orders::Builder
end