Class: Tda::Order

Inherits:
Object
  • Object
show all
Includes:
HTTParty
Defined in:
app/models/tda/order.rb

Constant Summary collapse

STATUS_FILLED = 
'FILLED'
STATUS_REPLACED = 
'REPLACED'
STATUS_WORKING = 
'WORKING'

Class Method Summary collapse

Class Method Details

.cancel_order!(id) ⇒ Object 



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# File 'app/models/tda/order.rb', line 54

def self.cancel_order!( id )
  profile = Wco::Profile.pi
  results = self.delete("/accounts/#{profile.}/orders/#{id}", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
    },
  })
  puts! results, 'cancel_order!() results'
  puts! results.code, 'results.code'
  # if !results.code == '200'
  #   throw 'could not cancel order'
  # end
end

.check_status(order_id) ⇒ Object 



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# File 'app/models/tda/order.rb', line 12

def self.check_status order_id
  profile = Wco::Profile.pi
  results = self.get("/accounts/#{profile.}/orders/#{order_id}", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
    },
  })
  puts! results, 'results'
  return results.deep_symbolize_keys
end

.close_credit_spread_q(pos) ⇒ Object 



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# File 'app/models/tda/order.rb', line 70

def self.close_credit_spread_q pos
  query = {
    orderType: pos.pending_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
    session: "NORMAL",
    duration: "DAY",
    price: pos.pending_price.abs,
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      ## close
      {
        instruction: "BUY_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.inner.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.outer.symbol,
          assetType: "OPTION",
        },
      },

    ],
  }
  return query
end

.credit_spread_q(pos) ⇒ Object

open credit spread?!



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# File 'app/models/tda/order.rb', line 102

def self.credit_spread_q pos
  query = {
    orderType: pos.place2_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
    session: "NORMAL",
    duration: "DAY",
    price: pos.pending_price,
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      ## open
      {
        instruction: "BUY_TO_OPEN",
        quantity: pos.q,
        instrument: {
          symbol: pos.outer.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_OPEN",
        quantity: pos.q,
        instrument: {
          symbol: pos.inner.symbol,
          assetType: "OPTION",
        },
      },
    ],
  }
  return query
end

.get_account_hash ⇒ Object

not used - the hash is stored



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# File 'app/models/tda/order.rb', line 25

def self.
  profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
  results = self.get("/accounts/accountNumbers", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
    },
  } )
  puts! results, 'results'
end

.get_orders ⇒ Object 



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# File 'app/models/tda/order.rb', line 36

def self.get_orders
  profile = Wco::Profile.pi
  today = Time.now.strftime("%Y-%m-%d")
  results = self.get("/accounts/#{profile.}/orders", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
    },
    query: {
      fromEnteredTime: "#{today}T00:00:00Z",
      toEnteredTime: "#{today}T23:59:59Z",
    },
  })
  puts! results, 'get_orders() results'
  puts! results.code, 'results.code'
  return results
end

.place_order!(query) ⇒ Object 



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# File 'app/models/tda/order.rb', line 133

def self.place_order! query
  # puts! query, '#place_order'

  profile = Wco::Profile.pi
  results = self.post("/accounts/#{profile.}/orders", {
    headers: {
      'content-type' => 'application/json',
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_exec_access_token]}",
    },
    body: query.to_json,
  })
  puts! results, 'place_order!() results'
  puts! results.code, 'results.code'
  # if 201 != results.code
  #   throw results
  # end
  order_id = results.headers['location'].split('/').last
  # response = JSON.parse results.body
  return { schwab_order_id: order_id, schwab_status: 'WORKING' }
end

.roll_covered_call_q(pos) ⇒ Object

obsolete, I don’t do covered calls anymore?



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# File 'app/models/tda/order.rb', line 157

def self.roll_covered_call_q pos
  roll_price = pos.inner.begin_price - pos.autoprev.inner.end_price
  query = {
    orderType: "NET_CREDIT", ## pos.roll_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
    session: "NORMAL",
    duration: "DAY",
    price: ( roll_price + 100 ).to_s, ## _TODO this order will never fill (net credit only)
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      ## close
      {
        instruction: "BUY_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.autoprev.inner.symbol,
          assetType: "OPTION",
        },
      },

      ## open
      {
        instruction: "SELL_TO_OPEN",
        quantity: pos.q,
        instrument: {
          symbol: pos.inner.symbol,
          assetType: "OPTION",
        },
      },
    ],
  }
  # puts! query, 'query'
  return query
end

.roll_credit_call_spread_q(pos) ⇒ Object 



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# File 'app/models/tda/order.rb', line 191

def self.roll_credit_call_spread_q pos
  query = {
    orderType: pos.roll_price > 0 ? "NET_CREDIT" : "NET_DEBIT",
    session: "NORMAL",
    duration: "DAY",
    price: pos.roll_price.abs.to_s,
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      ## close
      {
        instruction: "BUY_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.autoprev.inner.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_CLOSE",
        quantity: pos.q,
        instrument: {
          symbol: pos.autoprev.outer.symbol,
          assetType: "OPTION",
        },
      },

      ## open
      {
        instruction: "BUY_TO_OPEN",
        quantity: pos.q,
        instrument: {
          symbol: pos.outer.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_OPEN",
        quantity: pos.q,
        instrument: {
          symbol: pos.inner.symbol,
          assetType: "OPTION",
        },
      },
    ],
  }
  # puts! query, 'query'
  return query
end