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order.js
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order.js
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import assert from 'assert';
export default class Contract {
static limit(data) {
assert(data.action);
assert(data.totalQuantity > 0);
assert(data.lmtPrice > 0);
return Contract._toOrder(data, 'LMT', {
transmit: true,
openClose: 'O',
tif: 'DAY',
/*
origin: 0,
parentId: 0,
blockOrder: 0,
sweepToFill: 0,
displaySize: 0,
triggerMethod: 0,
outsideRth: 0,
hidden: 0,
discretionaryAmt: 0,
shortSaleSlot: 0,
exemptCode: -1,
ocaType: 0,
allOrNone: 0,
eTradeOnly: 1,
firmQuoteOnly: 1,
auctionStrategy: 0,
overridePercentageConstraints: 0,
continuousUpdate: 0,
optOutSmartRouting: 0,
notHeld: 0,
whatIf: 0,
solicited: 0,
randomizeSize: 0,
randomizePrice: 0,
extOperator: 0,
mifid2ExecutionAlgo: 0,*/
});
}
static market(data) {
assert(data.action);
assert(data.totalQuantity > 0);
return Contract._toOrder(data, 'MKT', {
transmit: true,
goodAfterTime: '',
goodTillDate: ''
});
}
static stop(data) {
assert(data.action);
assert(data.totalQuantity > 0);
assert(data.auxPrice > 0);
return Contract._toOrder(data, 'STP', {
transmit: true,
parentId: 0,
tif: 'DAY'
});
}
static _toOrder(data, orderType, defaults) {
assert(!data.orderType);
let o = {
orderType: orderType
};
for (let k in defaults) {
o[k] = defaults[k];
}
for (let k in data) {
o[k] = data[k];
}
return o;
}
}