order_sample.go

package ibapi

// Make sure to test using only your paper trading account when applicable. A good way of finding out if an order type/exchange combination
// is possible is by trying to place such order manually using the TWS.
// Before contacting our API support team please refer to the available documentation.

// AtAuction .
// An auction order is entered into the electronic trading system during the pre-market opening period for execution at the
// Calculated Opening Price (COP). If your order is not filled on the open, the order is re-submitted as a limit order with
// the limit price set to the COP or the best bid/ask after the market opens.
// Products: FUT, STK.
func AtAuction(action string, quantity Decimal, price float64) *Order {

	order := NewOrder()
	order.Action = action
	order.TIF = "AUC"
	order.OrderType = "MTL"
	order.TotalQuantity = quantity
	order.LmtPrice = price

	return order
}

// Discretionary .
// A Discretionary order is a limit order submitted with a hidden, specified 'discretionary' amount off the limit price which
// may be used to increase the price range over which the limit order is eligible to execute. The market sees only the limit price.
// Products: STK.
func Discretionary(action string, quantity Decimal, price float64, discretionaryAmount float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = price
	order.DiscretionaryAmt = discretionaryAmount

	return order
}

// MarketOrder .
// A Market order is an order to buy or sell at the market bid or offer price.
// A market order may increase the likelihood of a fill and the speed of execution, but unlike the Limit order a Market order provides no price protection
// and may fill at a price far lower/higher than the current displayed bid/ask.
// Products: BOND, CFD, EFP, CASH, FUND, FUT, FOP, OPT, STK, WAR.
func MarketOrder(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MKT"
	order.TotalQuantity = quantity

	return order
}

// MarketIfTouched .
// A Market if Touched (MIT) order is an order to buy (or sell) a contract below (or above) the market.
// Its purpose is to take advantage of sudden or unexpected changes in share or other prices and provides investors with a trigger price to set an order in motion.
// Investors may be waiting for excessive strength (or weakness) to cease, which might be represented by a specific price point.
// MIT orders can be used to determine whether or not to enter the market once a specific price level has been achieved. This order
// is held in the system until the trigger price is touched, and is then submitted as a market order. An MIT order is similar to a
// stop order, except that an MIT sell order is placed above the current market price, and a stop sell order is placed below
// Products: BOND, CFD, CASH, FUT, FOP, OPT, STK, WAR.
func MarketIfTouched(action string, quantity Decimal, price float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MIT"
	order.TotalQuantity = quantity
	order.AuxPrice = price

	return order
}

// MarketOnClose creates
// A Market-on-Close (MOC) order is a market order that is submitted to execute as close to the closing price as possible.
// Products: CFD, FUT, STK, WAR.
func MarketOnClose(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MOC"
	order.TotalQuantity = quantity

	return order
}

// MarketOnOpen .
// A Market-on-Open (MOO) order combines a market order with the OPG time in force to create an order that is automatically
// submitted at the market's open and fills at the market price.
// Products: CFD, STK, OPT, WAR.
func MarketOnOpen(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MKT"
	order.TotalQuantity = quantity
	order.TIF = "OPG"

	return order
}

// MidpointMatch .
// A ISE Midpoint Match (MPM) order. Those orders always execute at the midpoint of the NBBO. You can submit market and limit orders direct-routed
// to ISE for MPM execution. Market orders execute at the midpoint whenever an eligible contra-order is available. Limit orders
// execute only when the midpoint price is better than the limit price. Standard MPM orders are completely anonymous.
// Products: STK.
func MidpointMatch(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MKT"
	order.TotalQuantity = quantity

	return order
}

// Midprice .
// A Midprice order is designed to split the difference between the bid and ask prices, and fill at the current midpoint of
// the NBBO or better. Set an optional price cap to define the highest price (for a buy order) or the lowest price (for a sell
// order) you are willing to accept. Requires TWS 975+. Smart-routing to US stocks only.
func Midprice(action string, quantity Decimal, priceCap float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MIDPRICE"
	order.TotalQuantity = quantity
	order.LmtPrice = priceCap // optional

	return order
}

// PeggedToMarket .eurusd := &ibapi.Contract{Symbol: "EUR", SecType: "CASH", Currency: "USD", Exchange: "IDEALPRO"}
// A pegged-to-market order is designed to maintain a purchase price relative to the national best offer (NBO) or a sale price
// relative to the national best bid (NBB). Depending on the width of the quote, this order may be passive or aggressive.
// The trader creates the order by entering a limit price which defines the worst limit price that they are willing to accept.
// Next, the trader enters an offset amount which computes the active limit price as follows:
//
//	Sell order price = Bid price + offset amount
//	Buy order price = Ask price - offset amount
//
// Products: STK.
func PeggedToMarket(action string, quantity Decimal, marketOffset float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG MKT"
	order.TotalQuantity = quantity
	order.AuxPrice = marketOffset // Offset price

	return order
}

// PeggedToStock .
// A Pegged to Stock order continually adjusts the option order price by the product of a signed user-define delta and the change of
// the option's underlying stock price. The delta is entered as an absolute and assumed to be positive for calls and negative for puts.
// A buy or sell call order price is determined by adding the delta times a change in an underlying stock price to a specified starting
// price for the call. To determine the change in price, the stock reference price is subtracted from the current NBBO midpoint.
// The Stock Reference Price can be defined by the user, or defaults to the NBBO midpoat:the:int time of the order if no reference price
// is entered. You may also enter a high/low stock price range which cancels the order when reached. The delta times the change in stock
// price will be rounded to the nearest penny in favor of the order.
// Products: OPT.
func PeggedToStock(action string, quantity Decimal, delta float64, stockReferencePrice float64, startingPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG STK"
	order.TotalQuantity = quantity
	order.Delta = delta
	order.StockRefPrice = stockReferencePrice
	order.StartingPrice = startingPrice

	return order
}

// RelativePeggedToPrimary .
// Relative (a.k.a. Pegged-to-Primary) orders provide a means for traders to seek a more aggressive price than the National Best Bid
// and Offer (NBBO). By acting as liquidity providers, and placing more aggressive bids and offers than the current best bids and offers,
// traders increase their odds of filling their order. Quotes are automatically adjusted as the markets move, to remain aggressive.
// For a buy order, your bid is pegged to the NBB by a more aggressive offset, and if the NBB moves up, your bid will also move up.
// If the NBB moves down, there will be no adjustment because your bid will become even more aggressive and execute. For sales, your
// offer is pegged to the NBO by a more aggressive offset, and if the NBO moves down, your offer will also move down. If the NBO moves up,
// there will be no adjustment because your offer will become more aggressive and execute. In addition to the offset, you can define an
// absolute cap, which works like a limit price, and will prevent your order from being executed above or below a specified level.
// Stocks, Options and Futures - not available on paper trading.
// Products: CFD, STK, OPT, FUT.
func RelativePeggedToPrimary(action string, quantity Decimal, priceCap float64,
	offsetAmount float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "REL"
	order.TotalQuantity = quantity
	order.LmtPrice = priceCap
	order.AuxPrice = offsetAmount

	return order
}

// SweepToFill .
// Sweep-to-fill orders are useful when a trader values speed of execution over price. A sweep-to-fill order identifies the best price
// and the exact quantity offered/available at that price, and transmits the corresponding portion of your order for immediate execution.
// Simultaneously it identifies the next best price and quantity offered/available, and submits the matching quantity of your order for
// immediate execution.
// Products: CFD, STK, WAR.
func SweepToFill(action string, quantity Decimal, price float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = price
	order.SweepToFill = true

	return order
}

// AuctionLimit .
// For option orders routed to the Boston Options Exchange (BOX) you may elect to participate in the BOX's price improvement auction in
// pennies. All BOX-directed price improvement orders are immediately sent from Interactive Brokers to the BOX order book, and when the
// terms allow, IB will evaluate it for inclusion in a price improvement auction based on price and volume priority. In the auction, your
// order will have priority over broker-dealer price improvement orders at the same price.
// An Auction Limit order at a specified price. Use of a limit order ensures that you will not receive an execution at a price less favorable
// than the limit price. Enter limit orders in penny increments with your auction improvement amount computed as the difference between your
// limit order price and the nearest listed increment.
// Products: OPT.
// Supported Exchanges: BOX.
func AuctionLimit(action string, quantity Decimal, price float64, auctionStrategy int64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = price
	order.AuctionStrategy = auctionStrategy

	return order
}

// AuctionPeggedToStock .
// For option orders routed to the Boston Options Exchange (BOX) you may elect to participate in the BOX's price improvement auction in pennies.
// All BOX-directed price improvement orders are immediately sent from Interactive Brokers to the BOX order book, and when the terms allow,
// IB will evaluate it for inclusion in a price improvement auction based on price and volume priority. In the auction, your order will have
// priority over broker-dealer price improvement orders at the same price.
// An Auction Pegged to Stock order adjusts the order price by the product of a signed delta (which is entered as an absolute and assumed to be
// positive for calls, negative for puts) and the change of the option's underlying stock price. A buy or sell call order price is determined
// by adding the delta times a change in an underlying stock price change to a specified starting price for the call. To determine the change
// in price, a stock reference price (NBBO midpoat:the:int time of the order is assumed if no reference price is entered) is subtracted from
// the current NBBO midpoint. A stock range may also be entered that cancels an order when reached. The delta times the change in stock price
// will be rounded to the nearest penny in favor of the order and will be used as your auction improvement amount.
// Products: OPT.
// Supported Exchanges: BOX.
func AuctionPeggedToStock(action string, quantity Decimal, startingPrice float64, delta float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG STK"
	order.TotalQuantity = quantity
	order.Delta = delta
	order.StartingPrice = startingPrice

	return order
}

// AuctionRelative.
// For option orders routed to the Boston Options Exchange (BOX) you may elect to participate in the BOX's price improvement auction in pennies.
// All BOX-directed price improvement orders are immediately sent from Interactive Brokers to the BOX order book, and when the terms allow,
// IB will evaluate it for inclusion in a price improvement auction based on price and volume priority. In the auction, your order will have
// priority over broker-dealer price improvement orders at the same price.
// An Auction Relative order that adjusts the order price by the product of a signed delta (which is entered as an absolute and assumed to be
// positive for calls, negative for puts) and the change of the option's underlying stock price. A buy or sell call order price is determined
// by adding the delta times a change in an underlying stock price change to a specified starting price for the call. To determine the change
// in price, a stock reference price (NBBO midpoint at the time of the order is assumed if no reference price is entered) is subtracted from
// the current NBBO midpoint. A stock range may also be entered that cancels an order when reached. The delta times the change in stock price
// will be rounded to the nearest penny in favor of the order and will be used as your auction improvement amount.
// Products: OPT
// Supported Exchanges: BOX.
func AuctionRelative(action string, quantity Decimal, offset float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "REL"
	order.TotalQuantity = quantity
	order.AuxPrice = offset

	return order
}

// Block .
// The Block attribute is used for large volume option orders on ISE that consist of at least 50 contracts. To execute large-volume
// orders over time without moving the market, use the Accumulate/Distribute algorithm.
// Products: OPT.
func Block(action string, quantity Decimal, price float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity // Large volumes!
	order.LmtPrice = price
	order.BlockOrder = true

	return order
}

// BoxTop .
// A Box Top order executes as a market order at the current best price. If the order is only partially filled, the remainder is submitted as
// a limit order with the limit price equal to the price at which the filled portion of the order executed.
// Products: OPT.
// Supported Exchanges: BOX.
func BoxTop(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "BOX TOP"
	order.TotalQuantity = quantity

	return order
}

// LimitOrder .
// A Limit order is an order to buy or sell at a specified price or better. The Limit order ensures that if the order fills,
// it will not fill at a price less favorable than your limit price, but it does not guarantee a fill.
// Products: BOND, CFD, CASH, FUT, FOP, OPT, STK, WAR.
func LimitOrder(action string, quantity Decimal, limitPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice

	return order
}

// LimitOrderWithCashQty .
// Forex orders can be placed in denomination of second currency in pair using cashQty field.
// Requires TWS or IBG 963+.
// https://www.interactivebrokers.com/en/index.php?f=23876#963-02
func LimitOrderWithCashQty(action string, limitPrice float64, cashQty float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.LmtPrice = limitPrice
	order.CashQty = cashQty

	return order
}

// LimitIfTouched .
// A Limit if Touched is an order to buy (or sell) a contract at a specified price or better, below (or above) the market. This order is
// held in the system until the trigger price is touched. An LIT order is similar to a stop limit order, except that an LIT sell order is
// placed above the current market price, and a stop limit sell order is placed below.
// Products: BOND, CFD, CASH, FUT, FOP, OPT, STK, WAR.
func LimitIfTouched(action string, quantity Decimal, limitPrice float64, triggerPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LIT"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice
	order.AuxPrice = triggerPrice

	return order
}

// LimitOnClose .
// A Limit-on-close (LOC) order will be submitted at the close and will execute if the closing price is at or better than the submitted limit price.
// Products: CFD, FUT, STK, WAR.
func LimitOnClose(action string, quantity Decimal, limitPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LOC"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice

	return order
}

// LimitOnOpen .
// A Limit-on-Open (LOO) order combines a limit order with the OPG time in force to create an order that is submitted at the market's open,
// and that will only execute at the specified limit price or better. Orders are filled in accordance with specific exchange rules.
// Products: CFD, STK, OPT, WAR.
func LimitOnOpen(action string, quantity Decimal, limitPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.TIF = "OPG"
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice

	return order
}

// PassiveRelative .
// Passive Relative orders provide a means for traders to seek a less aggressive price than the National Best Bid and Offer (NBBO) while
// keeping the order pegged to the best bid (for a buy) or ask (for a sell). The order price is automatically adjusted as the markets move
// to keep the order less aggressive. For a buy order, your order price is pegged to the NBB by a less aggressive offset, and if the NBB
// moves up, your bid will also move up. If the NBB moves down, there will be no adjustment because your bid will become aggressive and execute.
// For a sell order, your price is pegged to the NBO by a less aggressive offset, and if the NBO moves down, your offer will also move down.
// If the NBO moves up, there will be no adjustment because your offer will become aggressive and execute. In addition to the offset, you can
// define an absolute cap, which works like a limit price, and will prevent your order from being executed above or below a specified level.
// The Passive Relative order is similar to the Relative/Pegged-to-Primary order, except that the Passive relative subtracts the offset from
// the bid and the Relative adds the offset to the bid.
// Products: STK, WAR.
func PassiveRelative(action string, quantity Decimal, offset float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PASSV REL"
	order.TotalQuantity = quantity
	order.AuxPrice = offset

	return order
}

// PeggedToMidpoint .
// A pegged-to-midpoorder:provides:int a means for traders to seek a price at the midpoof:the:int National Best Bid and Offer (NBBO).
// The price automatically adjusts to peg the midpoas:the:int markets move, to remain aggressive. For a buy order, your bid is pegged to
// the NBBO midpoand:the:int order price adjusts automatically to continue to peg the midpoif:the:int market moves. The price only adjusts
// to be more aggressive. If the market moves in the opposite direction, the order will execute.
// Products: STK.
func PeggedToMidpoint(action string, quantity Decimal, offset float64, limitPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG MID"
	order.TotalQuantity = quantity
	order.AuxPrice = offset
	order.LmtPrice = limitPrice

	return order
}

// BracketOrder .
// Bracket orders are designed to help limit your loss and lock in a profit by "bracketing" an order with two opposite-side orders.
// A BUY order is bracketed by a high-side sell limit order and a low-side sell stop order. A SELL order is bracketed by a high-side buy
// stop order and a low side buy limit order.
// Products: CFD, BAG, FOP, CASH, FUT, OPT, STK, WAR.
func BracketOrder(parentOrderId int64, action string, quantity Decimal, limitPrice float64, takeProfitLimitPrice float64, stopLossPrice float64) (parent, takeProfit, stopLoss *Order) {

	// This will be our main or "parent" order
	parent = NewOrder()
	parent.OrderID = parentOrderId
	parent.Action = action
	parent.OrderType = "LMT"
	parent.TotalQuantity = quantity
	parent.LmtPrice = limitPrice
	// The parent and children orders will need this attribute set to False to prevent accidental executions.
	// The LAST CHILD will have it set to True,
	parent.Transmit = false

	takeProfit = NewOrder()
	takeProfit.OrderID = parent.OrderID + 1
	if action == "BUY" {
		takeProfit.Action = "SELL"
	} else {
		takeProfit.Action = "BUY"
	}
	takeProfit.OrderType = "LMT"
	takeProfit.TotalQuantity = quantity
	takeProfit.LmtPrice = takeProfitLimitPrice
	takeProfit.ParentID = parentOrderId
	takeProfit.Transmit = false

	stopLoss = NewOrder()
	stopLoss.OrderID = parent.OrderID + 2
	if action == "BUY" {
		stopLoss.Action = "SELL"
	} else {
		stopLoss.Action = "BUY"
	}
	stopLoss.OrderType = "STP"
	// Stop trigger price
	stopLoss.AuxPrice = stopLossPrice
	stopLoss.TotalQuantity = quantity
	stopLoss.ParentID = parentOrderId
	// In this case, the low side order will be the last child being sent. Therefore, it needs to set this attribute to True
	// to activate all its predecessors
	stopLoss.Transmit = true
	return
}

// MarketToLimit .
// Products:CFD, FUT, FOP, OPT, STK, WAR
// A Market-to-Limit (MTL) order is submitted as a market order to execute at the current best market price. If the order is only
// partially filled, the remainder of the order is canceled and re-submitted as a limit order with the limit price equal to the price
// at which the filled portion of the order executed.
func MarketToLimit(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MTL"
	order.TotalQuantity = quantity

	return order
}

// MarketWithProtection .
// This order type is useful for futures traders using Globex. A Market with Protection order is a market order that will be cancelled and
// resubmitted as a limit order if the entire order does not immediately execute at the market price. The limit price is set by Globex to be
// close to the current market price, slightly higher for a sell order and lower for a buy order.
// Products: FUT, FOP.
func MarketWithProtection(action string, quantity Decimal) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MKT PRT"
	order.TotalQuantity = quantity

	return order
}

// Stop .
// A Stop order is an instruction to submit a buy or sell market order if and when the user-specified stop trigger price is attained or
// penetrated. A Stop order is not guaranteed a specific execution price and may execute significantly away from its stop price. A Sell
// Stop order is always placed below the current market price and is typically used to limit a loss or protect a profit on a long stock
// position. A Buy Stop order is always placed above the current market price. It is typically used to limit a loss or help protect a
// profit on a short sale.
// Products: CFD, BAG, CASH, FUT, FOP, OPT, STK, WAR.
func Stop(action string, quantity Decimal, stopPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "STP"
	order.AuxPrice = stopPrice
	order.TotalQuantity = quantity

	return order
}

// StopLimit .
// A Stop-Limit order is an instruction to submit a buy or sell limit order when the user-specified stop trigger price is attained or
// penetrated. The order has two basic components: the stop price and the limit price. When a trade has occurred at or through the stop
// price, the order becomes executable and enters the market as a limit order, which is an order to buy or sell at a specified price or better.
// Products: CFD, CASH, FUT, FOP, OPT, STK, WAR.
func StopLimit(action string, quantity Decimal, limitPrice float64, stopPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "STP LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice
	order.AuxPrice = stopPrice

	return order
}

// StopWithProtection .
// A Stop with Protection order combines the functionality of a stop limit order with a market with protection order. The order is set
// to trigger at a specified stop price. When the stop price is penetrated, the order is triggered as a market with protection order,
// which means that it will fill within a specified protected price range equal to the trigger price +/- the exchange-defined protection
// point range. Any portion of the order that does not fill within this protected range is submitted as a limit order at the exchange-defined
// trigger price +/- the protection points.
// Products: FUT.
func StopWithProtection(action string, quantity Decimal, stopPrice float64) *Order {

	order := NewOrder()
	order.TotalQuantity = quantity
	order.Action = action
	order.OrderType = "STP PRT"
	order.AuxPrice = stopPrice

	return order
}

// TrailingStop .
// A sell trailing stop order sets the stop price at a fixed amount below the market price with an attached "trailing" amount. As the
// market price rises, the stop price rises by the trail amount, but if the stock price falls, the stop loss price doesn't change,
// and a market order is submitted when the stop price is hit. This technique is designed to allow an investor to specify a limit on the
// maximum possible loss, without setting a limit on the maximum possible gain. "Buy" trailing stop orders are the mirror image of sell
// trailing stop orders, and are most appropriate for use in falling markets.
// Products: CFD, CASH, FOP, FUT, OPT, STK, WAR.
func TrailingStop(action string, quantity Decimal, trailingPercent float64, trailStopPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "TRAIL"
	order.TotalQuantity = quantity
	order.TrailingPercent = trailingPercent
	order.TrailStopPrice = trailStopPrice

	return order
}

// TrailingStopLimit .
// A trailing stop limit order is designed to allow an investor to specify a limit on the maximum possible loss, without setting a limit
// on the maximum possible gain. A SELL trailing stop limit moves with the market price, and continually recalculates the stop trigger
// price at a fixed amount below the market price, based on the user-defined "trailing" amount. The limit order price is also continually
// recalculated based on the limit offset. As the market price rises, both the stop price and the limit price rise by the trail amount and
// limit offset respectively, but if the stock price falls, the stop price remains unchanged, and when the stop price is hit a limit order
// is submitted at the last calculated limit price. A "Buy" trailing stop limit order is the mirror image of a sell trailing stop limit,
// and is generally used in falling markets.
// Products: BOND, CFD, CASH, FUT, FOP, OPT, STK, WAR.
func TrailingStopLimit(action string, quantity Decimal, lmtPriceOffset float64, trailingAmount float64, trailStopPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "TRAIL LIMIT"
	order.TotalQuantity = quantity
	order.TrailStopPrice = trailStopPrice
	order.LmtPriceOffset = lmtPriceOffset
	order.AuxPrice = trailingAmount

	return order
}

// ComboLimitOrder .
// Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed
// through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction
// if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure
// best execution.
// Products: OPT, STK, FUT.
func ComboLimitOrder(action string, quantity Decimal, limitPrice float64, nonGuaranteed bool) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.LmtPrice = limitPrice
	if nonGuaranteed {
		order.SmartComboRoutingParams = []TagValue{}
		order.SmartComboRoutingParams = append(order.SmartComboRoutingParams, TagValue{Tag: "NonGuaranteed", Value: "1"})
	}

	return order
}

// ComboMarketOrder .
// Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed
// through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction
// if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure
// best execution.
// Products: OPT, STK, FUT.
func ComboMarketOrder(action string, quantity Decimal, nonGuaranteed bool) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "MKT"
	order.TotalQuantity = quantity
	if nonGuaranteed {
		order.SmartComboRoutingParams = []TagValue{}
		order.SmartComboRoutingParams = append(order.SmartComboRoutingParams, TagValue{Tag: "NonGuaranteed", Value: "1"})
	}

	return order
}

// LimitOrderForComboWithLegPrices .
// Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed
// through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction
// if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure
// best execution.
// Products: OPT, STK, FUT.
func LimitOrderForComboWithLegPrices(action string, quantity Decimal, legPrices []float64, nonGuaranteed bool) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.TotalQuantity = quantity
	order.OrderComboLegs = []OrderComboLeg{}
	for _, price := range legPrices {
		comboLeg := NewOrderComboLeg()
		comboLeg.Price = price
		order.OrderComboLegs = append(order.OrderComboLegs, comboLeg)
	}
	if nonGuaranteed {
		order.SmartComboRoutingParams = []TagValue{}
		order.SmartComboRoutingParams = append(order.SmartComboRoutingParams, TagValue{Tag: "NonGuaranteed", Value: "1"})
	}

	return order
}

// RelativeLimitCombo .
// Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed
// through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction
// if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure
// best execution.
// Products: OPT, STK, FUT.
func RelativeLimitCombo(action string, quantity Decimal, limitPrice float64, nonGuaranteed bool) *Order {

	order := NewOrder()
	order.Action = action
	order.TotalQuantity = quantity
	order.OrderType = "REL + LMT"
	order.LmtPrice = limitPrice
	if nonGuaranteed {
		order.SmartComboRoutingParams = []TagValue{}
		order.SmartComboRoutingParams = append(order.SmartComboRoutingParams, TagValue{Tag: "NonGuaranteed", Value: "1"})
	}

	return order
}

// RelativeMarketCombo .
// Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed
// through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction
// if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure
// best execution.
// Products: OPT, STK, FUT.
func RelativeMarketCombo(action string, quantity Decimal, nonGuaranteed bool) *Order {

	order := NewOrder()
	order.Action = action
	order.TotalQuantity = quantity
	order.OrderType = "REL + MKT"
	if nonGuaranteed {
		order.SmartComboRoutingParams = []TagValue{}
		order.SmartComboRoutingParams = append(order.SmartComboRoutingParams, TagValue{Tag: "NonGuaranteed", Value: "1"})
	}

	return order
}

// One-Cancels All (OCA) order type allows an investor to place multiple and possibly unrelated orders assigned to a group. The aim is
// to complete just one of the orders, which in turn will cause TWS to cancel the remaining orders. The investor may submit several
// orders aimed at taking advantage of the most desirable price within the group. Completion of one piece of the group order causes
// cancellation of the remaining group orders while partial completion causes the group to rebalance. An investor might desire to sell
// 1000 shares of only ONE of three positions held above prevailing market prices. The OCA order group allows the investor to enter prices
// at specified target levels and if one is completed, the other two will automatically cancel. Alternatively, an investor may wish to take
// a LONG position in eMini S&P stock index futures in a falling market or else SELL US treasury futures at a more favorable price.
// Grouping the two orders using an OCA order type offers the investor two chance to enter a similar position, while only running the risk
// of taking on a single position.
// Products: BOND, CASH, FUT, FOP, STK, OPT, WAR.
func OneCancelsAll(ocaGroup string, ocaOrder *Order, ocaType int64) {
	ocaOrder.OCAGroup = ocaGroup
	ocaOrder.OCAType = ocaType
}

// Volatility .
// Specific to US options, investors are able to create and enter Volatility-type orders for options and combinations rather than price orders.
// Option traders may wish to trade and position for movements in the price of the option determined by its implied volatility. Because
// implied volatility is a key determinant of the premium on an option, traders position in specific contract months in an effort to take
// advantage of perceived changes in implied volatility arising before, during or after earnings or when company specific or broad market
// volatility is predicted to change. In order to create a Volatility order, clients must first create a Volatility Trader page from the
// Trading Tools menu and as they enter option contracts, premiums will display in percentage terms rather than premium. The buy/sell process
// is the same as for regular orders priced in premium terms except that the client can limit the volatility level they are willing to pay or
// receive.
// Products: FOP, OPT.
func Volatility(action string, quantity Decimal, volatilityPercent float64, volatilityType int64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "VOL"
	order.TotalQuantity = quantity
	order.Volatility = volatilityPercent  // Expressed in percentage (40%)
	order.VolatilityType = volatilityType // 1=daily, 2=annual

	return order
}

// MarketFHedge .
func MarketFHedge(parentOrderId int64, action string) *Order {

	// FX Hedge orders can only have a quantity of 0
	order := MarketOrder(action, ZERO)
	order.ParentID = parentOrderId
	order.HedgeType = "F"
	return order
}

// PeggedToBenchmark .
func PeggedToBenchmark(action string, quantity Decimal, startingPrice float64, peggedChangeAmountDecrease bool, peggedChangeAmount float64, referenceChangeAmount float64,
	referenceConId int64, referenceExchange string, stockReferencePrice float64, referenceContractLowerRange float64, referenceContractUpperRange float64) *Order {

	order := NewOrder()
	order.OrderType = "PEG BENCH"
	// BUY or SELL
	order.Action = action
	order.TotalQuantity = quantity
	// Beginning with price...
	order.StartingPrice = startingPrice
	// increase/decrease price..
	order.IsPeggedChangeAmountDecrease = peggedChangeAmountDecrease
	// by... (and likewise for price moving in opposite direction)
	order.PeggedChangeAmount = peggedChangeAmount
	// whenever there is a price change of...
	order.ReferenceChangeAmount = referenceChangeAmount
	// in the reference contract...
	order.ReferenceContractID = referenceConId
	// being traded at...
	order.ReferenceExchangeID = referenceExchange
	// starting reference price is...
	order.StockRefPrice = stockReferencePrice
	// Keep order active as long as reference contract trades between...
	order.StockRangeLower = referenceContractLowerRange
	// and...
	order.StockRangeUpper = referenceContractUpperRange

	return order
}

// AttachAdjustableToStop .
func AttachAdjustableToStop(parent *Order, attachedOrderStopPrice float64, triggerPrice float64, adjustStopPrice float64) *Order {

	// Attached order is a conventional STP order in opposite direction
	action := "SELL"
	if parent.Action == "SELL" {
		action = "BUY"
	}
	order := Stop(action, parent.TotalQuantity, attachedOrderStopPrice)
	order.ParentID = parent.OrderID
	// When trigger price is penetrated
	order.TriggerPrice = triggerPrice
	// The parent order will be turned into a STP order
	order.AdjustedOrderType = "STP"
	// With the given STP price
	order.AdjustedStopPrice = adjustStopPrice

	return order
}

// AttachAdjustableToStopLimit .
func AttachAdjustableToStopLimit(parent *Order, attachedOrderStopPrice float64, triggerPrice float64, adjustedStopPrice float64, adjustedStopLimitPrice float64) *Order {

	// Attached order is a conventional STP order
	action := "SELL"
	if parent.Action == "SELL" {
		action = "BUY"
	}
	order := Stop(action, parent.TotalQuantity, attachedOrderStopPrice)
	order.ParentID = parent.OrderID
	// When trigger price is penetrated
	order.TriggerPrice = triggerPrice
	// The parent order will be turned into a STP LMT order
	order.AdjustedOrderType = "STP LMT"
	// With the given stop price
	order.AdjustedStopPrice = adjustedStopPrice
	// And the given limit price
	order.AdjustedStopLimitPrice = adjustedStopLimitPrice

	return order
}

// AttachAdjustableToTrail .
func AttachAdjustableToTrail(parent *Order, attachedOrderStopPrice float64, triggerPrice float64, adjustedStopPrice float64, adjustedTrailAmount float64, trailUnit int64) *Order {

	// Attached order is a conventional STP order
	action := "SELL"
	if parent.Action == "SELL" {
		action = "BUY"
	}
	order := Stop(action, parent.TotalQuantity, attachedOrderStopPrice)
	order.ParentID = parent.OrderID
	// When trigger price is penetrated
	order.TriggerPrice = triggerPrice
	// The parent order will be turned into a TRAIL order
	order.AdjustedOrderType = "TRAIL"
	// With a stop price of...
	order.AdjustedStopPrice = adjustedStopPrice
	// traling by and amount (0) or a percent (100)...
	order.AdjustableTrailingUnit = trailUnit
	// of...
	order.AdjustedTrailingAmount = adjustedTrailAmount

	return order
}

// WhatIfLimitOrder .
func WhatIfLimitOrder(action string, quantity Decimal, limitPrice float64) *Order {

	order := LimitOrder(action, quantity, limitPrice)
	order.WhatIf = true

	return order
}

// NewPriceCondition .
func NewPriceCondition(triggerMethod int64, conId int64, exchange string, price float64,
	isMore bool, isConjunction bool) *PriceCondition {

	// Conditions have to be created via the CreateOrderCondition and cast to the proper OrderCondition
	priceCondition := CreateOrderCondition(PriceOrderCondition).(*PriceCondition)
	// When this contract...
	priceCondition.ConID = conId
	// traded on this exchange
	priceCondition.Exchange = exchange
	// has a price above/below
	priceCondition.IsMore = isMore
	priceCondition.TriggerMethod = triggerMethod
	// this quantity
	priceCondition.Price = price
	// AND | OR next condition (will be ignored if no more conditions are added)
	priceCondition.IsConjunctionConnection = isConjunction

	return priceCondition

}

// NewExecutionCondition .
func NewExecutionCondition(symbol string, secType string, exchange string, isConjunction bool) *ExecutionCondition {

	execCondition := CreateOrderCondition(ExecutionOrderCondition).(*ExecutionCondition)
	// When an execution on symbol
	execCondition.Symbol = symbol
	// at exchange
	execCondition.Exchange = exchange
	// for this secType
	execCondition.SecType = secType
	// AND | OR next condition (will be ignored if no more conditions are added)
	execCondition.IsConjunctionConnection = isConjunction

	return execCondition
}

// NewMarginCondition .
func NewMarginCondition(percent int64, isMore bool, isConjunction bool) *MarginCondition {

	marginCondition := CreateOrderCondition(MarginOrderCondition).(*MarginCondition)
	// If margin is above/below
	marginCondition.IsMore = isMore
	// given percent
	marginCondition.Percent = percent
	// AND | OR next condition (will be ignored if no more conditions are added)
	marginCondition.IsConjunctionConnection = isConjunction

	return marginCondition
}

// NewPercentageChangeCondition .
func NewPercentageChangeCondition(pctChange float64, conId int64, exchange string, isMore bool, isConjunction bool) *PercentChangeCondition {

	pctChangeCondition := CreateOrderCondition(PercentChangeOrderCondition).(*PercentChangeCondition)
	// If there is a price percent change measured against last close price above or below...
	pctChangeCondition.IsMore = isMore
	// this amount...
	pctChangeCondition.ChangePercent = pctChange
	// on this contract
	pctChangeCondition.ConID = conId
	// when traded on this exchange...
	pctChangeCondition.Exchange = exchange
	// AND | OR next condition (will be ignored if no more conditions are added)
	pctChangeCondition.IsConjunctionConnection = isConjunction

	return pctChangeCondition
}

// NewTimeCondition .
func NewTimeCondition(time string, isMore bool, isConjunction bool) *TimeCondition {

	timeCondition := CreateOrderCondition(TimeOrderCondition).(*TimeCondition)
	// Before or after...
	timeCondition.IsMore = isMore
	// this time..
	timeCondition.Time = time
	// AND | OR next condition (will be ignored if no more conditions are added)
	timeCondition.IsConjunctionConnection = isConjunction

	return timeCondition
}

// VolumeConditionOrder .
func NewVolumeCondition(conId int64, exchange string, isMore bool, volume int64,
	isConjunction bool) *VolumeCondition {

	volCond := CreateOrderCondition(VolumeOrderCondition).(*VolumeCondition)
	// Whenever contract...
	volCond.ConID = conId
	// When traded at
	volCond.Exchange = exchange
	// reaches a volume higher/lower
	volCond.IsMore = isMore
	// than this...
	volCond.Volume = volume
	// AND | OR next condition (will be ignored if no more conditions are added)
	volCond.IsConjunctionConnection = isConjunction

	return volCond
}

// LimitIBKRATS .
func LimitIBKRATS(action string, quantity Decimal, limitPrice float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "LMT"
	order.LmtPrice = limitPrice
	order.TotalQuantity = quantity
	order.NotHeld = true

	return order
}

// LimitOrderWithManualOrderTime .
func LimitOrderWithManualOrderTime(action string, quantity Decimal, limitPrice float64, manualOrderTime string) *Order {

	order := LimitOrder(action, quantity, limitPrice)
	order.ManualOrderTime = manualOrderTime

	return order
}

// PegBestUpToMidOrder .
func PegBestUpToMidOrder(action string, quantity Decimal, limitPrice float64, minTradeQty int64, minCompeteSize int64, midOffsetAtWhole float64, midOffsetAtHalf float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG BEST"
	order.LmtPrice = limitPrice
	order.TotalQuantity = quantity
	order.NotHeld = true
	order.MinTradeQty = minTradeQty
	order.MinCompeteSize = minCompeteSize
	order.CompeteAgainstBestOffset = COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID
	order.MidOffsetAtWhole = midOffsetAtWhole
	order.MidOffsetAtHalf = midOffsetAtHalf

	return order
}

// PegBestOrder .
func PegBestOrder(action string, quantity Decimal, limitPrice float64, minTradeQty int64, minCompeteSize int64, competeAgainstBestOffset float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG BEST"
	order.LmtPrice = limitPrice
	order.TotalQuantity = quantity
	order.NotHeld = true
	order.MinTradeQty = minTradeQty
	order.MinCompeteSize = minCompeteSize
	order.CompeteAgainstBestOffset = competeAgainstBestOffset

	return order
}

// PegMidOrder .
func PegMidOrder(action string, quantity Decimal, limitPrice float64, minTradeQty int64, midOffsetAtWhole float64, midOffsetAtHalf float64) *Order {

	order := NewOrder()
	order.Action = action
	order.OrderType = "PEG MID"
	order.LmtPrice = limitPrice
	order.TotalQuantity = quantity
	order.NotHeld = true
	order.MinTradeQty = minTradeQty
	order.MidOffsetAtWhole = midOffsetAtWhole
	order.MidOffsetAtHalf = midOffsetAtHalf

	return order
}

// LimitOrderWithCustomerAccount .
func LimitOrderWithCustomerAccount(action string, quantity Decimal, limitPrice float64, customerAccount string) *Order {

	order := LimitOrder(action, quantity, limitPrice)
	order.CustomerAccount = customerAccount

	return order
}

func LimitOrderWithIncludeOvernight(action string, quantity Decimal, limitPrice float64) *Order {
	order := LimitOrder(action, quantity, limitPrice)
	order.IncludeOvernight = true

	return order

}

// CancelOrderEmpty .
func CancelOrderEmpty() OrderCancel {

	orderCancel := NewOrderCancel()

	return orderCancel
}

// CancelOrderWithManualTime .
func CancelOrderWithManualTime(manualOrderCancelTime string) OrderCancel {

	orderCancel := NewOrderCancel()
	orderCancel.ManualOrderCancelTime = manualOrderCancelTime

	return orderCancel
}

// LimitOrderWithCmeTaggingFields .
func LimitOrderWithCmeTaggingFields(action string, quantity Decimal, limitPrice float64, extOperator string, manualOrderIndicator int64) *Order {

	order := LimitOrder(action, quantity, limitPrice)
	order.ExtOperator = extOperator
	order.ManualOrderIndicator = manualOrderIndicator

	return order
}

// OrderCancelWithCmeTaggingFields .
func OrderCancelWithCmeTaggingFields(extOperator string, manualOrderIndicator int64) OrderCancel {

	orderCancel := NewOrderCancel()
	orderCancel.ExtOperator = extOperator
	orderCancel.ManualOrderIndicator = manualOrderIndicator

	return orderCancel
}