[feature request] Add support for Trailing Stop Limit Order via CLIENT_VERSION Upgrade

[hydrosquall]

This is the order type documented under the Trailing Stop Limit heading here, with the code of TRAIL LIMIT. It would have fields for

• action
• quantity
• trailStopPrice
• lmtPriceOffset
• auxPrice

I imagine this would be added as a new file inside of ./lib/order with a name like trailLimit.js.

[hydrosquall]

From looking at the code further, the primary in-depth change needed to make this work is to support the lmtPriceOffset field, which is currently not handled in the outgoing.js file. Specifically, this section of the EClient.java file would need to be ported for this to work correctly.

node-ib/ref/client/EClient.java

Lines 1829 to 1879 in 85305c7

	// send orderMiscOptions parameter
	if(m_serverVersion >= MIN_SERVER_VER_LINKING) {
	StringBuilder orderMiscOptionsStr = new StringBuilder();
	List<TagValue> orderMiscOptions = order.orderMiscOptions();
	int orderMiscOptionsCount = orderMiscOptions == null ? 0 : orderMiscOptions.size();
	if( orderMiscOptionsCount > 0) {
	for( TagValue tagValue : orderMiscOptions ) {
	orderMiscOptionsStr.append(tagValue.m_tag).append("=").append(tagValue.m_value).append(";");
	}
	}
	b.send( orderMiscOptionsStr.toString());
	}
	if (m_serverVersion >= MIN_SERVER_VER_ORDER_SOLICITED) {
	b.send(order.solicited());
	}
	if (m_serverVersion >= MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE) {
	b.send(order.randomizeSize());
	b.send(order.randomizePrice());
	}
	if (m_serverVersion >= MIN_SERVER_VER_PEGGED_TO_BENCHMARK) {
	if (order.orderType() == OrderType.PEG_BENCH) {
	b.send(order.referenceContractId());
	b.send(order.isPeggedChangeAmountDecrease());
	b.send(order.peggedChangeAmount());
	b.send(order.referenceChangeAmount());
	b.send(order.referenceExchangeId());
	}
	b.send(order.conditions().size());
	if (order.conditions().size() > 0) {
	for (OrderCondition item : order.conditions()) {
	b.send(item.type().val());
	item.writeTo(b);
	}
	b.send(order.conditionsIgnoreRth());
	b.send(order.conditionsCancelOrder());
	}
	b.send(order.adjustedOrderType());
	b.send(order.triggerPrice());
	b.send(order.lmtPriceOffset());
	b.send(order.adjustedStopPrice());
	b.send(order.adjustedStopLimitPrice());
	b.send(order.adjustedTrailingAmount());
	b.send(order.adjustableTrailingUnit());
	}

[nemozny]

You don't need to use /lib/orders, those are just for your convenience. You can construct the order by yourself, which is what I do.

const parent = orderId++
ib.placeOrder(parent, contract, {
				action : "BUY",
				orderType : "MKT",
				transmit : false
			})
ib.placeOrder(orderId++, contract, {
				action : "SELL",
				orderType : "TRAIL",
				auxPrice : 10,
                                parentId : parent,
				transmit : true
			})

The important here is the transmit and parentId keys.
Similarly you can build your TRAIL LIMIT.

[hydrosquall]

Thanks for the suggestion @nemozny. I tried manually building the order as well before, and was able to send other types of order that way. The issue is that the “lmtPriceOffset” field doesn’t get transmitted since outgoing.js doesn’t have code to handle it.

…

On Mon, Aug 19, 2019 at 12:16 PM nemozny ***@***.***> wrote: You don't need to use /lib/orders, those are just for your convenience. You can construct the order by yourself, which is what I do. const parent = orderId++ ib.placeOrder(parent, contract, { action : "BUY", orderType : "MKT", transmit : false }) ib.placeOrder(orderId++, contract, { action : "SELL", orderType : "TRAIL", auxPrice : 10, parentId : parent, transmit : true }) The important here is the transmit and parentId keys. Similarly you can build your TRAIL LIMIT. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#145?email_source=notifications&email_token=ACE2MM6N4FUUM55P3TEYOOTQFLBNJA5CNFSM4IKYFK62YY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOD4TPVJQ#issuecomment-522648230>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ACE2MMYK7XYGJBBDWC5K3FDQFLBNJANCNFSM4IKYFK6Q> .

[hydrosquall]

Update:

Upon closer inspection, it appears that adding these fields was probably part of the jump from API version 9.70.01 from 9.73

(Compare what the Java client supports)

• node-ib/ref/client/EClient.java

  Line 100 in 85305c7

  protected static final int CLIENT_VERSION = 66;

(to what the JS code implements)

• node-ib/lib/constants.js

  Line 1 in 9a4dc7b

  exports.VERSION = 'twsapi_macunix.970.01';

• node-ib/lib/constants.js

  Line 8 in 9a4dc7b

  exports.CLIENT_VERSION = 62;

Adding support for newer versions of the client would address these sibling issues:

• Howto use IB Gateway 9.72+ ? #130
• TWS Api 9.73 current: The Socket Client is out of date and needs to be upgraded #131
• Update to support the new version of API 9.73 #111

I have a hunch about how to adjust this part of the code with outgoing.js, but am unsure about the extent of the other API changes needed for deserializing incoming payloads.

[tredondo]

@pilwon: how can we add fields to the code that deserializes them from the server?

For example, in placeOrder, orderState misses many of the newer fields like initMarginChange.

I tried adding orderState.foo = this.dequeue() after the last assignment (to .warningText) but that caused the client to time out.

[ceddybi]

@tredondo @hydrosquall - you are late to the party, we have everything here https://github.com/stoqey/ib,

@pilwon you must update the readme and point to this new version, clearly, this node-ib is very outdated and you barely merge changes, which is very misleading to other developers

[GithubJaimeLee]

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