require 'ib-api' require 'ib/symbols' require 'ib/order-prototypes' require 'ib/gateway'in your scripts.
IB::Account.preview
The TWS displays the margin-impact of an order via »Order -> Preview«.
IB::Gateway keeps this methodology.
Account.preview order: {IB::Order} , contract: {IB::Contract}
==> Hash: { :init_margin , :maint_margin, :equity_with_loan,
:commission, :commission_currency, :warning }
Behind the scene, the what_if-Flag on the Limit.order is set. Then the order is placed the usual way.
The response from the TWS is recognized through the OpenOrder-Message. Parts of the Order-State-Response
are returned.
Use the TWS to validate and inspect Complex Orders
A neat feature of the TWS-Platform is the appearance of whatIf-Order-Requests in the API-Section of the Trading-Desk. After firing an IB::Account.preview(order,contract)-Request, one can comfortably inspect any part with TWS-Tools.
Margin Impact
Lets estimate the margin-impact of a limit-order for a S&P 500 Mini-Future.
For convenience we use the IB::Gateway variant.
> G = IB::Gateway.current
> the_order = Limit.order action: :buy, size: 1, price: 3500,
contract: IB::Symbols::Futures.es.verify.first
> G.clients.first.preview order: the_order
=> {:init_margin=>0.23887e5, :maint_margin=>0.2079412e5,
:equity_with_loan=>0.119007517e7, :commission=>0.21e1,
:commission_currency=>"USD", :warning=>""}
> G.active_accounts[1].place order: the_order
=> 123 # local_id
The TWS offers a comparison of current and projected values. This can be achieved through
> z= G.clients.first.preview order: Limit.order( total_quantity: 1, price: 3500, action: :sell, contract: Symbols::Futures.es.verify.first)
> d={}
> G.clients.first.account_data_scan( '^Equity' ).key
=> [:EquityWithLoanValue, :"EquityWithLoanValue-C", :"EquityWithLoanValue-S"]
> e= G.clients.first.account_data_scan( '^Equity' ).value
=> ["1190427.52", "99960.00", "1090467.52"] # compare the first value with z
> f = G.clients.first.account_data_scan( '^FullMaintMargin' ).value
=> ["7331.49", "0.00", "7331.49"] # complete, commodity account, securities account
> g = G.clients.first.account_data_scan( '^FullInitMargin' ).value
=> ["9092.67", "0.00", "9092.67"] # complete, commodity account, securities account
> d[:equity_with_loan]=[e.first, e.first.to_f - z[:equity_with_loan].to_f , z[:equity_with_loan]]
> d[:maint_margin ]= [f.first, f.first.to_f - z[:maint_margin].to_f, z[:maint_margin] ]
> d[:init_margin ]= [g.first, g.first.to_f - z[:init_margin].to_f , z[:init_margin] ]
> d.each{|x,y| puts "#{x} : \t #{ y.map{|z| z.to_f.round(10.2)}.join(" : ")} "}
-------------------- current --- change ---- projection
equity_with_loan : 1190427.52 : 352.3500000001 : 1190075.17
maint_margin : 7331.49 : -13462.63 : 20794.12
init_margin : 9092.67 : -14794.33 : 23887.0