public static IBSocket SendDeltaNeutral(this IBSocket socket, IBOrderCondition condition)
{
if (condition == null)
{
throw new ArgumentNullException(nameof(condition));
}
var volatility = condition.Volatility;
if (socket.ServerVersion < ServerVersions.V28)
{
return(socket.Send(volatility.OrderType == OrderTypes.Market));
}
else
{
socket.SendOrderType(volatility.OrderType, volatility.ExtendedOrderType);
socket.Send(volatility.StopPrice);
if (volatility.ExtendedOrderType != IBOrderCondition.ExtendedOrderTypes.Empty)
{
if (socket.ServerVersion >= ServerVersions.V58)
{
socket
.Send(volatility.ConId)
.Send(volatility.SettlingFirm)
.SendPortfolio(volatility.ClearingPortfolio)
.Send(volatility.ClearingIntent);
}
if (socket.ServerVersion >= ServerVersions.V66)
{
socket
.Send(volatility.ShortSale.IsOpenOrClose)
.Send(volatility.IsShortSale)
.SendShortSale(volatility.ShortSale);
}
}
return(socket);
}
}
