Python Order.m_account方法代码示例

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
def mkOrder(id,shares, limit=None, account='',transmit=0, tif = 'DAY'):
	''' 
	create order object 
	
	Parameters
	-----------
	orderId : The order Id. You must specify a unique value. 
			  When the order status returns, it will be identified by this tag. 
			  This tag is also used when canceling the order.

	shares: number of shares to buy or sell. Negative for sell order.  
	limit : price limit, None for MKT order
	transmit: transmit immideatelly from tws
	'''

	action = {-1:'SELL',1:'BUY'}	
	
	o = Order()
	
	o.m_orderId = id
	o.m_account=account
	o.m_action = action[cmp(shares,0)]
	o.m_totalQuantity = abs(shares)
	o.m_transmit = transmit
	
	if limit is not None:
		o.m_orderType = 'LMT'
		o.m_lmtPrice = limit
	else:
		o.m_orderType = 'MKT'
	
	return o

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
 def create_order(self, account, orderType, totalQuantity, action):
     order = Order()
     order.m_account = account
     order.m_orderType = orderType
     order.m_totalQuantity = totalQuantity
     order.m_action = action
     return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
 def placeOrder(self,symbol,shares,limit=None,account='U8830832',exchange='SMART', transmit=0):
     ''' place an order on already subscribed contract '''
     
     
     if symbol not in self.contracts.keys():
         self.log.error("Can't place order, not subscribed to %s" % symbol)
         return
     
     action = {-1:'SELL',1:'BUY'}
     
     o= Order()
     o.m_orderId = self.getOrderId()
     o.m_action = action[cmp(shares,0)]
     o.m_totalQuantity = abs(shares)
     o.m_account = account
     o.m_transmit = transmit
     
     if limit is not None:
         o.m_orderType = 'LMT'
         o.m_lmtPrice = limit
     
     self.log.debug('Placing %s order for %i %s (id=%i)' % (o.m_action,o.m_totalQuantity,symbol,o.m_orderId))
     
         
     self.tws.placeOrder(o.m_orderId,self.contracts[symbol],o)   

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
def makeStkOrder(shares,action,account,ordertype='MKT'):
    order = Order()
    order.m_minQty = shares
    order.m_orderType = ordertype
    order.m_totalQuantity = shares
    order.m_action = str(action).upper()
    order.m_outsideRth = True #allow order to be filled ourside regular trading hours
    order.m_account = account
    return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
 def create_order(self, order_type, quantity, action):
     """Create an Order object (Market/Limit) to go long/short.
     order_type - 'MKT', 'LMT' for Market or Limit orders
     quantity - Integral number of assets to order
     action - 'BUY' or 'SELL'"""
     order = Order()
     order.m_orderType = order_type
     order.m_totalQuantity = quantity
     order.m_action = action
     order.m_account = self.current_account
     return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
    def place_order(self, instrument, expiry, quantity, acc=None):
        """
        Send API request to place an order on the exchange.
        :param instrument: core.instrument.Instrument object
        :param expiry: contract label
        :param quantity: order size as a signed integer (quantity > 0 means 'BUY'
                         and quantity < 0 means 'SELL')
        :param acc: IB account to place order from, if None - the default account will be used
        """
        contract = Contract()
        contract.m_symbol = instrument.ib_code
        contract.m_secType = 'FUT'
        # place_order expects the contract label here, not the actual expiration date
        contract.m_expiry = expiry
        contract.m_exchange = instrument.exchange
        contract.m_currency = instrument.denomination
        if hasattr(instrument, 'ib_trading_class'):
            contract.m_tradingClass = instrument.ib_trading_class
        if hasattr(instrument, 'ib_multiplier'):
            contract.m_multiplier = instrument.ib_multiplier

        order = Order()
        order.m_orderType = 'MKT'
        order.m_algoStrategy = 'Adaptive'
        order.m_algoParams = [TagValue('adaptivePriority', 'Patient')]
        order.m_totalQuantity = int(abs(quantity))
        order.m_action = quantity > 0 and 'BUY' or 'SELL'
        if acc is not None:
            order.m_account = acc.name
            self.last_account = acc
        logger.warning(
            ' '.join(['Order:', str(self.order_id), contract.m_symbol, contract.m_expiry, \
                      order.m_action, str(order.m_totalQuantity)]))
        self.connection.placeOrder(self.order_id, contract, order)
        self.orders_cache[self.order_id] = {'contract': contract,
                                            'order': order}
        # order_id may not update just after the order is submitted so we save the previous one and
        # keep requesting until it's updated or we hit the time/iterations limit
        prev_id = self.order_id
        i = 0
        while prev_id >= self.order_id:
            sleep(self.api_delay)
            i += 1
            logger.debug('Requesting next order_id..')
            self.connection.reqIds(1)
            self.next_id_event.wait(timeout=(self.api_delay * 30))
            self.next_id_event.clear()
            if i > 60:
                logger.warning("Couldn't obtain next valid order id. Next orders may not be"
                               "submitted correctly!")
                return

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]
def newOrder_GUI(action, orderID, quantity,startTime):
    global trade_params
    
    newStkOrder = Order()
    print orderID, action, trade_params['OrderTIF'],trade_params['OrderType'],quantity,trade_params['Account'],startTime
    newStkOrder.m_orderId = orderID
    
    newStkOrder.m_action = action
    newStkOrder.m_tif = 'DAY'
    newStkOrder.m_transmit = True
    newStkOrder.m_orderType = 'MKT'
    newStkOrder.m_totalQuantity = quantity
    newStkOrder.m_account = 'DU164541'
    newStkOrder.m_goodAfterTime = startTime
    #newStkOrder.m_goodAfterTime=endTime
    return newStkOrder

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_account [as 别名]

#.........这里部分代码省略.........
     elif msgId == self.ERR_MSG:
         version = self.readInt()
         if version < 2:
             msg = self.readStr()
             self.m_parent.error(msg)
         else:
             id = self.readInt()
             errorCode = self.readInt()
             errorMsg = self.readStr()
             self.m_parent.error(id, errorCode, errorMsg)
     elif msgId == self.OPEN_ORDER:
         version = self.readInt()
         order = Order()
         order.m_orderId = self.readInt()
         contract = Contract()
         if version >= 17:
             contract.m_conId = self.readInt()
         contract.m_symbol = self.readStr()
         contract.m_secType = self.readStr()
         contract.m_expiry = self.readStr()
         contract.m_strike = self.readDouble()
         contract.m_right = self.readStr()
         contract.m_exchange = self.readStr()
         contract.m_currency = self.readStr()
         if version >= 2:
             contract.m_localSymbol = self.readStr()
         order.m_action = self.readStr()
         order.m_totalQuantity = self.readInt()
         order.m_orderType = self.readStr()
         order.m_lmtPrice = self.readDouble()
         order.m_auxPrice = self.readDouble()
         order.m_tif = self.readStr()
         order.m_ocaGroup = self.readStr()
         order.m_account = self.readStr()
         order.m_openClose = self.readStr()
         order.m_origin = self.readInt()
         order.m_orderRef = self.readStr()
         if version >= 3:
             order.m_clientId = self.readInt()
         if version >= 4:
             order.m_permId = self.readInt()
             if version < 18:
                 self.readBoolFromInt()
             else:
                 order.m_outsideRth = self.readBoolFromInt()
             order.m_hidden = (self.readInt() == 1)
             order.m_discretionaryAmt = self.readDouble()
         if version >= 5:
             order.m_goodAfterTime = self.readStr()
         if version >= 6:
             self.readStr()
         if version >= 7:
             order.m_faGroup = self.readStr()
             order.m_faMethod = self.readStr()
             order.m_faPercentage = self.readStr()
             order.m_faProfile = self.readStr()
         if version >= 8:
             order.m_goodTillDate = self.readStr()
         if version >= 9:
             order.m_rule80A = self.readStr()
             order.m_percentOffset = self.readDouble()
             order.m_settlingFirm = self.readStr()
             order.m_shortSaleSlot = self.readInt()
             order.m_designatedLocation = self.readStr()
             if (self.m_parent.serverVersion() == 51):
                 self.readInt()