本文整理汇总了Python中ib.ext.Order.Order.m_orderRef方法的典型用法代码示例。如果您正苦于以下问题：Python Order.m_orderRef方法的具体用法？Python Order.m_orderRef怎么用？Python Order.m_orderRef使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类ib.ext.Order.Order的用法示例。
在下文中一共展示了Order.m_orderRef方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: 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_orderRef [as 别名]
def order(self, sid, amount, limit_price, stop_price, order_id=None):
id = super(LiveBlotter, self).order(sid, amount, limit_price, stop_price, order_id=None)
order_obj = self.orders[id]
ib_order = IBOrder()
ib_order.m_transmit = True
ib_order.m_orderRef = order_obj.id
ib_order.m_totalQuantity = order_obj.amount
ib_order.m_action = ["BUY" if ib_order.m_totalQuantity > 0 else "SELL"][0]
ib_order.m_tif = "DAY"
# Todo: make the FA params configurable
ib_order.m_faGroup = "ALL"
ib_order.m_faMethod = "AvailableEquity"
# infer order type
if order_obj.stop and not order_obj.limit:
ib_order.m_orderType = "STP"
ib_order.m_auxPrice = float(order_obj.stop)
elif order_obj.limit and not order_obj.stop:
ib_order.m_orderType = "LMT"
ib_order.m_lmtPrice = float(order_obj.limit)
elif order_obj.stop and order_obj.limit:
ib_order.m_orderType = "STPLMT"
ib_order.m_auxPrice = float(order_obj.stop)
ib_order.m_lmtPrice = float(order_obj.limit)
else:
ib_order.m_orderType = "MKT"
contract = Contract()
contract.m_symbol = order_obj.sid
contract.m_currency = "USD"
if hasattr(order_obj, "contract"):
# This is a futures contract
contract.m_secType = "FUT"
contract.m_exchange = "GLOBEX"
contract.m_expiry = order_obj.contract
else:
# This is a stock
contract.m_secType = "STK"
contract.m_exchange = "SMART"
ib_id = self.place_order(contract, ib_order)
self.id_map[order_obj.id] = ib_id
return order_obj.id示例2: 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_orderRef [as 别名]
def order(self, asset, amount, style):
contract = Contract()
contract.m_symbol = str(asset.symbol)
contract.m_currency = self.currency
contract.m_exchange = symbol_to_exchange[str(asset.symbol)]
contract.m_secType = symbol_to_sec_type[str(asset.symbol)]
order = Order()
order.m_totalQuantity = int(fabs(amount))
order.m_action = "BUY" if amount > 0 else "SELL"
is_buy = (amount > 0)
order.m_lmtPrice = style.get_limit_price(is_buy) or 0
order.m_auxPrice = style.get_stop_price(is_buy) or 0
if isinstance(style, MarketOrder):
order.m_orderType = "MKT"
elif isinstance(style, LimitOrder):
order.m_orderType = "LMT"
elif isinstance(style, StopOrder):
order.m_orderType = "STP"
elif isinstance(style, StopLimitOrder):
order.m_orderType = "STP LMT"
order.m_tif = "DAY"
order.m_orderRef = self._create_order_ref(order)
ib_order_id = self._tws.next_order_id
zp_order = self._get_or_create_zp_order(ib_order_id, order, contract)
log.info(
"Placing order-{order_id}: "
"{action} {qty} {symbol} with {order_type} order. "
"limit_price={limit_price} stop_price={stop_price} {tif}".format(
order_id=ib_order_id,
action=order.m_action,
qty=order.m_totalQuantity,
symbol=contract.m_symbol,
order_type=order.m_orderType,
limit_price=order.m_lmtPrice,
stop_price=order.m_auxPrice,
tif=order.m_tif
))
self._tws.placeOrder(ib_order_id, contract, order)
return zp_order示例3: processMsg
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_orderRef [as 别名]
#.........这里部分代码省略.........
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()
else:
if version >= 23:
order.m_exemptCode = self.readInt()