Python Order.m_tif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_tif [as 别名]
            def close(orderty = "MKT", price = None, timeout = None):
                position = self["position"]
                order = Order()
                if position > 0:
                    order.m_action = "SELL"
                else:
                    order.m_action = "BUY"
                order.m_tif = "DAY"
                order.m_orderType = orderty
                order.m_totalQuantity = abs(position)
                order.m_openClose = "C"
                if price <> None: order.m_lmtPrice = price

                if price == None and orderty <> "MKT": order.m_lmtPrice = self.best_price(position)
                
                if timeout == None:
                    oid = self.con.placeOrder(self.contract, order, None)
                    self.oids.append(oid)
                    return oid
                else:
                    oid = self.con.placeOrder(self.contract, order, timedelta(seconds=timeout))
                    if oid == None:
                        return None
                    else:
                        self.oids.append(oid)
                        return oid

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
            def order(position = "BUY", orderty = "MKT", quantity = 100, price = None, timeout = None, openClose = "O"):
                order = Order()
                order.m_action = position
                order.m_tif = "DAY"
                order.m_orderType = orderty
                order.m_totalQuantity = quantity
                order.m_openClose = openClose
                if price <> None: order.m_lmtPrice = price

                if position == "BUY":
                    pos = quantity
                else:
                    pos = -quantity

                if price == None and orderty <> "MKT": order.m_lmtPrice = self.best_price(pos)
                
                if timeout == None:
                    oid = self.con.placeOrder(self.contract, order, None)
                    self.oids.append(oid)
                    
                    return oid
                else:
                    oid = self.con.placeOrder(self.contract, order, timedelta(seconds=timeout))
                    if oid == None:
                        return None
                    else:
                        self.oids.append(oid)
                        return oid

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
def make_order(qty, limit_price, action):
    order = Order()
    order.m_minQty = qty
    order.m_lmtPrice = limit_price
    order.m_orderType = 'LMT'
    order.m_totalQuantity = qty
    order.m_action = action
    order.m_tif = 'GTC'
    order.m_outsideRth = True
    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_tif [as 别名]
	def addmktorder(self, action, qty, oc, cid, tif = "DAY"):
		o = Order()
		o.m_action = action
		print tif
		o.m_tif = tif
		o.m_orderType = 'MKT'
		o.m_totalQuantity = qty
		o.m_openClose = oc
		res = self.placeOrder(cid, o)
		return(res)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
    def addOrder(
        self,
        symbol,
        lmtPrice=0,
        minQty=100,
        action="BUY",
        orderType="LMT",
        tif="DAY",
        outsideRTH=False,
        totalQuantity=False,
    ):
        """Generate and store an order for the given symbol"""

        validAction = ["BUY", "SELL", "SSHORT"]
        if action not in validAction:
            raise Exception(
                "{0} is not a valid order action. " + "Valid actions are: {1}.".format(action, ", ".join(validAction))
            )

        validType = [
            "LMT",
            "MKT",
            "MKTCLS",
            "LMTCLS",
            "PEGMKT",
            "SCALE",
            "STP",
            "STPLMT",
            "TRAIL",
            "REL",
            "VWAP",
            "TRAILLIMIT",
        ]
        if orderType not in validType:
            raise Exception(
                "{0} is not a valid order type. " + "Valid types are: {1}.".format(orderType, ", ".join(validType))
            )

        validTIF = ["DAY", "GTC", "IOC", "GTD"]
        if tif not in validTIF:
            raise Exception("{0} is not a valid TIF." + "Valid TIFs are: {1}.".format(tif, ", ".join(validTIF)))

        o = Order()
        o.m_minQty = minQty
        o.m_totalQuantity = totalQuantity if totalQuantity else minQty
        o.m_lmtPrice = lmtPrice
        o.m_action = action
        o.m_tif = tif
        o.m_orderType = orderType
        o.m_outsideRth = outsideRTH

        self._orders[symbol] = self._next_valid_id, o

        self._next_valid_id += 1
        return self._next_valid_id - 1

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
	def addlmtorder(self, action, qty, oc, price, cid, tif = "DAY", date = ""):
		o = Order()
		o.m_action = action
		#print tif
		o.m_tif = tif
		o.m_orderType = 'LMT'
		o.m_totalQuantity = qty
		o.m_openClose = oc
		o.m_lmtPrice = float(round(price,2))
		o.m_goodTillDate = date
		res = self.placeOrder(cid, o)
		return(res)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
def makeOptOrder(action, orderID, tif, orderType):
    newOptOrder = Order()
    newOptOrder.m_orderId = orderID
    newOptOrder.m_clientId = 0
    newOptOrder.m_permid = 0
    newOptOrder.m_action = action
    newOptOrder.m_lmtPrice = 0
    newOptOrder.m_auxPrice = 0
    newOptOrder.m_tif = tif
    newOptOrder.m_transmit = False
    newOptOrder.m_orderType = orderType
    newOptOrder.m_totalQuantity = 1
    return newOptOrder

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

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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
def addmktorder(cid, action, qty):
    id = len(orders)
    o = Order()
    o.m_orderId = id
    o.m_clientId = 0
    o.m_permid = 0
    o.m_action = action
    o.m_lmtPrice = 0
    o.m_auxPrice = 0
    o.m_tif = 'DAY'
    o.m_orderType = 'MKT'
    o.m_totalQuantity = qty
    o.m_transmit = True
    orders.append([o, cid, qty, id])        
    con.placeOrder(id, contracts[cid], o)
    position(cid)
    pending(cid)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
def addlmtorder(cid, action, price, qty):
    id = len(orders)
    o = Order()
    o.m_orderId = id
    o.m_action = action
    o.m_orderType = 'LMT'
    o.m_tif = 'DAY'
    o.m_totalQuantity = qty

    o.m_clientId = 0
    o.m_permId = 0
    o.m_lmtPrice = float(round(price,2))
    #o.m_auxPrice = float(price)

    orders.append([o, cid, qty, id])        
    con.placeOrder(id, contracts[cid], o)
    position(cid)
    pending(cid)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_tif [as 别名]
    def place_order(self, signal):

        if signal['direction'] == 'short':
            return # don't short sell for now

        symbol = signal['symbol']
        current_bbo = self.bbos[symbol].bbo
        order = Order()
        order.m_totalQuantity = 10
        order.m_orderType = 'LMT'
        order.m_tif = 'GTD'
        #expiry_time = datetime.now(pytz.timezone('America/New_York'))
        expiry_time = datetime.now()
        expiry_time += timedelta(seconds=5)
        order.m_goodTillDate = expiry_time.strftime('%Y%m%d %H:%M:%S')
        if signal['direction'] == 'long':
            order.m_lmtPrice = current_bbo['bid_px'] + 0.01
            order.m_action = 'BUY'
        else:
            order.m_lmtPrice = current_bbo['ask_px'] - 0.01
            order.m_action = 'SELL'
        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_tif [as 别名]
    def makeOrder(self, action, orderId, tif, orderType, price, transmit, parentId):
        newOrder = Order()
        newOrder.m_orderId = orderId
        newOrder.m_transmit = transmit
        newOrder.m_lmtPrice = price
        newOrder.m_tif = tif
        newOrder.m_action = action
        newOrder.m_orderType = orderType
        if parentId is not None:
            newOrder.m_parentId = parentId

        newOrder.m_hidden = False
        newOrder.m_outsideRth = True
        newOrder.m_clientId = 999
        newOrder.m_permid = 0
        if orderType == 'LMT':
            newOrder.m_auxPrice = 0
        elif orderType == 'STP' or orderType == 'MIT':
            newOrder.m_auxPrice = price
        newOrder.m_totalQuantity = 1
        
        return newOrder

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

#.........这里部分代码省略.........
         timeStamp = self.readStr()
         self.eWrapper().updateAccountTime(timeStamp)
     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()