def createSimpleLimitOrder(self):
order = LimitOrder()
orderLeg = OrderLeg()
orderLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
orderLeg.symbol = 'SPY'
orderLeg.orderSide = OrderLeg.side.BUY
order.price = 0.01
order.quantity = 1
order.orderLegs = [orderLeg]
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
return order
def createSimpleLimitOrder(self):
order = LimitOrder()
orderLeg = OrderLeg()
orderLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
orderLeg.symbol = 'SPY'
orderLeg.orderSide = OrderLeg.side.BUY
order.price = 0.01
order.quantity = 1
order.orderLegs = [orderLeg]
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
return order
def testSpreadOrder(self):
'''
Test a simple buy spread (debit)
:return:
'''
self.orderService.sendCancelAllOrders(self.accounts[ACCOUNT_NUMBER].accountNumber) #cancel everything first just in case
order = LimitOrder()
shortLeg = OrderLeg()
longLeg = OrderLeg()
shortLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
shortLeg.symbol = 'SPYX1517C300000'
shortLeg.orderSide = OrderLeg.side.SELL
shortLeg.quantityRatio = 1
longLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
longLeg.symbol = 'SPYX1517C310000'
longLeg.orderSide = OrderLeg.side.BUY
longLeg.quantityRatio = 1
order.price = 0.01
order.quantity = 1
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
order.orderLegs = []
order.orderLegs.append(shortLeg)
order.orderLegs.append(longLeg)
order.spreadName = TradeMonsterConstants.OrderRequests.ORDER_SPREAD_TYPES.PUT_VERTICAL
#send a live order with a silly price
result = self.orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order)
status = result.status
print 'Status of order is {0}'.format(status)
self.assertTrue(status in OrderStatus.status.__dict__.keys())
def testSpreadOrder(self):
'''
Test a simple buy spread (debit)
:return:
'''
self.orderService.sendCancelAllOrders(
self.accounts[ACCOUNT_NUMBER].accountNumber
) #cancel everything first just in case
order = LimitOrder()
shortLeg = OrderLeg()
longLeg = OrderLeg()
shortLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
shortLeg.symbol = 'SPYX1517C300000'
shortLeg.orderSide = OrderLeg.side.SELL
shortLeg.quantityRatio = 1
longLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
longLeg.symbol = 'SPYX1517C310000'
longLeg.orderSide = OrderLeg.side.BUY
longLeg.quantityRatio = 1
order.price = 0.01
order.quantity = 1
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
order.orderLegs = []
order.orderLegs.append(shortLeg)
order.orderLegs.append(longLeg)
order.spreadName = TradeMonsterConstants.OrderRequests.ORDER_SPREAD_TYPES.PUT_VERTICAL
#send a live order with a silly price
result = self.orderService.sendOrderAndGetParsedResponse(
self.accounts[ACCOUNT_NUMBER], order)
status = result.status
print 'Status of order is {0}'.format(status)
self.assertTrue(status in OrderStatus.status.__dict__.keys())