async def find_contract(
self,
symbol,
currency: str = 'USD',
**kwargs,
) -> Contract:
# use heuristics to figure out contract "type"
try:
sym, exch = symbol.upper().rsplit('.', maxsplit=1)
except ValueError:
# likely there's an embedded `.` for a forex pair
await tractor.breakpoint()
# futes
if exch in ('GLOBEX', 'NYMEX', 'CME', 'CMECRYPTO'):
con = await self.get_cont_fute(symbol=sym, exchange=exch)
elif exch in ('FOREX'):
currency = ''
symbol, currency = sym.split('/')
con = ibis.Forex(
symbol=symbol,
currency=currency,
)
con.bars_kwargs = {'whatToShow': 'MIDPOINT'}
# commodities
elif exch == 'CMDTY': # eg. XAUUSD.CMDTY
con_kwargs, bars_kwargs = _adhoc_cmdty_data_map[sym]
con = ibis.Commodity(**con_kwargs)
con.bars_kwargs = bars_kwargs
# stonks
else:
# TODO: metadata system for all these exchange rules..
primaryExchange = ''
if exch in ('PURE', 'TSE'): # non-yankee
currency = 'CAD'
if exch in ('PURE', 'TSE'):
# stupid ib...
primaryExchange = exch
exch = 'SMART'
con = ibis.Stock(
symbol=sym,
exchange=exch,
primaryExchange=primaryExchange,
currency=currency,
)
try:
exch = 'SMART' if not exch else exch
contract = (await self.ib.qualifyContractsAsync(con))[0]
# head = await self.get_head_time(contract)
# print(head)
except IndexError:
raise ValueError(f"No contract could be found {con}")
return contract
def add_instrument(self, instrument):
"""
Adds a qualified contract to self.instrument_contracts.
:param instrument: str. Ticker of the instrument to be added.
"""
self.instruments_names.append(instrument)
# Adding Forex contracts.
contract = ib.Forex(instrument)
self.ib.qualifyContracts(contract)
self.instruments_contracts[instrument] = contract
async def test_request_error_raised(ib):
contract = ibi.Forex('EURUSD')
order = ibi.MarketOrder('BUY', 100)
orderState = await ib.whatIfOrderAsync(contract, order)
assert orderState.commission > 0
ib.RaiseRequestErrors = True
badContract = ibi.Stock('XXX')
with pytest.raises(ibi.RequestError) as exc_info:
await ib.whatIfOrderAsync(badContract, order)
assert exc_info.value.code == 321
async def main():
tickers = ['EURUSD']
contracts = []
ib = ibs.IB()
await ib.connectAsync(port=4002, clientId=2)
print('----------- Starting Positions -----------')
print(ib.positions())
# [ib.cancelOrder(order) for order in ib.openOrders()]
# print(ib.openOrders())
# print(ib.openTrades())
for ticker in tickers:
con = ibs.Forex(ticker)
await ib.qualifyContractsAsync(con)
contracts.append(con)
bars = ib.reqRealTimeBars(contracts[0], 5, 'MIDPOINT', True)
bars.updateEvent += show
def print_yes():
print('yes!')
ib.updateEvent += print_yes
# for i in range(2):
# trades = []
#
# print('\n----------- New Trades -----------')
# for contract in contracts:
# order = ibs.MarketOrder('BUY', 10000) if i % 2 == 0 else ibs.MarketOrder('SELL', 10000)
# trade = ib.placeOrder(contract, order)
# trades.append(trade)
#
# status = await asyncio.gather(*[wait_for_fill(ib, trade) for trade in trades])
# for trade in trades:
# print(trade)
# print(f'{trade.contract.symbol}: {trade.orderStatus.avgFillPrice}')
# if trade.fills[0].commissionReport == ibs.CommissionReport():
# await trade.commissionReportEvent
#
# for fill in trade.fills:
# print(fill.commissionReport)
#
# print('Positions After Fill ...')
# print(ib.positions())
#
# # for fill in ib.fills():
#
# await asyncio.sleep(5)
await asyncio.sleep(700)
# ib.cancelRealTimeBars(bars)
ib.disconnect()
def get_forex_pairs(ib_conn):
"""
Get a list of contract IDs from the database, and qualify them in IB
:param ib_conn:
:param db_conn:
:return:
"""
currency_pairs = ["USDAUD", "USDGBP", "USDEUR"]
contracts = [ib_insync.Forex(pair) for pair in currency_pairs]
ib_conn.qualifyContracts(*contracts)
return contracts
def to_ib_contract(self):
if self.asset == const.AssetClass.FX:
return ib.Forex(self.ticker)
elif self.asset == const.AssetClass.STK:
return ib.Stock(self.ticker, exchange='SMART', currency='USD')
def _forexContract(forex: Forex) -> IB.Contract:
return IB.Forex(
pair=forex.symbol,
currency=forex.currency.name,
exchange=forex.exchange or "IDEALPRO",
)
import ib_insync as ib
client = ib.IB()
client.connect('127.0.0.1', 4002, clientId=10)
contract = ib.Forex('EURUSD')
client.qualifyContracts(contract)
order = ib.MarketOrder('BUY', 69385, account=client.managedAccounts()[0])
trade = client.placeOrder(contract, order)
while not trade.isDone():
client.waitOnUpdate()
