def main():
app = DemoApp()
app.connect("127.0.0.1", 4001, 0) # 7496
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime()))
# id = app.reqIds(0)
contract1 = Contract()
contract1.symbol = "MER PRK"
contract1.secType = "STK"
contract1.exchange = "SMART"
contract1.currency = "USD"
contract2 = Contract()
contract2.symbol = "FRC PRG"
contract2.secType = "STK"
contract2.exchange = "SMART"
contract2.currency = "USD"
app.reqHistoricalData(1, contract1, endDateTime="", durationStr="10 Y", barSizeSetting="1 day", whatToShow="TRADES",
useRTH=1, formatDate=1, keepUpToDate=False, chartOptions=[])
# app.reqHistoricalData(2, contract2, "", "5 W", "1 day", "TRADES", 0, 1, False, [])
# app.reqContractDetails(1, contract1)
# app.reqContractDetails(2, contract2)
app.run()
def __init__(self):
#Connect to IB on init
self.ib = IBApi()
self.ib.connect("127.0.0.1", 7496, 1)
ib_thread = threading.Thread(target=self.run_loop, daemon=True)
ib_thread.start()
time.sleep(1)
#Get symbol info
symbol = input("Enter the symbol you want to trade : ")
#Create our IB Contract Object
contract = Contract()
contract.symbol = symbol.upper()
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
# Request Market Data
self.ib.reqRealTimeBars(0, contract, 5, "TRADES", 1, [])
# TODO Submit ORDER
# Create Order Object
order = Order()
order.orderType = "MKT" # or LMT ETC....
order.action = "BUY" # or SELL ETC...
quantity = 1
order.totalQuantity = quantity
# Create Contract Object
contract = Contract()
contract.symbol = symbol
contract.secType = "STK" # or FUT ETC....
contract.exchange = "SMART"
contract.primaryExchange = "ISLAND"
contract.currency = "USD"
# Place the order
self.ib.placeOrder(2, contract, order)
def createContract(self,
symbol,
secType,
currency,
exchange,
primaryExchange=None,
right=None,
strike=None,
expiry=None):
contract = Contract()
if type(symbol) is list:
# Foreign stocks
print(symbol[0], symbol[1])
contract.symbol = symbol[0]
contract.currency = symbol[1]
else:
contract.symbol = symbol
contract.currency = currency
if primaryExchange:
contract.primaryExchange = primaryExchange
contract.secType = secType
contract.exchange = exchange
if right:
contract.right = right
if strike:
contract.strike = strike
if expiry:
contract.lastTradeDateOrContractMonth = expiry
return contract
def __init__(self):
self.ib = IBapi()
self.ib.connect("127.0.0.1", 7497, 1)
ib_thread = threading.Thread(target=self.run_loop, daemon=True)
ib_thread.start()
time.sleep(1)
symbol = input("Enter the symbol you want to trade: ")
contract = Contract()
contract.symbol = symbol.upper()
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
self.ib.reqRealTimeBars(0, contract, 5, "TRADES", 1, [])
order = Order()
order.orderType = "MKT"
order.action = "BUY"
quantity = 1
order.totalQuantity = quantity
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
contract.exchange = "SMART"
contract.primaryExchange = "ISLAND"
contract.currency = "USD"
self.ib.placeOrder(1, contract, order)
def main():
SetupLogger()
logging.info("now is %s", datetime.datetime.now())
openPosition = getOpenPosition()
print(openPosition)
app = TestApp(ib_api_include.ip, ib_api_include.port,
ib_api_include.clientId)
time.sleep(ib_api_include.sleeptime_trading)
summary = DataFrame(portfolio,
columns=[
'symbol', 'secType', 'exchange', 'position',
'marketPrice', 'marketValue', 'averageCost',
'unrealizedPNL', 'realizedPNL', 'accountName'
])
reqId = 1000
#watchlist_stock_treshold = pd.read_excel('my_ib_threshold.xlsx', sheet_name = 'watchlist_stock_treshold')
#watchlist_stock_treshold = DataFrame(watchlist_stock_treshold)
for i in range(0, len(openPosition)):
record = openPosition.iloc[i]
ibcontract = IBcontract()
ibcontract.secType = record.AssetClass
ibcontract.symbol = record.UnderlyingSymbol
ibcontract.exchange = "SMART"
ibcontract.currency = record.CurrencyPrimary
ibcontract.lastTradeDateOrContractMonth = record.Expiry
ibcontract.strike = record.Strike
ibcontract.multiplier = record.Multiplier
ibcontract.right = record["Put/Call"]
app.reqMktData(reqId, ibcontract)
ibcontract = IBcontract()
ibcontract.symbol = "MU"
ibcontract.exchange = "SMART"
ibcontract.secType = "STK"
app.reqMktNews(reqId, ibcontract)
time.sleep(30)
print(
DataFrame(marketdataPrice,
columns=[
"reqId", "tickType", "tickPrice",
"CanAutoExecuteOrNot"
]))
print(
DataFrame(marketdataSize,
columns=["reqId", "tickType", "tickSize"]))
reqId += 1
app.disconnect()
def getCcyPairContract():
contract = Contract()
contract.symbol = 'EUR'
contract.secType = 'CASH'
contract.exchange = 'IDEALPRO'
contract.currency = 'USD'
return contract
def place_order(symbol, action, last_price, limit_price):
global app, order_id, dollars
if not app.open_order_end:
return
if check_order_existed(symbol, action):
return
contract = Contract()
contract.symbol = symbol
contract.exchange = 'SMART'
if symbol == 'CSCO':
contract.exchange = 'NASDAQ'
contract.secType = 'STK'
contract.currency = 'USD'
order = Order()
order.action = action
order.tif = "GTC"
order.orderType = "LMT"
order.totalQuantity = int(round(dollars / last_price))
order.lmtPrice = limit_price
app.placeOrder(order_id, contract, order)
order_id += 1
time.sleep(1)
def request_market_data():
global id_equity_info_mp, total_requests, id, symbols
while True:
time.sleep(sleep_interval)
requested_symbols = [
value.symbol for value in id_equity_info_mp.values()
]
symbols_valid_last = [
value.symbol for value in id_equity_info_mp.values()
if value.last > 0
]
if id <= len(symbols):
symbol = symbols[id - 1]
if symbol not in requested_symbols: # and len(id_equity_info_mp) <= 80:
contract = Contract()
contract.symbol = symbol
contract.secType = 'STK'
contract.exchange = 'SMART'
if symbol == 'CSCO':
contract.exchange = 'NASDAQ'
contract.currency = 'USD'
app.reqHistoricalData(id, contract, '', '2 D', '1 day',
'TRADES', 1, 1, False, [])
app.reqMktData(id, contract, '', False, False, [])
total_requests += 1
id_equity_info_mp[id] = equity_info(symbol)
id += 1
def start(self):#Esta funcion genera un contrato y objeto order
# # contract = Contract()
# # contract.symbol = varcSym #"AMZN"
# # contract.secType = "STK"
# # contract.exchange = "SMART" # Tengo inconveniente con esta
# # contract.currency = "USD"
# # contract.primaryExchange = varcMer #"NASDAQ"##Con el NASDAQ tipo string no funciona como debe
contract = Contract()
contract.symbol = varcSym #"AMZN"
contract.secType = "STK"
contract.currency = "USD"
#In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = varcMer #"ISLAND"
print("Mercado donde se ejecuta la orden: " + contract.exchange)
order = Order()
order.action = varoOp #"BUY" #"SELL"
order.totalQuantity = varoVo #100
order.orderType = "LMT"
order.lmtPrice = varoMax #347.02
self.placeOrder(self.nextOrderId,contract,order)#places or modifies an order. #id,contract, order
def forex(ticker):
contract = Contract()
contract.symbol = ticker["symbol"]
contract.secType = ticker["secType"]
contract.currency = ticker["currency"]
contract.exchange = ticker["exchange"]
return contract
def buildContract(symbol, currency, exchange, sec_type):
contract = Contract()
contract.symbol = symbol
contract.currency = currency
contract.exchange = exchange
contract.secType = sec_type
return contract
def start(self):
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "USD"
contract.exchange = "IDEALPRO"
def createStk(symbol, sec_type="STK", currency="INR", exchange="NSE"):
contract = Contract()
contract.symbol = symbol
contract.secType = sec_type
contract.currency = currency
contract.exchange = exchange
return contract
def main():
global app
global var1
global var2
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
print("serverVersion:%s connectionTime:%s" %
(app.serverVersion(), app.twsConnectionTime()))
# var1 = 'NASDAQ' #Con estas variables pude generar los contratos
# var2 = 'AAPL' #Faltaria ingresar que los capture desde la lectura y regese al contrato
time.sleep(2)
contract = Contract()
contract.symbol = var2 #variable 2
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"
contract.primaryExchange = var1 #variable 1
#Esto son metodos de la clase EClient
app.reqMarketDataType(4) # Este 4 es para delayed-frozen data
#(tickrId, contract, genericTickList(GenericTickTypes), snapshot, regulatorySnaphsot,mkdDataOptions)
app.reqMktData(0, contract, "", False, False, [])
app.run()
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
time.sleep(2)
#Contrato Editado --->Como aparece en el Tutorial Video
# contract = Contract()
# contract.symbol = "AAPL"
# contract.secType = "STK"
# contract.exchange = "SMART"
# contract.currency = "USD"
# contract.primaryExchange = "NASDAQ"
#Contrato Original ##Si uso este tipo de contratos no funciona ##Error: 0 200 No security definition has been found for the request
# contract = Contract()
# contract.symbol = "AAPL"
# contract.secType = "STK"
# contract.currency = "USD"
# contract.primaryExchange = "NASDAQ"##Da error 200 por este atributo
contract = Contract()
contract.symbol = "AMZN"
contract.secType = "STK"
contract.currency = "USD"
#In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = "ISLAND"
#(reqId, contract)
app.reqContractDetails(
0, contract
) #Esto es una funcion de EClient function, es una clase de EClient
app.run()
def subscribe_to_market_data(self,
ib_symbol,
exchange='SMART',
primaryExchange='ISLAND',
secType='STK',
currency='USD'):
if ib_symbol in self.symbol_to_ticker_id:
# Already subscribed to market data
return
contract = Contract()
contract.symbol = ib_symbol
contract.exchange = exchange
contract.primaryExchange = primaryExchange
contract.secType = secType
contract.currency = currency
ticker_id = self.next_ticker_id
self.symbol_to_ticker_id[ib_symbol] = ticker_id
self.ticker_id_to_symbol[ticker_id] = ib_symbol
# INDEX tickers cannot be requested with market data. The data can,
# however, be requested with realtimeBars. This change will make
# sure we can request data from INDEX tickers like SPX, VIX, etc.
if contract.secType == 'IND':
self.reqRealTimeBars(ticker_id, contract, 60, 'TRADES', True, [])
else:
self.reqMktData(ticker_id, contract, "", True, False, [])
sleep(11)
def newTrade(self, contractSymbol:str, entryPrice:float, stopPrice:float ):
# TEMP
contractSymbol="EURUSD"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "GBP"
contract.exchange = "IDEALPRO"
contract.tickSize = 0.00005
contract.lotSize = 20000
# TEMP
#if( self.trades[contractSymbol] )
'''
contractDetails = s.getContractDetails( contractSymbol )
contract = Contract()
contract.exchange = contractDetails.exchange
contract.secType = contractDetails.secType
contract.symbol = contractSymbol
contract.lastTradeDateOrContractMonth = contractDetails.expiry
contract.tickSize = contractDetails.tickSize # Custom field
contract.lotSize = contractDetails.lotSize # Custom field
'''
diff = abs(entryPrice-stopPrice)
qty = self.capital * s.RiskPerTrade / diff
t = trade.Trade( self.ib, contract )
t.placeNewTrade( qty, entryPrice, stopPrice )
self.trades[contractSymbol] = t
def main():
app = TestApp()
app.connect("127.0.0.1", 7497, 0)
contract = Contract()
#contract.symbol = "ABBV"
#contract.symbol = "JNJ"
contract.symbol = "SAN1"
#contract.symbol = "KHC"
contract.secType = "STK"
contract.exchange = "SMART"
#contract.currency = "USD"
contract.currency = "EUR"
contract.primaryExchange = "BM"
time.sleep(3)
#Esto son metodos de la clase EClient
app.reqMarketDataType(4) # Este 4 es para delayed-frozen data
#(tickrId, contract, genericTickList(GenericTickTypes), snapshot, regulatorySnaphsot,mkdDataOptions)
app.reqMktData(0, contract, "", False, False, [])
app.run()
print("Elimino Conexion")
app.disconnect() #Como que no funciona
def FX_order(symbol):
contract = Contract()
contract.symbol = symbol[:3]
contract.secType = 'CASH'
contract.exchange = 'IDEALPRO'
contract.currency = symbol[3:]
return contract
def MutualFund():
contract = Contract()
contract.symbol = "VINIX"
contract.secType = "FUND"
contract.exchange = "FUNDSERV"
contract.currency = "USD"
return contract
def generate_ib_contract(symbol: str,
exchange: Exchange) -> Optional[Contract]:
""""""
try:
fields = symbol.split(JOIN_SYMBOL)
ib_contract = Contract()
ib_contract.exchange = EXCHANGE_VT2IB[exchange]
ib_contract.secType = fields[-1]
ib_contract.currency = fields[-2]
ib_contract.symbol = fields[0]
if ib_contract.secType in ["FUT", "OPT", "FOP"]:
ib_contract.lastTradeDateOrContractMonth = fields[1]
if ib_contract.secType == "FUT":
if len(fields) == 5:
ib_contract.multiplier = int(fields[2])
if ib_contract.secType in ["OPT", "FOP"]:
ib_contract.right = fields[2]
ib_contract.strike = float(fields[3])
ib_contract.multiplier = int(fields[4])
except IndexError:
ib_contract = None
return ib_contract
def CSFBContract():
contract = Contract()
contract.symbol = "IBKR"
contract.secType = "STK"
contract.exchange = "CSFBALGO"
contract.currency = "USD"
return contract
def EuropeanStock():
contract = Contract()
contract.symbol = "SIE"
contract.secType = "STK"
contract.currency = "EUR"
contract.exchange = "SMART"
return contract
def CFD():
contract = Contract()
contract.symbol = "IBDE30"
contract.secType = "CFD"
contract.currency = "EUR"
contract.exchange = "SMART"
return contract
def JefferiesContract():
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "JEFFALGO"
contract.currency = "USD"
return contract
def OptionForQuery():
contract = Contract()
contract.symbol = "FISV"
contract.secType = "OPT"
contract.exchange = "SMART"
contract.currency = "USD"
return contract
def Index():
contract = Contract()
contract.symbol = "DAX"
contract.secType = "IND"
contract.currency = "EUR"
contract.exchange = "DTB"
return contract
def EurGbpFx():
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "GBP"
contract.exchange = "IDEALPRO"
return contract
def USStockAtSmart():
contract = Contract()
contract.symbol = "IBKR"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
return contract
def Commodity():
contract = Contract()
contract.symbol = "XAUUSD"
contract.secType = "CMDTY"
contract.exchange = "SMART"
contract.currency = "USD"
return contract
def main():
# setup postgreSQL
sqlLink = pgCode.sqlLink()
sqlLink.connect("DATA_IB_TWS")
#setup TWS
twsApp = TestApp(sqlLink)
twsApp.connect("127.0.0.1", 7496, 1)
contract2 = Contract()
contract2.symbol = "USD"
contract2.secType = "CASH"
contract2.exchange = "IDEALPRO"
contract2.currency = "JPY"
#setupfile for writing
#twsApp.setupFile("USD.CAD")
#setup request type
twsApp.reqMarketDataType(1)
uniqueId = 2
twsApp.reqMktData(uniqueId, contract2, "", False, False, [])
twsApp.reqContractDetails(uniqueId, contract2)
#final Run
print("Run")
twsApp.run() # process's the return
def _fetchFutureMonth(self):
contract = Contract()
'''
contract.secType = "CONTFUT"
#contract.lastTradeDateOrContractMonth="201812" # CONTFUT can be used to get details of contract from which we can get month for order
contract.symbol="SBIN"
contract.exchange="NSE"
'''
contract.secType = "FUT"
contract.lastTradeDateOrContractMonth="201805"
contract.symbol="SBIN"
contract.exchange="NSE"
## resolve the contract
self.ib.reqContractDetails(213, contract)
