def run(self):
# Simple contract for GOOG
contract = Contract()
#contract.conId = 114376112
contract.exchange = "SMART"
contract.symbol = "ATK"
contract.secType = "STK"
#contract.right = "PUT"
contract.currency = "USD"
#contract.secType = 'OPT'
#contract.strike = 24
#contract.expiry = '20121116'
today = datetime.today()
order = Order()
order.orderId = 89
order.clientId = 44
order.action = "BUY"
order.totalQuantity = 1 # may have to calculate a smarter number
order.orderType = "MKT"
order.tif = "DAY"
order.transmit = True
order.sweepToFill = True
order.outsideRth = True
contract.symbol = "alkjdf"
self.callback.askPrice = None
self.tws.reqMktData(2, contract, "", 1)
max_wait = timedelta(seconds=30) + datetime.now()
while self.callback.askPrice is None:
if datetime.now() > max_wait:
print "max wait giving up"
break
print self.callback.askPrice
def get_market_order(self, sid, amt):
order = Order()
order.action = self.order_action(amt)
order.totalQuantity = abs(amt)
order.orderType = 'MKT'
order.tif = 'DAY'
order.outsideRth = False
return order
def get_limit_order(self, sid, amt, lmtPrice):
order = Order()
order.action = self.order_action(amt)
order.totalQuantity = abs(amt)
order.orderType = 'LMT'
order.tif = 'DAY'
order.outsideRth = False
order.lmtPrice = lmtPrice
return order
def createOrderBuy(self):
order = Order()
order.orderId = self.orderIdCount
self.orderIdCount += 1
order.clientId = self.socketnum
order.action = "BUY"
order.orderType = "MKT"
order.tif = "DAY"
order.transmit = True
order.sweepToFill = True
order.outsideRth = True
return order
def place_order(self, contract):
print('Waiting for valid order id')
order_id = self.order_ids.get(timeout=WAIT_TIME)
if not order_id:
raise RuntimeError('Failed to receive order id after %ds' % WAIT_TIME)
# Order details
algoParams = TagValueList()
algoParams.append(TagValue("componentSize", "3"))
algoParams.append(TagValue("timeBetweenOrders", "60"))
algoParams.append(TagValue("randomizeTime20", "1"))
algoParams.append(TagValue("randomizeSize55", "1"))
algoParams.append(TagValue("giveUp", "1"))
algoParams.append(TagValue("catchUp", "1"))
algoParams.append(TagValue("waitForFill", "1"))
algoParams.append(TagValue("startTime", "20110302-14:30:00 GMT"))
algoParams.append(TagValue("endTime", "20110302-21:00:00 GMT"))
order = Order()
order.action = 'BUY'
order.lmtPrice = 140
order.orderType = 'LMT'
order.totalQuantity = 10
order.algoStrategy = "AD"
order.tif = 'DAT'
order.algoParams = algoParams
# order.transmit = False
print("Placing order for %d %s's (id: %d)" % (order.totalQuantity,
contract.symbol, order_id))
# Place the order
self.tws.placeOrder(
order_id, # orderId,
contract, # contract,
order # order
)
print("\n====================================================================")
print(" Order placed, waiting %ds for TWS responses" % WAIT_TIME)
print("====================================================================\n")
print("Waiting for order to be filled..")
try:
self.order_filled.wait(WAIT_TIME)
except KeyboardInterrupt:
pass
finally:
if not self.order_filled.is_set():
print('Failed to fill order')
def execute_order(self, order):
contract = self._ewrapper.symbol_contract_dict[order.symbol]
ib_order = Order()
ib_order.orderType = order.type
ib_order.action = order.direction
ib_order.totalQuantity = order.quantity
ib_order.transmit = True
ib_order.tif = 'DAY'
if order.type == 'LMT':
ib_order.lmtPrice = order.limit_price
self.placeOrder(self._ewrapper.next_valid_order_id, contract, ib_order)
self._ewrapper.order_dict[
self._ewrapper.next_valid_order_id] = ib_order
self._ewrapper.next_valid_order_id += 1
# Simple contract for GOOG
contract = Contract()
contract.exchange = "SMART"
contract.symbol = "DELL"
contract.secType = "STK"
contract.currency = "USD"
if orderId is None:
print 'Waiting for valid order id'
sleep(1)
while orderId is None:
print 'Still waiting for valid order id...'
sleep(1)
# Order details
order = Order()
order.action = 'BUY'
order.lmtPrice = 0
order.auxPrice = 0
order.orderType = 'MTL'
order.totalQuantity = 1
print "Placing order for %d %s's (id: %d)" % (order.totalQuantity,
contract.symbol, orderId)
# Place the order
tws.placeOrder(
orderId, # orderId,
contract, # contract,
order # order
)
