def place_new_IB_order(self, ibcontract, trade, px, orderType, orderid=None, startTime=None, endTime=None):
"""
Places an order
Returns brokerorderid
raises exception if fails
"""
iborder = IBOrder()
iborder.action = bs_resolve(trade)
if orderType == 'STOP':
iborder.auxPrice = px
else:
iborder.lmtPrice = px
iborder.orderType = orderType
iborder.totalQuantity = abs(trade)
iborder.tif='DAY'
iborder.transmit=True
#compute time zone info
# ib doesn't work if you have startTime and endTime
# if startTime:
# startTime_tz = local_tz.localize(startTime)
# startTime_est = startTime_tz.astimezone(EST)
# iborder.goodAfterTime = startTime_est.strftime("%Y%m%d %H:%M:%S EST")
if endTime and orderType is not 'MKT':
print 'here'
iborder.tif = 'GTD'
endTime_tz = local_tz.localize(endTime)
endTime_est = endTime_tz.astimezone(EST)
iborder.goodTillDate = endTime_est.strftime("%Y%m%d %H:%M:%S EST")
## We can eithier supply our own ID or ask IB to give us the next valid one
if orderid is None:
print "Getting orderid from IB"
orderid=self.get_next_brokerorderid()
print "Using order id of %d" % orderid
# Place the order
self.tws.placeOrder(
orderid, # orderId,
ibcontract, # contract,
iborder # order
)
return orderid
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
)
print "\n====================================================================="
print " Order placed, waiting for TWS responses"
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
)
print "\n====================================================================="
def place_new_IB_order(self,
ibcontract,
trade,
lmtPrice,
orderType,
orderid=None,
stopPrice=None,
trailStopPrice=None):
"""
Places an order
Returns brokerorderid
raises exception if fails
"""
iborder = IBOrder()
iborder.account = self.accountid
iborder.action = bs_resolve(trade)
self.logger.debug(
"Placing an order for %s:%s:%s" %
(ibcontract.exchange, ibcontract.symbol, ibcontract.secType))
#if orderType == "LMT":
# iborder.lmtPrice = lmtPrice
iborder.orderType = orderType
iborder.totalQuantity = abs(trade)
iborder.tif = 'GTC'
iborder.transmit = False
## We can eithier supply our own ID or ask IB to give us the next valid one
if orderid is None:
#print "Getting orderid from IB"
orderid = self.get_next_brokerorderid()
if stopPrice:
stoporder = IBOrder()
stoporder.account = self.accountid
stoporder.action = bs_resolve((-1) * trade)
stoporder.orderType = "STP"
stoporder.totalQuantity = abs(trade)
stoporder.tif = 'GTC'
stoporder.transmit = False
stoporder.auxPrice = stopPrice
stoporder.parentId = orderid
self.logger.debug("Setup StopPrice %s" % stoporder.auxPrice)
if trailStopPrice:
limitorder = IBOrder()
limitorder.account = self.accountid
limitorder.action = bs_resolve((-1) * trade)
limitorder.orderType = "LMT"
limitorder.totalQuantity = abs(trade)
limitorder.tif = 'GTC'
limitorder.transmit = False
limitorder.lmtPrice = trailStopPrice
limitorder.parentId = orderid
self.logger.debug("Setup TrailPrice %s" % limitorder.lmtPrice)
# Place the order
#self.tws.placeOrder( orderid, ibcontract,iborder )
if stopPrice and trailStopPrice:
#limitorder.transmit=True
self.logger.debug("Place Order Stop and TrailPrice")
self.tws.placeOrder(orderid, ibcontract, iborder)
self.tws.placeOrder(orderid + 1, ibcontract, stoporder)
self.tws.placeOrder(orderid + 2, ibcontract, limitorder)
elif stopPrice:
#stoporder.transmit=True
self.logger.debug("Place Order Stop")
self.tws.placeOrder(orderid, ibcontract, iborder)
self.tws.placeOrder(orderid + 1, ibcontract, stoporder)
elif trailStopPrice:
#limitorder.transmit=True
self.logger.debug("Place Order trailStop")
self.tws.placeOrder(orderid, ibcontract, iborder)
self.tws.placeOrder(orderid + 2, ibcontract, limitorder)
else:
#iborder.transmit=True
self.logger.debug("Place Single Order")
self.tws.placeOrder(orderid, ibcontract, iborder)
return orderid