def get_contract(client):
contract = client.ib.reqContractDetails(
ContFuture(symbol=config.SYMBOL, exchange=config.EXCHANGE))
if not contract:
log.error("Failed to Grab Continuous Future {}".format(config.SYMBOL))
sysexit()
return contract[0].contract, contract[0].tradingHours
def get_contract(client):
contract = client.ib.reqContractDetails(
ContFuture(symbol=config.SYMBOL, exchange=config.EXCHANGE)
)
if not contract:
percentb = (bars[-1].close - low[-1]) / (up[-1] - low[-1]) * 100
widthprior = (up[-2] - low[-2]) / sma[-2] * 100
percentbprior = (bars[-2].close - low[-2]) / (up[-2] - low[-2]) * 100
return width, percentb, widthprior, percentbprior
def modifySTPOrder(ib, modBuyStopLossPrice, modSellStopLossPrice, closePrice):
contContract = ib.reqContractDetails(
ContFuture(symbol=config.SYMBOL, exchange=config.EXCHANGE))
tradeContract = contContract[0].contract
openOrdersList = ib.openOrders()
x = 0
while x < len(openOrdersList):
log.info(
"----------------------- modify stop orders ---------------: ")
log.info("Action: {a} orderType: {ot} auxPrice: {ap} modBuyStopLossPrice: {mbslp} modSellStopLossPrice: {msslp} # of orders: {no} close: {c}" \
.format(a=openOrdersList[x].action,ot=openOrdersList[x].orderType,ap=openOrdersList[x].auxPrice,mbslp=modBuyStopLossPrice,msslp=modSellStopLossPrice,no=len(openOrdersList),c=closePrice))
# for debugging
log.info("openOrdersList: {ool}".format(ool=openOrdersList[x]))
if openOrdersList[x].action.upper(
) == "BUY" and openOrdersList[x].orderType == "STP" and openOrdersList[
x].auxPrice > modSellStopLossPrice:
log.info(
"new auxPrice buy: {ap} from: {pp} new lmtprice {lt}".format(
ap=modBuyStopLossPrice,
pp=openOrdersList[x].auxPrice,
lt=modSellStopLossPrice - 1))
openOrdersList[x].auxPrice = modSellStopLossPrice
#openOrdersList[x].lmtPrice = modSellStopLossPrice - 10
#openOrder = openOrdersList[x]
log.info("openOrdersList: {oo}".format(oo=openOrdersList[x]))
ib.placeOrder(tradeContract, openOrdersList[x])
elif openOrdersList[x].action.upper() == "SELL" and openOrdersList[
x].orderType == "STP" and openOrdersList[
x].auxPrice < modBuyStopLossPrice:
log.info(
"new auxPrice buy: {ap} from: {pp} new lmtprice {lt}".format(
ap=modSellStopLossPrice,
pp=openOrdersList[x].auxPrice,
lt=modBuyStopLossPrice + 1))
openOrdersList[x].auxPrice = modBuyStopLossPrice
#openOrdersList[x].lmtPrice = modBuyStopLossPrice + 10
#openOrder = openOrdersList[x]
log.info("openOrdersList: {oo}".format(oo=openOrdersList[x]))
ib.placeOrder(tradeContract, openOrdersList[x])
else:
log.info(
"modifySTPOrder:: we have open orders but either they were not better stops or not STP orders. order action: {oa} type: {t} aux price: {ap} mod pricebuy: {mpb} mod price sell: {mps}"
.format(oa=openOrdersList[x].action,
t=openOrdersList[x].orderType,
ap=openOrdersList[x].auxPrice,
mpb=modBuyStopLossPrice,
mps=modSellStopLossPrice))
x += 1
return True
import asyncio
import time
import categories
import orders
import config
import logger
import logic
from indicator import Indicator
ib = IB()
ib.connect(config.HOST, config.PORT, clientId=config.CLIENTID)
buyPrice = '2770.75'
contContract = ib.reqContractDetails(
ContFuture(symbol=config.SYMBOL, exchange=config.EXCHANGE))
tradeContract = contContract[0].contract
print("tradecontract ", tradeContract)
print("")
#contract = ib.Future(symbol = contract.symbol)
#print("contract for symbol",contract)
print("")
openOrdersList = ib.openOrders()
#print("contract",contract)
print("open orders", openOrdersList)
print("open orders", ib.openTrades())
print("open trades ", ib.trades())
print("orders ", ib.orders())
print("length of orders ", len(openOrdersList))
x = 0
# not sure we need to differentiate between buy or sell stop orders below
def lookup_continuous_contracts(symbols):
return [ContFuture(**s) for s in symbols]
def validate_contract(self, contract):
if isinstance(contract, ContFuture):
return contract
elif isinstance(contract, Future):
return ContFuture(**contract.dict()).update(secType='CONTFUT')