def TrailBracketOrder(self, parentOrderId, childOrderId, action, quantity,
limitPrice, trailAmount):
# This will be our main or "parent" order
parent = Order()
parent.orderId = parentOrderId
parent.action = action
parent.orderType = "LMT"
parent.totalQuantity = 1000 #quantity
parent.lmtPrice = limitPrice
parent.transmit = False
stopLoss = Order()
stopLoss.orderId = childOrderId
logging.info("Action is " + action)
if action == "Buy":
stopLoss.action = "Sell"
stopLoss.trailStopPrice = limitPrice - (limitPrice * .02)
if action == "Sell":
stopLoss.action = "Buy"
stopLoss.trailStopPrice = limitPrice + (limitPrice * .02)
stopLoss.orderType = "TRAIL"
stopLoss.auxPrice = limitPrice #trailAmount
#trailAmount
stopLoss.totalQuantity = 1000 #quantity
stopLoss.parentId = parentOrderId
stopLoss.transmit = True
bracketOrder = [parent, stopLoss]
return bracketOrder
def placeOrder(self, contract: Contract, order: Order) -> Trade:
"""
Place a new order or modify an existing order.
Returns a Trade that is kept live updated with
status changes, fills, etc.
"""
orderId = order.orderId or self.client.getReqId()
self.client.placeOrder(orderId, contract, order)
now = datetime.datetime.now(datetime.timezone.utc)
if not isinstance(order, Order):
order = Order(**order.__dict__)
trade = self.wrapper.trades.get(orderId)
if trade:
# this is a modification of an existing order
assert trade.orderStatus.status in OrderStatus.ActiveStates
logEntry = TradeLogEntry(now,
trade.orderStatus.status, 'Modify')
trade.log.append(logEntry)
else:
# this is a new order
order.orderId = orderId
orderStatus = OrderStatus(status=OrderStatus.PendingSubmit)
logEntry = TradeLogEntry(now, orderStatus.status, '')
trade = Trade(contract, order, orderStatus, [], [logEntry])
self.wrapper.trades[orderId] = trade
_logger.info(f'placeOrder: {trade}')
return trade