def send_prof_orders():
## enter proforders if any
profsneeded = rpu_rp.CsvToLines(filledNoProfFile)
profsplaced = []
profitticks = 3
stopticks = 14
profmult = 1
## print profsneeded
## print 'those were all the profs needed'
for entryorder in profsneeded:
## print entryorder, 'entryorder'
flipsign = int(1)
tside = 'BUY'
if entryorder[1] == 'BUY':
tside = 'SELL'
flipsign = int(-1)
tsize = int(entryorder[2])
sym = entryorder[3]
profitticks = int(profticksdict[sym])
print 'original signal order = ', entryorder
orderprice = float(entryorder[4])
decimalboost = float(dboostdict[sym])
onetick = float(tickdict[sym])
addamt = onetick * int(entrywiderdict[sym])
tranflag = False
profprice = orderprice - (profmult * profitticks * onetick *
flipsign) - (flipsign * addamt)
stopprice = orderprice + (stopticks * onetick * flipsign) + (flipsign *
addamt)
## print profprice,stopprice
profitorder = ibutiles.create_order('LMT', tsize, tside, profprice,
tranflag, profprice, profprice,
'profit')
stoporder = ibutiles.create_order('STP', tsize, tside, stopprice,
tranflag, stopprice, stopprice,
'stop')
order_id = get_orderid()
symcontract = ibutiles.create_ticksym(
23, sym) ## might need to vary this number at some point
tws_conn.placeOrder(order_id, symcontract, profitorder)
tws_conn.placeOrder(order_id + 1, symcontract, stoporder)
print 'placed a profit and stop order here '
print sym, tside, str(tsize), str(profprice), 'PROFITORDER', order_id
profsplaced.append(entryorder)
sleep(2)
rpu_rp.WriteArrayToCsvfileAppend(filledNProfSentFile, profsplaced)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile, [])
def send_prof_orders():
## enter proforders if any
profsneeded = rpu_rp.CsvToLines(filledNoProfFile)
profsplaced = []
profitticks = 3
stopticks = 14
profmult = 1
## print profsneeded
## print 'those were all the profs needed'
for entryorder in profsneeded:
## print entryorder, 'entryorder'
flipsign = int(1)
tside = 'BUY'
if entryorder[1] == 'BUY':
tside = 'SELL'
flipsign = int(-1)
tsize = int(entryorder[2])
sym = entryorder[3]
profitticks = int(profticksdict[sym])
print 'original signal order = ', entryorder
orderprice = float(entryorder[4])
decimalboost = float(dboostdict[sym])
onetick = float(tickdict[sym])
addamt = onetick * int(entrywiderdict[sym])
tranflag = False
profprice = orderprice - (profmult * profitticks * onetick *flipsign) - (flipsign *addamt)
stopprice = orderprice + (stopticks * onetick *flipsign) + (flipsign *addamt)
## print profprice,stopprice
profitorder = ibutiles.create_order('LMT', tsize, tside, profprice,tranflag,profprice,profprice,'profit')
stoporder = ibutiles.create_order('STP', tsize, tside, stopprice,tranflag,stopprice,stopprice,'stop')
order_id = get_orderid()
symcontract = ibutiles.create_ticksym(23,sym) ## might need to vary this number at some point
tws_conn.placeOrder(order_id, symcontract, profitorder)
tws_conn.placeOrder(order_id+1, symcontract, stoporder)
print 'placed a profit and stop order here '
print sym, tside, str(tsize), str(profprice),'PROFITORDER',order_id
profsplaced.append(entryorder)
sleep(2)
rpu_rp.WriteArrayToCsvfileAppend(filledNProfSentFile,profsplaced)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile,[])
for l in rpu_rp.CsvToLines('pricenow'):
pricebid = float(l[0])
sleep(1) ## allows oderide to write to window remove later
order_id = get_orderid()
if tickrounder != 0:
pricenow = round(float(ask),roundfactor)
########################################################
sigprice = round(float(priceinsignal)/float(decimalboost),roundfactor)
########################
flipsign = int(-1)
if tside == 'SELL':
flipsign = int(1)
entryprice = pricenow + (flipsign * addamt)
orderstring = str(order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(entryprice)
## print orderstring
entryorder = ibutiles.create_order('LMT', tsize, tside, entryprice,tranflag,entryprice,entryprice,'entry')
print orderstring
prevsigid = sigid
print 'finished ',loopmax,' loops by Signal Creator...dead since..',now
#############
def create_report(Sigfile,sym,barsize):
barfile = DataDown + today + '.'+sym+ '.'+ barsize +'both.csv'
lines = rpu_rp.CsvToLines(barfile)
numberBars = len(lines)
siglines = rpu_rp.CsvToLines(Sigfile)
numsigs = len(siglines)
print barsize,sym,'number bars studied=',numberBars,numsigs,'=numsigs'
## distance to last bar =
## distance to last signal
if tside == 'SELL':
treverseside = 'BUY'
profadd = profmult * (-1) * profsig
fadeamount = absfadeamount
else:
fadeamount = absfadeamount * int(-1)
profadd = profmult * 1 * profsig
fadedentryprice = pricenow + fadeamount
mktentryprice = pricenow
#################################
tranflag = False # True # True ### <<<<<<<<<this needs to be flipped for transmits.....!!!!!!
#################################
orderstring = str(parent_order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(fadedentryprice)
print 'placing order', orderstring
rpu_rp.WriteStringsToFileAppend(TMP +'Entry.orders.Sent.csv',orderstring)
fadedentryorder = ibutiles.create_order('LMT', tsize, tside, fadedentryprice,tranflag,fadedentryprice,fadedentryprice,'entry')
mktentryorder = ibutiles.create_order('LMT', tsize, tside, mktentryprice,tranflag,mktentryprice,mktentryprice,'entry')
stopprice = mktentryprice - (stpmult*profadd)
profprice = mktentryprice + profadd
bracketorder = ibutiles.create_bracket_order('LMT', tsize,treverseside,profprice,tranflag,profprice,profprice,'profittxt', parent_order_id)
bracketorderSTP = ibutiles.create_bracket_order('STP', tsize,treverseside,stopprice,tranflag,stopprice,stopprice,'stoptxt', parent_order_id)
if online == 'online':
tws_conn.placeOrder(parent_order_id, symcontract, fadedentryorder)
tws_conn.placeOrder(parent_order_id+1, symcontract, bracketorder)
tws_conn.placeOrder(parent_order_id+2, symcontract, bracketorderSTP)
sleep(1)
tws_conn.placeOrder(parent_order_id, symcontract, mktentryorder)
tws_conn.orderStatus(parent_order_id)
entryordsstatus_dict[parent_order_id] = 'openstatus'
entryordside_dict[parent_order_id] = tside #{}
fadeamount = absfadeamount
else:
fadeamount = absfadeamount * int(-1)
profadd = profmult * 1 * profsig
fadedentryprice = pricenow + fadeamount
mktentryprice = pricenow
#################################
tranflag = False # True # True ### <<<<<<<<<this needs to be flipped for transmits.....!!!!!!
#################################
orderstring = str(parent_order_id) + ',' + tside + ',' + str(
tsize) + ',' + sym + ',' + str(fadedentryprice)
print 'placing order', orderstring
rpu_rp.WriteStringsToFileAppend(TMP + 'Entry.orders.Sent.csv',
orderstring)
fadedentryorder = ibutiles.create_order('LMT', tsize, tside,
fadedentryprice, tranflag,
fadedentryprice,
fadedentryprice, 'entry')
mktentryorder = ibutiles.create_order('LMT', tsize, tside,
mktentryprice, tranflag,
mktentryprice, mktentryprice,
'entry')
stopprice = mktentryprice - (stpmult * profadd)
profprice = mktentryprice + profadd
profprice2 = mktentryprice + profadd + profadd
tsizeprof1 = (tsize / 3) * 2
tsizeprof2 = (tsize / 3) * 1
bracketorder = ibutiles.create_bracket_order(
'LMT', tsizeprof1, treverseside, profprice, tranflag,
profprice, profprice, 'profittxt', parent_order_id)
bracketorder2 = ibutiles.create_bracket_order(
'LMT', tsizeprof2, treverseside, profprice2, tranflag,
def scan_for_fills():
entrysSentFile = TMP + 'Entry.orders.Sent.csv'
filledNoProfFile = TMP + 'Entry.orders.FilledNoProf.csv'
filledNProfSentFile = TMP + 'Entry.orders.FilledNProfSent.csv'
ProfSentFile = TMP + 'Profit.orders.Sent.csv'
openarray = []
fillNoProf = []
filledNProfSent = []
replys = rpu_rp.CsvToLines( TMP + 'entryreplys') ## this reads the replies from the sigcreate login
for l in rpu_rp.CsvToLines(entrysSentFile):
if len(l) > 0:
print l
status ='open'
listordid = l[0]
#poll for status
tws_conn.orderStatus(listordid)
sleep(3) ### give it time to read list
## filledstring = 'orderStatus orderId='+listordid +', ' status=Filled'
for rep in replys:
## CAPTURE FILL PRICE HERE AND USE INSTEAD OF ENTRYPRICE IN FILE
if len(rep) > 1 and rep[1] == ' status=Filled' and rep[0] == '<orderStatus orderId='+listordid:
print 'found a fill in entry orders', listordid
## status='filled'
if len(rep) > 1 and rep[1] == ' status=Cancelled' and rep[0] == '<orderStatus orderId='+listordid:
## print 'found a fill in entry orders', listordid
status='cxld'
if status == 'filled':
fillNoProf.append(l)
pass
elif status == 'cxld':
## print 'was cxld, deleting from list',l
pass
else:
openarray.append(l)
## print 'is open still',l
rpu_rp.WriteArrayToCsvfile(entrysSentFile,openarray)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile,fillNoProf)
## enter proforders if any
profsneeded = rpu_rp.CsvToLines(filledNoProfFile)
profsplaced = []
profitticks = 3
stopticks = 14
profmult = 1
for entryorder in profsneeded:
print profsneeded
print 'those were all the profs needed'
flipsign = int(1)
tside = 'BUY'
if entryorder[1] == 'BUY':
tside = 'SELL'
flipsign = int(-1)
tsize = int(entryorder[2])
sym = entryorder[3]
profitticks = int(profticksdict[sym])
print 'original signal order = ', entryorder
orderprice = float(entryorder[4])
decimalboost = float(dboostdict[sym])
onetick = float(tickdict[sym])
addamt = onetick * int(entrywiderdict[sym])
tranflag = False
profprice = orderprice - (profmult * profitticks * onetick *flipsign) - (flipsign *addamt)
stopprice = orderprice + (stopticks * onetick *flipsign) + (flipsign *addamt)
## print profprice,stopprice
profitorder = ibutiles.create_order('LMT', tsize, tside, profprice,tranflag,profprice,profprice,'profit')
stoporder = ibutiles.create_order('STP', tsize, tside, stopprice,tranflag,stopprice,stopprice,'stop')
order_id = get_orderid()
symcontract = ibutiles.create_ticksym(23,sym) ## might need to vary this number at some point
tws_conn.placeOrder(order_id, symcontract, profitorder)
tws_conn.placeOrder(order_id+1, symcontract, stoporder)
print 'placed a profit and stop order here '
print sym, tside, str(tsize), str(profprice),'PROFITORDER'
profsplaced.append(entryorder)
sleep(4)
rpu_rp.WriteArrayToCsvfileAppend(filledNProfSentFile,profsplaced)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile,[])
##################################
symcontract = symcontrdict[sym]
##########################################
pricenow = limitprice
########################
if tside == 'SELL':
entrybuffer = addamt
else:
entrybuffer = addamt * int(-1)
entryprice = pricenow + entrybuffer
##################################
tranflag = False ### <<<<<<<<<this needs to be flipped for transmits.....!!!!!!
########################################################
orderstring = str(order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(entryprice)
rpu_rp.WriteStringsToFileAppend(TMP +'Entry.orders.Sent.csv',orderstring)
entryorder = ibutiles.create_order('LMT', tsize, tside, entryprice,tranflag,entryprice,entryprice,'entry')
if testmode == 'online':
tws_conn.placeOrder(order_id, symcontract, entryorder)
print 'placing order'
order_id = order_id +1
sleep(4)
########## end of if clause sig file changed
loop +=1
shutil.copyfile(siglistfile, 'temp')
os.remove(siglistfile)
print 'entry trader heartbeat..',loop, loopmax
sleep(cycledelay)
#############
print 'finished ',loopmax,' loops by Signal Creator...dead since..'
print 'disconnecting.. done..'
if testmode == 'online':
if 'entry' == 'entry': # always true remove after new version
tside = 'BUY'
flipsign = int(-1)
flipside = 'SELL'
if action == 'negcrossmcd':
tside = 'SELL'
flipsign = int(1)
flipside = 'BUY'
entryprice = pricenow + (flipsign * addamt)
profprice = orderprice - (profitticks * onetick *flipsign) - (flipsign *addamt)
stopprice = orderprice + (profitticks * onetick *flipsign) + (flipsign *addamt)
###########
orderstring = str(order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(orderprice)
print orderstring
entryorder = ibutiles.create_order('LMT', tsize, tside, orderprice,tranflag,orderprice,orderprice,'entry')
profitorder = ibutiles.create_order('LMT', tsize, flipside, profprice,tranflag,profprice,profprice,'profit')
stoporder = ibutiles.create_order('STPLMT', tsize, flipside, stopprice,tranflag,stopprice,stopprice,'stop')
if mode == 'NOTRADE-setting':
print 'flag said do not place!!!!!'
else:
tws_conn.placeOrder(order_id, symcontract, entryorder)
tws_conn.placeOrder(order_id+1, symcontract, profitorder)
rpu_rp.WriteStringsToFileAppend('entryorderssent',orderstring)
print 'placing order'
sleep(5)
print 'disconnecting.. done..'
tws_conn.disconnect()
####reqGlobalCancel()
## enter a trailstop as profit order...
if action == 'negcrossmcd':
tside = 'SELL'
entryprice = pricenow + addamt
flipside = 'BUY'
profprice = round(entryprice - (profitticks * onetick),roundfactor)
stoptrailprice = round(entryprice + (profitticks * onetick * 3),roundfactor)
###########
orderstring = str(order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(pricenow)
print orderstring
if mode == 'NOTRANSMIT-setting':
tranflag = False
else:
tranflag = True
entryorder = ibutiles.create_order('LMT', tsize, tside, entryprice,tranflag,entryprice,entryprice,'entry')
profitorder = ibutiles.create_order('LMT', tsize, flipside, profprice,tranflag,profprice,profprice,'profit')
trailamount = onetick * 8.0
## profitTrailSTP = ibutiles.create_order('TRAIL', tsize, flipside, profprice,tranflag,trailamount,profprice,'trailrp')
if mode == 'NOTRADE-setting':
print 'flag said do not place!!!!!'
else:
if sigid != prevsigid:
tws_conn.placeOrder(order_id, symcontract, entryorder)
tws_conn.placeOrder(order_id+1, symcontract, profitorder)
prevsigid = sigid
rpu_rp.WriteStringsToFileAppend('entryorderssent',orderstring)
## check_for_entry_fills(profitorder,order_id)
print 'placing order'
else:
def scan_for_fills():
entrysSentFile = TMP + 'Entry.orders.Sent.csv'
filledNoProfFile = TMP + 'Entry.orders.FilledNoProf.csv'
filledNProfSentFile = TMP + 'Entry.orders.FilledNProfSent.csv'
ProfSentFile = TMP + 'Profit.orders.Sent.csv'
openarray = []
fillNoProf = []
filledNProfSent = []
replys = rpu_rp.CsvToLines(
TMP +
'entryreplys') ## this reads the replies from the sigcreate login
for l in rpu_rp.CsvToLines(entrysSentFile):
if len(l) > 0:
print l
status = 'open'
listordid = l[0]
#poll for status
tws_conn.orderStatus(listordid)
sleep(3) ### give it time to read list
## filledstring = 'orderStatus orderId='+listordid +', ' status=Filled'
for rep in replys:
## CAPTURE FILL PRICE HERE AND USE INSTEAD OF ENTRYPRICE IN FILE
if len(rep) > 1 and rep[1] == ' status=Filled' and rep[
0] == '<orderStatus orderId=' + listordid:
print 'found a fill in entry orders', listordid
## status='filled'
if len(rep) > 1 and rep[1] == ' status=Cancelled' and rep[
0] == '<orderStatus orderId=' + listordid:
## print 'found a fill in entry orders', listordid
status = 'cxld'
if status == 'filled':
fillNoProf.append(l)
pass
elif status == 'cxld':
## print 'was cxld, deleting from list',l
pass
else:
openarray.append(l)
## print 'is open still',l
rpu_rp.WriteArrayToCsvfile(entrysSentFile, openarray)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile, fillNoProf)
## enter proforders if any
profsneeded = rpu_rp.CsvToLines(filledNoProfFile)
profsplaced = []
profitticks = 3
stopticks = 14
profmult = 1
for entryorder in profsneeded:
print profsneeded
print 'those were all the profs needed'
flipsign = int(1)
tside = 'BUY'
if entryorder[1] == 'BUY':
tside = 'SELL'
flipsign = int(-1)
tsize = int(entryorder[2])
sym = entryorder[3]
profitticks = int(profticksdict[sym])
print 'original signal order = ', entryorder
orderprice = float(entryorder[4])
decimalboost = float(dboostdict[sym])
onetick = float(tickdict[sym])
addamt = onetick * int(entrywiderdict[sym])
tranflag = False
profprice = orderprice - (profmult * profitticks * onetick *
flipsign) - (flipsign * addamt)
stopprice = orderprice + (stopticks * onetick * flipsign) + (flipsign *
addamt)
## print profprice,stopprice
profitorder = ibutiles.create_order('LMT', tsize, tside, profprice,
tranflag, profprice, profprice,
'profit')
stoporder = ibutiles.create_order('STP', tsize, tside, stopprice,
tranflag, stopprice, stopprice,
'stop')
order_id = get_orderid()
symcontract = ibutiles.create_ticksym(
23, sym) ## might need to vary this number at some point
tws_conn.placeOrder(order_id, symcontract, profitorder)
tws_conn.placeOrder(order_id + 1, symcontract, stoporder)
print 'placed a profit and stop order here '
print sym, tside, str(tsize), str(profprice), 'PROFITORDER'
profsplaced.append(entryorder)
sleep(4)
rpu_rp.WriteArrayToCsvfileAppend(filledNProfSentFile, profsplaced)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile, [])
sigprice = price
onetick = float(1/decimalboost)
tside = 'BUY'
flipside = 'SELL'
profprice = round(pricenow + (profitticks * onetick),roundfactor)
stoptrailprice = round(pricenow - (profitticks * onetick * 3),roundfactor)
if action == 'negcrossmcd':
tside = 'SELL'
flipside = 'BUY'
profprice = round(pricenow - (profitticks * onetick),roundfactor)
stoptrailprice = round(pricenow + (profitticks * onetick * 3),roundfactor)
###########
orderstring = str(order_id) + ',' + tside + ',' + str(tsize) + ',' + sym + ',' + str(pricenow)
print orderstring
entryorder = ibutiles.create_order('LMT', tsize, tside, pricenow,True,pricenow,pricenow,'entry')
profitorder = ibutiles.create_order('LMT', tsize, flipside, profprice,True,profprice,profprice,'profit')
trailamount = onetick * 8.0
profitTrailSTP = ibutiles.create_order('TRAIL', tsize, flipside, profprice,True,trailamount,profprice,'trailrp')
if mode == 'notrade':
print 'flag said do not place!!!!!'
else:
if sigid != prevsigid:
tws_conn.placeOrder(order_id, symcontract, entryorder)
tws_conn.placeOrder(order_id+1, symcontract, profitTrailSTP)
prevsigid = sigid
rpu_rp.WriteStringsToFileAppend('entryorderssent',orderstring)
## check_for_entry_fills(profitorder,order_id)
print 'placing order'
# (The clientId is chosen by us and we will need
# separate IDs for both the execution connection and
# market data connection)
tws_conn = Connection.create(port=7496, clientId=100)
tws_conn.connect()
tws_conn.register(error_handler, 'Error')
tws_conn.registerAll(reply_handler)
################
timelimit = 2
timer = 1
while timer < timelimit:
print 'running next loop'
# Create an order ID which is 'global' for this session. This
# will need incrementing once new orders are submitted.
order_id = timer
symcontract = ibutiles.create_ticksym(14,'EUR', 'CASH', 'IDEALPRO', 'USD','ignoreexp')
sym_order = ibutiles.create_order('LMT', 100000, 'SELL', 1.1498)
tws_conn.reqMktData(14,symcontract,'BID',True)
# Use the connection to the send the order to IB
tws_conn.placeOrder(order_id, symcontract, sym_order)
sleep(5)
tws_conn.cancelOrder(order_id)
timer += 1
sleep(5)
# Disconnect from TWS
print 'disconnecting..loop is done..'
tws_conn.disconnect()
##reqGlobalCancel()
flipside = 'BUY'
profprice = round(entryprice - (profitticks * onetick),
roundfactor)
stoptrailprice = round(entryprice + (profitticks * onetick * 3),
roundfactor)
###########
orderstring = str(order_id) + ',' + tside + ',' + str(
tsize) + ',' + sym + ',' + str(pricenow)
print orderstring
if mode == 'NOTRANSMIT-setting':
tranflag = False
else:
tranflag = True
entryorder = ibutiles.create_order('LMT', tsize, tside, entryprice,
tranflag, entryprice, entryprice,
'entry')
profitorder = ibutiles.create_order('LMT', tsize, flipside, profprice,
tranflag, profprice, profprice,
'profit')
trailamount = onetick * 8.0
## profitTrailSTP = ibutiles.create_order('TRAIL', tsize, flipside, profprice,tranflag,trailamount,profprice,'trailrp')
if mode == 'NOTRADE-setting':
print 'flag said do not place!!!!!'
else:
if sigid != prevsigid:
tws_conn.placeOrder(order_id, symcontract, entryorder)
tws_conn.placeOrder(order_id + 1, symcontract, profitorder)
prevsigid = sigid
rpu_rp.WriteStringsToFileAppend('entryorderssent', orderstring)
if action == 'negcrossmcd':
tside = 'SELL'
flipsign = int(1)
flipside = 'BUY'
entryprice = pricenow + (flipsign * addamt)
profprice = orderprice - (profitticks * onetick *
flipsign) - (flipsign * addamt)
stopprice = orderprice + (profitticks * onetick *
flipsign) + (flipsign * addamt)
###########
orderstring = str(order_id) + ',' + tside + ',' + str(
tsize) + ',' + sym + ',' + str(orderprice)
print orderstring
entryorder = ibutiles.create_order('LMT', tsize, tside, orderprice,
tranflag, orderprice, orderprice,
'entry')
profitorder = ibutiles.create_order('LMT', tsize, flipside, profprice,
tranflag, profprice, profprice,
'profit')
stoporder = ibutiles.create_order('STPLMT', tsize, flipside, stopprice,
tranflag, stopprice, stopprice, 'stop')
if mode == 'NOTRADE-setting':
print 'flag said do not place!!!!!'
else:
tws_conn.placeOrder(order_id, symcontract, entryorder)
tws_conn.placeOrder(order_id + 1, symcontract, profitorder)
rpu_rp.WriteStringsToFileAppend('entryorderssent', orderstring)
print 'placing order'
sleep(5)
# (The clientId is chosen by us and we will need
# separate IDs for both the execution connection and
# market data connection)
tws_conn = Connection.create(port=7496, clientId=100)
tws_conn.connect()
tws_conn.register(error_handler, 'Error')
tws_conn.registerAll(reply_handler)
################
timelimit = 2
timer = 1
while timer < timelimit:
print 'running next loop'
# Create an order ID which is 'global' for this session. This
# will need incrementing once new orders are submitted.
order_id = timer
symcontract = ibutiles.create_ticksym(14,'EUR', 'CASH', 'IDEALPRO', 'USD','ignoreexp')
sym_order = ibutiles.create_order('LMT', 100000, 'SELL', 1.1498)
tws_conn.reqMktData(14,symcontract,'BID',True)
# Use the connection to the send the order to IB
tws_conn.placeOrder(order_id, symcontract, sym_order)
sleep(5)
tws_conn.cancelOrder(order_id)
timer += 1
sleep(5)
# Disconnect from TWS
print 'disconnecting..loop is done..'
tws_conn.disconnect()
##reqGlobalCancel()