def get_ticker_object(
self,
contract_object_with_ib_data: futuresContract,
trade_list_for_multiple_legs: tradeQuantity = None
) -> tickerWithBS:
specific_log = contract_object_with_ib_data.specific_log(self.log)
ibcontract = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list_for_multiple_legs,
)
if ibcontract is missing_contract:
specific_log.warn("Can't find matching IB contract for %s" %
str(contract_object_with_ib_data))
return missing_contract
self.ib.reqMktData(ibcontract, "", False, False)
ticker = self.ib.ticker(ibcontract)
ib_BS_str, ib_qty = resolveBS_for_list(trade_list_for_multiple_legs)
ticker_with_bs = tickerWithBS(ticker, ib_BS_str)
return ticker_with_bs
def _build_ib_order(
self,
trade_list: tradeQuantity,
account: str = "",
order_type: brokerOrderType = market_order_type,
limit_price: float = None,
) -> ibOrder:
ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
if order_type is market_order_type:
ib_order = ibMarketOrder(ib_BS_str, ib_qty)
elif order_type is limit_order_type:
if limit_price is None:
self.log.critical("Need to have limit price with limit order!")
return missing_order
else:
ib_order = ibLimitOrder(ib_BS_str, ib_qty, limit_price)
else:
self.log.critical("Order type %s not recognised!" % order_type)
return missing_order
if account != "":
ib_order.account = account
return ib_order
def get_ticker_object(self,
contract_object_with_ib_data,
trade_list_for_multiple_legs=None):
specific_log = self.log.setup(
instrument_code=contract_object_with_ib_data.instrument_code,
contract_date=contract_object_with_ib_data.date_str,
)
ibcontract = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list_for_multiple_legs,
)
if ibcontract is missing_contract:
specific_log.warn("Can't find matching IB contract for %s" %
str(contract_object_with_ib_data))
return missing_contract
self.ib.reqMktData(ibcontract, "", False, False)
ticker = self.ib.ticker(ibcontract)
ib_BS_str, ib_qty = resolveBS_for_list(trade_list_for_multiple_legs)
ticker_with_bs = tickerWithBS(ticker, ib_BS_str)
return ticker_with_bs
def ib_submit_order(
self,
contract_object_with_ib_data,
trade_list,
account="",
order_type="market",
limit_price=None,
):
if contract_object_with_ib_data.is_spread_contract():
ibcontract_with_legs = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list,
return_leg_data=True,
)
ibcontract = ibcontract_with_legs.ibcontract
else:
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
ibcontract_with_legs = ibcontractWithLegs(ibcontract)
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
if order_type == "market":
ib_order = MarketOrder(ib_BS_str, ib_qty)
elif order_type == "limit":
if limit_price is None:
self.log.critical("Need to have limit price with limit order!")
return missing_order
else:
ib_order = LimitOrder(ib_BS_str, ib_qty, limit_price)
else:
self.log.critical("Order type %s not recognised!" % order_type)
return missing_order
if account != "":
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontract_with_legs,
order_object)
return trade_with_contract
def ib_submit_calendar_leg_market_order(self,
contract_object_with_ib_data,
trade_list,
account=""):
ibcontract_with_legs = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list,
return_leg_data=True)
ibcontract = ibcontract_with_legs.ibcontract
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
placed_broker_trade_object = tradeWithContract(ibcontract_with_legs,
order_object)
return placed_broker_trade_object
