def openOrder(self, orderId: OrderId, ib_contract: Contract,
ib_order: IBOrder, orderState: OrderState):
super().openOrder(orderId, ib_contract, ib_order, orderState)
if ib_order.orderType.upper() == 'STP':
execution_style = StopOrder(ib_order.auxPrice)
elif ib_order.orderType.upper() == 'MKT':
execution_style = MarketOrder()
else:
error_message = "Order Type is not supported: {}".format(
ib_order.orderType)
self.logger.error(error_message)
raise ValueError(error_message)
if ib_order.action.upper() == 'SELL':
quantity = -ib_order.totalQuantity
elif ib_order.action.upper() == 'BUY':
quantity = ib_order.totalQuantity
else:
error_message = "Order Action is not supported: {}".format(
ib_order.action)
self.logger.error(error_message)
raise ValueError(error_message)
if ib_order.tif.upper() == 'DAY':
time_in_force = TimeInForce.DAY
elif ib_order.tif.upper() == 'GTC':
time_in_force = TimeInForce.GTC
elif ib_order.tif.upper() == 'OPG':
time_in_force = TimeInForce.OPG
else:
error_message = "Time in Force is not supported: {}".format(
ib_order.tif)
self.logger.error(error_message)
raise ValueError(error_message)
try:
ticker = self.contract_ticker_mapper.contract_to_ticker(
IBContract.from_ib_contract(ib_contract))
order = Order(ticker=ticker,
quantity=quantity,
execution_style=execution_style,
time_in_force=time_in_force,
order_state=orderState.status)
order.id = int(orderId)
self.order_list.append(order)
except ValueError as e:
self.logger.error(
f"Open Order for contract {ib_contract} will be skipped due to the following error "
f"during parsing: \n{e}")
def openOrder(self, orderId: OrderId, ib_contract: IBContract,
ib_order: IBOrder, orderState: OrderState):
contract = Contract(ib_contract.symbol, ib_contract.secType,
ib_contract.exchange)
if ib_order.orderType.upper() == 'STP':
execution_style = StopOrder(ib_order.auxPrice)
elif ib_order.orderType.upper() == 'MKT':
execution_style = MarketOrder()
else:
error_message = "Order Type is not supported: {}".format(
ib_order.orderType)
self.logger.error(error_message)
raise ValueError(error_message)
if ib_order.action.upper() == 'SELL':
quantity = -ib_order.totalQuantity
elif ib_order.action.upper() == 'BUY':
quantity = ib_order.totalQuantity
else:
error_message = "Order Action is not supported: {}".format(
ib_order.action)
self.logger.error(error_message)
raise ValueError(error_message)
if ib_order.tif.upper() == 'DAY':
time_in_force = TimeInForce.DAY
elif ib_order.tif.upper() == 'GTC':
time_in_force = TimeInForce.GTC
elif ib_order.tif.upper() == 'OPG':
time_in_force = TimeInForce.OPG
else:
error_message = "Time in Force is not supported: {}".format(
ib_order.tif)
self.logger.error(error_message)
raise ValueError(error_message)
order = Order(contract=contract,
quantity=quantity,
execution_style=execution_style,
time_in_force=time_in_force,
order_state=orderState.status)
order.id = int(orderId)
self.order_list.append(order)