def place_plain_order(expiry, symbol, right, strike, orderType, quantity,
lmtPrice, orderId):
"""
Place a sinlge option order orderType="LMT"
"""
if orderId <= 0:
orderId = None
client, log_order = init_func()
log_order.info("placing order ")
ibcontract = IBcontract()
ibcontract.secType = get_contract_details(symbol)["secType"]
ibcontract.expiry = expiry
ibcontract.symbol = symbol
ibcontract.exchange = get_contract_details(symbol)["exchange"]
ibcontract.right = right
ibcontract.strike = strike
ibcontract.multiplier = get_contract_details(symbol)["multiplier"]
ibcontract.currency = get_contract_details(symbol)["currency"]
iborder = IBOrder()
iborder.action = bs_resolve(quantity)
iborder.lmtPrice = lmtPrice
iborder.orderType = orderType
iborder.totalQuantity = abs(quantity)
iborder.tif = get_order_defaults()["tif"]
iborder.transmit = get_order_defaults()["transmit"]
order_structure = client.place_new_IB_order(ibcontract,
iborder,
orderid=orderId)
df1 = pd.DataFrame()
for idx, x in order_structure.items():
temp = pd.DataFrame.from_dict(x, orient='index').transpose()
df1 = df1.append(temp)
if not df1.empty:
df1 = df1.set_index(['orderid'], drop=True)
print(df1)
end_func(client=client)
def getPortfolio(self):
'''
Returns list of triplets of current (contract, position in number of shares/contracts, market value of position)
'''
portfolioList = []
# setup call back variables
self.callback.accountEnd = False
#self.callback.portfolioContract = None
#self.callback.portfolioPosition = None
#self.callback.portfolioSecMarketValue = None
self.tws.reqAccountUpdates(1, self.accountNumber)
while (not self.callback.accountEnd):
self.callback.portfolioContract = None
self.callback.portfolioPosition = None
self.callback.portfolioSecMarketValue = None
max_wait = datetime.timedelta(seconds=60) + datetime.datetime.now()
while (self.callback.portfolioPosition is None
or self.callback.portfolioContract is None
or self.callback.portfolioSecMarketValue is None):
if datetime.datetime.now() > max_wait:
break
if self.callback.portfolioPosition is not None and self.callback.portfolioContract is not None and self.callback.portfolioSecMarketValue is not None:
myContract = Contract()
myContract.exchange = "SMART"
myContract.currency = "USD"
myContract.symbol = self.callback.portfolioContractSymbol
myContract.conId = self.callback.portfolioContractConId
myContract.secType = self.callback.portfolioContractSecType
myContract.strike = self.callback.portfolioContractStrike
myContract.expiry = self.callback.portfolioContractExpiry
myContract.right = self.callback.portfolioContractRight
myPosition = self.callback.portfolioPosition
mySecMarketValue = self.callback.portfolioSecMarketValue
portfolioList.append(
(myContract, myPosition, mySecMarketValue))
self.tws.reqAccountUpdates(0, self.accountNumber)
return portfolioList
def getPortfolio(self): ''' Returns list of triplets of current (contract, position in number of shares/contracts, market value of position) ''' portfolioList = [] # setup call back variables self.callback.accountEnd = False #self.callback.portfolioContract = None #self.callback.portfolioPosition = None #self.callback.portfolioSecMarketValue = None self.tws.reqAccountUpdates(1, self.accountNumber) while (not self.callback.accountEnd): self.callback.portfolioContract = None self.callback.portfolioPosition = None self.callback.portfolioSecMarketValue = None max_wait = datetime.timedelta(seconds=60) + datetime.datetime.now() while (self.callback.portfolioPosition is None or self.callback.portfolioContract is None or self.callback.portfolioSecMarketValue is None): if datetime.datetime.now() > max_wait: break if self.callback.portfolioPosition is not None and self.callback.portfolioContract is not None and self.callback.portfolioSecMarketValue is not None: myContract = Contract() myContract.exchange = "SMART" myContract.currency = "USD" myContract.symbol = self.callback.portfolioContractSymbol myContract.conId = self.callback.portfolioContractConId myContract.secType = self.callback.portfolioContractSecType myContract.strike = self.callback.portfolioContractStrike myContract.expiry = self.callback.portfolioContractExpiry myContract.right = self.callback.portfolioContractRight myPosition = self.callback.portfolioPosition mySecMarketValue = self.callback.portfolioSecMarketValue portfolioList.append((myContract, myPosition, mySecMarketValue)) self.tws.reqAccountUpdates(0, self.accountNumber) return portfolioList
logging.basicConfig(handlers=[logging.StreamHandler()],
level=logging.INFO,
format='%(asctime)s [%(levelname)s] %(message)s',
datefmt='%j-%H:%M:%S')
logging.debug(args)
if args.sym: contract.symbol = args.sym
if args.exc: contract.exchange = args.exc
if args.st: contract.secType = args.st
if args.cur: contract.currency = args.cur
if args.id: contract.conId = args.id
if args.exp: contract.expiry = args.exp
if args.pex: contract.primaryExchange = args.pex
if args.str: contract.strike = args.str
if args.rt: contract.right = args.rt
if args.mult: contract.multiplier = args.mult
barsize = args.p
datatype = args.t
rth_only = args.rth
pacing = args.pacing
num_requests = args.n
zerobased = args.z
if barsize == "1 day" or barsize == "1W" or barsize == "1M":
dt_format = "%Y%m%d"
else:
dt_format = "%Y%m%d %H:%M:%S"
logging.info("Starting to download {}, series: {}, bartype: '{}'".format(
if args.v:
logging.basicConfig(handlers=[logging.StreamHandler()], level=logging.DEBUG, format='%(asctime)s [%(levelname)s] %(message)s', datefmt='%j-%H:%M:%S')
else:
logging.basicConfig(handlers=[logging.StreamHandler()], level=logging.INFO, format='%(asctime)s [%(levelname)s] %(message)s', datefmt='%j-%H:%M:%S')
logging.debug(args)
if args.sym: contract.symbol = args.sym
if args.exc: contract.exchange = args.exc
if args.st: contract.secType = args.st
if args.cur: contract.currency = args.cur
if args.id: contract.conId = args.id
if args.exp: contract.expiry = args.exp
if args.pex: contract.primaryExchange = args.pex
if args.str: contract.strike = args.str
if args.rt: contract.right = args.rt
if args.mult: contract.multiplier = args.mult
barsize = args.p
datatype = args.t
rth_only = args.rth
pacing = args.pacing
num_requests = args.n
zerobased = args.z
if barsize == "1 day" or barsize == "1W" or barsize == "1M":
dt_format = "%Y%m%d"
else:
dt_format = "%Y%m%d %H:%M:%S"
logging.info("Starting to download {}, series: {}, bartype: '{}'".format(contract_to_string(contract), datatype, barsize))
