def get_and_submit_broker_order_for_contract_order(self, contract_order,
limit_price = None,
order_type = "market"):
log = contract_order.log_with_attributes(self.data.log)
broker = self.get_broker_name()
broker_account = self.get_broker_account()
broker_clientid = self.get_broker_clientid()
side_prices, mid_prices = self.get_benchmark_prices_for_contract_order_by_leg(contract_order)
broker_order = create_new_broker_order_from_contract_order(contract_order, order_type=order_type,
side_price=side_prices, mid_price=mid_prices,
broker=broker, broker_account=broker_account,
broker_clientid=broker_clientid,
limit_price=limit_price)
log.msg("Created a broker order %s (not yet submitted or written to local DB)" % str(broker_order))
placed_broker_order_with_controls = self.\
submit_broker_order(broker_order)
if placed_broker_order_with_controls is missing_order:
log.warn("Order could not be submitted")
return missing_order
log = placed_broker_order_with_controls.order.log_with_attributes(log)
log.msg("Submitted order to IB %s" % str(placed_broker_order_with_controls.order))
return placed_broker_order_with_controls
def get_and_submit_broker_order_for_contract_order_as_market_order_with_quantity(
self, contract_order, qty):
log = log_attributes_from_contract_order(self.data.log, contract_order)
broker = self.get_broker_name()
broker_account = self.get_broker_account()
broker_clientid = self.get_broker_clientid()
# Check market closed?
side_price, mid_price = self.check_market_conditions_for_contract_order(
contract_order)
broker_order = create_new_broker_order_from_contract_order(
contract_order,
qty,
order_type="market",
side_price=side_price,
mid_price=mid_price,
algo_comment="market order",
broker=broker,
broker_account=broker_account,
broker_clientid=broker_clientid)
submitted_broker_order = self.\
submit_broker_order(broker_order)
if submitted_broker_order is missing_order:
return missing_order
return submitted_broker_order
def get_and_submit_broker_order_for_contract_order_as_market_order_with_quantity(
self, contract_order, qty):
log = contract_order.log_with_attributes(self.data.log)
broker = self.get_broker_name()
broker_account = self.get_broker_account()
broker_clientid = self.get_broker_clientid()
side_price, mid_price = self.check_market_conditions_for_contract_order(
contract_order)
broker_order = create_new_broker_order_from_contract_order(
contract_order,
qty,
order_type="market",
side_price=side_price,
mid_price=mid_price,
algo_comment="market order",
broker=broker,
broker_account=broker_account,
broker_clientid=broker_clientid)
log.msg(
"Created a broker order %s (not yet submitted or written to local DB)"
% str(broker_order))
submitted_broker_order = self.\
submit_broker_order(broker_order)
if submitted_broker_order is missing_order:
log.warn("Order could not be submitted")
return missing_order
log = submitted_broker_order.log_with_attributes(log)
log.msg("Submitted order to IB %s" % submitted_broker_order)
return submitted_broker_order
def get_and_submit_broker_order_for_contract_order(
self,
contract_order,
input_limit_price=None,
order_type="market",
limit_price_from="input",
ticker_object=None):
log = contract_order.log_with_attributes(self.data.log)
broker = self.get_broker_name()
broker_account = self.get_broker_account()
broker_clientid = self.get_broker_clientid()
if ticker_object is None:
ticker_object = self.get_ticker_object_for_order(contract_order)
ticker_object, collected_prices = self.get_market_data_for_order(
ticker_object, contract_order)
if collected_prices is missing_order:
# no data available, no can do
return missing_order
if order_type == "limit":
limit_price = self.set_limit_price(
collected_prices.side_price,
collected_prices.offside_price,
limit_price_from=limit_price_from,
input_limit_price=input_limit_price)
else:
limit_price = None
broker_order = create_new_broker_order_from_contract_order(
contract_order,
order_type=order_type,
side_price=collected_prices.benchmark_side_prices,
mid_price=collected_prices.benchmark_mid_prices,
broker=broker,
broker_account=broker_account,
broker_clientid=broker_clientid,
limit_price=limit_price)
log.msg(
"Created a broker order %s (not yet submitted or written to local DB)"
% str(broker_order))
placed_broker_order_with_controls = self.\
submit_broker_order(broker_order)
if placed_broker_order_with_controls is missing_order:
log.warn("Order could not be submitted")
return missing_order
log = placed_broker_order_with_controls.order.log_with_attributes(log)
log.msg("Submitted order to IB %s" %
str(placed_broker_order_with_controls.order))
placed_broker_order_with_controls.add_or_replace_ticker(ticker_object)
return placed_broker_order_with_controls
