def execDetails(self, reqId, contract, execution):
"""
This is called if
a) we have submitted an order and a fill has come back
b) We have asked for recent fills to be given to us
We populate the filldata object and also call action_ib_fill in case we
need to do something with the fill data
See API docs, C++, SocketClient Properties, Contract and Execution for
more details
"""
reqId = int(reqId)
execid = execution.execId
exectime = execution.time
thisorderid = int(execution.orderId)
account = execution.acctNumber
exchange = execution.exchange
permid = execution.permId
avgprice = execution.price
cumQty = execution.cumQty
clientid = execution.clientId
symbol = contract.symbol
expiry = contract.expiry
side = execution.side
execdetails = dict(side=str(side),
times=str(exectime),
orderid=str(thisorderid),
qty=int(cumQty),
price=float(avgprice),
symbol=str(symbol),
expiry=str(expiry),
clientid=str(clientid),
execid=str(execid),
account=str(account),
exchange=str(exchange),
permid=int(permid))
if reqId == FILL_CODE:
# This is a fill from a trade we've just done
action_ib_fill(execdetails)
else:
# This is just execution data we've asked for
self.add_fill_data(reqId, execdetails)
def execDetails(self, reqId, contract, execution):
"""
This is called if
a) we have submitted an order and a fill has come back
b) We have asked for recent fills to be given to us
We populate the filldata object and also call action_ib_fill in case we
need to do something with the fill data
See API docs, C++, SocketClient Properties, Contract and Execution for
more details
"""
reqId = int(reqId)
execid = execution.execId
exectime = execution.time
thisorderid = int(execution.orderId)
account = execution.acctNumber
exchange = execution.exchange
permid = execution.permId
avgprice = execution.price
cumQty = execution.cumQty
clientid = execution.clientId
symbol = contract.symbol
expiry = contract.expiry
side = execution.side
execdetails = dict(side=str(side),
times=str(exectime),
orderid=str(thisorderid),
qty=int(cumQty),
price=float(avgprice),
symbol=str(symbol),
expiry=str(expiry),
clientid=str(clientid),
execid=str(execid),
account=str(account),
exchange=str(exchange),
permid=int(permid))
if reqId == FILL_CODE:
# This is a fill from a trade we've just done
action_ib_fill(execdetails)
else:
# This is just execution data we've asked for
self.add_fill_data(reqId, execdetails)
def execDetails(self, reqId, contract, execution):
"""
This is called if
a) we have submitted an order and a fill has come back (in which case getting_executions is False)
b) We have asked for recent fills to be given to us (in which case it is True)
In case (a) we call action_ib_fill with the fill details; and for case (b) we add the fill to a list
See API docs, C++, SocketClient Properties, Contract and Execution for more details
"""
global execlist
global getting_executions
execid = execution.execId
exectime = execution.time
thisorderid = execution.orderId
account = execution.acctNumber
exchange = execution.exchange
permid = execution.permId
avgprice = execution.price
cumQty = execution.cumQty
clientid = execution.clientId
symbol = contract.symbol
expiry = contract.expiry
side = execution.side
execdetails = dict(side=str(side),
times=str(exectime),
orderid=str(thisorderid),
qty=int(cumQty),
price=float(avgprice),
symbol=str(symbol),
expiry=str(expiry),
clientid=str(clientid),
execid=str(execid),
account=str(account),
exchange=str(exchange),
permid=int(permid))
if getting_executions:
execlist.append(execdetails)
else:
## one off fill
action_ib_fill(execdetails)
def execDetails(self, reqId, contract, execution):
"""
This is called if
a) we have submitted an order and a fill has come back (in which case getting_executions is False)
b) We have asked for recent fills to be given to us (in which case it is True)
In case (a) we call action_ib_fill with the fill details; and for case (b) we add the fill to a list
See API docs, C++, SocketClient Properties, Contract and Execution for more details
"""
global execlist
global getting_executions
execid=execution.execId
exectime=execution.time
thisorderid=execution.orderId
account=execution.acctNumber
exchange=execution.exchange
permid=execution.permId
avgprice=execution.price
cumQty=execution.cumQty
clientid=execution.clientId
symbol=contract.symbol
expiry=contract.expiry
side=execution.side
execdetails=dict(side=str(side), times=str(exectime), orderid=str(thisorderid), qty=int(cumQty), price=float(avgprice), symbol=str(symbol), expiry=str(expiry), clientid=str(clientid), execid=str(execid), account=str(account), exchange=str(exchange), permid=int(permid))
if getting_executions:
execlist.append(execdetails)
else:
## one off fill
action_ib_fill(execdetails)
