def broker_fx_market_order(self,
trade,
ccy1,
account=arg_not_supplied,
ccy2="USD"):
"""
Get some spot fx data
:param ccy1: first currency in pair
:param ccy2: second currency in pair
:param qty:
:return: broker order object
"""
ccy_code = ccy1 + ccy2
specific_log = self.log.setup(currency_code=ccy_code)
ibcontract = self.ib_spotfx_contract(ccy1, ccy2=ccy2, log=specific_log)
if ibcontract is missing_contract:
return missing_contract
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != "":
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontractWithLegs(ibcontract),
order_object)
return trade_with_contract
def _create_fx_market_order_for_submission(
self,
trade: float,
account_id: str = arg_not_supplied) -> MarketOrder:
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account_id is not arg_not_supplied:
ib_order.account = account_id
return ib_order
def _get_ib_combo_leg(ratio, resolved_leg):
leg = ComboLeg()
leg.conId = int(resolved_leg.conId)
leg.exchange = str(resolved_leg.exchange)
action, size = resolveBS(ratio)
leg.ratio = int(size)
leg.action = str(action)
return leg
def ib_submit_single_leg_market_order(self,
contract_object_with_ib_data,
trade,
account=""):
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
trade = self.ib.placeOrder(ibcontract, ib_order)
return trade
def ib_submit_single_leg_market_order(self,
contract_object_with_ib_data,
trade,
account=""):
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontractWithLegs(ibcontract),
order_object)
return trade_with_contract
