def on_buy_fill(self, trade):
try:
fill = trade.fills[0]
except Exception as e:
log_exception(e, "on_buy_fill")
return
self.schedule_stop_order_task(fill.contract.right)
async def fetch_and_report():
try:
self.set_nope_value()
except Exception as e:
log_exception(e, "set_nope_value")
curr_date, curr_dt = get_datetime_for_logging()
with open(f"logs/{curr_date}.txt", "a") as f:
f.write(f'NOPE @ {self._nope_value} | Stock Price @ {self._underlying_price} | {curr_dt}\n')
def check_acc_balance(self, price, quantity):
ib_account = self.config["ib"]["account"]
if not ib_account:
return True
acc_values = self.ib.accountValues(account=ib_account)
buy_power = list(
filter(lambda a: a.tag == "BuyingPower" and a.currency == "USD",
acc_values))
try:
balance = buy_power[0]
except Exception as e:
log_exception(e, "check_acc_balance")
return False
return float(balance.value) > price * 100 * quantity
async def cancel_unfilled_orders():
cancellable_statuses = ["PreSubmitted", "Submitted"]
trades = self.get_trades()
filtered = list(
filter(
lambda t: t.order.orderType != "STP",
trades,
))
for trade in filtered:
submit_logs = list(
filter(lambda l: l.status in cancellable_statuses,
trade.log))
try:
submit_log = submit_logs[0]
except Exception as e:
log_exception(e, "cancel_unfilled_orders")
return
diff = get_datetime_diff_from_now(submit_log.time)
if diff > cancel_after:
self.ib.cancelOrder(trade.order)
self.console_log("Cancelled unfilled order")
async def refresh_token():
try:
self.qt.refresh_access_token()
except Exception as e:
log_exception(e, "refresh_token")
async def exit_pos():
try:
self.exit_positions()
except Exception as e:
log_exception(e, "exit_positions")
async def enter_pos():
try:
self.enter_positions()
except Exception as e:
log_exception(e, "enter_positions")
async def schedule_stop_loss():
try:
self.set_stop_loss(right)
except Exception as e:
log_exception(e, "schedule_stop_order_task")
