def bracketOrder(self, action: str, quantity: float,
limitPrice:float, takeProfitPrice: float,
stopLossPrice: float) -> BracketOrder:
"""
Create a limit order that is bracketed by a take-profit order and
a stop-loss order. Submit the bracket like:
.. code-block:: python
for o in bracket:
ib.placeOrder(contract, o)
https://interactivebrokers.github.io/tws-api/bracket_order.html
"""
assert action in ('BUY', 'SELL')
reverseAction = 'BUY' if action == 'SELL' else 'SELL'
parent = LimitOrder(
action, quantity, limitPrice,
orderId=self.client.getReqId(),
transmit=False)
takeProfit = LimitOrder(
reverseAction, quantity, takeProfitPrice,
orderId=self.client.getReqId(),
transmit=False,
parentId=parent.orderId)
stopLoss = StopOrder(
reverseAction, quantity, stopLossPrice,
orderId=self.client.getReqId(),
transmit=True,
parentId=parent.orderId)
return BracketOrder(parent, takeProfit, stopLoss)
def set_stop_loss(self, right):
self.console_log("Check stop loss conditions")
total_position = self.get_total_position(right)
buy_limit = (self.config["nope"]["call_limit"]
if right == "C" else self.config["nope"]["put_limit"])
if total_position >= buy_limit:
existing_stop_orders = self.get_open_stop_orders()
held_contracts_info_no_stop_order = filter(
lambda c: c["contract"].conId not in existing_stop_orders,
self.get_held_contracts_info(right),
)
for contract_info in held_contracts_info_no_stop_order:
position = contract_info["position"]
avg_price = contract_info["avg"] / 100
contract = contract_info["contract"]
qualified_contracts = self.ib.qualifyContracts(contract)
order_price = stop_order_price(
avg_price, self.config["nope"]["stop_loss_percentage"])
if len(qualified_contracts) > 0:
stop_loss_order = StopOrder(
"SELL",
position,
order_price,
tif="DAY",
)
qualified_contract = qualified_contracts[0]
trade = self.ib.placeOrder(qualified_contract,
stop_loss_order)
trade.filledEvent += log_fill
self.log_order(qualified_contract, position, order_price,
"STOP")
self.cancel_stop_loss_task()