def broker_fx_market_order(self,
trade: float,
ccy1: str,
account_id: str = arg_not_supplied,
ccy2: str = "USD") -> tradeWithContract:
"""
Get some spot fx data
:param ccy1: first currency in pair
:param ccy2: second currency in pair
:param qty:
:return: broker order object
"""
ibcontract = self.ib_spotfx_contract(ccy1, ccy2=ccy2)
if ibcontract is missing_contract:
return missing_contract
ib_order = self._create_fx_market_order_for_submission(
trade=trade, account_id=account_id)
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders use this kind of object
contract_object_to_return = ibcontractWithLegs(ibcontract)
trade_with_contract = tradeWithContract(contract_object_to_return,
order_object)
return trade_with_contract
def modify_limit_price_given_original_objects(
self, original_order_object: ibOrder,
original_contract_object_with_legs: ibcontractWithLegs,
new_limit_price: float) -> tradeWithContract:
original_contract_object = original_contract_object_with_legs.ibcontract
original_order_object.lmtPrice = new_limit_price
new_trade_object = self.ib.placeOrder(original_contract_object,
original_order_object)
new_trade_with_contract = tradeWithContract(
original_contract_object_with_legs, new_trade_object)
return new_trade_with_contract
def add_contract_legs_to_order(
self, raw_order_from_ib: ibTrade) -> tradeWithContract:
combo_legs = getattr(raw_order_from_ib.contract, "comboLegs", [])
legs_data = []
for leg in combo_legs:
contract_for_leg = self.ib_get_contract_with_conId(
raw_order_from_ib.contract.symbol, leg.conId)
legs_data.append(contract_for_leg)
ibcontract_with_legs = ibcontractWithLegs(raw_order_from_ib.contract,
legs=legs_data)
trade_with_contract = tradeWithContract(ibcontract_with_legs,
raw_order_from_ib)
return trade_with_contract
def broker_submit_order(
self,
futures_contract_with_ib_data: futuresContract,
trade_list: tradeQuantity,
account_id: str = arg_not_supplied,
order_type: brokerOrderType = market_order_type,
limit_price: float = None,
) -> tradeWithContract:
"""
:param ibcontract: contract_object_with_ib_data: contract where instrument has ib metadata
:param trade: int
:param account: str
:param order_type: str, market or limit
:param limit_price: None or float
:return: brokers trade object
"""
ibcontract_with_legs = self.ib_futures_contract_with_legs(
futures_contract_with_ib_data=futures_contract_with_ib_data,
trade_list_for_multiple_legs=trade_list,
)
if ibcontract_with_legs is missing_contract:
return missing_order
ibcontract = ibcontract_with_legs.ibcontract
ib_order = self._build_ib_order(
trade_list=trade_list,
account_id=account_id,
order_type=order_type,
limit_price=limit_price,
)
order_object = self.ib.placeOrder(ibcontract, ib_order)
trade_with_contract = tradeWithContract(ibcontract_with_legs,
order_object)
return trade_with_contract