def import_inst_from_ib(broker, symbol, sec_type='STK', exchange=None, currency=None):
try:
result = AsyncResult()
logger.info("importing symbol %s" % symbol)
broker.reqContractDetails(symbol=symbol, sec_type=sec_type, exchange=exchange, currency=currency, callback=result)
# broker.reqScannerSubscription(inst_type='STK', location_code='STK.US', scan_code='TOP_PERC_GAIN', above_vol=1000000, callback=callback)
logger.info("done %s %s" % (symbol, result.get(timeout=3)))
except Exception as e:
logger.error("faile to import %s", symbol, e)
def on_ord_cancel_req(self, ord_cancel_req):
logger.debug("[%s] %s" % (self.__class__.__name__, ord_cancel_req))
ord_id = self.ord_req_reg.get_ord_id(cl_id=ord_cancel_req.cl_id, cl_ord_id=ord_cancel_req.cl_ord_id)
if ord_id:
self.tws.cancelOrder(ord_id)
else:
logger.error(
"cannot find old order, cl_id = %s, cl_ord_id = %s" % (ord_cancel_req.cl_id, ord_cancel_req.cl_ord_id))
def on_ord_replace_req(self, ord_replace_req):
logger.debug("[%s] %s" % (self.__class__.__name__, ord_replace_req))
existing_ord_req = self.ord_req_reg.get_ord_req(cl_id=ord_replace_req.cl_id,
cl_ord_id=ord_replace_req.cl_ord_id)
if existing_ord_req:
ord_id = self.ord_req_reg.get_ord_id(cl_id=ord_replace_req.cl_id, cl_ord_id=ord_replace_req.cl_ord_id)
updated_ord_req = existing_ord_req.update_ord_request(ord_replace_req)
self.ord_req_reg.add_ord_req(ord_id, updated_ord_req)
ib_order = self.model_factory.create_ib_order(updated_ord_req)
contract = self.model_factory.create_ib_contract(updated_ord_req.inst_id)
self.tws.placeOrder(ord_id, contract, ib_order)
else:
logger.error("cannot find old order, cl_ord_id = %s" % ord_replace_req.cl_ord_id)
def error(self, id, errorCode, errorString):
logger.error("error, id=%s, errorCode=%s, errorString=%s", id,
errorCode, errorString)
def error(self, id, errorCode, errorString):
logger.error("error, id=%s, errorCode=%s, errorString=%s", id, errorCode, errorString)
self._complete_req(id)
def error(self, id, errorCode, errorString):
logger.error("error, id=%s, errorCode=%s, errorString=%s", id, errorCode, errorString)
