def TrailBracketOrder(self, parentOrderId, childOrderId, action, quantity,
limitPrice, trailAmount):
# This will be our main or "parent" order
parent = Order()
parent.orderId = parentOrderId
parent.action = action
parent.orderType = "LMT"
parent.totalQuantity = 1000 #quantity
parent.lmtPrice = limitPrice
parent.transmit = False
stopLoss = Order()
stopLoss.orderId = childOrderId
logging.info("Action is " + action)
if action == "Buy":
stopLoss.action = "Sell"
stopLoss.trailStopPrice = limitPrice - (limitPrice * .02)
if action == "Sell":
stopLoss.action = "Buy"
stopLoss.trailStopPrice = limitPrice + (limitPrice * .02)
stopLoss.orderType = "TRAIL"
stopLoss.auxPrice = limitPrice #trailAmount
#trailAmount
stopLoss.totalQuantity = 1000 #quantity
stopLoss.parentId = parentOrderId
stopLoss.transmit = True
bracketOrder = [parent, stopLoss]
return bracketOrder
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