def broker_fx_market_order(self,
trade,
ccy1,
account=arg_not_supplied,
ccy2="USD"):
"""
Get some spot fx data
:param ccy1: first currency in pair
:param ccy2: second currency in pair
:param qty:
:return: broker order object
"""
ccy_code = ccy1 + ccy2
specific_log = self.log.setup(currency_code=ccy_code)
ibcontract = self.ib_spotfx_contract(ccy1, ccy2=ccy2, log=specific_log)
if ibcontract is missing_contract:
return missing_contract
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != "":
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontractWithLegs(ibcontract),
order_object)
return trade_with_contract
def ib_submit_single_leg_market_order(self, contract_object_with_ib_data,
trade, account):
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
if ibcontract is missing_contract:
return missing_order
## account?!s
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
trade = self.ib.placeOrder(ibcontract, ib_order)
return trade
def ib_submit_order(
self,
contract_object_with_ib_data,
trade_list,
account="",
order_type="market",
limit_price=None,
):
if contract_object_with_ib_data.is_spread_contract():
ibcontract_with_legs = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list,
return_leg_data=True,
)
ibcontract = ibcontract_with_legs.ibcontract
else:
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
ibcontract_with_legs = ibcontractWithLegs(ibcontract)
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
if order_type == "market":
ib_order = MarketOrder(ib_BS_str, ib_qty)
elif order_type == "limit":
if limit_price is None:
self.log.critical("Need to have limit price with limit order!")
return missing_order
else:
ib_order = LimitOrder(ib_BS_str, ib_qty, limit_price)
else:
self.log.critical("Order type %s not recognised!" % order_type)
return missing_order
if account != "":
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontract_with_legs,
order_object)
return trade_with_contract
def ib_submit_single_leg_market_order(self,
contract_object_with_ib_data,
trade,
account=""):
ibcontract = self.ib_futures_contract(contract_object_with_ib_data)
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS(trade)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
# for consistency with spread orders
trade_with_contract = tradeWithContract(ibcontractWithLegs(ibcontract),
order_object)
return trade_with_contract
def ib_submit_calendar_leg_market_order(self,
contract_object_with_ib_data,
trade_list,
account=""):
ibcontract_with_legs = self.ib_futures_contract(
contract_object_with_ib_data,
trade_list_for_multiple_legs=trade_list,
return_leg_data=True)
ibcontract = ibcontract_with_legs.ibcontract
if ibcontract is missing_contract:
return missing_order
ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
ib_order = MarketOrder(ib_BS_str, ib_qty)
if account != '':
ib_order.account = account
order_object = self.ib.placeOrder(ibcontract, ib_order)
placed_broker_trade_object = tradeWithContract(ibcontract_with_legs,
order_object)
return placed_broker_trade_object
def reqCommissionsFromIB(self, contracts: List) -> Dict:
order = MarketOrder('BUY', 1)
commissions = {
contract.symbol:
self.read_from_file_or_ib('commission', 'whatIfOrder', contract,
order)
for contract in contracts
}
missing_commissions = []
for contract, commission in commissions.copy().items():
if not commission:
missing_commissions.append(contract)
del commissions[contract]
commissions.update(self.getCommissionBySymbol(missing_commissions))
return commissions
headlines = ib.reqHistoricalNews(intc.conId, codes, "", "", 10)
latest = headlines[0]
print(latest)
article = ib.reqNewsArticle(latest.providerCode, latest.articleId)
print(article)
if 0:
ib.reqNewsBulletins(True)
ib.sleep(5)
print(ib.newsBulletins())
if 0:
ticker = ib.reqMktDepth(eurusd, 5)
while ib.sleep(5):
print([d.price for d in ticker.domBids],
[d.price for d in ticker.domAsks])
if 0:
order = MarketOrder('BUY', 100)
state = ib.whatIfOrder(amd, order)
print(state)
if 0:
start = datetime.datetime(2017, 7, 24, 16, 0, 0)
end = ''
ticks = ib.reqHistoricalTicks(
eurusd, start, end, 100, 'MIDPOINT', True, False, [])
print(ticks)
if 0:
start = datetime.time(10, 10, 10)
end = datetime.time(14, 13)
for t in ib.timeRange(start, end, 5):
print(t)
if 0:
histo = ib.reqHistogramData(amd, True, '1 week')
