def send_order(self, ticker, order_action, quantity, sec_type="STK", order_type="MKT", limit_price=None,trail_percent=None, trail_stop_price=None):
contract = Contract() # Creates a contract object from the import
contract.symbol = ticker # Sets the ticker symbol
contract.secType = sec_type # Defines the security type as stock
contract.currency = "USD" # Currency is US dollars
# In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = "SMART"
# contract.PrimaryExch = "NYSE"
contract.PrimaryExch = "NASDAQ"
order = Order()
order.action = order_action
order.orderType = order_type
order.totalQuantity = quantity
if order_type=='TRAIL':
if trail_percent is not None:
order.trailingPercent = trail_percent
if trail_stop_price is not None:
order.trailStopPrice = trail_stop_price
if order_type == 'LMT':
if limit_price is not None:
order.lmtPrice = limit_price
self.placeOrder(self.nextOrderId, contract, order)
return self.nextOrderId
self.lines[reqId].set_last_time(value)
#elif tickType == 84:
# print("last exchange: " + value)
def run_loop():
app.run()
app = IBapi()
app.connect('127.0.0.1', 7498, 123)
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()
time.sleep(1)
contract = Contract()
contract.symbol = 'TSLA'
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'USD'
contract.PrimaryExch = 'ISLAND'
app.reqMarketDataType(2)
reqId = 0
#while True:
app.reqMktData(reqId, contract, '', False, False, [])
#time.sleep(20)
#app.cancelMktData(reqId)
#reqId += 1
#app.disconnect()
