def MidpointMatch(action: str, quantity: float):
#! [midpoint_match]
order = Order()
order.action = action
order.orderType = "MKT"
order.totalQuantity = quantity
#! [midpoint_match]
return order
def create_order(sAction, iTotalQuantity, sOrderType, sLmtPrice):
order = Order()
order.action = sAction
order.totalQuantity = iTotalQuantity
order.orderType = sOrderType
order.lmtPrice = sLmtPrice
order.faGroup = GROUP_NAME
order.faMethod = "NetLiq"
return order
def MarketOnClose(action: str, quantity: float):
#! [market_on_close]
order = Order()
order.action = action
order.orderType = "MOC"
order.totalQuantity = quantity
#! [market_on_close]
return order
def LimitOrder(action, quantity, limit_price):
# ! [limitorder]
order = Order()
order.action = action
order.orderType = "LMT"
order.totalQuantity = quantity
order.lmtPrice = limit_price
# ! [limitorder]
return order
def sell_limit_price(volume, price, tp='OG'):
order = Order()
order.action = 'SELL'
order.orderType = 'LMT'
order.totalQuantity = volume
order.lmtPrice = price
order.transmit = True
order.tif = 'DAY' if tp == 'OG' else 'GTC'
return order
def create_adaptive_order(action, order_type, quantity):
order = Order()
order.action = action
order.orderType = order_type
order.totalQuantity = quantity
order.algoStrategy = "Adaptive"
order.algoParams = []
order.algoParams.append(TagValue("adaptivePriority", "Normal"))
return order
def stop_order(order_id, action, size, stopPrice):
app.reqIds(-1)
order = Order()
order.action = action
order.orderType = "STP"
order.auxPrice = stopPrice
order.totalQuantity = size
app.placeOrder(order_id, contract(), order)
log(f'stop order placed {order_id, action, size, stopPrice}')
def LimitOrder(action: str, quantity: float, limitPrice: float):
# ! [limitorder]
order = Order()
order.action = action
order.orderType = "LMT"
order.totalQuantity = quantity
order.lmtPrice = limitPrice
# ! [limitorder]
return order
