def open_interest_is_valid(ticker):
ticker = self.ib.reqMktData(ticker.contract, genericTickList="101")
def open_interest_is_not_ready():
if right.startswith("P"):
return util.isNan(ticker.putOpenInterest)
if right.startswith("C"):
return util.isNan(ticker.callOpenInterest)
try:
while_n_times(
open_interest_is_not_ready,
lambda: self.ib.waitOnUpdate(timeout=5),
25,
)
except:
return False
self.ib.cancelMktData(ticker.contract)
# The open interest value is never present when using historical
# data, so just ignore it when the value is None
if right.startswith("P"):
return (ticker.putOpenInterest >=
self.config["target"]["minimum_open_interest"])
if right.startswith("C"):
return (ticker.callOpenInterest >=
self.config["target"]["minimum_open_interest"])
def wait_for_market_price(self, ticker):
try:
while_n_times(
lambda: util.isNan(ticker.marketPrice()),
lambda: self.ib.waitOnUpdate(timeout=5),
25,
)
except:
return False
return True
def wait_for_trade_submitted(self, trade):
while_n_times(
lambda: trade.orderStatus.status not in [
"Submitted",
"Filled",
"ApiCancelled",
"Cancelled",
],
lambda: self.ib.waitOnUpdate(timeout=5),
25,
)
return trade
def wait_for_market_price(self, ticker):
while_n_times(
lambda: util.isNan(ticker.marketPrice()),
lambda: self.ib.waitOnUpdate(timeout=2),
10,
)
def wait_for_midpoint_price(self, ticker):
while_n_times(
lambda: util.isNan(ticker.midpoint()),
lambda: self.ib.waitOnUpdate(timeout=3),
10,
)
