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 validate_order_trigger(order: Order, price: BarData) -> None:
"""
Verify if adjustable order triggered modification. If so
modify order in place.
"""
# order doesn't have a trigger price (default value)
if order.triggerPrice == 1.7976931348623157e+308:
log.debug('validate_order_trigger returned')
return
if ((order.action.upper() == 'BUY' and order.triggerPrice >= price.low)
or (order.action.upper() == 'SELL'
and order.triggerPrice <= price.high)):
order.orderType = order.adjustedOrderType
order.auxPrice = order.adjustedStopPrice
# prevent future trigger verification
order.triggerPrice = 1.7976931348623157e+308
log.debug(f'Order adjusted: {order}')