交互式经纪人 api python - 在“预市场”期间触发订单

问题描述

我使用 IB API 是为了在开市前时间自动触发订单。 我无法弄清楚为什么订单要等待开市时间而不是在开市前期间购买。查看 API 文档后，我添加了拍卖订单，但在开市前期间仍然无法购买。

这是我的代码示例：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import *
from threading import Timer

class TestApp(EWrapper,EClient):
    def __init__(self):
        EClient.__init__(self,self)

    def error(self,reqId,errorCode,errorString):
        print("Error: "," ",errorString)

    def nextValidId(self,orderId ):
        self.nextOrderId = orderId
        self.start()

    def orderStatus(self,orderId,status,filled,remaining,avgFillPrice,permId,parentId,lastFillPrice,clientId,whyHeld,mktCapPrice):
        print("OrderStatus. Id: ",",Status: ",Filled: ",Remaining: ",LastFillPrice: ",lastFillPrice)

    def openorder(self,contract,order,orderState):
        print("Openorder. ID:",contract.symbol,contract.secType,"@",contract.exchange,":",order.action,order.orderType,order.totalQuantity,orderState.status)

    def execDetails(self,execution):
        print("ExecDetails. ",contract.currency,execution.execId,execution.orderId,execution.shares,execution.lastLiquidity)

    def start(self):
        contract = Contract()
        contract.symbol = "AAPL"
        contract.secType = "STK"
        contract.exchange = "IDEALPRO"
        contract.currency = "USD"
        contract.primaryExchange = "NASDAQ"

        order = Order()
        order.action = "BUY"
        order.tif = "AUC"
        order.totalQuantity = 10
        order.orderType = "MTL"
        order.lmtPrice = 1000
       # order = Order()
       # order.action = "BUY"
       # order.totalQuantity = 10
       # order.orderType = "LMT"
       # order.lmtPrice = 1000



        self.placeOrder(self.nextOrderId,order)

    def stop(self):
        self.done = True
        self.disconnect()

def main():
    app = TestApp()
    app.nextOrderId = 0
    app.connect("127.0.0.1",7497,0)

    Timer(3,app.stop).start()
    app.run()

if __name__ == "__main__":
    main()

解决方法

不确定是否理解您的观点，但您无法在拍卖期间执行订单，直到它们结束（您只能下订单）。对于开盘竞价，意味着您的订单将在市场开盘后执行。