盈透证券通过python API的有效时间订单

编程问答 2022-08-14

问题描述

我正在使用Interactive brokers Python API提交一份有效的限价单，直到一天中的特定时间。

根据此处的文档https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a04f61266450f61c36fae22946c74a8f3

看起来相关字段为tif和GoodTillDate。

从此处修改示例：https://algotrading101.com/learn/interactive-brokers-python-api-native-guide/

我添加两行

order.tif = "GTD"
order.GoodTillDate = "20200827 16:48:00 EST"

使用此命令提交订单时，在TWS中出现一个错误窗口，显示以下消息：

“输入的时间或时区无效。

正确的格式是hh：mm：ss xxx 其中xxx是可选的时区。 例如：美国东部时间15:59:00

请注意，时间和时区之间有一个空格。

如果未指定时区，则假定为本地时间。”

我的日期和时间格式有问题吗？

我的完整代码：

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

import threading
import time


class IBapi(EWrapper,EClient):

    def __init__(self):
        EClient.__init__(self,self)

    def nextValidId(self,orderId: int):
        super().nextValidId(orderId)
        self.nextorderId = orderId
        print('The next valid order id is: ',self.nextorderId)

    def orderStatus(self,orderId,status,filled,remaining,avgFullPrice,permId,parentId,lastFillPrice,clientId,whyHeld,mktCapPrice):
        print('orderStatus - orderid:','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,reqId,execution):
        print('Order Executed: ',contract.currency,execution.execId,execution.orderId,execution.shares,execution.lastLiquidity)


def run_loop():
    app.run()


def FX_order(symbol):
    contract = Contract()
    contract.symbol = symbol[:3]
    contract.secType = 'CASH'
    contract.exchange = 'IDEALPRO'
    contract.currency = symbol[3:]
    return contract


app = IBapi()
app.connect('127.0.0.1',7496,0)

app.nextorderId = None

# Start the socket in a thread
api_thread = threading.Thread(target=run_loop,daemon=True)
api_thread.start()

# Check if the API is connected via orderid
while True:
    if isinstance(app.nextorderId,int):
        print('connected')
        print()
        break
    else:
        print('waiting for connection')
        time.sleep(1)

# Create order object
order = Order()
order.action = 'BUY'
order.totalQuantity = 100000
order.orderType = 'LMT'
order.lmtPrice = '1.10'
order.tif = "GTD"
order.GoodTillDate = "20200827 16:48:00 EST" # format "YYYYMMDD hh:mm:ss (optional time zone)"
order.orderId = app.nextorderId
app.nextorderId += 1
order.transmit = False

# Create stop loss order object
stop_order = Order()
stop_order.action = 'SELL'
stop_order.totalQuantity = 100000
stop_order.orderType = 'STP'
stop_order.auxPrice = '1.09'
stop_order.orderId = app.nextorderId
app.nextorderId += 1
stop_order.parentId = order.orderId
order.transmit = True

# Place orders
app.placeOrder(order.orderId,FX_order('EURUSD'),order)
app.placeOrder(stop_order.orderId,stop_order)

app.disconnect()

解决方法

goodTillDate中的g必须小写。

示例：

contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.exchange = "SMART"
contract.currency = "USD"

order = Order()
order.goodTillDate = "20200923 15:13:20 EST"
order.tif = "GTD"
order.totalQuantity = 1
order.orderType = "LMT"
order.lmtPrice = 100
order.action = "BUY"

self.placeOrder(self._next_order_id,contract=contract,order=order)
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