我试图在订单填写时打印执行细节。我使用execDetails方法在代码中得到了这个工作,但是当它是放置交易的机器人时,它只打印执行细节。当我在TWS平台上手动放置交易时,我试图让它打印执行细节。这有可能实现吗?
这是我的代码,只在bot放置交易时起作用:
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 execDetails(self, reqId, contract, execution):
print('Order Executed: ', reqId, contract.symbol, contract.secType,
contract.currency, execution.execId, execution.orderId,
execution.shares, execution.lastLiquidity)
def run_loop():
app.run()
# Function to create FX Order contract
def spy_order():
contract = Contract()
contract.symbol = "SPY"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
contract.primaryExchange = "ARCA"
return contract
app = IBapi()
app.connect('127.0.0.1', 7497, 123)
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 = 1
order.orderType = 'MKT'
# Place order
app.placeOrder(app.nextorderId, spy_order(), order)
app.nextorderId += 1
好了,我明白了。为了让它通过手动订单与您对话,您需要进入TWS API设置并将主API客户端ID设置为0,然后将其与connect clientID:
匹配。app.connect('127.0.0.1', 7497, 0)