ibProgram2.1.py

from ibapi import order
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):
	
	lastAction = None

	# Quantity Logic for # of shares
	# buyQuantity = 30
	
	# if currentTime < 14:30: 
	# 	sellQuantity = 30
	# else: 
	# 	sellQuantity = 60 

	# if sharesfilled == 30:
	# 	buybackQuantity = 30
	# elif sharesfilled = 60:
	# 	buybackQuantity = 60

	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, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld, mktCapPrice):
		print('orderStatus - orderid:', orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld, mktCapPrice)
         
		contract2 = Contract()  # Creates a contract object from the import
		contract2.symbol = "VT"   # Sets the ticker symbol 
		contract2.secType = "STK"   # Defines the security type as stock
		contract2.currency = "USD"  # Currency is US dollars 
		# In the API side, NASDAQ is always defined as ISLAND in the exchange field
		contract2.exchange = "SMART"


		# After Long --- Do Short
		if self.lastAction == "BUY" and remaining == 0 and status == "Filled" and app.nextorderId-1 == orderId :
			#Create order object
			orderSell = Order()
			orderSell.action = 'SELL'
			orderSell.totalQuantity = 200 # Try 150 next
			orderSell.orderType = "TRAIL LIMIT"
			orderSell.trailStopPrice = avgFillPrice - 0.10
			orderSell.lmtPriceOffset = 0.20
			orderSell.auxPrice = 0.20
			orderSell.orderId = self.nextorderId
			orderSell.tif = "GTC"
			orderSell.outsideRth = True
			self.nextorderId += 1
			orderSell.transmit = True
			print('--- Decided to', orderSell.action)
			# time.sleep(5)
			self.placeOrder(orderSell.orderId, contract2, orderSell)
			self.lastAction = orderSell.action
			print("--- This just happened:",self.lastAction, orderSell.orderId)


		# After Short --- Do Long
		elif self.lastAction == "SELL" and remaining == 0 and status == "Filled" and app.nextorderId-1 == orderId :
			#Create order object
			orderBuy = Order()
			orderBuy.action = 'BUY'
			orderBuy.totalQuantity = 200 # 30 sell + 30 short 
			orderBuy.orderType = "TRAIL LIMIT"
			orderBuy.trailStopPrice = avgFillPrice + 0.10
			orderBuy.lmtPriceOffset = 1.00
			orderBuy.auxPrice = 0.20
			orderBuy.orderId = self.nextorderId
			orderBuy.tif = "GTC"
			orderBuy.outsideRth = True
			self.nextorderId += 1
			orderBuy.transmit = True
			print('--- Decided to', orderBuy.action)
			# time.sleep(5)
			self.placeOrder(orderBuy.orderId, contract2, orderBuy)
			self.lastAction = orderBuy.action
			print("--- This just happened:",self.lastAction, orderBuy.orderId)


		else:
			print("--- Nothing to do. Will wait for next order update.\n\n")

	def openOrder(self, orderId, contract, order, orderState):
		print('openOrder id:', orderId, contract.symbol, contract.secType, '@', contract.exchange, ':', order.action, order.orderType, order.totalQuantity, orderState.status)

	def execDetails(self, reqId, contract, execution):
		print('Order Executed: ', reqId, contract.symbol, contract.secType, contract.currency, execution.execId, execution.orderId, execution.shares, execution.lastLiquidity, execution)


def run_loop():
	app.run()



app = IBapi()
app.connect('127.0.0.1', 7497, 123)

# currentTime = app.reqCurrentTime
# print(currentTime)

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 contract
contract = Contract()  # Creates a contract object from the import
contract.symbol = "VT"   # Sets the ticker symbol 
contract.secType = "STK"   # Defines the security type as stock
contract.currency = "USD"  # Currency is US dollars 
# In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.exchange = "SMART"

#Create order object
# Open
orderBuy = Order()
orderBuy.action = 'BUY'
orderBuy.totalQuantity = 100
orderBuy.orderType = "TRAIL"
# orderBuy.trailStopPrice = 346.30
# orderBuy.lmtPriceOffset = 0.05
orderBuy.auxPrice = 0.20
orderBuy.tif = "DAY"
orderBuy.orderId = app.nextorderId
app.nextorderId += 1
orderBuy.transmit = True


#Place orders
app.placeOrder(orderBuy.orderId, contract, orderBuy)
app.lastAction = orderBuy.action
print("--- This just happened:",app.lastAction, orderBuy.orderId)

# app.disconnect()

# ADD Stop for short at $5.00 loss