ibProgram3.1.py

from datetime import datetime
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
import sys

def redirectStdoutToFile():
	print('This message will be displayed on the screen.')
	original_stdout = sys.stdout # Save a reference to the original standard output
	original_stderr = sys.stderr # Save a reference to the original standard error
	f = open('output-'+str(datetime.now().strftime("%Y%m%d-%H%M%S"))+'.log', 'w', encoding='utf-8') 
	sys.stdout = f # Change the standard output to the file we created.
	sys.stderr = f # Change the standard error to the file we created.
	print('This message will be written to a file.')
	# sys.stdout = original_stdout # Reset the standard output to its original value


class IBapi(EWrapper, EClient):
	
	lastAction = None
	contract = None
	lastBuyOrderId = None
	lastSellOrderId = None

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

		# # Australia
		# self.contract.symbol = "FPH"   # Sets the ticker symbol 
		# self.contract.secType = "STK"   # Defines the security type as stock
		# self.contract.currency = "AUD"  # Currency is US dollars 
		# # In the API side, NASDAQ is always defined as ISLAND in the exchange field
		# self.contract.exchange = "ASX"

	def createOpenningOrders(self):

		#Create order object - Long
		orderBuy = Order()
		orderBuy.action = 'BUY'
		orderBuy.totalQuantity = 100
		orderBuy.orderType = "TRAIL"
		# orderBuy.trailStopPrice = 340.09
		# orderBuy.lmtPriceOffset = 1.00
		orderBuy.auxPrice = 0.20 # Try 0.80 next
		orderBuy.tif = "DAY"
		# orderBuy.outsideRth = True
		orderBuy.orderId = app.nextorderId
		self.lastBuyOrderId = orderBuy.orderId
		app.nextorderId += 1
		orderBuy.ocaGroup = "myOcaGroup" + str(orderBuy.orderId)
		orderBuy.ocaType = 1
		orderBuy.transmit = True

		#Create order object - Short
		orderSell = Order()
		orderSell.action = 'SELL'
		orderSell.totalQuantity = 100
		orderSell.orderType = "TRAIL"
		# orderSell.trailStopPrice = 339.66
		# orderSell.lmtPriceOffset = 1.00
		orderSell.auxPrice = 0.20 # Try 0.80 next
		orderSell.tif = "DAY"
		# orderSell.outsideRth = True
		orderSell.orderId = app.nextorderId
		app.lastSellOrderId = orderSell.orderId
		app.nextorderId += 1
		orderSell.ocaGroup = orderBuy.ocaGroup
		orderSell.ocaType = 1
		orderSell.transmit = True

		# #Place orders
		app.placeOrder(orderBuy.orderId, self.contract, orderBuy)
		app.placeOrder(orderSell.orderId, self.contract, orderSell)

		app.lastAction = "OPEN"
		print("--- Created opening orders buy/sell: ", self.lastAction, self.lastBuyOrderId, "/", self.lastSellOrderId)

		return

	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)
		print('lastAction:', self.lastAction, " lastBuyOrderId:", self.lastBuyOrderId, " lastSellOrderId:", self.lastSellOrderId )

		# Create new positions if no active position is open
		if self.lastAction == "CLOSE" and remaining == 0 and status == "Filled" and (orderId == self.lastBuyOrderId or orderId == self.lastSellOrderId): 
			self.createOpenningOrders()

		# After Long
		elif self.lastAction == "OPEN" and remaining == 0 and status == "Filled" and orderId == self.lastBuyOrderId :
			#Create order object
			orderSell = Order()
			orderSell.action = 'SELL'
			orderSell.totalQuantity = 100
			orderSell.orderType = "TRAIL LIMIT"
			orderSell.trailStopPrice = avgFillPrice - 0.10
			orderSell.lmtPriceOffset = 0.20
			orderSell.auxPrice = 0.20
			orderSell.orderId = self.nextorderId
			self.lastBuyOrderId = None
			self.lastSellOrderId = orderSell.orderId
			orderSell.tif = "GTC"
			orderSell.outsideRth = True
			self.nextorderId += 1
			orderSell.transmit = True
			print('--- Decided to', orderSell.action)
			# time.sleep(5)
			self.placeOrder(orderSell.orderId, self.contract, orderSell)
			self.lastAction = "CLOSE"
			print("--- Submitted:",orderSell.action, orderSell.orderId)


		# After Short
		elif self.lastAction == "OPEN" and remaining == 0 and status == "Filled" and orderId == self.lastSellOrderId :
			#Create order object
			orderBuy = Order()
			orderBuy.action = 'BUY'
			orderBuy.totalQuantity = 100
			orderBuy.orderType = "TRAIL LIMIT"
			orderBuy.trailStopPrice = avgFillPrice + 0.10
			orderBuy.lmtPriceOffset = 0.20
			orderBuy.auxPrice = 0.20
			orderBuy.orderId = self.nextorderId
			self.lastBuyOrderId = orderBuy.orderId
			self.lastSellOrderId = None
			orderBuy.tif = "GTC"
			orderBuy.outsideRth = True
			self.nextorderId += 1
			orderBuy.transmit = True
			print('--- Decided to', orderBuy.action)
			# time.sleep(5)
			self.placeOrder(orderBuy.orderId, self.contract, orderBuy)
			self.lastAction = "CLOSE"
			print("--- Submitted:",orderBuy.action, 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()



redirectStdoutToFile()
print("Creating IB API connection")
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)


app.createContract()
app.createOpenningOrders()



# app.disconnect()

# ADD Stop for short at $5.00 loss