通过ibpy向互动经纪人提交LOO或MOO订单

Question

有了下面的标准代码，我可以使用一个免费的演示帐户提交市场（MKT）和限额订单（LMT）

from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order


def make_contract(symbol, sec_type, exch, prim_exch, curr):
    Contract.m_symbol = symbol
    Contract.m_secType = sec_type
    Contract.m_exchange = exch
    Contract.m_primaryExch = prim_exch
    Contract.m_currency = curr
    return Contract


def make_order(action, quantity, price=None):
    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price
    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action

    return order


def main():
    conn = Connection.create(port=7496, clientId=999)
    conn.connect()

    oid = 100001
    cont = make_contract('TSLA', 'STK', 'SMART', 'SMART', 'USD')
    offer = make_order('BUY', 100, 315)

    conn.placeOrder(oid, cont, offer)
    conn.disconnect()


main()

有没有人有提交LOO或MOO订单的经验？当我改变时：

    order.m_orderType = 'LOO'

我没有得到一个例外，但是，没有悬而未决的订单显示在IB TWS（演示）。

Answer 1

根据文件，你像往常一样制作LMT或MKT类型，但将tif改为OPG（我想是为了开幕式）。

order.tif = "OPG"
order.orderType = "LMT"

http://interactivebrokers.github.io/tws-api/basic_orders.html#limitonopen

请注意，字段名使用的是IB的新python API，您可能想看看。