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Refactor single option contract order submission

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moshferatu 2024-02-19 12:25:24 -08:00
parent f746bca4c4
commit 3c276c15c1
1 changed files with 31 additions and 14 deletions
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45
ibkr/client.py
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@ -80,20 +80,6 @@ class Client:
self.ib.qualifyContracts(option_contract)
return option_contract
def submit_option_order(self, leg: OptionLeg, quantity: int) -> Trade:
option_contract = self.get_option_contract(leg)
contract = Contract()
contract.conId = option_contract.conId
contract.exchange = SMART
order = Order()
order.action = BUY
order.orderType = 'MKT' # TODO: Support limit orders.
order.totalQuantity = quantity
order.transmit = True
return self.ib.placeOrder(contract, order)
def submit_combo_option_order(self, legs: List[OptionLeg], quantity: int, limit_price: float = None) -> Trade:
combo_legs = []
for leg in legs:
@ -126,6 +112,37 @@ class Client:
return self.ib.placeOrder(combo_contract, combo_order)
def submit_single_option_order(self, leg: OptionLeg, quantity: int, limit_price: float = None) -> Trade:
option_contract = self.get_option_contract(leg)
contract = Contract()
contract.conId = option_contract.conId
contract.exchange = SMART
order = Order()
order.action = leg.action
if limit_price is None:
order.orderType = 'MKT'
else:
order.orderType = 'LMT'
order.lmtPrice = limit_price
order.totalQuantity = quantity
order.transmit = True
return self.ib.placeOrder(contract, order)
def submit_option_order(self, leg: OptionLeg) -> OptionOrder:
leg_data = self.get_market_data(self.get_option_contract(leg))
leg_mid = (leg_data.ask + max(leg_data.bid, 0)) / 2.0
leg_limit = (leg_mid - 0.25) - (leg_mid % 0.05)
option_order = self.submit_single_option_order(leg_data, 1, limit_price = leg_limit)
while not option_order.isDone():
self.ib.waitOnUpdate()
return OptionOrder(option_order)
def submit_spread_order(self, short_leg: OptionLeg, long_leg: OptionLeg) -> OptionOrder:
short_leg_data = self.get_market_data(self.get_option_contract(short_leg))
long_leg_data = self.get_market_data(self.get_option_contract(long_leg))