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Add the list of option legs to the order

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This commit is contained in:
moshferatu 2024-02-22 11:34:05 -08:00
parent e02167ab93
commit a10783c737
2 changed files with 10 additions and 6 deletions
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4
ibkr/client.py
View File

@ -145,7 +145,7 @@ class Client:
while not option_order.isDone():
self.ib.waitOnUpdate()
return OptionOrder(option_order, leg_mid)
return OptionOrder([leg], leg_mid, option_order)
def submit_spread_order(self, near_leg: OptionLeg, far_leg: OptionLeg) -> OptionOrder:
near_leg_data = self.get_market_data(self.get_option_contract(near_leg))
@ -164,7 +164,7 @@ class Client:
while not spread_order.isDone():
self.ib.waitOnUpdate()
return OptionOrder(spread_order, spread_mid)
return OptionOrder([near_leg, far_leg], spread_mid, spread_order)
def submit_stop_loss_order(self, trade: Trade, stop_loss_price: float, limit_price: float = None) -> Trade:
stop_loss_order = Order()

12
ibkr/option_order.py
View File

@ -1,8 +1,12 @@
from ib_insync import Trade
from typing import List
from .option_leg import OptionLeg
class OptionOrder:
def __init__(self, trade_result: Trade, mid_price: float):
self.limit_price = abs(trade_result.order.lmtPrice)
self.fill_price = abs(trade_result.orderStatus.avgFillPrice)
self.mid_price = mid_price
def __init__(self, legs: List[OptionLeg], mid_price: float, order_result: Trade):
self.legs = legs
self.mid_price = mid_price
self.limit_price = abs(order_result.order.lmtPrice)
self.fill_price = abs(order_result.orderStatus.avgFillPrice)