ibapi-stable 10.37.2__py3-none-any.whl

ibapi/contract.py

@@ -0,0 +1,265 @@
+"""
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+from ibapi.object_implem import Object
+from ibapi.const import UNSET_DECIMAL, UNSET_DOUBLE
+
+from ibapi.utils import intMaxString
+from ibapi.utils import floatMaxString
+from ibapi.utils import decimalMaxString
+from enum import Enum
+
+"""
+SAME_POS    = open/close leg value is same as combo
+OPEN_POS    = open
+CLOSE_POS   = close
+UNKNOWN_POS = unknown
+"""
+(SAME_POS, OPEN_POS, CLOSE_POS, UNKNOWN_POS) = range(4)
+
+
+class ComboLeg(Object):
+    def __init__(self):
+        self.conId = 0  # type: int
+        self.ratio = 0  # type: int
+        self.action = ""  # BUY/SELL/SHORT
+        self.exchange = ""
+        self.openClose = 0  # type: int # LegOpenClose enum values
+        # for stock legs when doing short sale
+        self.shortSaleSlot = 0
+        self.designatedLocation = ""
+        self.exemptCode = -1
+
+    def __str__(self):
+        return ",".join(
+            (
+                intMaxString(self.conId),
+                intMaxString(self.ratio),
+                str(self.action),
+                str(self.exchange),
+                intMaxString(self.openClose),
+                intMaxString(self.shortSaleSlot),
+                str(self.designatedLocation),
+                intMaxString(self.exemptCode),
+            )
+        )
+
+
+class DeltaNeutralContract(Object):
+    def __init__(self):
+        self.conId = 0  # type: int
+        self.delta = 0.0  # type: float
+        self.price = 0.0  # type: float
+
+    def __str__(self):
+        return ",".join(
+            (str(self.conId), floatMaxString(self.delta), floatMaxString(self.price))
+        )
+
+
+class Contract(Object):
+    def __init__(self):
+        self.conId = 0
+        self.symbol = ""
+        self.secType = ""
+        self.lastTradeDateOrContractMonth = ""
+        self.lastTradeDate = ""
+        self.strike = UNSET_DOUBLE  # float !!
+        self.right = ""
+        self.multiplier = ""
+        self.exchange = ""
+        self.primaryExchange = ""  # pick an actual (ie non-aggregate) exchange that the contract trades on.
+        # DO NOT SET TO SMART.
+        self.currency = ""
+        self.localSymbol = ""
+        self.tradingClass = ""
+        self.includeExpired = False
+        self.secIdType = ""  # CUSIP;SEDOL;ISIN;RIC
+        self.secId = ""
+        self.description = ""
+        self.issuerId = ""
+
+        # combos
+        self.comboLegsDescrip = (
+            ""
+        )  # type: str #received in open order 14 and up for all combos
+        self.comboLegs = []  # type: list[ComboLeg]
+        self.deltaNeutralContract = None
+
+    def __str__(self):
+        s = (
+            "ConId: %s, Symbol: %s, SecType: %s, LastTradeDateOrContractMonth: %s, Strike: %s, Right: %s, Multiplier: %s, Exchange: %s, PrimaryExchange: %s, "
+            "Currency: %s, LocalSymbol: %s, TradingClass: %s, IncludeExpired: %s, SecIdType: %s, SecId: %s, Description: %s, "
+            "IssuerId: %s"
+            % (
+                intMaxString(self.conId),
+                str(self.symbol),
+                str(self.secType),
+                str(self.lastTradeDateOrContractMonth),
+                floatMaxString(self.strike),
+                str(self.right),
+                str(self.multiplier),
+                str(self.exchange),
+                str(self.primaryExchange),
+                str(self.currency),
+                str(self.localSymbol),
+                str(self.tradingClass),
+                str(self.includeExpired),
+                str(self.secIdType),
+                str(self.secId),
+                str(self.description),
+                str(self.issuerId),
+            )
+        )
+        s += "Combo:" + self.comboLegsDescrip
+
+        if self.comboLegs:
+            for leg in self.comboLegs:
+                s += ";" + str(leg)
+
+        if self.deltaNeutralContract:
+            s += ";" + str(self.deltaNeutralContract)
+
+        return s
+
+
+class ContractDetails(Object):
+    def __init__(self):
+        self.contract = Contract()
+        self.marketName = ""
+        self.minTick = 0.0
+        self.orderTypes = ""
+        self.validExchanges = ""
+        self.priceMagnifier = 0
+        self.underConId = 0
+        self.longName = ""
+        self.contractMonth = ""
+        self.industry = ""
+        self.category = ""
+        self.subcategory = ""
+        self.timeZoneId = ""
+        self.tradingHours = ""
+        self.liquidHours = ""
+        self.evRule = ""
+        self.evMultiplier = 0
+        self.aggGroup = 0
+        self.underSymbol = ""
+        self.underSecType = ""
+        self.marketRuleIds = ""
+        self.secIdList = None
+        self.realExpirationDate = ""
+        self.lastTradeTime = ""
+        self.stockType = ""
+        self.minSize = UNSET_DECIMAL
+        self.sizeIncrement = UNSET_DECIMAL
+        self.suggestedSizeIncrement = UNSET_DECIMAL
+        # BOND values
+        self.cusip = ""
+        self.ratings = ""
+        self.descAppend = ""
+        self.bondType = ""
+        self.couponType = ""
+        self.callable = False
+        self.putable = False
+        self.coupon = 0
+        self.convertible = False
+        self.maturity = ""
+        self.issueDate = ""
+        self.nextOptionDate = ""
+        self.nextOptionType = ""
+        self.nextOptionPartial = False
+        self.notes = ""
+        # FUND values
+        self.fundName = ""
+        self.fundFamily = ""
+        self.fundType = ""
+        self.fundFrontLoad = ""
+        self.fundBackLoad = ""
+        self.fundBackLoadTimeInterval = ""
+        self.fundManagementFee = ""
+        self.fundClosed = False
+        self.fundClosedForNewInvestors = False
+        self.fundClosedForNewMoney = False
+        self.fundNotifyAmount = ""
+        self.fundMinimumInitialPurchase = ""
+        self.fundSubsequentMinimumPurchase = ""
+        self.fundBlueSkyStates = ""
+        self.fundBlueSkyTerritories = ""
+        self.fundDistributionPolicyIndicator = FundDistributionPolicyIndicator.NoneItem
+        self.fundAssetType = FundAssetType.NoneItem
+        self.ineligibilityReasonList = None
+
+    def __str__(self):
+        s = ",".join(
+            (
+                str(self.contract),
+                str(self.marketName),
+                floatMaxString(self.minTick),
+                str(self.orderTypes),
+                str(self.validExchanges),
+                intMaxString(self.priceMagnifier),
+                intMaxString(self.underConId),
+                str(self.longName),
+                str(self.contractMonth),
+                str(self.industry),
+                str(self.category),
+                str(self.subcategory),
+                str(self.timeZoneId),
+                str(self.tradingHours),
+                str(self.liquidHours),
+                str(self.evRule),
+                intMaxString(self.evMultiplier),
+                str(self.underSymbol),
+                str(self.underSecType),
+                str(self.marketRuleIds),
+                intMaxString(self.aggGroup),
+                str(self.secIdList),
+                str(self.realExpirationDate),
+                str(self.stockType),
+                str(self.cusip),
+                str(self.ratings),
+                str(self.descAppend),
+                str(self.bondType),
+                str(self.couponType),
+                str(self.callable),
+                str(self.putable),
+                str(self.coupon),
+                str(self.convertible),
+                str(self.maturity),
+                str(self.issueDate),
+                str(self.nextOptionDate),
+                str(self.nextOptionType),
+                str(self.nextOptionPartial),
+                str(self.notes),
+                decimalMaxString(self.minSize),
+                decimalMaxString(self.sizeIncrement),
+                decimalMaxString(self.suggestedSizeIncrement),
+                str(self.ineligibilityReasonList),
+            )
+        )
+
+        return s
+
+
+class ContractDescription(Object):
+    def __init__(self):
+        self.contract = Contract()
+        self.derivativeSecTypes = []  # type: list[str]
+
+class FundAssetType(Enum):
+    NoneItem = ("None", "None")
+    Others = ("000", "Others"), 
+    MoneyMarket = ("001", "Money Market")
+    FixedIncome = ("002", "Fixed Income")
+    MultiAsset = ("003", "Multi-asset")
+    Equity = ("004", "Equity")
+    Sector = ("005", "Sector")
+    Guaranteed = ("006", "Guaranteed")
+    Alternative = ("007", "Alternative")
+
+class FundDistributionPolicyIndicator(Enum):
+    NoneItem = ("None", "None")
+    AccumulationFund = ("N", "Accumulation Fund")
+    IncomeFund = ("Y", "Income Fund")