ibapi-stable 10.37.2__py3-none-any.whl

ibapi/order_condition.py

@@ -0,0 +1,289 @@
+"""
+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 import comm
+from ibapi.const import UNSET_DOUBLE
+from ibapi.object_implem import Object
+from ibapi.enum_implem import Enum
+from ibapi.utils import decode
+
+
+# TODO: add support for Rebate, P/L, ShortableShares conditions
+
+
+class OrderCondition(Object):
+    Price = 1
+    Time = 3
+    Margin = 4
+    Execution = 5
+    Volume = 6
+    PercentChange = 7
+
+    def __init__(self, condType):
+        self.condType = condType
+        self.isConjunctionConnection = True
+
+    def type(self):
+        return self.condType
+
+    def And(self):
+        self.isConjunctionConnection = True
+        return self
+
+    def Or(self):
+        self.isConjunctionConnection = False
+        return self
+
+    def decode(self, fields):
+        connector = decode(str, fields)
+        self.isConjunctionConnection = connector == "a"
+
+    def make_fields(self):
+        return [comm.make_field("a" if self.isConjunctionConnection else "o")]
+
+    def __str__(self):
+        return "<AND>" if self.isConjunctionConnection else "<OR>"
+
+
+class ExecutionCondition(OrderCondition):
+    def __init__(self, secType=None, exch=None, symbol=None):
+        OrderCondition.__init__(self, OrderCondition.Execution)
+        self.secType = secType
+        self.exchange = exch
+        self.symbol = symbol
+
+    def decode(self, fields):
+        OrderCondition.decode(self, fields)
+        self.secType = decode(str, fields)
+        self.exchange = decode(str, fields)
+        self.symbol = decode(str, fields)
+
+    def make_fields(self):
+        flds = OrderCondition.make_fields(self) + [
+            comm.make_field(self.secType),
+            comm.make_field(self.exchange),
+            comm.make_field(self.symbol),
+        ]
+        return flds
+
+    def __str__(self):
+        return (
+            "trade occurs for "
+            + self.symbol
+            + " symbol on "
+            + self.exchange
+            + " exchange for "
+            + self.secType
+            + " security type"
+        )
+
+
+class OperatorCondition(OrderCondition):
+    def __init__(self, condType=None, isMore=None):
+        OrderCondition.__init__(self, condType)
+        self.isMore = isMore
+
+    def valueToString(self) -> str:
+        raise NotImplementedError("abstractmethod!")
+
+    def setValueFromString(self, text: str) -> None:
+        raise NotImplementedError("abstractmethod!")
+
+    def decode(self, fields):
+        OrderCondition.decode(self, fields)
+        self.isMore = decode(bool, fields)
+        text = decode(str, fields)
+        self.setValueFromString(text)
+
+    def make_fields(self):
+        return OrderCondition.make_fields(self) + [
+            comm.make_field(self.isMore),
+            comm.make_field(self.valueToString()),
+        ]
+
+    def __str__(self):
+        sb = ">= " if self.isMore else "<= "
+        return f" {sb} {self.valueToString()}"
+
+
+class MarginCondition(OperatorCondition):
+    def __init__(self, isMore=None, percent=None):
+        OperatorCondition.__init__(self, OrderCondition.Margin, isMore)
+        self.percent = percent
+
+    def decode(self, fields):
+        OperatorCondition.decode(self, fields)
+
+    def make_fields(self):
+        flds = OperatorCondition.make_fields(self)
+        return flds
+
+    def valueToString(self) -> str:
+        return str(self.percent)
+
+    def setValueFromString(self, text: str) -> None:
+        self.percent = float(text)
+
+    def __str__(self):
+        return f"the margin cushion percent {OperatorCondition.__str__(self)} "
+
+
+class ContractCondition(OperatorCondition):
+    def __init__(self, condType=None, conId=None, exch=None, isMore=None):
+        OperatorCondition.__init__(self, condType, isMore)
+        self.conId = conId
+        self.exchange = exch
+
+    def decode(self, fields):
+        OperatorCondition.decode(self, fields)
+        self.conId = decode(int, fields)
+        self.exchange = decode(str, fields)
+
+    def make_fields(self):
+        return OperatorCondition.make_fields(self) + [
+            comm.make_field(self.conId),
+            comm.make_field(self.exchange),
+        ]
+
+    def valueToString(self) -> str:
+        # todo
+        pass
+
+    def setValueFromString(self, text: str) -> None:
+        # todo
+        pass
+
+    def __str__(self):
+        return f"{self.conId} on {self.exchange} is {OperatorCondition.__str__(self)} "
+
+
+class TimeCondition(OperatorCondition):
+    def __init__(self, isMore=None, time=None):
+        OperatorCondition.__init__(self, OrderCondition.Time, isMore)
+        self.time = time
+
+    def decode(self, fields):
+        OperatorCondition.decode(self, fields)
+
+    def make_fields(self):
+        flds = OperatorCondition.make_fields(self)
+        return flds
+
+    def valueToString(self) -> str:
+        return self.time
+
+    def setValueFromString(self, text: str) -> None:
+        self.time = text
+
+    def __str__(self):
+        return f"time is {OperatorCondition.__str__(self)} "
+
+
+class PriceCondition(ContractCondition):
+    TriggerMethodEnum = Enum(
+        "Default",  # = 0,
+        "DoubleBidAsk",  # = 1,
+        "Last",  # = 2,
+        "DoubleLast",  # = 3,
+        "BidAsk",  # = 4,
+        "N/A1",
+        "N/A2",
+        "LastBidAsk",  # = 7,
+        "MidPoint",
+    )  # = 8
+
+    def __init__(
+        self, triggerMethod=None, conId=None, exch=None, isMore=None, price=None
+    ):
+        ContractCondition.__init__(self, OrderCondition.Price, conId, exch, isMore)
+        self.price = price
+        self.triggerMethod = triggerMethod
+
+    def decode(self, fields):
+        ContractCondition.decode(self, fields)
+        self.triggerMethod = decode(int, fields)
+
+    def make_fields(self):
+        flds = ContractCondition.make_fields(self) + [
+            comm.make_field(self.triggerMethod),
+        ]
+        return flds
+
+    def valueToString(self) -> str:
+        return str(self.price)
+
+    def setValueFromString(self, text: str) -> None:
+        self.price = float(text)
+
+    def __str__(self):
+        return (
+            f"{PriceCondition.TriggerMethodEnum.toStr(self.triggerMethod)} "
+            f"price of {ContractCondition.__str__(self)} "
+        )
+
+
+class PercentChangeCondition(ContractCondition):
+    def __init__(self, conId=None, exch=None, isMore=None, changePercent=UNSET_DOUBLE):
+        ContractCondition.__init__(
+            self, OrderCondition.PercentChange, conId, exch, isMore
+        )
+        self.changePercent = changePercent
+
+    def decode(self, fields):
+        ContractCondition.decode(self, fields)
+
+    def make_fields(self):
+        flds = ContractCondition.make_fields(self)
+        return flds
+
+    def valueToString(self) -> str:
+        return str(self.changePercent)
+
+    def setValueFromString(self, text: str) -> None:
+        self.changePercent = float(text)
+
+    def __str__(self):
+        return f"percent change of {ContractCondition.__str__(self)} "
+
+
+class VolumeCondition(ContractCondition):
+    def __init__(self, conId=None, exch=None, isMore=None, volume=None):
+        ContractCondition.__init__(self, OrderCondition.Volume, conId, exch, isMore)
+        self.volume = volume
+
+    def decode(self, fields):
+        ContractCondition.decode(self, fields)
+
+    def make_fields(self):
+        flds = ContractCondition.make_fields(self)
+        return flds
+
+    def valueToString(self) -> str:
+        return str(self.volume)
+
+    def setValueFromString(self, text: str) -> None:
+        self.volume = int(text)
+
+    def __str__(self):
+        return f"volume of {ContractCondition.__str__(self)} "
+
+
+def Create(condType):
+    cond = None
+
+    if OrderCondition.Execution == condType:
+        cond = ExecutionCondition()
+    elif OrderCondition.Margin == condType:
+        cond = MarginCondition()
+    elif OrderCondition.PercentChange == condType:
+        cond = PercentChangeCondition()
+    elif OrderCondition.Price == condType:
+        cond = PriceCondition()
+    elif OrderCondition.Time == condType:
+        cond = TimeCondition()
+    elif OrderCondition.Volume == condType:
+        cond = VolumeCondition()
+
+    return cond

ibapi/order_state.py

@@ -0,0 +1,117 @@
+"""
+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_DOUBLE, UNSET_DECIMAL
+from ibapi.utils import decimalMaxString
+from ibapi.utils import floatMaxString
+
+class OrderAllocation(Object):
+    def __init__(self):
+        self.account = ""
+        self.position = UNSET_DECIMAL
+        self.positionDesired = UNSET_DECIMAL
+        self.positionAfter = UNSET_DECIMAL
+        self.desiredAllocQty = UNSET_DECIMAL
+        self.allowedAllocQty = UNSET_DECIMAL
+        self.isMonetary = False
+
+    def __str__(self):
+        s = ("Account: %s, Position: %s, PositionDesired: %s, PositionAfter: %s, "
+             "DesiredAllocQty: %s, AllowedAllocQty: %s, IsMonetary: %s") % (
+                str(self.account),
+                decimalMaxString(self.position),
+                decimalMaxString(self.positionDesired),
+                decimalMaxString(self.positionAfter),
+                decimalMaxString(self.desiredAllocQty),
+                decimalMaxString(self.allowedAllocQty),
+                str(self.isMonetary),
+            )
+        return s
+
+class OrderState:
+    def __init__(self):
+        self.status = ""
+
+        self.initMarginBefore = ""
+        self.maintMarginBefore = ""
+        self.equityWithLoanBefore = ""
+        self.initMarginChange = ""
+        self.maintMarginChange = ""
+        self.equityWithLoanChange = ""
+        self.initMarginAfter = ""
+        self.maintMarginAfter = ""
+        self.equityWithLoanAfter = ""
+
+        self.commissionAndFees = UNSET_DOUBLE  # type: float
+        self.minCommissionAndFees = UNSET_DOUBLE  # type: float
+        self.maxCommissionAndFees = UNSET_DOUBLE  # type: float
+        self.commissionAndFeesCurrency = ""
+        self.marginCurrency = ""
+        self.initMarginBeforeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.maintMarginBeforeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.equityWithLoanBeforeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.initMarginChangeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.maintMarginChangeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.equityWithLoanChangeOutsideRTH = UNSET_DOUBLE  # type: float
+        self.initMarginAfterOutsideRTH = UNSET_DOUBLE  # type: float
+        self.maintMarginAfterOutsideRTH = UNSET_DOUBLE  # type: float
+        self.equityWithLoanAfterOutsideRTH = UNSET_DOUBLE  # type: float
+        self.suggestedSize = UNSET_DECIMAL
+        self.rejectReason = ""
+        self.orderAllocations = None
+        self.warningText = ""
+        self.completedTime = ""
+        self.completedStatus = ""
+        
+    def __str__(self):
+        s = ("Status: %s, InitMarginBefore: %s, MaintMarginBefore: %s, EquityWithLoanBefore: %s, "
+             "InitMarginChange: %s, MaintMarginChange: %s, EquityWithLoanChange: %s, "
+             "InitMarginAfter: %s, MaintMarginAfter: %s, EquityWithLoanAfter: %s, "
+             "CommissionAndFees: %s, MinCommissionAndFees: %s, MaxCommissionAndFees: %s, CommissionAndFeesCurrency: %s, MarginCurrency: %s, "
+             "InitMarginBeforeOutsideRTH: %s, MaintMarginBeforeOutsideRTH: %s, EquityWithLoanBeforeOutsideRTH: %s, "
+             "InitMarginChangeOutsideRTH: %s, MaintMarginChangeOutsideRTH: %s, equityWithLoanChangeOutsideRTH: %s, "
+             "InitMarginAfterOutsideRTH: %s, MaintMarginAfterOutsideRTH: %s, equityWithLoanAfterOutsideRTH: %s, "
+             "SuggestedSize: %s, RejectReason: %s, WarningText: %s, CompletedTime: %s, CompletedStatus: %s") % (
+                str(self.status),
+                str(self.initMarginBefore),
+                str(self.maintMarginBefore),
+                str(self.equityWithLoanBefore),
+                str(self.initMarginChange),
+                str(self.maintMarginChange),
+                str(self.equityWithLoanChange),
+                str(self.initMarginAfter),
+                str(self.maintMarginAfter),
+                str(self.equityWithLoanAfter),
+                floatMaxString(self.commissionAndFees),
+                floatMaxString(self.minCommissionAndFees),
+                floatMaxString(self.maxCommissionAndFees),
+                str(self.commissionAndFeesCurrency),
+                str(self.marginCurrency),
+                floatMaxString(self.initMarginBeforeOutsideRTH),
+                floatMaxString(self.maintMarginBeforeOutsideRTH),
+                floatMaxString(self.equityWithLoanBeforeOutsideRTH),
+                floatMaxString(self.initMarginChangeOutsideRTH),
+                floatMaxString(self.maintMarginChangeOutsideRTH),
+                floatMaxString(self.equityWithLoanChangeOutsideRTH),
+                floatMaxString(self.initMarginAfterOutsideRTH),
+                floatMaxString(self.maintMarginAfterOutsideRTH),
+                floatMaxString(self.equityWithLoanAfterOutsideRTH),
+                decimalMaxString(self.suggestedSize),
+                str(self.rejectReason),
+                str(self.warningText),
+                str(self.completedTime),
+                str(self.completedStatus),
+            )
+        
+
+        if self.orderAllocations:
+            s += " OrderAllocations("
+            for orderAllocation in self.orderAllocations:
+                s += str(orderAllocation) + "; "
+            s += ")"
+
+        return s
+