当我使用 IBKR API（Interactive Brokers）手动进行交易时需要帮助打印执行细节

Question

我正在尝试在订单成交时打印执行细节。我使用 execDetails 方法在代码中实现了此功能，但它仅在机器人进行交易时打印执行细节。当我在 TWS 平台上手动进行交易时，我试图让它打印执行细节。这有可能实现吗？

这是我的代码，仅当机器人进行交易时才有效：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import *

import threading
import time


class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def nextValidId(self, orderId: int):
        super().nextValidId(orderId)
        self.nextorderId = orderId
        print('The next valid order id is: ', self.nextorderId)

    def execDetails(self, reqId, contract, execution):
        print('Order Executed: ', reqId, contract.symbol, contract.secType,
              contract.currency, execution.execId, execution.orderId,
              execution.shares, execution.lastLiquidity)


def run_loop():
    app.run()


# Function to create FX Order contract
def spy_order():
    contract = Contract()
    contract.symbol = "SPY"
    contract.secType = "STK"
    contract.currency = "USD"
    contract.exchange = "SMART"
    contract.primaryExchange = "ARCA"
    return contract


app = IBapi()
app.connect('127.0.0.1', 7497, 123)

app.nextorderId = None

# Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

# Check if the API is connected via orderid
while True:
    if isinstance(app.nextorderId, int):
        print('connected')
        print()
        break
    else:
        print('waiting for connection')
        time.sleep(1)

# Create order object
order = Order()
order.action = 'BUY'
order.totalQuantity = 1
order.orderType = 'MKT'

# Place order
app.placeOrder(app.nextorderId, spy_order(), order)
app.nextorderId += 1

Answer 1

好的，我明白了。要让它通过手动订单回复您，您需要转到交易平台 API 设置并将主 API 客户端 ID 设置为 0，然后将其与连接客户端 ID 匹配：

app.connect('127.0.0.1', 7497, 0)

当我使用 IBKR API（Interactive Brokers）手动进行交易时需要帮助打印执行细节

Need help printing execution details when I manually place a trade using IBKR API (Interactive Brokers)

python

algorithmic-trading

trading

interactive-brokers