How to get the trading price and commission in Int

问题:

http://interactivebrokers.github.io/tws-api/ maybe a useful link. This picture is from java API guide of Interacitve Brokers and the numbers I want are price and commission in trade log.

回答1:

from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.ext.CommissionReport import CommissionReport
from ib.ext.TickType import TickType as tt

Make functions to handle each type of callback you're interested in.

def error_handler(msg):
    print (msg)

def execDetails(msg):
    print('ID',msg.execution.m_execId,'PRICE',msg.execution.m_price)

def commReport(msg):
    print('ID',msg.commissionReport.m_execId,'COM',msg.commissionReport.m_commission)

tws = Connection.create(port = 4001, clientId=123)
tws.register(execDetails, message.execDetails)
tws.register(commReport, message.commissionReport)
tws.register(error_handler, 'Error')
tws.connect()

You should wait for connect() to finish, I usually just use the nextOrderId callback to notify me when ready but in python you could sleep(2) or in this case I'm using the notebook so I just run the next cells later.

fx = Contract()
fx.m_secType = "CASH" 
fx.m_symbol = "USD"
fx.m_currency = "CAD"
fx.m_exchange = "IDEALPRO"
#tws.reqMktData(1,fx,"",False)

ord = Order()
ord.m_orderType = 'MKT'
ord.m_totalQuantity = 100000
ord.m_action = 'SELL'
tws.placeOrder(123,fx,ord) #increment this every order

This prints

ID 0001f4e8.57427bd9.01.01 PRICE 1.31565
ID 0001f4e8.57427bd9.01.01 COM 2.6313`

Don't forget tws.disconnect() at some point