如何使用Interactive Brokers API将订单限制在特定时间内打开并在另一特定时间内关闭

Question

Using Interactive Brokers API, I would like to restrict order open to a certain time for example not before 09:35, I would also like to close the position at about 5 minutes before the end of the day.I tried to use an if statment with Sys.time() but I didn't work and in addition it is not elegant..How can I fix the error or use another method to full fill my need ?

    Hour<-as.integer(format(Sys.time(), "%H"))
    Minute<-as.integer(format(Sys.time(), "%M"))
    print(lastValue)
    library(IBrokers)
    options("scipen"=4)
    myconid = 3
    twsobj = twsConnect(myconid)
    Sys.sleep(2)
    myorderid = as.integer(reqIds(twsobj))
    print(myorderid)
    Sys.sleep(2)
    if(lastValue>0.5 && Hour > 16 && Minute > 35 ){
        placeOrder(twsobj,Contract=twsSTK("SPY"),Order=twsOrder(myorderid ,"BUY",1,"MKT"))
        print("IT WAS A BUY ORDER")
        Sys.sleep(10)
        placeOrder(twsobj,Contract=twsSTK("SPY"),Order=twsOrder(myorderid + 1 ,"SELL",1,"MKT"))

    } else{
        placeOrder(twsobj,Contract=twsSTK("SPY"),Order=twsOrder(myorderid , "SELL" , 1 , "MKT"))
        print("IT WAS A SELL ORDER")
        Sys.sleep(10)
        placeOrder(twsobj,Contract=twsSTK("SPY"),Order=twsOrder(myorderid + 1 , "BUY" ,1, "MKT"))

    }

Answer 1

Every broker has a facility to specify the good after time (GAT). It should be as simple as setting this field in the R interface. In the CRAN IBrokers docs it says the field

goodAfterTime Trades Good After Time: YYYYMMDD hh:mm:ss or ""

Here's the order properties API info at IB https://www.interactivebrokers.com/en/software/api/apiguide/java/order.htm

The trade's "Good After Time," format "YYYYMMDD hh:mm:ss (optional time zone)"

Note, MKT orders will be filled practically instantly. A LMT order may take some time.