我如何在ib_insync TWS中获得执行委托

Question

I need to get a commission of execution in TWS. I connect to them through ib_insync library for python.

I do abt:

ib = IB()
ib.connect('127.0.0.1', 7497, 1)
ib.placeOrder(contract, order)

for e in ib.executions():
    print(e)

The question is - where is the commissions for this executions is flying? how can i catch them all?

Answer 1

Ok, I find a solution:

from ib_insync import IB

class MyTrader:
    def __init__(self):
        self.ib = IB()
        self.ib.setCallback('commissionReport', self.commissionCallback)

    def commissionCallback(self, *args):
        print(args[-1])    # CommissionReport object will be printed when order is filed

    def trulala(self):
        self.ib.connect('127.0.0.1', 7498, 1)
        contract = Contract(...)
        order = Order(...)
        self.ib.placeOrder(contract, order)

Finally exist a more simpler method (and it useful if you need an access to objects), it:

self.ib.fills()  

will return a list of Fill objects which contains a tuple of all necessary objects, like Contract, Order, Execution and CommissionReport.

Answer 2

You should ask specifics at https://groups.io/g/insync I doubt anybody here uses that library.

Commissions aren't returned in executions, they are returned in commissionReport. http://interactivebrokers.github.io/tws-api/classIBApi_1_1CommissionReport.html

Notice that the id is the execution id which is the same in the execution that matches the commission report.