I have following code that use python API of IB, it should display both price and commission:
from ib.ext.ExecutionFilter import ExecutionFilter
from ib.ext.CommissionReport import CommissionReport
from ib.opt import ibConnection, message
from time import sleep
#-- message handlers -------------------------------------------------
# print all messages from TWS
def watcher(msg):
pass
def ExecutionDetailsHandler(msg):
global execDetails
execDetails = msg.execution
#print execDetails.m_price
#print execDetails.m_side
def CommissionDetailsHandler(msg):
global commission
commission = msg.commissionReport
# global variable that stores the last Execution seen by
ExecutionDetailsHandler
CommissionDetailsHandler
execDetails = None
commission = None
#-- factories
#-----------------------------------------------------------
def makeExecFilter():
filter=ExecutionFilter()
return filter
#-- utilities --------------------------------------------------------
def getExecutionPrice():
filter=makeExecFilter()
con.reqExecutions(744,filter)
# wait for TWS message to come back to message handler
while execDetails is None:
print 'waiting'
sleep(1)
return execDetails.m_price
def getCommission():
filter=CommissionReport()
con.commissionReport(filter)
# wait for TWS message to come back to message handler
while commission is None:
print 'waiting'
sleep(1)
return commission.m_commission
con = ibConnection()
con.registerAll(watcher)
con.register(ExecutionDetailsHandler, 'ExecDetails')
con.register(CommissionDetailsHandler, 'commissionDetails')
con.connect()
price=getExecutionPrice()
c = getCommission()
con.disconnect()
print 'The price of one execution is:', price
print 'The commission fee is:', c
however this is only working for execution price, as it displays the price information after print out. But it does not show the commission information (in my terminal it keeps waiting forever), is there anything wrong in my code?
thx for brian's answer, this does the trick:
commission = None
def commReport(msg):
global commission
#print('ID',msg.commissionReport.m_execId,'COM',msg.commissionReport.m_commission)
commission = msg.commissionReport.m_commission
conn = Connection.create(port=7496, clientId=222)
conn.register(commReport, message.commissionReport)
conn.connect()
and now I am happy to use commission anywhere i want
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