API IB TWS Python 支架问题

Question

订单被放置在 tws 中，但在激活时它只是取消自身以及附加的止损和目标。 让我没有订单没有位置。 这是因为我附加父级的方式而不是将传输设置为 false 直到目标？ 我无法通过在 tws 指南中使用传输 = false 然后最后一个为真来弄清楚该示例。 这就是为什么这不起作用？

###################################Place Buy /BUY Bracket
                if direction == "BUY":
                    app.reqGlobalCancel()
                    Entry = Order()
                    Entry.action = 'BUY'
                    Entry.orderId = app.nextorderId
                    Entry.orderType = 'STP LMT'
                    Entry.auxPrice = price + .25
                    Entry.lmtPrice = price + .25
                    Entry.totalQuantity = lotsize
                    Entry.outsideRth = True
                    Entry.tif = 'GTC'
                    app.placeOrder(Entry.orderId, contract, Entry)

###################################Place Stop /BUY Bracket                  
                    app.nextorderId += 1
                    stop_order = Order()
                    stop_order.parentId = Entry.orderId
                    stop_order.action = 'SELL'
                    stop_order.orderType = 'STP'
                    stop_order.auxPrice = buystop + .25
                    stop_order.totalQuantity = lotsize                  
                    stop_order.orderId= Entry.orderId +1
                    stop_order.outsideRth = True
                    stop_order.tif = 'GTC'
                    app.placeOrder(stop_order.orderId, contract, stop_order)
                    stopid=str(stop_order.orderId)
###################################Store Stop Id for stop adjustments                   
                    if path.exists("StopOrder.txt"):
                        os.remove("StopOrder.txt")            
                    file = open("StopOrder.txt","w")
                    file.write(stopid)
                    file.close()
###################################Place Target /BUY Bracket
                    app.nextorderId += 1                
                    target_order = Order()
                    target_order.parentId = Entry.orderId
                    target_order.action = 'SELL'
                    target_order.orderType = 'LMT'
                    target_order.lmtPrice = buytar + .25
                    target_order.totalQuantity = lotsize
                    target_order.outsideRth = True
                    target_order.tif = 'GTC'
                    app.placeOrder(app.nextorderId, contract, target_order)

Answer 1

问题是有很多大小限制，超过了 40 个。