当我使用 IBKR API (Interactive Brokers) 手动进行交易时需要帮助打印执行细节

Question

我正在尝试在订单完成时打印执行详细信息。 我使用 execDetails 方法在代码中工作，但是它只在机器人进行交易时打印执行细节。 当我在 TWS 平台上手动进行交易时，我试图让它打印执行细节。 这有可能实现吗？

这是我的代码，仅在机器人进行交易时才有效：

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import *

import threading
import time


class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def nextValidId(self, orderId: int):
        super().nextValidId(orderId)
        self.nextorderId = orderId
        print('The next valid order id is: ', self.nextorderId)

    def execDetails(self, reqId, contract, execution):
        print('Order Executed: ', reqId, contract.symbol, contract.secType,
              contract.currency, execution.execId, execution.orderId,
              execution.shares, execution.lastLiquidity)


def run_loop():
    app.run()


# Function to create FX Order contract
def spy_order():
    contract = Contract()
    contract.symbol = "SPY"
    contract.secType = "STK"
    contract.currency = "USD"
    contract.exchange = "SMART"
    contract.primaryExchange = "ARCA"
    return contract


app = IBapi()
app.connect('127.0.0.1', 7497, 123)

app.nextorderId = None

# Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

# Check if the API is connected via orderid
while True:
    if isinstance(app.nextorderId, int):
        print('connected')
        print()
        break
    else:
        print('waiting for connection')
        time.sleep(1)

# Create order object
order = Order()
order.action = 'BUY'
order.totalQuantity = 1
order.orderType = 'MKT'

# Place order
app.placeOrder(app.nextorderId, spy_order(), order)
app.nextorderId += 1

Answer 1

好吧，我想通了。 要让它通过手动订单回复您，您需要转到您的 TWS API 设置并将 Master API 客户端 ID 设置为 0，然后将其与连接客户端 ID 匹配：

app.connect('127.0.0.1', 7497, 0)