java - 括号订单追踪止损java交互式经纪商

Question

在盈透证券 Java API 上，我尝试提交一个带有追踪止损子订单的父订单。现在我可以放置其中之一，但不能同时放置两者。我怎样才能同时提交它们呢？我应该创建一个数组然后下订单吗？

public void sendOrder(String orderSide, int parentOrderId) {
    System.out.println("sendOrder is called");
    Order order = new Order();
    parentOrderId = nextOrderID + 1;
    order.orderId(nextOrderID + 1);
    //order.m_action = "BUY";
    order.action(orderSide);
    //order.m_totalQuantity = 1;
    order.totalQuantity(20000);
    //order.m_lmtPrice = 0.01;
    System.out.println("sendOrder, this.high = " + this.high);

    DecimalFormat df = new DecimalFormat("0.00000"); // TODO get digit according
    String formatedEntryPrice = df.format(this.high);

    System.out.println("formatedEntryPrice = " + formatedEntryPrice);

    order.lmtPrice(Double.valueOf("1.00")); // TODO stop limit at prior day high
    //order.auxPrice(this.high);
    //order.auxPrice(Double.valueOf(formatedEntryPrice));

    //order.m_orderType = "LMT";
    order.orderType("LMT");
    //order.m_account = "U1836253";
    order.account("U1836253");
  order.transmit(false);
    System.out.println("after creating order");


     if (orderSide  == "BUY"){
         Order stopLoss = new Order();
          order.action ("SELL");
        stopLoss.orderId(nextOrderID + 1);
        order.orderType ("TRAIL");
        order.totalQuantity (20000);
        order.trailingPercent (1);
        order.trailStopPrice(low);
        stopLoss.parentId(nextOrderID) ;
         order.transmit(true);
     }


     if (orderSide  == "SELL"){
         Order stopLoss = new Order();
          order.action ("BUY");
        stopLoss.orderId(nextOrderID + 1);
        order.orderType ("TRAIL");
        order.totalQuantity (20000);
        order.trailingPercent (1);
        order.trailStopPrice(low);
        stopLoss.parentId(nextOrderID) ;
         order.transmit(true);
     }





    m_s.placeOrder(nextOrderID + 1, contract, order);

    System.out.println("sendOrder is finished");
    nextOrderID = nextOrderID +1;
    client.reqIds(Integer.valueOf("1"));

    System.out.println("sendOrder is finished 2");
}

Answer 1

您需要通过单独调用 placeOrder 来下每个订单。通过将父订单上的transmit设置为false，IB将保留该订单，直到您提交transmit = true的子订单。 IB 有 example of submitting a bracket order在他们的 API 文档中。

请注意，您的代码似乎也是错误的，因为您正在创建一个名为 stoploss 的子订单，但随后您在 order 上设置其订单属性，即你 parent 的命令。我假设您实际上想在止损订单上设置这些属性。