how to open two sides market orders?

greg All Messages By This Member #45788 I would like to make two differents trade for the same futures. I would like to open a buy and a sell position at the same time. For now, I open a buy position and when I want to open a other sell position the buy position get closed. I would like to have them open together and to be able to close one without closing the other. I tried to log in two different client id but this is not working. this is my code: from ib_insync import * import time ib_1 = IB() ib_2 = IB() ib_1.connect('127.0.0.1', 7497, clientId=727) ib_2.connect('127.0.0.1', 7497, clientId=728) lots_size = 100000 contract = Forex("EURUSD") buy_order = MarketOrder("BUY", lots_size) sell_order = MarketOrder("SELL", lots_size) # first trade time.sleep(10) buy_trade = ib_1.placeOrder(contract, buy_order) # wait 10 sec and do another trade time.sleep(10) sell_trade = ib_2.placeOrder(contract, sell_order)
mark collins All Messages By This Member #45789 If you think about it for a bit, opening two contradictory orders for the same value, but with different exit conditions is going to cancel the main body of the trade and any active net positions will only take effect once the exits occur and lift one side or the other. So, just trade the exits and save yourself the unnecessary trades and commissions? And yes I'm familiar with the practice of placing locking trades to hold a short term cancel whilst maintaining a longer running trade for a consistent traded record, but IB is looking at it from the perspective of net position, not individual trades. Best wishes, M toggle quoted message Show quoted text On Mon, 2 Nov 2020 at 09:59, wickersheim gregory <gwick.web@...> wrote: I would like to make two differents trade for the same futures. I would like to open a buy and a sell position at the same time. For now, I open a buy position and when I want to open a other sell position the buy position get closed. I would like to have them open together and to be able to close one without closing the other. I tried to log in two different client id but this is not working. this is my code: from ib_insync import * import time ib_1 = IB() ib_2 = IB() ib_1.connect('127.0.0.1', 7497, clientId=727) ib_2.connect('127.0.0.1', 7497, clientId=728) lots_size = 100000 contract = Forex("EURUSD") buy_order = MarketOrder("BUY", lots_size) sell_order = MarketOrder("SELL", lots_size) # first trade time.sleep(10) buy_trade = ib_1.placeOrder(contract, buy_order) # wait 10 sec and do another trade time.sleep(10) sell_trade = ib_2.placeOrder(contract, sell_order) -- +44 (0) 7528 551604? Gulfstream Software - Winner Risk Management Awards 2010 This message is subject to :
greg All Messages By This Member #45790 So, what if I got multiple algo running in parallels for the same security, let say for the forex EUR.USD One algo will open a buy position expecting to sell it after, but then the other algo open an sell position and then close the position that the first algo opened? It should be a way of treating each positions individually right?
mark collins All Messages By This Member #45791 Sadly although that's probably the way you are used to handling your trades, as far as I know IB are just interested in the net position. You have to do your own trade logic to separate what the individual algo's consider to be "their" position. Honestly I found position tracking in IB to be unnecessarily awkward. But perhaps someone on here has got some nice advice for us. I used order references and execution tracking to obtain a "view" though your mileage on this may vary, depending on how tortured your positions are and how patchy the execution reports, logic tying it to the account reported position and any other weirdnesses that crop up are. To keep it fast for development I used distinct accounts for each test - otherwise the "working out what happened" headache was just not worth the effort. Best wishes, M toggle quoted message Show quoted text On Mon, 2 Nov 2020 at 10:32, wickersheim gregory <gwick.web@...> wrote: So, what if I got multiple algo running in parallels for the same security, let say for the forex EUR.USD One algo will open a buy position expecting to sell it after, but then the other algo open an sell position and then close the position that the first algo opened? It should be a way of treating each positions individually right? -- +44 (0) 7528 551604? Gulfstream Software - Winner Risk Management Awards 2010 This message is subject to :

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how to open two sides market orders?