I'm using IBrokers to open orders for AUD-USD on IDEALPRO
Here is syntax which works well for me to SELL 90,000:
# myscript.r
.libPaths("rpackages")
library(IBrokers)
myconid = 3
twsobj = twsConnect(myconid)
myaud = twsCurrency("AUD",currency="USD",exch="IDEALPRO",primary="",strike="0.0",right="",local="",multiplier="",include_expired="0",conId=myconid)
Sys.sleep(2)
myorderid = as.integer(reqIds(twsobj))
print(myorderid)
Sys.sleep(2)
myorderid = as.integer(difftime(Sys.time(), "2014-10-30", units = "secs"))
Sys.sleep(2)
IBrokers:::.placeOrder(twsobj, myaud, twsOrder(myorderid,"SELL", 90000, "MKT"))
Sys.sleep(4)
twsDisconnect(twsobj)
Next, I try to place an order for 100,000 with this API call:
IBrokers:::.placeOrder(twsobj, myaud, twsOrder(myorderid,"SELL", 100000, "MKT"))
The order fails.
I see this in my log:
java.lang.NumberFormatException: For input string: "1e+05"
A simple workaround is to place 2 orders for 50000.
I'm looking for clues on other workarounds.
I suspect that the bug is that IBrokers is sending 1e+05 to the API instead of 100000.
# myscript.r
.libPaths("rpackages")
library(IBrokers)
myconid = 3
twsobj = twsConnect(myconid)
myaud = twsCurrency("AUD",currency="USD",exch="IDEALPRO",primary="",strike="0.0",right="",local="",multiplier="",include_expired="0",conId=myconid)
Sys.sleep(2)
myorderid = as.integer(reqIds(twsobj))
print(myorderid)
Sys.sleep(2)
myorderid = as.integer(difftime(Sys.time(), "2014-10-30", units = "secs"))
Sys.sleep(2)
# my workaround:
options("scipen"=4)
IBrokers:::.placeOrder(twsobj, myaud, twsOrder(myorderid,"SELL", 190000, "MKT"))
Sys.sleep(4)
twsDisconnect(twsobj)
来源:https://stackoverflow.com/questions/27595628/ibrokers-how-i-send-100000-to-ibrokers-placeorder