我正在使用IBrokers在IDEALPRO上打开AUD-USD的订单
这里的语法对我来说很适合卖出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)
接下来,我尝试通过此API调用下订单100,000:
IBrokers:::.placeOrder(twsobj, myaud, twsOrder(myorderid,"SELL", 100000, "MKT"))
订单失败。
我在日志中看到了这一点:
java.lang.NumberFormatException: For input string: "1e+05"
一个简单的解决方法是为50000下2个订单。
我正在寻找其他解决方法的线索。
我怀疑这个错误是IBrokers正在向API发送1e + 05而不是100000。
答案 0 :(得分:1)
# 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)