T>qjBTdZddlZddlmZmZddlmZmZm Z ddl m Z eGddZ Gdde Z Gd d e ZGd d e ZGd de ZGdde ZGdde ZGdde ZGdde ZGdde ZGdde ZGdde ZGdde ZGdd e ZGd!d"e ZGd#d$eZeGd%d&ZeGd'd(ZGd)d*eZeGd+d,ZeGd-d.Z eGd/d0Z!y)1z7Financial instrument types used by Interactive Brokers.N) dataclassfield)List NamedTupleOptionalcxeZdZUdZdZeed<dZeed<dZ eed<dZ eed<dZ e ed <dZ eed <dZeed <dZeed <dZeed <dZeed<dZeed<dZeed<dZeed<dZeed<dZeed<dZeed<dZeed<dZeed<eeZeded<dZe ded<e!d$dZ"defd Z#d!Z$d"Z%d#Z&e&Z'y)%Contracta. ``Contract(**kwargs)`` can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples:: Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD') Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type: * 'STK' = Stock (or ETF) * 'OPT' = Option * 'FUT' = Future * 'IND' = Index * 'FOP' = Futures option * 'CASH' = Forex pair * 'CFD' = CFD * 'BAG' = Combo * 'WAR' = Warrant * 'BOND' = Bond * 'CMDTY' = Commodity * 'NEWS' = News * 'FUND' = Mutual fund * 'CRYPTO' = Crypto currency * 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple: * secIdType='ISIN', secId='US0378331005' * secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders. secTyperconIdsymbollastTradeDateOrContractMonthstrikeright multiplierexchangeprimaryExchangecurrency localSymbol tradingClassFincludeExpired secIdTypesecId descriptionissuerIdcomboLegsDescripdefault_factoryComboLeg comboLegsNDeltaNeutralContractdeltaNeutralContractreturnc |jdd}idtdtdtdtdt dt dtd td td td td tdtdtdtdtdtdtij|t}|tur|j!dd|di|S)z Create and a return a specialized contract based on the given secType, or a general Contract if secType is not given. r r STKOPTFUTCONTFUTCASHINDCFDBONDCMDTYFOPFUNDWARIOPTBAGCRYPTONEWSEVENT)getr StockOptionFuture ContFutureForexIndexr,Bond Commodity FuturesOption MutualFundWarrantBagCryptopop)kwargsr clss Q/opt/rentech/trading_bot/.venv/lib/python3.12/site-packages/ib_insync/contract.pycreatezContract.createjs$ **Y+  5  6  6  z  E   5  3  D  Y  =  J  7  G  3 f! " H# $ X% & #gx ' ( h  JJy" %}V}cpt|jxr |jdk7xr|jdk7S)z See if this contract can be hashed by conId. Note: Bag contracts always get conId=28812380, so they're not hashable. i\r3)boolr r selfs rI isHashablezContract.isHashables9  JJ &4::1 & %' 'rKct|txrT|jxr|j|jk(xs+tj|tj|k(SN) isinstancer r utildataclassAsDict)rOothers rI__eq__zContract.__eq__sU uh ' N 8tzzU[[8M''-1E1Ee1LL  OrKc|jstd|d|jdk(r|j }|S|j}|S)Nz Contract z can't be hashedr))rP ValueErrorr r )rOhs rI__hash__zContract.__hash__sO y.?@A A <<9 $ A ArKctj|}|jtur|j dd|jj }dj d|jD}|d|dS)Nr r , c30K|]\}}|d|yw=Nr7.0kvs rI z$Contract.__repr__..sBDAqaS!<B())rTdataclassNonDefaults __class__r rF __qualname__joinitems)rOattrsclsNamerGs rI__repr__zContract.__repr__sh))$/ >> ) IIi $..--BEKKMBB!F81%%rK)r$r )(__name__ __module__rk__doc__r str__annotations__r intr rrfloatrrrrrrrrrMrrrrrrlistr!rr#r staticmethodrJrPrWr[rp__str__r7rKrIr r sGRGSE3NFC(* #*FEE3OJHcOSHcKL# ND IsE3OKHcc"'"=ItJ==A(#9:A<'D'O&GrKr c$eZdZ ddededefdZy)r9r rrc :tj|fd|||d|y)z Stock contract. Args: symbol: Symbol name. exchange: Destination exchange. currency: Underlying currency. r&r r rrNr __init__rOr rrrGs rIrzStock.__init__s,   < <4: tj|df|||||d|y)a1 Continuous future contract. Args: symbol: Symbol name. exchange: Destination exchange. localSymbol: The contract's symbol within its primary exchange. multiplier: The contract multiplier. currency: Underlying currency. r))r rrrrNr~)rOr rrrrrGs rIrzContFuture.__init__s6  ) @$*;!H @9? @rKN)r r r r r rr7rKrIr<r<s?LN24@@.1@EH@@,/@rKr<c @eZdZ d dedededefdZdZeZdefdZy ) r=pairrr rc |r"t|dk(sJ|xs|dd}|xs|dd}tj|df|||d|y)a Foreign exchange currency pair. Args: pair: Shortcut for specifying symbol and currency, like 'EURUSD'. exchange: Destination exchange. symbol: Base currency. currency: Quote currency. Nr*r rr)lenr r)rOrrr rrGs rIrzForex.__init__s_ t9> !>'tBQxF+48H & ..s>1!AaU|>rfrh)rTrirFrlrm)rOrnsrs rIrpzForex.__repr__&s))$/ )  u u!499X&D EIIj) )D tc!UT; ;A TYY> > >> SrKr$c4|j|jzS)zShort name of pair.)r rrNs rIrz Forex.pair4s{{T]]**rKN)r IDEALPROr r )rqrrrkrtrrprzrr7rKrIr=r=sG3=.0<<,/<<(+<( G+c+rKr=c$eZdZ ddededefdZy)r>r rrc :tj|df|||d|y)z Index. Args: symbol: Symbol name. exchange: Destination exchange. currency: Underlying currency. r+rNr~rs rIrzIndex.__init__;,  % < & <4: r>9rrKr>c$eZdZ ddededefdZy)r,r rrc :tj|df|||d|y)z Contract For Difference. Args: symbol: Symbol name. exchange: Destination exchange. currency: Underlying currency. r,rNr~rs rIrz CFD.__init__MrrKNrrr7rKrIr,r,KrrKr,c$eZdZ ddededefdZy)r@r rrc :tj|df|||d|y)z Commodity. Args: symbol: Symbol name. exchange: Destination exchange. currency: Underlying currency. r.rNr~rs rIrzCommodity.__init___s,  ' <"( <4: >b>I-*+ , , -*s 7B#)>rqrrrkrrr rurrtrrwrrrrvrrrrrrrrrrrrrrrrrrxrrrrrrrrrrrrrrrrMrrrrrrrrrrrrrr7rKrIrrs#'Hhx 'JGUJNCNCJHcM3HcHcKJL#KFCL#cHcKL#M3 %d ;ItH~;  M3IsGUM5$'E'E3OGSJHcJHdGTFEKHcIsNCNC#t#E3O6n!565^ 45  ^(< rKrcDeZdZUdZeeed<eeZ e e ed<y)ContractDescriptionNrrderivativeSecTypes) rqrrrkrrr rurrxrrrtr7rKrIrrs%#'Hhx '$)$$?S ?rKrcJeZdZUeed<eed<eed<eed<eed<eed<y)ScanDatarankcontractDetailsdistance benchmark projectionlegsStrN)rqrrrkrvrurrtr7rKrIrr s! I$$MNO LrKr)"rsrr dataclassesrrtypingrrrib_insync.utilrTr r9r:r;r<r=r>r,r@r?rArBrCrDrErr r"rrrrr7rKrIrs~=(-- aa aH> >B @@ @   rK