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尝试构建一个简单的系统,如果 Last 交易高于前一小时的高点,则买入看涨期权,或者如果 Last 的交易低于前一小时的低点,则买入看跌期权。并且当新的入场发生时,自动追踪止损被放置在期权价值的一半处。理想情况下寻找下一个资金选项。

目前,这就是我所拥有的股票代码:

@Override
public void nextValidId(int orderId) {
    System.out.println("id "+orderId);
    nextOrderID = orderId;
    //contract.m_localSymbol = "ESM7";
    Contract c = new Contract ();
    //contract.m_localSymbol = "ESM7";
    c.m_symbol = "SPY";
    c.m_exchange = "SMART";
    c.m_secType = "STK";
    c.m_currency = "USD";

    m_s.reqHistoricalData(1, c, 
    LocalDate.now().format(DateTimeFormatter.BASIC_ISO_DATE)+ " 16:00:00",
            "2 D", "1 day", "MIDPOINT", 1, 1, null);
    m_s.reqMktData(1, c, "", false, null);
    Order order = new Order();
    order.m_action = "BUY";
    order.m_totalQuantity = 1;
    order.m_lmtPrice = 4.00;
    order.m_orderType = "LMT";  
    order.m_account = "11231231";
    Contract contract = new Contract();
    contract.Symbol = "SPY";
    contract.SecType = "OPT";
    contract.Exchange = "BOX";
    contract.Currency = "USD";

    contract.LastTradeDateOrContractMonth = 

到期应罢工应自动进入下一个到期合同

        contract.Strike = 

应自动输入罢工

        contract.Right =

权利(看涨/看跌)应自动输入

        contract.Multiplier = "100";

}

我不知道如何接受这个并下订单。

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