From bdfa2bd895d3354748befc4dc4ed7a8e7315fbdc Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Mon, 26 Aug 2019 21:40:20 +0800
Subject: [PATCH] [Add] support for stop order of ib gateway

---
 vnpy/gateway/ib/ib_gateway.py | 13 +++++++++++--
 1 file changed, 11 insertions(+), 2 deletions(-)

diff --git a/vnpy/gateway/ib/ib_gateway.py b/vnpy/gateway/ib/ib_gateway.py
index 4b8996cf..1f0387d7 100644
--- a/vnpy/gateway/ib/ib_gateway.py
+++ b/vnpy/gateway/ib/ib_gateway.py
@@ -43,7 +43,11 @@ from vnpy.trader.constant import (
     Interval
 )
 
-ORDERTYPE_VT2IB = {OrderType.LIMIT: "LMT", OrderType.MARKET: "MKT"}
+ORDERTYPE_VT2IB = {
+    OrderType.LIMIT: "LMT", 
+    OrderType.MARKET: "MKT",
+    OrderType.STOP: "STP"
+}
 ORDERTYPE_IB2VT = {v: k for k, v in ORDERTYPE_VT2IB.items()}
 
 DIRECTION_VT2IB = {Direction.LONG: "BUY", Direction.SHORT: "SELL"}
@@ -493,6 +497,7 @@ class IbApi(EWrapper):
             pricetick=contractDetails.minTick,
             net_position=True,
             history_data=True,
+            stop_supported=True,
             gateway_name=self.gateway_name,
         )
 
@@ -642,9 +647,13 @@ class IbApi(EWrapper):
         ib_order.clientId = self.clientid
         ib_order.action = DIRECTION_VT2IB[req.direction]
         ib_order.orderType = ORDERTYPE_VT2IB[req.type]
-        ib_order.lmtPrice = req.price
         ib_order.totalQuantity = req.volume
 
+        if req.type == OrderType.LIMIT:
+            ib_order.lmtPrice = req.price
+        elif req.type == OrderType.STOP:
+            ib_order.auxPrice = req.price
+
         self.client.placeOrder(self.orderid, ib_contract, ib_order)
         self.client.reqIds(1)