Document order status list from ib

basic_orders
Tyler Goodlet 2021-02-12 09:07:49 -05:00
parent b794855ad3
commit 880bdcffa7
1 changed files with 15 additions and 1 deletions

View File

@ -382,6 +382,18 @@ async def process_broker_trades(
elif name in ( elif name in (
'status', 'status',
): ):
# TODO: templating the ib statuses in comparison with other
# brokers is likely the way to go:
# https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
# short list:
# - PendingSubmit
# - PendingCancel
# - PreSubmitted (simulated orders)
# - ApiCancelled (cancelled by client before submission to routing)
# - Cancelled
# - Filled
# - Inactive (reject or cancelled but not by trader)
# everyone doin camel case # everyone doin camel case
status = msg['status'].lower() status = msg['status'].lower()
@ -481,6 +493,8 @@ async def _ems_main(
action = cmd['action'] action = cmd['action']
oid = cmd['oid'] oid = cmd['oid']
# TODO: can't wait for this stuff to land in 3.10
# https://www.python.org/dev/peps/pep-0636/#going-to-the-cloud-mappings
if action in ('cancel',): if action in ('cancel',):
# check for live-broker order # check for live-broker order
@ -565,7 +579,7 @@ async def _ems_main(
percent_away = 0 percent_away = 0
abs_diff_away = 0 abs_diff_away = 0
# submit execution/order to EMS scanner loop # submit execution/order to EMS scan loop
book.orders.setdefault( book.orders.setdefault(
sym, {} sym, {}
)[oid] = ( )[oid] = (