Order rejected error handling from notify_order

orenshkol

Hi,

When live trading on IB I wish to handle orders rejected by the type of error code received from IB, the problem is that the error code is received in notify_store, when I only want to address errors for rejected orders when I encounter them them in notify_order (notify_store receives many other messages that I don't wish to address).

The only way I see of doing this is by logging notify_store messages as they come in, then getting the last message received for the order id when I get order.Rejected for it in notify_order.
Is there an easier way of doing this? Is there a way of getting the error code from notify_order that I missed?

Thank you.

vladisld

Unfortunately in current backtrader IBBroker implementation only the following order statuses (coming from IB) are recognized :

SUBMITTED, FILLED, CANCELLED, INACTIVE,  PENDINGSUBMIT, PENDINGCANCEL, PRESUBMITTED

See the following code (in IBBroker.py) if you'd like to change/add that:

def push_orderstatus(self, msg):
        # Cancelled and Submitted with Filled = 0 can be pushed immediately
        try:
            order = self.orderbyid[msg.orderId]
        except KeyError:
            return  # not found, it was not an order

        if msg.status == self.SUBMITTED and msg.filled == 0:
            ...

        elif msg.status == self.CANCELLED:
            ...

        elif msg.status == self.PENDINGCANCEL:
            ...

        elif msg.status == self.INACTIVE:
            ...

        elif msg.status in [self.SUBMITTED, self.FILLED]:
            ...

        elif msg.status in [self.PENDINGSUBMIT, self.PRESUBMITTED]:
            ...
        else:  # Unknown status ...
            pass