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    OandaStore: order.Completed not received for Stop orders

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    • T
      ThatBlokeDave last edited by

      Hello.
      I am not receiving order.Completed notifications for stop orders submitted when using the oanda store.

      To verify I tested using oandatest

      I do receive the order.Completed notifications when using a market order.

      .tests$ python3 oandatest.py --account REMOVED --token REMOVED --data0 GBP_USD --resample --timeframe Minutes --compression 1 --no-backfill_start --stake 1000 --exectype Stop --trade --broker
      --------------------------------------------------
      Strategy Created
      --------------------------------------------------
      -- Contract Details:
      {'displayName': 'GBP/USD', 'instrument': 'GBP_USD', 'maxTradeUnits': 10000000, 'pip': '0.0001'}
      Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
      ***** DATA NOTIF: LIVE
      Data0, 0001, 736430.293056, 2017-04-11T07:02:00.000000, 1.241420, 1.241420, 1.241360, 1.241360,      0, 0, nan
      -------------------------------------------------- ORDER BEGIN 2017-04-11 15:03:00.307367
      Ref: 1
      OrdType: 0
      OrdType: Buy
      Status: 1
      Status: Submitted
      Size: 1000
      Price: 1.2363600000000001
      Price Limit: None
      TrailAmount: None
      TrailPercent: None
      ExecType: 3
      ExecType: Stop
      CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fd4ca4e1940>
      End of Session: 736430.9999999999
      Info: AutoOrderedDict([('oco', None), ('parent', None), ('transmit', True), ('trailpercent', None), ('trailamount', None)])
      Broker: <backtrader.brokers.oandabroker.OandaBroker object at 0x7fd4c8cbb908>
      Alive: True
      -------------------------------------------------- ORDER END
      -------------------------------------------------- ORDER BEGIN 2017-04-11 15:03:00.307626
      Ref: 1
      OrdType: 0
      OrdType: Buy
      Status: 2
      Status: Accepted
      Size: 1000
      Price: 1.2363600000000001
      Price Limit: None
      TrailAmount: None
      TrailPercent: None
      ExecType: 3
      ExecType: Stop
      CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fd4ca4e1940>
      End of Session: 736430.9999999999
      Info: AutoOrderedDict([('oco', None), ('parent', None), ('transmit', True), ('trailpercent', None), ('trailamount', None)])
      Broker: None
      Alive: True
      -------------------------------------------------- ORDER END
      Data0, 0002, 736430.293750, 2017-04-11T07:03:00.000000, 1.241370, 1.241560, 1.241210, 1.241390,      0, 0, nan
      Data0, 0003, 736430.294444, 2017-04-11T07:04:00.000000, 1.241390, 1.241440, 1.241140, 1.241190,      0, 0, nan
      Data0, 0004, 736430.295139, 2017-04-11T07:05:00.000000, 1.241110, 1.241300, 1.241000, 1.241210,      0, 0, nan
      Data0, 0005, 736430.295833, 2017-04-11T07:06:00.000000, 1.241130, 1.241170, 1.241080, 1.241100,      0, 0, 1.241250
      

      Note the stop order is being triggered as I verified on Oanda's fxTrade platform.

      0_1491894544203_order_completed.png

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      • B
        backtrader administrators last edited by

        This was mentioned in another thread, but it seems that the finishing touches of the REST v20 API of Oanda brought some changes to the original REST API.

        The commit made there is the culprit (although the last message sent by Oanda, ORDER_CANCEL, after having filled the order doesn't help)

        Use the latest commit available as of now in the master branch

        https://github.com/mementum/backtrader/commit/3255ff687cbc41a2e442e6b1c59da4d18c662a7f

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        • B
          backtrader administrators last edited by

          Released today in 1.9.41.116

          1 Reply Last reply Reply Quote 0
          • T
            ThatBlokeDave last edited by

            Thanks! I will take a look.

            1 Reply Last reply Reply Quote 0
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