@dasch I might have solved this problem.
Sometimes, I had created a new order and had canceled an other order in the one Next() iteration until now.
I tried to delay the timing of canceling order.
I have been running it all day, but now this problem isn't occurring.
Thank you for everything you've done for me!
@dasch Oh... thank you for your information. Anyway, I'll check all of my code once.
By the way, In general, does this happen frequently with btoandav20? Or Is this rare in my case?
I tried several ways.
Unfortunately, it didn't improve.
Then I changed create_new_order() method in the following.
def create_new_order(self, price, exec_type):
stopprice = price - (self.order_type_sign * self.max_range_price)
limitprice = price + (self.order_type_sign * self.interval_price)
self.tradeid_seq +=1
orders = None
if self.order_type == bt.Order.Buy:
# orders = self.buy_bracket(size=self.order_size, price=price, exectype=exec_type,
# # tradeid=self.tradeid_seq,
# stopprice=stopprice, stopexec=bt.Order.Stop,
# limitprice=limitprice, limitexec=bt.Order.Limit)
main_order = self.buy(size=self.order_size, price=price, exectype=exec_type, transmit=False)
stop_order = self.sell(price=stopprice, size=main_order.size, exectype=bt.Order.Stop,
transmit=False, parent=main_order)
limit_order = self.sell(price=limitprice, size=main_order.size, exectype=bt.Order.Limit,
transmit=True, parent=main_order)
orders = [main_order, stop_order, limit_order]
elif self.order_type == bt.Order.Sell:
# orders = self.sell_bracket(size=self.order_size, price=price, exectype=exec_type,
# # tradeid=self.tradeid_seq,
# stopprice=stopprice, stopexec=bt.Order.Stop,
# limitprice=limitprice, limitexec=bt.Order.Limit)
main_order = self.sell(size=self.order_size, price=price, exectype=exec_type, transmit=False)
stop_order = self.buy(price=stopprice, size=main_order.size, exectype=bt.Order.Stop,
transmit=False, parent=main_order)
limit_order = self.buy(price=limitprice, size=main_order.size, exectype=bt.Order.Limit,
transmit=True, parent=main_order)
orders = [main_order, stop_order, limit_order]
return orders
But, it still didn't improve.
There is cases where the order object differs from the actual state.
But then I realized that there is no id of transactions from 1845 to 1847.
Do you have any good solutions in regards to that?
NEW ORDER
( type:Sell, size:300, price:136.18999999999988, exectype:2(Limit), stopprice:146.18999999999988, limitprice:136.13999999999987 )
2020-09-11 19:36:37,706 [ INFO] *****, STORE NOTIF:, {'id': '1844', 'time': '1599820561.598982864', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '1844', 'requestID': '24724532290588330', 'type': 'LIMIT_ORDER', 'instrument': 'GBP_JPY', 'units': '-300.0', 'price': 136.19, 'timeInForce': 'GTC', 'positionFill': 'DEFAULT', 'triggerCondition': 'DEFAULT', 'reason': 'CLIENT_ORDER', 'clientExtensions': {'id': '1599755079.86117-565'}, 'takeProfitOnFill': {'price': 136.14, 'timeInForce': 'GTC', 'clientExtensions': {'id': '1599755079.86117-567'}}, 'stopLossOnFill': {'price': 146.19, 'timeInForce': 'GTC', 'clientExtensions': {'id': '1599755079.86117-566'}}}
2020-09-11 19:37:20,039 [ INFO] *****, STORE NOTIF:, Connection to v20 REST server at https://stream-fxpractice.oanda.com:443/v3/accounts/101-009-10733067-005/transactions/stream failed
2020-09-11 19:37:25,790 [ INFO] *****, STORE NOTIF:, Trying to reconnect streaming events (1 of -1)
2020-09-11 19:48:21,639 [ INFO] *****, STORE NOTIF:, {'id': '1848', 'time': '1599821264.782127550', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '1848', 'type': 'ORDER_FILL', 'orderID': '1846', 'clientOrderID': '1599755079.86117-567', 'instrument': 'GBP_JPY', 'units': '300.0', 'gainQuoteHomeConversionFactor': '1.0', 'lossQuoteHomeConversionFactor': '1.0', 'price': 136.14, 'fullVWAP': 136.14, 'fullPrice': {'type': 'PRICE', 'bids': [{'price': 136.126, 'liquidity': '250000'}], 'asks': [{'price': 136.14, 'liquidity': '250000'}], 'closeoutBid': 136.117, 'closeoutAsk': 136.149}, 'reason': 'TAKE_PROFIT_ORDER', 'pl': '15.0', 'financing': '0.0', 'commission': '0.0', 'guaranteedExecutionFee': '0.0', 'accountBalance': '3001745.978', 'tradesClosed': [{'tradeID': '1845', 'units': '300.0', 'price': 136.14, 'realizedPL': '15.0', 'financing': '0.0', 'guaranteedExecutionFee': '0.0', 'halfSpreadCost': '2.1'}], 'halfSpreadCost': '2.1'}
2020-09-11 19:48:21,640 [ INFO] *****, STORE NOTIF:, {'id': '1849', 'time': '1599821264.782127550', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '1848', 'type': 'ORDER_CANCEL', 'orderID': '1847', 'clientOrderID': '1599755079.86117-566', 'reason': 'LINKED_TRADE_CLOSED'}
2020-09-11 19:48:21,640 [ INFO] *****, STORE NOTIF:, Received external transaction ORDER_CANCEL with id 1849. Skipping transaction.
After this, the status of the previous new order(s) in the following.
Main Order: Accepted
TP Order: Submitted
SL Order: Submitted
Naturally, the main order have already been executed in the market.
@dasch OMG! Thanks, I really appreciate it!!!!!
@dasch if you know, please tell me.
Is there an ID that identifies a set of brackets instead of a tradeid?
Like the BatchID in the transaction log earlier.
OMG!! Thank you for your information.
Anyway, I'll try it.
@dasch That's hard…
But, I can provide only my order method.
This is in next().
This is called after the status of the orders checked.
Nothing in particular. Maybe...
def create_new_order(self, price, exec_type):
stopprice = price - (self.order_type_sign * self.max_range_price)
limitprice = price + (self.order_type_sign * self.interval_price)
self.tradeid_seq +=1
orders = None
if self.order_type == bt.Order.Buy:
orders = self.buy_bracket(size=self.order_size, price=price, exectype=exec_type,
tradeid=self.tradeid_seq,
stopprice=stopprice, stopexec=bt.Order.Stop,
limitprice=limitprice, limitexec=bt.Order.Limit)
elif self.order_type == bt.Order.Sell:
orders = self.sell_bracket(size=self.order_size, price=price, exectype=exec_type,
tradeid=self.tradeid_seq,
stopprice=stopprice, stopexec=bt.Order.Stop,
limitprice=limitprice, limitexec=bt.Order.Limit)
logger.info("$$$ ORDER $$$ type:{}, size:{}, price:{}, exectype:{}({}), tradeid:{}, stopprice:{}, limitprice:{}".format(
bt.Order.OrdTypes[self.order_type], self.order_size, price, exec_type, bt.Order.ExecTypes[exec_type], self.tradeid_seq, stopprice, limitprice)
)
return orders
By the way, the order (tradid:55) has already been successfully filled. (according to "OANDA Web Trading Platform")
But this orders status also as follows.
Main Order: Accepted <-- Why is it "Accepted" and not "Completed"?
TP Order: Submitted
SL Order: Submitted
(I'm not very good at English, so I don't know what verbs to use.(Filled? Opened?, Executed?) I'm sorry about that...)
Finally, I succeeded in getting the api transactions.
The order I made (tradeid:54) should originally be in Accepted status after filled, but that status is still "Submitted".
In fact, When I check the order (tradeid:54) in "OANDA Web Trading Platform” , the order has been successfully filled.
2020-09-10 14:03:07,051 [ INFO] *****, STORE NOTIF:, {'id': '368', 'time': '1599714154.801444989', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '368', 'requestID': '24724085988296074', 'type': 'LIMIT_ORDER', 'instrument': 'GBP_JPY', 'units': '-300.0', 'price': 137.928, 'timeInForce': 'GTC', 'positionFill': 'DEFAULT', 'triggerCondition': 'DEFAULT', 'reason': 'CLIENT_ORDER', 'clientExtensions': {'id': '1599667859.922813-160'}, 'takeProfitOnFill': {'price': 137.878, 'timeInForce': 'GTC', 'clientExtensions': {'id': '1599667859.922813-162'}}, 'stopLossOnFill': {'price': 147.928, 'timeInForce': 'GTC', 'clientExtensions': {'id': '1599667859.922813-161'}}}
:
:
2020-09-10 14:18:46,834 [ INFO] *****, STORE NOTIF:, {'id': '369', 'time': '1599715094.455659870', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '369', 'requestID': '42738488438139833', 'type': 'ORDER_CANCEL', 'orderID': '368', 'clientOrderID': '1599667859.922813-160', 'reason': 'CLIENT_REQUEST_REPLACED', 'replacedByOrderID': '370'}
2020-09-10 14:18:46,836 [ INFO] *****, STORE NOTIF:, {'id': '370', 'time': '1599715094.455659870', 'userID': 10733067, 'accountID': '101-009-10733067-005', 'batchID': '369', 'requestID': '42738488438139833', 'type': 'LIMIT_ORDER', 'instrument': 'GBP_JPY', 'units': '-300.0', 'price': 137.928, 'timeInForce': 'GTC', 'positionFill': 'DEFAULT', 'triggerCondition': 'DEFAULT', 'reason': 'REPLACEMENT', 'clientExtensions': {'id': '1599667859.922813-160'}, 'takeProfitOnFill': {'price': 137.876, 'timeInForce': 'GTC'}, 'stopLossOnFill': {'price': 147.928, 'timeInForce': 'GTC'}, 'replacesOrderID': '368'}
ORDER STATUS[tradeid:54] (2020-09-10 14:03:06 - 2020-09-10 14:21:51)
Main Order: Accepted
TP Order: Submitted
SL Order: Submitted
MAIN ORDER FILLED[tradeid:54] and NEW BRACKET ORDER[tradeid:55]
(type:Sell, size:300, price:137.97799999999987, exectype:2(Limit), tradeid:55, stopprice:147.97799999999987, limitprice:137.92799999999986)
2020-09-10 14:21:51,437 [ INFO] *****, STORE NOTIF:, {'id': '371', 'time': '1599715278.907071425', 'userID': 12345678, 'accountID': '101-009-12345678-005', 'batchID': '371', 'type': 'ORDER_FILL', 'orderID': '370', 'clientOrderID': '1599667859.922813-160', 'instrument': 'GBP_JPY', 'units': '-300.0', 'gainQuoteHomeConversionFactor': '1.0', 'lossQuoteHomeConversionFactor': '1.0', 'price': 137.928, 'fullVWAP': 137.928, 'fullPrice': {'type': 'PRICE', 'bids': [{'price': 137.928, 'liquidity': '250000'}], 'asks': [{'price': 137.942, 'liquidity': '250000'}], 'closeoutBid': 137.921, 'closeoutAsk': 137.948}, 'reason': 'LIMIT_ORDER', 'pl': '0.0', 'financing': '0.0', 'commission': '0.0', 'guaranteedExecutionFee': '0.0', 'accountBalance': '2999633.0916', 'tradeOpened': {'tradeID': '371', 'units': '-300.0', 'price': 137.928, 'guaranteedExecutionFee': '0.0', 'halfSpreadCost': '2.1', 'initialMarginRequired': '2069.01'}, 'halfSpreadCost': '2.1'}
2020-09-10 14:21:51,437 [ INFO] *****, STORE NOTIF:, {'id': '372', 'time': '1599715278.907071425', 'userID': 12345678, 'accountID': '101-009-12345678-005', 'batchID': '371', 'type': 'TAKE_PROFIT_ORDER', 'tradeID': '371', 'price': 137.876, 'timeInForce': 'GTC', 'triggerCondition': 'DEFAULT', 'reason': 'ON_FILL'}
2020-09-10 14:21:51,439 [ INFO] *****, STORE NOTIF:, Received external transaction TAKE_PROFIT_ORDER with id 372. Skipping transaction.
2020-09-10 14:21:51,439 [ INFO] *****, STORE NOTIF:, {'id': '373', 'time': '1599715278.907071425', 'userID': 12345678, 'accountID': '101-009-12345678-005', 'batchID': '371', 'type': 'STOP_LOSS_ORDER', 'tradeID': '371', 'price': 147.928, 'timeInForce': 'GTC', 'triggerCondition': 'DEFAULT', 'reason': 'ON_FILL'}
2020-09-10 14:21:51,439 [ INFO] *****, STORE NOTIF:, Received external transaction STOP_LOSS_ORDER with id 373. Skipping transaction.
2020-09-10 14:22:00,987 [ INFO] *****, STORE NOTIF:, v20 REST request to https://stream-fxpractice.oanda.com:443/v3/accounts/101-009-12345678-005/transactions/stream has timed out (stream)
2020-09-10 14:22:02,451 [ INFO] *****, STORE NOTIF:, v20 REST request to https://stream-fxpractice.oanda.com:443/v3/accounts/101-009-12345678-005/pricing/stream?instruments=GBP_JPY has timed out (stream)
:
2020-09-10 14:22:06,300 [ INFO] *****, STORE NOTIF:, Trying to reconnect streaming events (1 of -1)