@bigdavediode thanks I will look into this.

@backtrader Got you. Thanks for the detailed explanation. The simplistic approach does make sense. Guess I will handle the open orders manually.

@backtrader cool thanks a lot!

Hi

Is there any way to serialize open orders from a bracket order (I.e an open stop loss order and an open take profit order ) so that when a new backtrader process is started, the new process is able to pick up the open orders from disk?

Due to various issues it is highly likely that a live trading backtrader process may be interrupted (ib gateway shutdown, internet issue, blackout etc). It is easy to handle a left over open position but I don't know how to deal with those lurking Stoploss/take profit orders as they don't not show up in notify_orders().

@jmoons thanks I will try it.

In both IB API and ibPy API there is reference to the OutsideRth attribute of an order.

https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a60dcca6e3c3ae6ae6e0c5f3fdffc5a4a
https://github.com/blampe/IbPy/blob/master/ib/ext/EClientSocket.py

Looks like in Backtrader the attribute is not exposed. Is there any way I can tweak the attribute inside Backtrader for live trading? And is the default attribute of this setting False?

Thanks,

Kevin

@jmoons Thanks. I have experienced the same issue again after I added "bound off=1" to 15mins bar resampling. Not sure whether the parameter setting change is the direct cause though. Another suspicion is paper account. So far I just did testing using ib paper account and I've noticed the paper account server has different maintenance schedule from ib production server.

@backtrader Would you consider adding such an API method in the future? This would be very useful feature for live trading.

Could be a related post below. Looks like MarketStore supports web socket.

https://community.backtrader.com/topic/1120/marketstore-new-data-feed-complete-code-example

Websocket would make backtrader more awesome! And it would be of great help if someone could help provide some working examples.