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Hi Barry,
I've found similar inconsistancies. I is probably due to IB messaging and
order processing.
So here is what I do: I save previous states of all 3 orders before in each
refresh (1 sec) I ask for the new states. I also ask for position size.
I compare previous and current states. If there is a difference I report
what the code suspect (target, stop loss or entry order fills.)
and start a delay of 5 sec. After this delay I my code take the right
action. By this time position size is usually correct.
If anyone have a better solution it is welcome.
Regards it helps.
Y
--------------------------------------------------
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
Sent: Thursday, May 07, 2009 7:51 PM
To: <amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] GetStatus error, is it code or a timing error?
> I am submitting an OCA group of three orders, a MKT order with a GAT set
> to
> three bars in the future. The second order is a MIT set to the profit
> target and
> the third is a STP set to the loss target.
> When I send a order I turn a GetStatus flag on and every scan through the
> program it gets the status of the orders. Once in a while GetStatus
> reports the
> status of the order incorrectly. In the last case the MIT was filled but
> the
> status was reported as pre-submitted and the MKT and STP were reported as
> pre-Submitted. The IBC message log shows the first and third order
> canceled and
> the MIT filled. Get status does not report a filled status.
>
> In the trace, before the order was canceled due to the MIT, the GetStatus
> returned the following:
> [580] #, StatusInc, OrdState 1a1, Status A, B and C=PreSubmitted,
> PreSubmitted,
> PreSubmitted
>
> The program captures the error codes that come back and that shows the
> order was
> canceled and the reason was blank meaning the cancel was due to the unused
> OCA
> members being canceled.
> Right after that I ask for status of the three orders and this is what I
> get:
> [580] #, StatusInc, OrdState 1a1, Status1, A, B and C=Canceled,
> PreSubmitted,
> PreSubmitted According to this the order was not filled.
>
> The above does not agree with the IBC trade log. Is there a timing problem
> here?
>
> This is the part of the status processing code:
> LastError = "";
> {
> LastError = ibc.GetLastError(0);
> if(LastError != "")
> {
> LastErrorID = fProcessError(LastError);
> if(DebugOn) _TRACE("#, Status processing @@@#@@@ LastError=" +
> LastError);
> }
> }
> if(DebugOn) _TRACE("#, Status processing @#$$$#@ LastError=" + LastError);
>
> tempStatus = "None";
> if(GetStatus)
> {
> tempStatus = tempStatusA = tempStatusB = "";
> tempStatus = ibc.GetStatus( ordID, True ); // get order status
> tempStatusA = ibc.GetStatus( ordIDa, True ); // get order status of OCA
> group
> member
> tempStatusB = ibc.GetStatus( ordIDb, True ); // get order status of OCA
> group
> member
>
> if(DebugOn) _TRACE("#, StatusInc, OrdState 1a1, Status A, B and C=" +
> tempStatus + ", " + tempStatusA + ", " + tempStatusB);
>
> if(tempStatus == "Filled" OR tempStatusA == "Filled" OR tempStatusB ==
> "Filled"
> ) // check for a filled on each order
> ...
>
> Since InclFilled is set to True statuses of orders listed on "Executions"
> list
> are reported and this means that you can get "Canceled", "Filled",
> "Error",
> "Inactive" consistently.
>
> It seems they are not reported consistently and I don't know why. 95% of
> the
> time this works flawlessly. But the other 5% are screwing my system up.
> Any idea
> why GetStatus is not processing the order status correctly???
>
> Will getting LastError change the results of the GetStatus? Most of the
> time it
> does not. It seems status and error reporting are separately or
> independently.
>
> Thanks in advance,
> Barry
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
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> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
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>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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