from ib_async import *

ib = IB()

ib.connect('127.0.0.1', 7497)

ticker = '941'

ccy = 'HKD'

exchange = 'SEHK'

expiry = '20240627'

strike = 75

leg1 = Option(ticker, expiry, strike, 'C', exchange=exchange, currency=ccy)

leg2 = Option(ticker, expiry, strike, 'P', exchange=exchange, currency=ccy)

ib.qualifyContracts(leg1, leg2)

ib.sleep(4)

combo_legs = [

? ? ComboLeg(conId=leg1.conId, ratio=1, action='BUY'),

? ? ComboLeg(conId=leg2.conId, ratio=1, action='BUY')]

combo_contract = Contract(symbol=ticker, secType='BAG', currency=ccy, exchange=exchange, comboLegs=combo_legs)

order = LimitOrder('BUY', 1, 0.7)

trade = ib.placeOrder(combo_contract, order)

ib.sleep(3)

ib.disconnect()

I have been running ib_insync/ib_async in production for over 4 years with few issues. Lately I have seen more and more cases where I receive missing or incorrect positionEvent responses. I checked the ibgateway API logs, and the API looks correct.

Does anyone know why the positionEvent was missed, but incorrect ones continued to be emitted?

Any pointers on how to fix or debug this? What triggers a PositionEvent?

I am considering using the Portfolio position update + recent fills to sanity check the position and cancel orders if there is a mismatch. Is anyone else doing something similar? I'm worried about timing / race conditions of doing this

Here is one recent example, times are Pacific
20240606.081023 Bought 500 WESTW $2.06, correctly received positionEvent, position=500
? 20240606.081023.294 I handle_position_update WESTW, equity=WESTW: Position(account='UXXX', contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=500.0, avgCost=2.06)
? 20240606.081023.294 I handle_position_update WESTW new qty=500, was 0

081939 Filled 359 of order to sell 500 WESTW $2.30
? 20240606.081939.129 I handle_position_update WESTW, equity=WESTW: Position(account='UXXX', contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=141.0, avgCost=2.06010145)
? 20240606.081939.129 I handle_position_update WESTW new qty=141, was 500
? 20240606.081939.274 I handle_exec_details, trade = WESTW WESTW permId=461612295 orderId=1040716 SELL 500.0 2.3 ref=P-WrtBS Submitted filled=359.0, log(msg=Fill [email protected], status=Submitted 08:19:39)

081939.275 filled remaining 141, position should be 0 now. Fill and commission responses are correct, but a positionEvent was never received
? 20240606.081939.275 I handle_order_status trade summary=WESTW WESTW permId=461612295 orderId=1040716 SELL 500.0 2.3 ref=P-WrtBS Filled filled=500.0, log(msg=Fill [email protected], status=Submitted 08:19:39)
? 20240606.081939.276 I handle_commission_report, fill=Fill(contract=Contract(secType='WAR', conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), execution=Execution(execId='00010196.6661b194.01.01', time=datetime.datetime(2024, 6, 6, 15, 19, 39, tzinfo=datetime.timezone.utc), acctNumber='UXXX', exchange='NASDAQ', side='SLD', shares=359.0, price=2.3, permId=461612295, clientId=1002, orderId=1040716, liquidation=0, cumQty=359.0, avgPrice=2.3, orderRef='P-WrtBS', evRule='', evMultiplier=0.0, modelCode='', lastLiquidity=1, pendingPriceRevision=False), commissionReport=CommissionReport(execId='00010196.6661b194.01.01', commission=0.118976, currency='USD', realizedPNL=86.004596, yield_=0.0, yieldRedemptionDate=0), time=datetime.datetime(2024, 6, 6, 15, 19, 39, 136787, tzinfo=datetime.timezone.utc))
? 20240606.081939.348 I handle_commission_report, fill=Fill(contract=Contract(secType='WAR', conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), execution=Execution(execId='00010196.6661b196.01.01', time=datetime.datetime(2024, 6, 6, 15, 19, 39, tzinfo=datetime.timezone.utc), acctNumber='UXXX', exchange='NASDAQ', side='SLD', shares=141.0, price=2.3, permId=461612295, clientId=1002, orderId=1040716, liquidation=0, cumQty=500.0, avgPrice=2.3, orderRef='P-WrtBS', evRule='', evMultiplier=0.0, modelCode='', lastLiquidity=1, pendingPriceRevision=False), commissionReport=CommissionReport(execId='00010196.6661b196.01.01', commission=0.046729, currency='USD', realizedPNL=33.778964, yield_=0.0, yieldRedemptionDate=0), time=datetime.datetime(2024, 6, 6, 15, 19, 39, 273794, tzinfo=datetime.timezone.utc))

081940 Received portfolio update that correctly shows position is 0
20240606.081940.491 W handle_position_update WESTW new qty=0, was 141 came from PortfolioItem, not Position: PortfolioItem(contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', primaryExchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=0.0, marketPrice=2.33500005, marketValue=0.0, averageCost=0.0, unrealizedPNL=0.0, realizedPNL=119.78, account='UXXX')

### Over 20 minutes after the trade, received an incorrect positionEvent, no entry in the API logs for this
20240606.085214.112 I handle_position_update WESTW, equity=WESTW: Position(account='UXXX', contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=141.0, avgCost=2.06010145)

They continued to come in for hours, there are no corresponding events in the API log. Received another portfolio update over 3 hours later
...

20240606.114602.671 W handle_position_update WESTW new qty=0, was 141 came from PortfolioItem, not Position: PortfolioItem(contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', primaryExchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=0.0, marketPrice=2.2950001, marketValue=0.0, averageCost=0.0, unrealizedPNL=0.0, realizedPNL=119.78, account='UXXX')
20240606.121238.530 I handle_position_update WESTW, equity=WESTW: Position(account='UXXX', contract=Warrant(conId=582332975, symbol='WEST', lastTradeDateOrContractMonth='20270829', strike=11.5, right='C', multiplier='1', exchange='NASDAQ', currency='USD', localSymbol='WESTW', tradingClass='WEST'), position=141.0, avgCost=2.06010145)

ibgateway API logs relevant entries with this contract id
08:18:46:003 -> ---t7-8-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-500-2.33500005-1167.5-2.06010145-137.45-0.0-UXXX-
08:19:38:767 -> ---X61-3-UXXX-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-141-2.06010145-
08:19:40:082 -> ---h7-8-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-0-2.33500005-0.0-0.0-0.0-119.78-UXXX-
08:32:32:516 -> ---h7-8-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-0-2.30500005-0.0-0.0-0.0-119.78-UXXX-
08:33:37:971 -> ---g7-8-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-0-2.3299999-0.0-0.0-0.0-119.78-UXXX-
11:46:02:075 -> ---g7-8-582332975-WEST-WAR-20270829-11.5-C-1-NASDAQ-USD-WESTW-WEST-0-2.2950001-0.0-0.0-0.0-119.78-UXXX-

? ? ? ? ? ? trade.order.lmtPrice = order.lmtPrice

class PatchedIBOrder(ibs.Order):
? ? def __init__(self, action, totalQuantity, orderType="LMT", **kwargs):
? ? ? ? ibs.Order.__init__(
? ? ? ? ? ? self,
? ? ? ? ? ? orderType=orderType,
? ? ? ? ? ? action=action,
? ? ? ? ? ? totalQuantity=totalQuantity,
? ? ? ? ? ? **kwargs,
? ? ? ? )
? ? ? ? self.priceAcceptedEvent = Event("priceAcceptedEvent")
? ? ? ? self.acceptedPrice = None
? ? ? ? self._lmtPrice = None

? ? @property
? ? def lmtPrice(self):
? ? ? ? return self._lmtPrice

? ? @lmtPrice.setter
? ? def lmtPrice(self, value):
? ? ? ? self._lmtPrice = float(value) if value else None
? ? ? ? if inspect.stack()[1][3] == "openOrder":
? ? ? ? ? ? self.acceptedPrice = value
? ? ? ? ? ? # logging.warning(f"order {self.priceAcceptedEvent}: price accepted")
? ? ? ? ? ? self.priceAcceptedEvent.emit()
? ? ? ? ? ? # logging.warning(f"order {self.orderId}: price accepted event emitted")

I'm having some issues getting correct modified order data returned by ib_insync and I'm trying to get to the bottom of it.

As an example workflow, I place a position order and a stop order. Once the position order fills, I modify the stop order and send it.

Placed Order

Order object I transmitted to place the order:

Order(orderId=509133, action='BUY', totalQuantity=200, orderType='LIT', lmtPrice=169.97, auxPrice=169.94, tif='GTD', orderRef='position-2U-2U-1h--eid-1914--ogid-13491', goodTillDate='20240611 18:22:00 UTC', usePriceMgmtAlgo=True), Order(orderId=509134, action='SELL', totalQuantity=200, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True)

Trade object received from orderStatusEvent after order placed:

Trade(contract=Stock(conId=76792991, symbol='TSLA', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='TSLA', tradingClass='NMS'), order=Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True), orderStatus=OrderStatus(orderId=509134, status='PreSubmitted', filled=0.0, remaining=200.0, avgFillPrice=0.0, permId=541689050, parentId=509133, lastFillPrice=0.0, clientId=1000, whyHeld='child,trigger', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 397321, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 530493, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0)], advancedError='')

Here are the TWS API Logs to corroborate what's in the returned Trade object:

14:21:14:340 -> --?5-509134-76792991-TSLA-STK--0-?--SMART-USD-TSLA-NMS-SELL-200-STP LMT-169.83-169.86-DAY-541689049-DU5623872-O-0-stop-2U-2U-1h--eid-1914--ogid-13491-1000-541689050-0-0-0--541689050.0/DU5623872/100----------0---1-0------2147483647-0-0-0--3-0-0--509133-4--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-PreSubmitted-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308------0-0-0-None-1.7976931348623157E308-169.86-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-1---0--100-0.02------F3-509134-PreSubmitted-0-200-0-541689050-509133-0-1000-child,trigger-0-

Modified Order

Order object I transmitted to modify the order. I modify lmtPrice and auxPrice:

Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.98, auxPrice=170.02, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True)]

Trade object received from modifyOrderEvent after modified order placed doesn't reflect the modified price. TradeLogEntry shows message='Modify' so I know I'm receiving the correct event:

Trade(contract=Stock(conId=76792991, symbol='TSLA', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='TSLA', tradingClass='NMS'), order=Order(orderId=509134, clientId=1000, permId=541689050, action='SELL', totalQuantity=200.0, orderType='STP LMT', lmtPrice=169.83, auxPrice=169.86, orderRef='stop-2U-2U-1h--eid-1914--ogid-13491', parentId=509133, triggerMethod=4, usePriceMgmtAlgo=True), orderStatus=OrderStatus(orderId=509134, status='PreSubmitted', filled=0.0, remaining=200.0, avgFillPrice=0.0, permId=541689050, parentId=509133, lastFillPrice=0.0, clientId=1000, whyHeld='trigger', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 397321, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 14, 530493, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 15, 20879, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 15, 742958, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 15, 748802, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2024, 6, 11, 18, 21, 36, 525137, tzinfo=datetime.timezone.utc), status='PreSubmitted', message='Modify', errorCode=0)], advancedError='')

However, the TWS API Logs show the modified price in the callback:

14:21:36:376 -> --?5-509134-76792991-TSLA-STK--0-?--SMART-USD-TSLA-NMS-SELL-200-STP LMT-169.98-170.02-DAY-541689049-DU5623872-O-0-stop-2U-2U-1h--eid-1914--ogid-13491-1000-541689050-0-0-0--541689050.1/DU5623872/100----------0---1-0------2147483647-0-0-0--3-0-0--509133-4--0-None--0----?-0-0--0-0------0-0-0-2147483647-2147483647---0--IB-0-0--0-0-PreSubmitted-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308------0-0-0-None-1.7976931348623157E308-170.02-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-1.7976931348623157E308-0----0-1-0-0-1---0---------@3-509134-PreSubmitted-0-200-0-541689050-509133-0-1000-trigger-0-

Since TWS is sending back the price as modified, maybe I'm missing the point of Trade objects in the context of their transmission after things like Order modifications? There's a part of me that could understand if a Trade object was always intended to keep the original Order object intact and the Trade.log entries just log changes in a trade's lifecycle (ie: whyHeld= and status=). If that's the case, then maybe I'm just going about this incorrectly and I should be looking elsewhere to catch updated price data from a modified order?

That is where sample code is difficult... I have a lot of basic modules I can call such as starting IB, various reporting, Flex Reports and on and on. But then when it comes to others using that code, there can be issues such as you would need to use the same folder structure as I do to use a lot of my code as I have the code in 3 folders (code, gui, flex) depending on what I want to run. I also have parm, input & output that all my modules expect to find. The other issue comes to other added modues... I use tkinter as it is already built in. Others use pyQt, pySide or even pyGame. One fellow built a nice framework () that was nice but complex. The downside was he wanted to make it multi broker and then TDA merged with Schwab and the API was gone. I may have to delve into it again and consider something like that except just for IB. If something like a general framework that utilizes ib-async interests you and you want to work on it with others, let me know and I will set up a repo for it. Then people could install that and have a lot of built in capabilities for ib_async. Just thoughts...

Mel

Yes I have added the new addresses to the Links Wiki.

I re-wrote some of those notebooks to run simply with python as I don't use Jupyter Notebook. I will have those on ib_tools if anyone is interested.

Thanks, Mel

The wiki page Links has been updated by Mel <climbermel@...>.

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Hi there and many thanks that some people continue the work of erdewit. According suggestion what's interesting for the 'new' forum, I will give my 5 cent.

To my person: I'm new to trading and also ib_async, have medium level of python and pyqt. I tried before with tws-api, but got more troubles than expected. Now I came to similar situations with ib_async.

Unfortunally there are not that large number of examples and receips which could help me. If I'm able to write clean code, of course I will support here as well.

Actually I have some troubles with async routines and callback. I'm sure all the mentioned functions in the doc have similar structures to call and receive. So, it would be helpfull (not just for me) to have a general instruction for each categorie and how to read the doc and set it up as a function. Further it would be great to have a small full functional code which shows how to init IB correctly and how to setup async processes, awaits and callbacks. There were some snippets in the old forum, but I havn't taken any...

One further idea is to sort functions and to create a toolbox from the receips.

Thanks for your attention

Hans

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Mel, There is so many other examples i want to create. You know as me the recurring requests from beginners. This fall i hope i will have time to send you a bunch of them.

From the one i have posted, i think there is 2 that could be interesting:

• The one that explain how to run many services in the same loop: HTTP server, socket io and a GUI module like PyQT5. (in 2021, maybe)
• The other ones are how to run ib_async with Sanic. i cleaned up my test folder and my emails during Christmas holidays. i don't find them.

I am cleaning up my ib_tools and I have added this code from the old forum as requested. Message #6484 1a. Re: Async event handling problem with orderStatusEvent From: Patrick Dufour Date: Tue, 29 Jun 2021 Sample Algo Template:

If there are any code samples you feel would be good to put on there as well let me know. I do need to clean up the code as it is all using ib_insyc still.

Mel

I did a bit of looking into this, here is some basic code to start with: You can change the AD-AMEX & AMEX to AD-NYSE & NYSE The marketDataType(3) gives me delayed data since I'm not subscribed to that index data. The code below gave the the same numbers as shown for Advancing Issues and Declining Issues as seen in the Market Statistics tab. I'll check on getting the other numbers.

sym = 'AD-AMEX' ex = 'AMEX'

contract = Contract(secType='IND', symbol=sym, exchange=ex, currency='USD') ib.qualifyContracts(contract) ib.reqMarketDataType(3) data = ib.reqMktData(contract) ib.sleep(2)

AdvIssuses = data.bid DecIssuses = data.ask print(AdvIssuses) print(DecIssuses)

Cheers, Mel