Thanks Jurgen for the detailed reply.
?uses a similar approach to mine, with the two below sets, and monitoring order.fills.
Unsure why Ewald chose to isolate the 'Inactive' state rather than adding it to the DoneStates btw.
? ? DoneStates: ClassVar[Set[str]] = {'Filled', 'Cancelled', 'ApiCancelled'}
? ? ActiveStates: ClassVar[Set[str]] = {'PendingSubmit', 'ApiPending', 'PreSubmitted', 'Submitted'}
I don't like the asyncio module, and prefer to use a tailored combinations of Threads, Events and Timers, but we are essentially doing the same thing.
I will play with the??to see if it adds any value over my current setup.
?We work in ¡°units¡± of CME futures trading sessions (17:00 to 16:00 US/Central next day)... TWS API order status events and execution reports are very accurate and timely so that position controllers can adequately model reality based on streams of order state, order status, execution and commission reports, and market price update events.
I also trade futures and restart daily after the close, "units" that's a very interesting concept.
I also considered monitoring positions myself, deducting them from order status updates,
especially useful when 2 strategies trade the same contract on the same account, it allows differentiation.
However I just preferred to avoid it so far in order to keep no stored info whatsoever on the client side, and rely solely on the server side info at all times.
Indeed not the topic of this thread, thanks for sharing insights anyways, much appreciated.
