def execDetails(
self, reqId: int, contract: Contract, execution: Execution):
"""
This wrapper handles both live fills and responses to
reqExecutions.
"""
self._logger.info(f'execDetails {execution}')
if execution.orderId == UNSET_INTEGER:
# bug in TWS: executions of manual orders have unset value
execution.orderId = 0
trade = self.permId2Trade.get(execution.permId)
if not trade:
key = self.orderKey(
execution.clientId, execution.orderId, execution.permId)
trade = self.trades.get(key)
if trade and contract == trade.contract:
contract = trade.contract
else:
contract = Contract.create(**dataclassAsDict(contract))
execId = execution.execId
isLive = reqId not in self._futures
time = self.lastTime if isLive else execution.time
fill = Fill(contract, execution, CommissionReport(), time)
if execId not in self.fills:
# first time we see this execution so add it
self.fills[execId] = fill
if trade:
trade.fills.append(fill)
logEntry = TradeLogEntry(
time,
trade.orderStatus.status,
f'Fill {execution.shares}@{execution.price}')
trade.log.append(logEntry)
if isLive:
self._logger.info(f'execDetails: {fill}')
self.ib.execDetailsEvent.emit(trade, fill)
trade.fillEvent(trade, fill)
if not isLive:
self._results[reqId].append(fill)
def execDetails(self, reqId, contract, execution):
"""
This wrapper handles both live fills and responses to reqExecutions.
"""
if execution.orderId == 2147483647:
# bug in TWS: executions of manual orders have orderId=2**31 - 1
execution.orderId = 0
key = self.orderKey(
execution.clientId, execution.orderId, execution.permId)
trade = self.trades.get(key)
if trade and contract.conId == trade.contract.conId:
contract = trade.contract
else:
contract = self._getContract(contract)
execId = execution.execId
execution = Execution(**execution.__dict__)
execution.time = util.parseIBDatetime(execution.time). \
astimezone(datetime.timezone.utc)
isLive = reqId not in self._futures
time = self.lastTime if isLive else execution.time
fill = Fill(contract, execution, CommissionReport(), time)
if execId not in self.fills:
# first time we see this execution so add it
self.fills[execId] = fill
if trade:
trade.fills.append(fill)
logEntry = TradeLogEntry(
self.lastTime,
trade.orderStatus.status,
f'Fill {execution.shares}@{execution.price}')
trade.log.append(logEntry)
if isLive:
self._logger.info(f'execDetails: {fill}')
self._ib.execDetailsEvent.emit(trade, fill)
trade.fillEvent(trade, fill)
if not isLive:
self._results[reqId].append(fill)
def commissionReport(self, commissionReport):
if commissionReport.yield_ == UNSET_DOUBLE:
commissionReport.yield_ = 0.0
if commissionReport.realizedPNL == UNSET_DOUBLE:
commissionReport.realizedPNL = 0.0
fill = self.fills.get(commissionReport.execId)
if fill:
report = fill.commissionReport.update(**commissionReport.__dict__)
self._logger.info(f'commissionReport: {report}')
key = self.orderKey(fill.execution.clientId,
fill.execution.orderId, fill.execution.permId)
trade = self.trades.get(key)
if trade:
self._ib.commissionReportEvent.emit(trade, fill, report)
trade.commissionReportEvent.emit(trade, fill, report)
else:
# this is not a live execution and the order was filled
# before this connection started
pass
else:
report = CommissionReport(**commissionReport.__dict__)
self._logger.error(
'commissionReport: '
'No execution found for %s', report)
