def execDetails(self, reqId, contract, execution):
"""
This wrapper handles both live fills and responses to reqExecutions.
"""
if execution.orderId == UNSET_INTEGER:
# bug in TWS: executions of manual orders have unset value
execution.orderId = 0
key = self.orderKey(execution.clientId, execution.orderId,
execution.permId)
trade = self.trades.get(key) or self.permId2Trade.get(execution.permId)
if trade and contract == trade.contract:
contract = trade.contract
else:
contract = Contract.create(**contract.dict())
execId = execution.execId
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(
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.handleEvent('execDetailsEvent', trade, fill)
self._logger.info(f'execDetails: {fill}')
trade.fillEvent(trade, fill)
if not isLive:
self._results[reqId].append(fill)