def cancel_order(self, ClOrdId):
# TODO implement
if logging.getLevelName('DEBUG') > 1:
logging.debug(
f'ROFEXClient: Sending cancel message for order {ClOrdId}')
try:
cancel_order = pyRofex.cancel_order(ClOrdId)
lk.acquire()
print(dash_line)
print(f"----------- Cancel Order Response: ".ljust(width, '-'))
pprint(cancel_order)
lk.release()
order_status = pyRofex.get_order_status(ClOrdId)
lk.acquire()
print(dash_line)
print(f"----------- Cancel Order Status Response: ".ljust(
width, '-'))
pprint(order_status)
lk.release()
except Exception as e:
if logging.getLevelName('DEBUG') > 1:
logging.debug(f'ROFEXClient ERROR: En exception occurred {e}')
error_msg = "\033[0;30;47mERROR: Check log file for detailed error message.\033[1;37;40m"
print(error_msg)
print(dash_line)
def _cancel_if_orders(self):
if self.my_order:
self.state = States.WAITING_CANCEL
for order in self.my_order.values():
pyRofex.cancel_order(order["orderReport"]["clOrdId"])
print("canceling order %s" % order["orderReport"]["clOrdId"])
# 5-If order status is PENDING_NEW then we keep checking the status until
# the market accept or reject the order or timeout is reach
timeout = 5 # Time out 5 seconds
while order_status["order"]["status"] == "PENDING_NEW" and timeout > 0:
time.sleep(1)
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Print Order Status
print("Recheck Order Status Response: {0}".format(order_status))
timeout = timeout - 1
# 6-If the status is NEW, cancel the order
if order_status["order"]["status"] == "NEW":
# Cancel Order
cancel_order = pyRofex.cancel_order(order["order"]["clientId"])
# Print the response
print("Cancel Order Response: {0}".format(cancel_order))
# Check cancel order status
cancel_order_status = pyRofex.get_order_status(
cancel_order["order"]["clientId"])
print("Cancel Order Status Response: {0}".format(cancel_order_status))
# Check original order status
original_order_status = pyRofex.get_order_status(
order["order"]["clientId"])
print("Original Order Status Response: {0}".format(original_order_status))