IB Fixes for order objects

lumibot/brokers/interactive_brokers_rest.py

@@ -192,6 +192,7 @@ def _parse_broker_order(self, response, strategy_name, strategy_object=None):
             order.quantity = totalQuantity
             order.asset = Asset(symbol=response['ticker'], asset_type="multileg")
             order.side = response['side']
+            order.identifier = response['orderId']
 
             order.child_orders = []
 
@@ -205,6 +206,7 @@ def _parse_broker_order(self, response, strategy_name, strategy_object=None):
                     response=response,
                     quantity=float(ratio) * totalQuantity,
                     conId=leg,
+                    parent_identifier=order.identifier
                 )
                 order.child_orders.append(child_order)
 
@@ -224,7 +226,7 @@ def _parse_broker_order(self, response, strategy_name, strategy_object=None):
         order.update_raw(response)
         return order
 
-    def _parse_order_object(self, strategy_name, response, quantity, conId):
+    def _parse_order_object(self, strategy_name, response, quantity, conId, parent_identifier=None):
         if quantity < 0:
             side = "SELL"
             quantity = -quantity
@@ -294,6 +296,9 @@ def _parse_order_object(self, strategy_name, response, quantity, conId):
             avg_fill_price=response["avgPrice"] if "avgPrice" in response else None
         )
 
+        if parent_identifier is not None:
+            order.parent_identifier=parent_identifier
+
         return order
 
     def _pull_broker_all_orders(self):
@@ -705,8 +710,10 @@ def submit_orders(
 
                 order = Order(orders[0].strategy)
                 order.order_class = Order.OrderClass.MULTILEG
-                order.child_orders = orders
                 order.identifier = response[0]["order_id"]
+                order.child_orders = orders
+                for child_order in order.child_orders:
+                    child_order.parent_identifier = order.identifier
 
                 self._unprocessed_orders.append(order)
                 self.stream.dispatch(self.NEW_ORDER, order=order)

lumibot/data_sources/interactive_brokers_rest_data.py

@@ -140,7 +140,7 @@ def suppress_warnings(self):
         url = f"{self.base_url}/iserver/questions/suppress"
         json = {"messageIds": ["o451", "o383", "o354", "o163"]}
 
-        self.post_to_endpoint(url, json=json, allow_fail=False)
+        self.post_to_endpoint(url, json=json, description="Suppressing server warnings", allow_fail=False)
 
     def fetch_account_id(self):
         if self.account_id is not None:
@@ -246,7 +246,7 @@ def get_account_balances(self):
 
         return response
 
-    def handle_http_errors(self, response):
+    def handle_http_errors(self, response, description):
         to_return = None
         re_msg = None
         is_error = False
@@ -279,7 +279,7 @@ def handle_http_errors(self, response):
                     confirm_response = self.post_to_endpoint(
                         confirm_url, 
                         {"confirmed": True},
-                        "Confirming order",
+                        description="Confirming Order",
                         silent=True,
                         allow_fail=True
                     )
@@ -290,22 +290,22 @@ def handle_http_errors(self, response):
 
         if "no bridge" in error_message.lower() or "not authenticated" in error_message.lower():
             retrying = True
-            re_msg = "Not Authenticated"
+            re_msg = f"Task {description} failed: Not Authenticated"
 
         elif 200 <= status_code < 300:
             to_return = response_json
             retrying = False
 
         elif status_code == 429:
             retrying = True
-            re_msg = "You got rate limited"
+            re_msg = f"Task {description} failed: You got rate limited"
 
         elif status_code == 503:
             if any("Please query /accounts first" in str(value) for value in response_json.values()):
                 self.ping_iserver()
-                re_msg = "Lumibot got Deauthenticated"
+                re_msg = f"Task {description} failed: Lumibot got Deauthenticated"
             else:
-                re_msg = "Internal server error, should fix itself soon"
+                re_msg = f"Task {description} failed: Internal server error, should fix itself soon"
 
             retrying = True
 
@@ -316,7 +316,7 @@ def handle_http_errors(self, response):
 
         elif status_code == 410:
             retrying = True
-            re_msg = "The bridge blew up"
+            re_msg = f"Task {description} failed: The bridge blew up"
 
         elif 400 <= status_code < 500:
             to_return = response_json
@@ -336,7 +336,7 @@ def get_from_endpoint(self, url, description="", silent=False, allow_fail=True):
         try:
             while retrying or not allow_fail:
                 response = requests.get(url, verify=False)
-                retrying, re_msg, is_error, to_return = self.handle_http_errors(response)
+                retrying, re_msg, is_error, to_return = self.handle_http_errors(response, description)
 
                 if re_msg is not None:
                     if not silent and retries == 0:
@@ -367,7 +367,7 @@ def post_to_endpoint(self, url, json: dict, description="", silent=False, allow_
         try:
             while retrying or not allow_fail:
                 response = requests.post(url, json=json, verify=False)
-                retrying, re_msg, is_error, to_return = self.handle_http_errors(response)
+                retrying, re_msg, is_error, to_return = self.handle_http_errors(response, description)
 
                 if re_msg is not None:
                     if not silent and retries == 0:
@@ -398,7 +398,7 @@ def delete_to_endpoint(self, url, description="", silent=False, allow_fail=True)
         try:
             while retrying or not allow_fail:
                 response = requests.delete(url, verify=False)
-                retrying, re_msg, is_error, to_return = self.handle_http_errors(response)
+                retrying, re_msg, is_error, to_return = self.handle_http_errors(response, description)
 
                 if re_msg is not None:
                     if not silent and retries == 0:
@@ -463,7 +463,10 @@ def get_broker_all_orders(self):
             url, "Getting open orders", allow_fail=False
         )
 
-        return [order for order in response['orders'] if order.get('totalSize', 0) != 0]
+        if 'orders' in response and isinstance(response['orders'], list):
+            return [order for order in response['orders'] if order.get('totalSize', 0) != 0]
+
+        return []
 
     def get_order_info(self, orderid):
         self.ping_iserver()
@@ -480,7 +483,7 @@ def execute_order(self, order_data):
         self.ping_iserver()
 
         url = f"{self.base_url}/iserver/account/{self.account_id}/orders"
-        response = self.post_to_endpoint(url, order_data)
+        response = self.post_to_endpoint(url, order_data, description="Executing order")
 
         if isinstance(response, list) and "order_id" in response[0]:
             # success
@@ -505,7 +508,7 @@ def delete_order(self, order):
         self.ping_iserver()
         orderId = order.identifier
         url = f"{self.base_url}/iserver/account/{self.account_id}/order/{orderId}"
-        status = self.delete_to_endpoint(url)
+        status = self.delete_to_endpoint(url, description=f"Deleting order {orderId}")
         if status:
             logging.info(
                 colored(f"Order with ID {orderId} canceled successfully.", "green")