IB Fixes for order objects

lumibot/brokers/interactive_brokers_rest.py

@@ -192,11 +192,13 @@ 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 = []
 
             # Parse the legs of the combo order.
             legs = self.decode_conidex(response["conidex"])
+            n=0
             for leg, ratio in legs.items():
                 # Create the object with just the conId
                 # TODO check if all legs using the same response is an issue; test with covered calls
@@ -205,7 +207,10 @@ def _parse_broker_order(self, response, strategy_name, strategy_object=None):
                     response=response,
                     quantity=float(ratio) * totalQuantity,
                     conId=leg,
+                    parent_identifier=order.identifier,
+                    child_order_number=str(n)
                 )
+                n+=1
                 order.child_orders.append(child_order)
 
         else:
@@ -224,7 +229,7 @@ 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, child_order_number=None):
         if quantity < 0:
             side = "SELL"
             quantity = -quantity
@@ -286,6 +291,7 @@ def _parse_order_object(self, strategy_name, response, quantity, conId):
             asset,
             quantity=Decimal(quantity),
             side=side.lower(),
+            status=response['status'],
             limit_price=limit_price,
             stop_price=stop_price,
             time_in_force=time_in_force,
@@ -294,6 +300,12 @@ 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
+
+        if child_order_number:
+            order.identifier = f'{parent_identifier}-{child_order_number}'
+
         return order
 
     def _pull_broker_all_orders(self):
@@ -643,16 +655,19 @@ def _submit_order(self, order: Order) -> Order:
         try:
             order_data = self.get_order_data_from_orders([order])
             response = self.data_source.execute_order(order_data)
+
             if response is None:
                 self._log_order_status(order, "failed", success=False)
                 msg = "Broker returned no response"
                 self.stream.dispatch(self.ERROR_ORDER, order=order, error_msg=msg)
                 return order
-            else:
-                self._log_order_status(order, "executed", success=True)
+
+            self._log_order_status(order, "executed", success=True)
 
             order.identifier = response[0]["order_id"]
             self._unprocessed_orders.append(order)
+            order.status=Order.OrderStatus.SUBMITTED
+
             self.stream.dispatch(self.NEW_ORDER, order=order)
 
             return order
@@ -705,8 +720,15 @@ 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.status=Order.OrderStatus.SUBMITTED
+                order.side = order_data['orders'][0]['side'].lower() if order_data is not None else None
+
+                order.child_orders = orders
+                for n, child_order in enumerate(order.child_orders):
+                    child_order.identifier = f'{order.identifier}-{n}'
+                    child_order.parent_identifier = order.identifier
+                    order.status=Order.OrderStatus.SUBMITTED
 
                 self._unprocessed_orders.append(order)
                 self.stream.dispatch(self.NEW_ORDER, order=order)
@@ -731,6 +753,8 @@ def submit_orders(
                     self._unprocessed_orders.append(order)
                     self.stream.dispatch(self.NEW_ORDER, order=order)
                     self._log_order_status(order, "executed", success=True)
+                    order.status=Order.OrderStatus.SUBMITTED
+
                     order_id += 1
 
                 return orders
@@ -931,9 +955,6 @@ def get_order_data_multileg(
                 conidex += ","
             conidex += f"{conid}/{quantity // order_quantity}"
 
-        # Set the side to "BUY" for the multileg order
-        side = "BUY"
-
         if not orders:
             logging.error("Orders list cannot be empty")
 
@@ -1122,7 +1143,9 @@ def do_polling(self):
                     stored_order.quantity = order.quantity
                     stored_children = [stored_orders[o.identifier] if o.identifier in stored_orders else o
                                     for o in order.child_orders]
-                    stored_order.child_orders = stored_children
+
+                    if stored_children:
+                        stored_order.child_orders = stored_children
 
                     # Handle status changes
                     if not order.equivalent_status(stored_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
                     )
@@ -288,25 +288,25 @@ def handle_http_errors(self, response):
                         status_code = 200
             response_json = orders
 
-        if "no bridge" in error_message.lower() or "not authenticated" in error_message.lower():
+        if 'Please query /accounts first' in error_message:
+            self.ping_iserver()
             retrying = True
-            re_msg = "Not Authenticated"
+            re_msg = f"Task {description} failed: Lumibot got Deauthenticated"
+
+        elif "no bridge" in error_message.lower() or "not authenticated" in error_message.lower():
+            retrying = True
+            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"
-            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
 
         elif status_code == 500:
@@ -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
@@ -336,15 +336,15 @@ 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:
-                        logging.warning(f'{re_msg}. Retrying...')
+                        logging.warning(colored(f'{re_msg}. Retrying...', "yellow"))
 
                 elif is_error:
                     if not silent and retries == 0:
-                        logging.error(f"Task {description} failed: {to_return}")
+                        logging.error(colored(f"Task {description} failed: {to_return}", "red"))
 
                 else:
                     allow_fail = True
@@ -367,15 +367,15 @@ 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:
-                        logging.warning(f'{re_msg}. Retrying...')
+                        logging.warning(colored(f'{re_msg}. Retrying...', "yellow"))
 
                 elif is_error:
                     if not silent and retries == 0:
-                        logging.error(f"Task {description} failed: {to_return}")
+                        logging.error(colored(f"Task {description} failed: {to_return}", "red"))
 
                 else:
                     allow_fail = True
@@ -398,15 +398,15 @@ 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:
-                        logging.warning(f'{re_msg}. Retrying...')
+                        logging.warning(colored(f'{re_msg}. Retrying...', "yellow"))
 
                 elif is_error:
                     if not silent and retries == 0:
-                        logging.error(f"Task {description} failed: {to_return}")
+                        logging.error(colored(f"Task {description} failed: {to_return}", "red"))
 
                 else:
                     allow_fail = True
@@ -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")

lumibot/entities/order.py

@@ -364,16 +364,20 @@ def __init__(
         )
 
     def is_buy_order(self):
-        return self.side == self.OrderSide.BUY or \
-            self.side == self.OrderSide.BUY_TO_OPEN or \
-            self.side == self.OrderSide.BUY_TO_COVER or \
-            self.side == self.OrderSide.BUY_TO_CLOSE
+        return self.side is not None and (
+            self.side.lower() == self.OrderSide.BUY or
+            self.side.lower() == self.OrderSide.BUY_TO_OPEN or
+            self.side.lower() == self.OrderSide.BUY_TO_COVER or
+            self.side.lower() == self.OrderSide.BUY_TO_CLOSE
+        )
 
     def is_sell_order(self):
-        return self.side == self.OrderSide.SELL or \
-            self.side == self.OrderSide.SELL_SHORT or \
-            self.side == self.OrderSide.SELL_TO_OPEN or \
-            self.side == self.OrderSide.SELL_TO_CLOSE
+        return self.side is not None and (
+            self.side.lower() == self.OrderSide.SELL or
+            self.side.lower() == self.OrderSide.SELL_SHORT or
+            self.side.lower() == self.OrderSide.SELL_TO_OPEN or
+            self.side.lower() == self.OrderSide.SELL_TO_CLOSE
+        )
 
     def is_parent(self) -> bool:
         """