When using ibpy trying to close some positions placed on TWS manually, it turns our we could not do this. Specifically, when performing:
self._tws.reqAllOpenOrders()
sleep(0.2)
We get the orders with id 0 (probably because i placecd it manually on TWS)
<openOrder orderId=0, contract=<ib.ext.Contract.Contract object at 0x103b78ad0>, order=<ib.ext.Order.Order object at 0x103b78a50>, orderState=<ib.ext.OrderState.OrderState object at 0x103b78b10>>
<orderStatus orderId=0, status=Submitted, filled=0, remaining=100, avgFillPrice=0.0, permId=134994568, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld=None>
<openOrder orderId=0, contract=<ib.ext.Contract.Contract object at 0x103b78c90>, order=<ib.ext.Order.Order object at 0x103b78c50>, orderState=<ib.ext.OrderState.OrderState object at 0x103b78cd0>>
<orderStatus orderId=0, status=Submitted, filled=0, remaining=1, avgFillPrice=0.0, permId=134994562, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld=None>
<openOrderEnd>
When trying to close it with:
self._tws.cancelOrder(0)
or
self._tws.cancelOrder(134994568)
I get the error:
<error id=0, errorCode=135, errorMsg=Can't find order with id =0>
<error id=134994562, errorCode=135, errorMsg=Can't find order with id =134994562>
Any idea how could we close them? Thank you.
You have to 'bind' the orders to the new client. Use this method tws.reqAutoOpenOrders(True). From the docs,
Finally, IBApi.EClient.reqAutoOpenOrders will allow to obtain those orders manually placed using the TWS itself. This method also allows the client application to take over these orders and modify them by setting the autoBind parameter to true. If successfully bound, The orders will be assigned (i.e. bound to) an API order id and as such be eligible for modification.
client.reqAutoOpenOrders(true); Important: only those applications connecting with client Id 0 will be able to take over manually submitted orders
Through the TWS' API settings it is possible to configure this method's behaviour to some extent. As shown in the image below, manually placed orders can be given a negative order Id which can serve to easily tell manual from API submitted orders. The TWS' tooltip elaborates further:
The callback will look like <openOrder orderId=-3,... and then you just call tws.cancelOrder(-3)
Note that you don't get orders placed previously in TWS, only those placed after the call to reqAutoOpenOrders.