Merge pull request #110 from AsyncAlgoTrading/cancel_order

fix ib cancel issue
AsyncAlgoTrading · Oct 2, 2020 · 8806066 · 8806066
2 parents caa3dd0 + 797f68f
commit 8806066
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Showing 2 changed files with 9 additions and 5 deletions.
diff --git a/aat/engine/dispatch/risk/risk.py b/aat/engine/dispatch/risk/risk.py
@@ -105,14 +105,18 @@ async def onExit(self, event: Event):
     #########################
     async def onTraded(self, event: Event, strategy: Optional[EventHandler]):  # type: ignore[override]
         trade: Trade = event.target  # type: ignore
-        if trade.my_order.filled >= trade.my_order.volume:
+
+        if trade.my_order in self._active_orders and trade.my_order.filled >= trade.my_order.volume:
             self._active_orders.remove(trade.my_order)
 
     async def onRejected(self, event: Event, strategy: Optional[EventHandler]):  # type: ignore[override]
         order: Order = event.target  # type: ignore
-        self._active_orders.remove(order)
+
+        if order in self._active_orders:
+            self._active_orders.remove(order)
 
     async def onCanceled(self, event: Event, strategy: Optional[EventHandler]):  # type: ignore[override]
         order: Order = event.target  # type: ignore
-        print('cancelling order: {}'.format(order))
-        self._active_orders.remove(order)
+
+        if order in self._active_orders:
+            self._active_orders.remove(order)
diff --git a/aat/exchange/public/ib/ib.py b/aat/exchange/public/ib/ib.py
@@ -188,7 +188,7 @@ async def tick(self):
                     pass
 
                 elif status in ('Cancelled',):
-                    e = Event(type=EventType.REJECTED, target=order)
+                    e = Event(type=EventType.CANCELED, target=order)
                     yield e
 
                 elif status in ('Filled',):