Do I need to reset my IB connection to complete the cancellation of an order left open by a previous IB session?

[6nc0r6-1mp6r0]

I am trying to cancel an order left open by a previous IB session (which could happen in the event of a power outage, bug in my code, IB-caused disconnect, etc.).

However, verifying that this order is indeed canceled appears to require that I disconnect from IB, reset the API object ib, then reconnect to IB with the new ib. For example, suppose that I start with an paper account that has one open limit order with an unrealistically low limit, and I try to cancel this limit order with the following code.

from ib_async import *
from time import sleep
from pprint import pprint

ib = IB()
ib.connect('127.0.0.1', 4002, clientId=0)
open_orders = ib.openOrders()
pprint(open_orders)

sleep(2)
print('---')
print(open_orders[0].permId)
ib.cancelOrder(open_orders[0])

sleep(2)
print('~~~')
pprint(ib.openOrders())

sleep(10)
print('===')
pprint(ib.openOrders())
ib.disconnect()

sleep(2)
print('***')
ib.connect('127.0.0.1', 4002, clientId=0)
pprint(ib.openOrders())
ib.disconnect()

sleep(2)
print('+++')
ib = IB()
ib.connect('127.0.0.1', 4002, clientId=0)
pprint(ib.openOrders())
ib.disconnect()

This gives the following output:

[Order(orderId=28, permId=1987690190, action='BUY', totalQuantity=10.0, orderType='LMT', lmtPrice=1.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, trailStopPrice=2.0, openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='...', clearingIntent='IB', adjustedOrderType='None', cashQty=0.0, dontUseAutoPriceForHedge=True)]
---
1987690190
~~~
[Order(orderId=28, permId=1987690190, action='BUY', totalQuantity=10.0, orderType='LMT', lmtPrice=1.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, trailStopPrice=2.0, openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='...', clearingIntent='IB', adjustedOrderType='None', cashQty=0.0, dontUseAutoPriceForHedge=True)]
===
[Order(orderId=28, permId=1987690190, action='BUY', totalQuantity=10.0, orderType='LMT', lmtPrice=1.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, trailStopPrice=2.0, openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='...', clearingIntent='IB', adjustedOrderType='None', cashQty=0.0, dontUseAutoPriceForHedge=True)]
***
[Order(orderId=28, permId=1987690190, action='BUY', totalQuantity=10.0, orderType='LMT', lmtPrice=1.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, trailStopPrice=2.0, openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='...', clearingIntent='IB', adjustedOrderType='None', cashQty=0.0, dontUseAutoPriceForHedge=True)]
+++
[]

A similar change from LimitOrder to Order occurs in the ib.openOrders() object when I disconnect from IB, reset the API object ib, and reconnect to IB with the new ib, which seems to suggest that placement or submission of an order is similarly completed only after a full connection reset.

From the Jupyter notebooks in the documentation, I might have imagined that I could do various operations like placing and canceling orders without this full disconnect and reset. Am I doing everything correctly here? Is there some way to "commit changes" such as cancellations without disconnecting from IB, or is the disconnection process itself the way that such changes are committed?

[gnzsnz]

Have you tried withreqOpenOrders https://interactivebrokers.github.io/tws-api/open_orders.html

[6nc0r6-1mp6r0]

I was hesitant to use reqOpenOrders based on the comment in the documentation:

This method can give stale information where a new open order is not reported or an already filled or cancelled order is reported as open. It is recommended to use the more reliable and much faster openTrades() or openOrders() methods instead.

I haven't observed this issue of stale information yet, but haven't looked for it. Is it still a problem?

There also appears to be a second, non-fatal issue/bug with reqOpenOrders; the first call of ib.reqOpenOrders after placing an order contains extra copies of the order placed, which disappear in subsequent calls. For example, suppose that I have an open order for 'CRDO' and another for 'MASS', and I run the following.

from ib_async import *
from pprint import pprint

clientId = 0
reqOpenOrders = True

def print_orders():
    if reqOpenOrders:
        open_orders = ib.reqOpenOrders()
        pprint([[open_orders[k].contract.symbol, open_orders[k].order.permId] for k in range(len(open_orders))])
    else:
        open_orders = ib.openOrders()
        pprint([[open_orders[k].orderId, open_orders[k].permId] for k in range(len(open_orders))])
    return

ib = IB()
ib.connect('127.0.0.1', 4002, clientId=clientId)
print_orders()

print('---')
contract = Stock('AVAV', 'SMART', 'USD')
ib.qualifyContracts(contract)
pprint(contract)
limitOrder = LimitOrder('BUY', 10, 1)
limitTrade = ib.placeOrder(contract, limitOrder)
pprint(limitTrade)

print('~~~')
print_orders()

print('===')
print_orders()
ib.disconnect()

Then I obtain the output:

[['CRDO', 1519948019],
['MASS', 1519948020]]
---
Stock(conId=42464367, symbol='AVAV', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='AVAV', tradingClass='NMS')
Trade(contract=Stock(conId=42464367, symbol='AVAV', exchange='SMART', primaryExchange='NASDAQ', currency='USD', ...
~~~
[['AVAV', 1453885022],
 ['AVAV', 1453885022],
 ['AVAV', 1453885022],
 ['CRDO', 1519948019],
 ['MASS', 1519948020]]
===
[['AVAV', 1453885022],
['CRDO', 1519948019],
['MASS', 1519948020]]

Note the two erroneous copies of 'AVAV' immediately after ~~~. Is the best way to resolve this just to call ib.reqOpenOrders twice? (Seems slightly hacky.)

[gnzsnz]

you should not call reqOpenOrders like that, just call it once after you create the connection. and this is not even needed because it's done for you automatically. sometimes somehow things get out of wack, and seems to be your case.

reqOpenOrders should give you previously created orders by that clientId. connect to IB, if your order is not there, call reqOpenOrders and pray.