rlktradewright
commented
1 year ago Short answer is yes, it would be possible to do this, but I'd be rather reluctant to allow it.
First of all, are you aware that the sequence of order ids that must never be less than the highest id used so far is specific to each client id? In other words, order ids for client id 1 are completely separate from those for client id 2. The only exception to this is for the master client: it receives ordersStatus and openOrder callbacks for every client id connected to the TWS, and if it places orders itself then it must use order ids higher than any from other client ids (but the other clients can just carry on following their own sequence): I've always found this to be a very odd implementation by IB, but that's the way it is.
Since the order id is a 32-bit integer, each client id can potentially place more than 2 billion orders before running out of order ids. That's about 140,000 orders per day over 40 years, which ought to be enough for most traders!
So I really don't understand why you would need to frequently reset the order id sequence.
Next, you say that 'I'm running several different IB Gateway connections and I have to manually reset them all'. But you can't reset the order id sequence fora specific client id: whien you click the Reset API order ID sequence button it resets the ids for all clients to 0. Perhaps you mean you're running several different Gateway instances?
Also, if you automatically reset the sequence at each Gateway start, have you considered what would happen if the previous Gateway session still had open orders? I don't actually know the answer to that question, but I suspect there could be trouble.
In conclusion, I think you need to reconsider whether you really have a valid use case for this idea.
I'm not saying that this should not be done (an alternative would be a RESETIDS command sent to the IBC command server, in a similar way to the STOP and RESTART commands). But I want to be sure that it's something that's actually going to be of real value, as opposed to just using a more economical approach to ids in your client apps.
matiasrivera
I have an automated trading software developed that can send orders to several different markets. I have a unique client id generator that shares those ids to every market it's connected to. IBAPI relies on the API order ID sequence from IB Gateway or TWS and you are not allowed to ever send a number lower than the last ID used. The ID has a maximum number that cannot exceed the java.Lang.Number size.
Error. Id:-1 Code: 320 Msg: Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "2548181185"
Then I have to frequently reset this ID. The only way I've found to do it in IB Gateway is by clicking in the "Reset API order ID sequence" button in the API - Settings configuration screen. This is very tedious since I'm running several different IB Gateway connections and I have to manually reset them all.
Is it possible to automatically reset this ID every time the gateway is started?
Thank you,
Matías