Voyz / ibind

IBind is a REST and WebSocket client library for Interactive Brokers Client Portal Web API.
Apache License 2.0
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live_orders() and 'filters' performance #12

Open zacciep opened 3 days ago

zacciep commented 3 days ago

When using filters and the live_orders() method I am getting incomplete results. I have tried this across a variety of filter configurations. It appears that IBKR gateway is not returning the complete results when a filter request is made (I cannot see anywhere in IBind that may be further filtering the response). I have resorted to getting all orders and post filtering myself (hoping that this is more reliable).

In addition I often seem to get inconsistent responses on the first call or two to this function (and similarly with other interface functions such as live_marketdata_snapshot). The server seems to need some time to "warm up"!? Not entirely repeatable, so hard to pinpoint the issue.

Voyz commented 3 days ago

I've been seeing similar results on my end. I think that they have some type of caching on their end that isn't updated when it needs to. I spoke to IBKR support about it but since this is really hard to replicate we didn't get far. It has stopped happening to me for some time hence I assumed it has been solved; I'm sad to see it still an issue.

I'd suggest you raise this with IBKR support to in order for them to have more datapoints.

And to clarify - indeed IBind is not filtering these results in any way.