Simple request for Open Orders

[mrkp9]

Hi! First of all, thanks for your work!

I've tried to replicate your example code regarding the download of the open orders, but I have some issues with that.

I have a main file that instantiates the connection, init the buffer and req all open orders and then in a function I try to obtain all the informations I need and create a table with them. The issue I have that it may pass several (>10) seconds sometimes between the bracket order insertion into the tws and the placement in the table. Consider that I am not vey well versed in the buffer/event logic framework implemented. If it is possible, is there a method/command like the Python API (or even the java ones) that request the open orders and output it without buffer or event activation (like a single shot Matlab function).

Attached is an example of the code I use.

`%% MAIN FILE PART

% init session with TWS session = TWS.Session.getInstance();

% connect with TWS application session.eClientSocket.eConnect('127.0.0.1',7496,0);

contract = com.ib.client.Contract();

% configure contract contract.symbol(ticker) ; contract.secType('STK') ; contract.exchange('SMART'); contract.currency('USD') ;

% create local buffer for open order and order status events [buf,lh] = TWS.initBufferForEvent( ... { ... TWS.Events.OPENORDER ,... TWS.Events.ORDERSTATUS ... } ... ,1000);

session.eClientSocket.reqAllOpenOrders();

%% EXAMPLE OF THE FUNCTION function myfunction() % get the events from the buffer and convert to cell array events = collection2cell(buf); % va messo in global buf, nel main gia c e

% Initialize an empty table with variable types orderTable = table('Size', [0, 10], 'VariableTypes', {'string', 'string', 'string', 'double', 'double', 'double', 'double', 'string', 'double', 'double'}, 'VariableNames', {'symbol', 'order_type', 'action', 'lmt_price', 'aux_price', 'orderID', 'permID','status', 'quantity', 'filled'});

for i = 1:numel(events)

% get the i'th event
e = events{i};

switch class(e)

    % process OpenOrder events
    case 'com.tws.Handler$OpenOrderEvent'
        % Extract information
        symbol = string(e.data.contract.symbol);
        type = string(e.data.order.orderType);
        action = string(e.data.order.action);
        price = double(e.data.order.lmtPrice);
        auxPrice = double(e.data.order.auxPrice);
        orderID  = double(e.data.order.orderId);
        permID  = double(e.data.order.permId);
        quantity =  double(e.data.order.totalQuantity);

        % Create a row for the table
        newRow = table(symbol, type, action, price, auxPrice, orderID, permID, "", quantity, "", 'VariableNames', {'symbol', 'order_type', 'action', 'lmt_price', 'aux_price', 'orderID', 'permID', 'status', 'quantity', 'filled'});

        % Append the new row to the table
        orderTable = [orderTable; newRow];

        % process OrderStatus events
    case 'com.tws.Handler$OrderStatusEvent'
        % Extract information
        orderID = double(e.data.orderId);
        permID = double(e.data.permId);
        status = string(e.data.status);
        quantity = double(e.data.remaining);
        filled = double(e.data.filled);

        newRow = table("", "", "", "", "", orderID, permID, status, quantity, filled, 'VariableNames', {'symbol', 'order_type', 'action', 'lmt_price', 'aux_price', 'orderID', 'permID', 'status', 'quantity', 'filled'});

        % Append the new row to the table
        orderTable = [orderTable; newRow];
        % Find rows with matching permID
        idx = find(orderTable.permID == permID);

end

end

% Sort the table by the 'permID' column orderTable = sortrows(orderTable, 'permID', 'ascend');

% Iterate over the rows of the table for i = 1:height(orderTable) % Check if symbol is empty if isempty(orderTable.symbol{i}) % Find the non-empty symbol with the same permID nonEmptyIdx = find(~cellfun(@isempty, orderTable.symbol) & orderTable.permID == orderTable.permID(i), 1); % Replace the empty symbol with the non-empty symbol orderTable.symbol{i} = orderTable.symbol{nonEmptyIdx}; end

end

`

[Despair2000]

I don't really understand your problem. When you place an order and you are listening for them they pop up in the buffer very quickly.