wboayue / rust-ibapi

An implementation of the Interactive Brokers API for Rust
MIT License
45 stars 21 forks source link

Handle unknown liquidity as None #109

Closed drpngx closed 8 months ago

drpngx commented 8 months ago

TWS will sometimes return UNSET_INTEGER (2**31 -1), causing the code to panic. This will prevent enumerating the orders from Client::executions(...). This is compliant with the C# client behavior. Also, we note that the C# comment lists 0 = Unknown.

drpngx commented 8 months ago

Thanks!