Dear Alexander,
> What concerns the handling of order rejections, I have the following
> question:
>
> I would like to implement your code, but have seen that
> 'reenableStrategies()' is not called from anywhere. Is the code you
> submitted complete?
>
You are correct, the code was incomplete. For some reason the change to
trader.java did not make into
the patch.
The revised version of Trader.execDetailsEnd is below.
Klaus
public void execDetailsEnd(int reqId) {
try {
Map<Integer, OpenOrder> openOrders = traderAssistant
.getOpenOrders();
String msg = "Execution for this order was not found.";
msg += " In all likelihood, this is because the order was
placed while TWS was disconnected from the server.";
msg += " This order will be removed and another one will be
submitted. The strategy will continue to run normally.";
for (OpenOrder openOrder : openOrders.values()) {
String orderMsg = "Order " + openOrder.getId() + ": " + msg;
eventReport.report(openOrder.getStrategy().getName(),
orderMsg);
}
openOrders.clear();
traderAssistant.resetOrderExecutionPending();
traderAssistant.reenableStrategies();
} catch (Throwable t) {
// Do not allow exceptions come back to the socket -- it will
cause disconnects
eventReport.report(t);
}
}
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