SmartQuant Discussion

Anton, could you please comment on a recommended approach for handling the cancellation of OCA orders? If I issue bracket orders in an OCA group, I get a pile of error messages from IB like this when it cancels the orders in the OCA group.

"202 Order Canceled - reason <nothing here, no reason at all>"

Should I just handle the cancellation manually in the OnOrderFilled code? That way I would not have instant cancellation like IB might do, but I would not have to look at the disturbing 202 error messages that make me feel like my strategy is generating errors.

Or maybe there is a way to use OCA orders, but catch the 202 error in a provider event handler so I don't see the error message printed out in the provider errors window in OQ?

Please give us some guidance on the best way to handle this situation, if you can. Thanks

I think what I would like to do is to keep using OCA groups, and to handle the provider error message. But in order to handle the error message properly, I need to know the order.ID that the provider quotes in the error message. I want to do something like this:



The problem I have with this desired approach is that I don't know the order id of my OCA orders, because I created them with LimitOrder and StopOrder and cannot find out the order id. So I cannot compare my list of order ids with the id in the 202 error message.

I recall that same situation, I was inundated with those extraneous error messages. What's the downside of cancelling orders in the code? Maybe a little more latency involved in getting the thing cancelled, if that doesn't matter I'm going to not use the OCA capability at all.