alpacahq / alpacahq/Alpaca-API

Submitted order does not appear on "trade_updates" event stream

Abierto
#74 2 comentarios 0 reacciones 0 asignados Ver en GitHub
bug
Lenguaje dominante
Sin datos de lenguaje
Estrellas
173
Forks
17
Métricas de merge de PR
Sin PR fusionados en 30 d

Descripción

(paper trading; v1)

In my experimentation an order submitted to the system reliably does not appear in the "trade_updates" stream of events until it is cancelled.

I listen to trade updates like this:
```py
import alpaca_trade_api as tradeapi
conn = tradeapi.StreamConn()

@conn.on(r'trade_updates')
async def on_account_updates(conn, channel, account):
print('trade', account)

conn.run(['trade_updates'])
```

Then I submit an order which is accepted
```
01:02:56 HTTP status: 200 OK
01:02:56 HTTP response: {"id":"e861a45a-ec58-4c54-99c6-e0001c936db8","client_order_id":"7567a582-234d-43e1-ad59-6ea1d2e6acf0","created_at":"2019-06-22T01:02:57.66207875Z","updated_at":"2019-06-22T01:02:57.680978319Z","submitted_at":"2019-06-22T01:02:57.65003418Z","filled_at":null,"expired_at":null,"canceled_at":null,"failed_at":null,"asset_id":"b28f4066-5c6d-479b-a2af-85dc1a8f16fb","symbol":"SPY","asset_class":"us_equity","qty":"1","filled_qty":"0","filled_avg_price":null,"order_type":"market","type":"market","side":"buy","time_in_force":"gtc","limit_price":null,"stop_price":null,"status":"new"}
```

I don't receive any events.

It's only when I cancel the order that I suddenly get informed about the cancellation *as well as* the creation:
```
trade Entity({ 'event': 'new',
'order': { 'asset_class': 'us_equity',
'asset_id': 'b28f4066-5c6d-479b-a2af-85dc1a8f16fb',
'canceled_at': None,
'client_order_id': '7567a582-234d-43e1-ad59-6ea1d2e6acf0',
'created_at': '2019-06-22T01:02:57.662079Z',
'expired_at': None,
'failed_at': None,
'filled_at': None,
'filled_avg_price': None,
'filled_qty': '0',
'id': 'e861a45a-ec58-4c54-99c6-e0001c936db8',
'limit_price': None,
'order_type': 'market',
'qty': '1',
'side': 'buy',
'status': 'new',
'stop_price': None,
'submitted_at': '2019-06-22T01:02:57.650034Z',
'symbol': 'SPY',
'time_in_force': 'gtc',
'type': 'market',
'updated_at': '2019-06-22T01:04:41.81251274Z'}})
trade Entity({ 'event': 'canceled',
'order': { 'asset_class': 'us_equity',
'asset_id': 'b28f4066-5c6d-479b-a2af-85dc1a8f16fb',
'canceled_at': '2019-06-22T01:04:41.809220438Z',
'client_order_id': '7567a582-234d-43e1-ad59-6ea1d2e6acf0',
'created_at': '2019-06-22T01:02:57.662079Z',
'expired_at': None,
'failed_at': None,
'filled_at': None,
'filled_avg_price': None,
'filled_qty': '0',
'id': 'e861a45a-ec58-4c54-99c6-e0001c936db8',
'limit_price': None,
'order_type': 'market',
'qty': '1',
'side': 'buy',
'status': 'canceled',
'stop_price': None,
'submitted_at': '2019-06-22T01:02:57.650034Z',
'symbol': 'SPY',
'time_in_force': 'gtc',
'type': 'market',
'updated_at': '2019-06-22T01:04:41.826689194Z'},
'timestamp': '2019-06-22T01:04:41.809220438Z'})
```

Why?

Guía de contribución

No hay ninguna guía de contribución indexada para este repositorio

Evaluación

Este issue todavía no se ha evaluado.

Recibe los nuevos issues en tu correo

Un resumen breve de issues de GitHub para principiantes.