Can't send order to TWS about ib

[ceddybi]

@vitsy thank you so much for reporting this Victor, I'll cc @mfrener our lead on the newer version to check it out, in the meantime feel free to use the earlier version, please don't hesitate to share a fix in case you run into it.

[mfrener]

OMG... there was no strict="true" on the tsconfig, but did rely on that it is there w/o actually checking..
Result is about a ton of un-checked optional chains. Have added strict="true" to and fixed all the new compile errors, including the:
tokens.push(order.softDollarTier.name)
--> should be:
tokens.push(order.softDollarTier?.name ? order.softDollarTier.name: ""), so undefined softDollarTier will translate to empty token.

There is a PR open #18, however I will not be able to actually test it before ~Wednesday.

@vitsy if you want test fix already you can do so:
Checkout https://github.com/stoqey/ib/tree/bugfix/issue-16 branch, do "npm run build" and update your node_modules/@stoqey/ib folder with /dist folder as generted by the npm build (see https://github.com/stoqey/ib/wiki/Developer-Guide how to build).

[vitsy]

Great!
Your pull request is solve this problem,
But i got error in the decoder .
at Decoder.decodeMsg_TICK_PRICE (/media/victor/DOG/Charting/Optimizer/server/node_modules/@stoqey/ib/src/io/decoder.ts:347:24)
I will check more later.
Thanks!
Victor

[mfrener]

Hmm that is strange, I'm using reqMktData / EventName.tickePrice on my own already and did had no problem so far. Let me know if you have any more info.
If you want to cross-check: the official reference code from IB we use right now is https://github.com/stoqey/ib/blob/master/ref/client/EDecoder.java - our decodeMsg_TICK_PRICE must do same as their private void processTickPriceMsg(), but in TS rather than Java.

[vitsy]

Hello !   Perhaps fragments from TWS logs  allow to see situation which I have. Also please check screenshot what i have.   Looks like reason that 1.7976931348623157e+308 present in the tickPrice   Filled order fields looks like :  {   action: 'BUY',   lmtPrice: 96.5,   totalQuantity: 69,   transmit: true,   orderType: 'LMT',   orderRef: '["555","Procter & Gamble Company","USA","kkb4u0qo"]',   outsideRth: true }     Thanks, Victor  

Суббота, 23 января 2021, 20:06 +03:00 от Matthias Frener ***@***.***>:     Hmm that is strange, I'm using reqMktData / EventName.tickePrice on my own already and did had a problem so far. Let me know if you have any more info. To cross-check: the official reference code from IB we use right now https://github.com/stoqey/ib/blob/master/ref/client/EDecoder.java - our decodeMsg_TICK_PRICE must do same as their private void processTickPriceMsg(), bon in TS rather than Java. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub , or unsubscribe .

    -- Виктор Цыба  

[mfrener]

Hey Victor.

In general, a value of 1.7976931348623157e+308 (= Number.MAX_VALUE) on tick values means that this values is not available right now. Can have multiple reasons, i.e. you are outside trading-hours and have request real-time, but not the frozen data (see https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype), or you don't have market data for it all, or... many reason.

So if you get Number.MAX_VALUE value on any of the events (such as tickPrice, tickSize, tickOptionComputation, pnl, ...) is means this value is not available from IB right now.
If you can see that value on TWS but not via API, cross check https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype

[vitsy]

Ok  you right, but suppose that better when this situation can be proccesed inside your API  ( as far decoder.ts  is inner part of API) I mean that decoder must continue work. But in any case thanks! Suppose that my issue can be closed   Thanks, Victor  

Воскресенье, 24 января 2021, 16:11 +03:00 от Matthias Frener ***@***.***>:     Hey Victor. In general, a value of 1.7976931348623157e+308 (= Number.MAX_VALUE) on tick values means that this values is not available right now. Can have multiple reasons, i.e. you are outside trading-hours and have request real-time, but not the frozen data (see https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype ), or you don't have market data for it all, or... many reason. So if you get Number.MAX_VALUE value on any of the events (such as tickPrice, tickSize, tickOptionComputation, pnl, ...) is means this value is not available from IB right now. If you can see that value on TWS but on via API, cross check https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub , or unsubscribe .

    -- Виктор Цыба  

[mfrener]

Ok  you right, but suppose that better when this situation can be proccesed inside your API  ( as far decoder.ts  is inner part of API) I mean that decoder must continue work. But in any case thanks! Suppose that my issue can be closed   Thanks, Victor  
Воскресенье, 24 января 2021, 16:11 +03:00 от Matthias Frener @.***>:     Hey Victor. In general, a value of 1.7976931348623157e+308 (= Number.MAX_VALUE) on tick values means that this values is not available right now. Can have multiple reasons, i.e. you are outside trading-hours and have request real-time, but not the frozen data (see https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype ), or you don't have market data for it all, or... many reason. So if you get Number.MAX_VALUE value on any of the events (such as tickPrice, tickSize, tickOptionComputation, pnl, ...) is means this value is not available from IB right now. If you can see that value on TWS but on via API, cross check https://stoqey.github.io/ib-doc/classes/ibapi.html#reqmarketdatatype — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub , or unsubscribe .
    -- Виктор Цыба

I was also thinking about doing some special handling inside the decoder for that, i.e. use number|undefined types and return undefined instead of Number.MAX_VALUE... but this would diverge from official IB API.
On the IB TWS Java API they use Double.MAX_VALUE, we use Number.MAX_VALUE in our TypeScript clone. So Java and are TS APIs is in sync, also if there would be better solutions for 'not available values' in TS.

Thanks for feedback & testing - waiting for PR review than it will be merged to master.

[mfrener]

PR is merged to master, npm update will follow soon.
Thanks for reporting!

[vitsy]

  Thanks!