The tksbrokerapi from tim55667757

Incorrect result for `FloatToNano(number=0.05)`

Expected: FloatToNano(number=0.05) -> {"units": "0", "nano": 50000000}
Returned: FloatToNano(number=0.05) -> {"units": "0", "nano": 500000000}

Main documentation in READMEs with examples in EN/RU

Add example of trading script in python using TKSBrokerAPI

Add the missing example to the documentation.
Section: https://github.com/Tim55667757/TKSBrokerAPI/blob/master/README_EN.md#Abstract-scenario-implementation-example

Move `GetDatesAsString()` to the `TradeRoutines()` library

Add the `--search` key - search by part of the ticker or the full description of the instrument

Implement support for sandbox operations

Big feature for the future. Implement support for sandbox operations:
https://tinkoff.github.io/investAPI/swagger-ui/#/SandboxService

Add `try .. except` block to `_ParseJSON()` method and some negative unit-tests for it

Add an error handler to _ParseJSON() and negative unit-tests.

Here you need to think about what is better to return on errors: None, empty dict {}, warning and None or {}, only warning or raise exception?

Also, check when rawData does not contains string with dict (no { .. }).

raise JSONDecodeError("Expecting value", s, err.value) from None

Add a clear notification when raise JSONDecodeError("Expecting value", s, err.value) from None trace when there is no connection.

Traceback (most recent call last):
  File "TKSBrokerAPI.py", line 2065, in <module>
    Main()
  File "TKSBrokerAPI.py", line 1895, in Main
    server = TinkoffBrokerServer(args.token, instrumentsList=instruments)  # Init class for trading with Tinkoff Broker
  File "TKSBrokerAPI.py", line 104, in __init__
    self.instrumentsList = instrumentsList if instrumentsList is not None else self.Listing()  # dictionary with stocks, currencies, bonds and etfs supports by broker. You can define this param whwn class init to reduce server requests.
  File "TKSBrokerAPI.py", line 275, in Listing
    instrumentsList = self._SendRequest(stocksURL, debug=showDebug)["payload"]["instruments"]
  File "TKSBrokerAPI.py", line 191, in _SendRequest
    responseJSON = self._ParseJSON(response.text, debug=False)
  File "TKSBrokerAPI.py", line 125, in _ParseJSON
    responseJSON = json.loads(rawData, encoding="UTF-8")
  File "c:\python3\lib\json\__init__.py", line 348, in loads
    return _default_decoder.decode(s)
  File "c:\python3\lib\json\decoder.py", line 337, in decode
    obj, end = self.raw_decode(s, idx=_w(s, 0).end())
  File "c:\python3\lib\json\decoder.py", line 355, in raw_decode
    raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

Add `--user-info` and `--accounts` keys with information about the user, accounts, rights, limits and available methods

Get data about the user (who owns the main token), accounts, rights, limits and available methods: https://tinkoff.github.io/investAPI/swagger-ui/#/UsersService

Add the `--no-cancelled` key: remove information about cancelled operations from the report by the `--deals` key

For `--deals` key change title of table in "Summary" section

Now:

| 1                          | 2                             | 3                            | 4                    | 5
|----------------------------|-------------------------------|------------------------------|----------------------|------------------------

Need to change to clear headings.

Broken table when ETF requested

$ tksbrokerapi --prices IBM MSFT GOOGL UNKNOWN_TICKER POSI YNDX TGLD --output some-prices.md
TKSBrokerAPI.py     L:977  WARNING [2022-07-27 00:21:57,776] Instrument [UNKNOWN_TICKER] not in list of available instruments for current token!
TKSBrokerAPI.py     L:1018 INFO    [2022-07-27 00:21:58,048] Only unique instruments are shown:
# Actual prices at: [2022-07-26 21:21 UTC]

| Ticker       | FIGI         | Type       | Prev. close | Last price  | Chg. %   | Day limits min/max  | Actual sell / buy   | Curr.
|--------------|--------------|------------|-------------|-------------|----------|---------------------|---------------------|------
| IBM          | BBG000BLNNH6 | Shares     |      128.08 |      128.36 |   +0.22% |      126.7 / 130.02 |     127.67 / 128.65 | usd
| MSFT         | BBG000BPH459 | Shares     |      251.90 |      252.14 |   +0.10% |     248.74 / 254.96 |     252.01 / 252.14 | usd
| GOOGL        | BBG009S39JX6 | Shares     |      105.02 |      108.34 |   +3.16% |      97.24 / 118.76 |     108.36 / 108.37 | usd
| POSI         | TCS00A103X66 | Shares     |      910.00 |      910.00 |    0.00% |      533.2 / 1243.6 |           N/A / N/A | rub
| YNDX         | BBG006L8G4H1 | Shares     |     2136.00 |     2136.00 |    0.00% |     1672.6 / 2268.4 |           N/A / N/A | rub
| TGLD         | BBG222222222 | Etfs       |        0.07 |        0.07 |    0.00% | 0.06080000000000001 / 0.0815 |           N/A / N/A | usd

TKSBrokerAPI.py     L:1024 INFO    [2022-07-27 00:21:58,052] Price list for all instruments saved to file: x:\work\projects\PriceGenerator\some-prices.md

Module documentation with `pdoc`

Add `try .. except` block to `FloatToNano()` method and some negative unit-tests for it

Add an error handler to FloatToNano() and negative unit-tests.

Here you need to think about what is better to return on errors: {"units": "0", "nano": 0}, None, warning and {"units": "0", "nano": 0}, warning and None or raise exception?

Fractional dots shows in `--list`

See what is the error in --list - fractional dots shows when outputting a step in the last column

Consider deleting `iList` parameter from init()

iList parameter is not actual because local dump.json make the similar function and auto-updates instruments list

For `--history` key add possibility to view html chart with `PriceGenerator` package

Add key --render-chart with two possible parameter: interact (i) or non-interact (ni).

If you select interact then chain of candlesticks will render as interactive Bokeh chart. See examples: https://github.com/Tim55667757/PriceGenerator#overriding-parameters

If you select non-interact then chain of candlesticks will render as not interactive Google Candlestick chart. See examples:
https://github.com/Tim55667757/PriceGenerator#statistics-and-chart-on-a-simple-template

Add `try .. except` block to `NanoToFloat()` method and some negative unit-tests for it

Add an error handler to NanoToFloat() and negative unit-tests.

Here you need to think about what is better to return on errors: 0, None, warning and 0, warning and None or raise exception?

Simple CI/CD

Some CI stages: unit-tests + build package (+ func. tests in future).
CD: simple release cycle with dev builds in feature brunches and release builds in master brunch, and then publish into PyPI stage.

Implement feature to close positions and all open limit and stop orders for the specified instrument

If --close-all key run with --ticker or --figi keys then close all positions and all orders only for the one specified instrument

[Not actual] Take performance metrics, profile the performance of each class-methods and optimization if necessary

Add possibility to download 1 min candles history by years

Add feature to history download with resume, add `--history` key

Download history of any instruments for any time diapason in the past (download block-by-block).
It is possible to resume and download only last prices for instrument.

Add some overview keys

--overview-digest -- shows digest
--overview-positions -- shows only open positions
--overview-orders -- shows only orders section
--overview-analytics -- shows only analytics and distributions section

Implement method `GetAllInfo()` and key `--info-all` to request informations for all instruments with the same types

Save response to .xlsx file

Add `--xlsx` key as selectors of file type for `--output` key

For all methods that return data in table form add the ability to change file type to xlsx, instead of md, with selector --xlsx for --output key.

Add to the `ShowInstrumentInfo()` method ability to output information to the file define by key `--output`

Add to the ShowInstrumentInfo() method ability to output information to the file define by key --output.

Also, change the example for --info key in READMEs.

Add `try .. except` block to `GetDatesAsString()` method and some negative unit-tests for it

Add an error handler to GetDatesAsString() and negative unit-tests.

Here you need to think about what is better to return on errors: None, warning and None, warning and tuple as for today key or raise exception?

Implement the `RequestTradingStatus()` method using `SearchByTicker()` and `SearchByFIGI()`

For the --info key, add the display of the trading status for the instrument, and also implement the RequestTradingStatus() method using SearchByTicker() and SearchByFIGI(), also include "buyAvailableFlag" and "sellAvailableFlag" and "shortEnabledFlag".

There is a field "Current broker security trading status", but there are no other parameters: "limitOrderAvailableFlag", "marketOrderAvailableFlag" and "apiTradeAvailableFlag"

See: https://tinkoff.github.io/investAPI/swagger-ui/#/MarketDataService/MarketDataService_GetTradingStatus

Implement the `--limits` key, `RequestLimits()`and the `OverviewLimits()` methods

Implement the --limits key,RequestLimits()and the OverviewLimits() methods, which will return JSON and display a table of funds available for withdrawal: https://tinkoff.github.io/investAPI/swagger-ui/#/OperationsService/OperationsService_GetWithdrawLimits

Move `NANO`, `NanoToFloat()` and `FloatToNano()` to the TradeRoutines library

Implement scenario: simple trailing stop

A trailing stop is a tool that allows you to automatically place an order (limit or SL/TP stop-order) at the required level from the current price, as a percentage or in the currency of the traded instrument. It is perfect to use when the market moves strongly in one direction, and the trader does not have the opportunity to follow the price change.

A trailing stop order is placed for the first time when the price crosses the breakeven level (open price, plus all commissions, plus a small floating step) and goes further than this level by the trailing amount. In the future, the trailing stop moves along with the price when it moves in a favorable direction and remains unchanged during reversals, which guarantees profit maximization. There is no need to manually place any SL/TP orders.

Trailing stop tracking directions can be "short" (for sell positions) and "long" (for buy positions). If the price has changed again and it is required to move the trailing stop order, then the previous one is canceled at the beginning and then a new order with a new level is placed.

In this task, you need to add a new script to the python api examples that implements a "simple" trailing stop. The user is allowed to specify:

fixed trailing level from the current price, in percentage or in the currency of the traded instrument;
a list of instrument tickers (except for currencies) for which you want to create a trailing stop;
- either specify keywords (case insensitive): TS-ALL, TRAILING-STOP-ALL to create trailing stops for all instruments in the portfolio;
- or specify the keywords (case insensitive): TS-[SHARES]-[BONDS]-[ETFS]-[FUTURES], TRAILING-STOP-[SHARES]-[BONDS]-[ETFS]-[FUTURES] to set trailing stops only for the specified types of instruments, you can several at once (for example, TS-SHARES-ETFS);
the type of orders placed for trailing stops: limit (valid until the end of the trading session) or stop orders (will be valid until canceled, until executed or until the trailing stop is automatically moved);
directions for all trailing stop orders: LONG, SHORT, or separately for each instrument.

Setting trailing stops for the list of specified instruments should be carried out in parallel mode using the multiprocessing library.

Описание задачи по-русски:

Трейлинг-стоп (или "скользящий" стоп) – это инструмент, который позволяет автоматически устанавливать ордер (лимитный или SL/TP стоп-ордер) на необходимом уровне от текущей цены, в процентах или в валюте торгуемого инструмента. Он отлично подойдет, когда рынок сильно движется в одном направлении, а у трейдера нет возможности следить за изменением цены.

Ордер для трейлинг-стопа выставляется в первый раз тогда, когда цена пересекает уровень безубыточности (цена открытия, плюс все комиссии, плюс небольшой плавающий шаг) и становится дальше этого уровня на величину трейлинга. В дальнейшем трейлинг-стоп перемещается вслед за ценой, когда она движется в благоприятном направлении и остаётся неизменным при разворотах, что гарантирует максимизацию прибыли. Устанавливать при этом вручную какие-либо SL/TP-ордера не требуется.

Направления для отслеживания трейлинг-стопа могут быть "short" (для позиций продаж) и "long" (для позиций покупок). Если цена в очередной раз изменилась и требуется передвинуть трейлинг-стоп ордер, то в начале отменяется предыдущий и затем выставляется новый ордер с новым уровнем.

В этой задаче требуется добавить в примеры работы с python api новый сценарий, который реализует "простой" трейлинг-стоп. Пользователю разрешено указать:

фиксированный уровень трейлинга от текущей цены, в процентах или в валюте торгуемого инструмента;
список тикеров инструментов (кроме валют), по которым требуется создать трейлинг-стоп;
- либо указать ключевые слова (регистронезависимо): TS-ALL, TRAILING-STOP-ALL для создания трейлинг-стопов для всех инструментов в портфеле;
- либо указать ключевые слова (регистронезависимо): TS-[SHARES]-[BONDS]-[ETFS]-[FUTURES], TRAILING-STOP-[SHARES]-[BONDS]-[ETFS]-[FUTURES] для выставления трейлинг-стопов только по указанным типам инструментов, можно сразу по нескольким (например, TS-SHARES-ETFS);
тип выставляемых ордеров для трейлинг-стопов: лимитные (действуют до конца торговой сессии) или стоп-ордера (будут действовать до отмены, до исполнения или до автоматического перемещения трейлинг-стопа);
направления для всех трейлинг-стоп ордеров: LONG, SHORT, либо по каждому инструменту отдельно.

Установка трейлинг-стопов по списку указанных инструментов должна осуществляться в параллельном режиме с использованием библиотеки для мультипроцессинга.

Bring all the markdown tables to the standard view (including the right border)

Do not open SL/TP orders if the main buy or sell did not go through

Implement opening a grid of limit or stop orders Buy/Sell

Orders Grid Setter

This script can be set up a grid of orders (limit or stop) with defined steps and lots for a lot of instruments by its tickers in parallel mode conveyor.

Add TKSBrokerAPI build version with key `--version` and to the start of debug log

Implement scenario: automatic trailing stop

See also: #50

A trailing stop is a tool that allows you to automatically place an order (limit or SL/TP stop-order) at the required level from the current price, as a percentage or in the currency of the traded instrument. It is perfect to use when the market moves strongly in one direction, and the trader does not have the opportunity to follow the price change. Unlike a "simple" trailing stop, the offset level from the current price for automatic trailing is determined by probabilistic-statistical methods.

A trailing stop order is placed for the first time when the price crosses the breakeven level (open price, plus all commissions, plus a small floating step) and goes further than this level by the trailing amount. In the future, the trailing stop moves along with the price when it moves in a favorable direction and remains unchanged during reversals, which guarantees profit maximization. There is no need to manually place any SL/TP orders.

Trailing stop tracking directions can be "short" (for sell positions) and "long" (for buy positions). If the price has changed again and it is required to move the trailing stop order, then the previous one is canceled at the beginning and then a new order with a new level is placed. The offset level for automatic trailing is calculated each time anew, by probabilistic-statistical methods, based on the previous N candles of a given timeframe.

In this task, you need to add a new script to the python api examples that implements an automatic trailing stop. The user is allowed to specify:

how to measure the trailing level from the current price: as a percentage or in the currency of the traded instrument (the offset will be determined automatically);
the number N of candles, on the basis of which it is necessary to perform a probabilistic-statistical analysis and determine a sufficient offset level at the current time;
a list of instrument tickers (except for currencies) for which you want to create a trailing stop;
- either specify keywords (case insensitive): TS-ALL, TRAILING-STOP-ALL to create trailing stops for all instruments in the portfolio;
- or specify the keywords (case insensitive): TS-[SHARES]-[BONDS]-[ETFS]-[FUTURES], TRAILING-STOP-[SHARES]-[BONDS]-[ETFS]-[FUTURES] to set trailing stops only for the specified types of instruments, you can several at once (for example, TS-SHARES-ETFS);
the type of orders placed for trailing stops: limit (valid until the end of the trading session) or stop orders (will be valid until canceled, until executed or until the trailing stop is automatically moved);
directions for all trailing stop orders: LONG, SHORT, or separately for each instrument.

Setting trailing stops for the list of specified instruments should be carried out in parallel mode using the multiprocessing library.

Описание задачи по-русски:

Смотрите также смежную задачу для реализации "простого" трейлинга: #50

Трейлинг-стоп (или "скользящий" стоп) – это инструмент, который позволяет автоматически устанавливать ордер (лимитный или SL/TP стоп-ордер) на необходимом уровне от текущей цены, в процентах или в валюте торгуемого инструмента. Он отлично подойдет, когда рынок сильно движется в одном направлении, а у трейдера нет возможности следить за изменением цены. В отличие от "простого" трейлинг-стопа, уровень отступа от текущей цены для автоматического трейлинга определяется вероятностно-статистическими методами.

Ордер для трейлинг-стопа выставляется в первый раз тогда, когда цена пересекает уровень безубыточности (цена открытия, плюс все комиссии, плюс небольшой плавающий шаг) и становится дальше этого уровня на величину трейлинга. В дальнейшем трейлинг-стоп перемещается вслед за ценой, когда она движется в благоприятном направлении и остаётся неизменным при разворотах, что гарантирует максимизацию прибыли. Устанавливать при этом вручную какие-либо SL/TP-ордера не требуется.

Направления для отслеживания трейлинг-стопа могут быть "short" (для позиций продаж) и "long" (для позиций покупок). Если цена в очередной раз изменилась и требуется передвинуть трейлинг-стоп ордер, то в начале отменяется предыдущий и затем выставляется новый ордер с новым уровнем. Уровень отступа для автоматического трейлинга вычисляется каждый раз заново, вероятностно-статистическими методами, на основании предыдущих N свечей заданного таймфейма.

В этой задаче требуется добавить в примеры работы с python api новый сценарий, который реализует автоматический трейлинг-стоп. Пользователю разрешено указать:

в чём измерять уровень трейлинга от текущей цены: в процентах или в валюте торгуемого инструмента (сам отступ будет определяться автоматически);
количество N свечей, на основании которых необходимо выполнить вероятностно-статистический анализ и определить достаточный уровень отступа на текущий момент времени;
список тикеров инструментов (кроме валют), по которым требуется создать трейлинг-стоп;
- либо указать ключевые слова (регистронезависимо): TS-ALL, TRAILING-STOP-ALL для создания трейлинг-стопов для всех инструментов в портфеле;
- либо указать ключевые слова (регистронезависимо): TS-[SHARES]-[BONDS]-[ETFS]-[FUTURES], TRAILING-STOP-[SHARES]-[BONDS]-[ETFS]-[FUTURES] для выставления трейлинг-стопов только по указанным типам инструментов, можно сразу по нескольким (например, TS-SHARES-ETFS);
тип выставляемых ордеров для трейлинг-стопов: лимитные (действуют до конца торговой сессии) или стоп-ордера (будут действовать до отмены, до исполнения или до автоматического перемещения трейлинг-стопа);
направления для всех трейлинг-стоп ордеров: LONG, SHORT, либо по каждому инструменту отдельно.

Установка трейлинг-стопов по списку указанных инструментов должна осуществляться в параллельном режиме с использованием библиотеки для мультипроцессинга.

Replace `--open-trade` and `--open-order` keys

Replace --open-trade and --open-order keys with --trade and --order keys, because its has too long names.

Extend information for bonds

Add to --info bonds payment schedule, the number of payments in total and already redeemed coupons, and also calculate the ACI, current yield, yield to maturity and coupon value.

Add the ability to store data locally

Add the ability to store data locally, a cache of traded instruments (with a warning about use cache and that the data could be outdated)

KeyError: 'asks' when no response from server with current prices

If server not responses with current prices. an error occured:

TKSBrokerAPI.py     L:797  DEBUG   [2022-07-22 17:07:45,401] Requesting current prices for instrument with ticker [POSI] and FIGI [TCS00A103X66]...
TKSBrokerAPI.py     L:357  DEBUG   [2022-07-22 17:07:55,483]     - not oK status code received: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:361  DEBUG   [2022-07-22 17:07:55,484] Retry: [1]. Wait until 5 sec. and try again...
TKSBrokerAPI.py     L:367  ERROR   [2022-07-22 17:08:00,573] Not `oK` status received from broker server!
TKSBrokerAPI.py     L:368  ERROR   [2022-07-22 17:08:00,574]     - message: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:797  DEBUG   [2022-07-22 17:08:00,574] Requesting current prices for instrument with ticker [POSI] and FIGI [TCS00A103X66]...
TKSBrokerAPI.py     L:357  DEBUG   [2022-07-22 17:08:10,663]     - not oK status code received: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:361  DEBUG   [2022-07-22 17:08:10,664] Retry: [1]. Wait until 5 sec. and try again...
TKSBrokerAPI.py     L:357  DEBUG   [2022-07-22 17:08:25,755]     - not oK status code received: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:361  DEBUG   [2022-07-22 17:08:25,756] Retry: [2]. Wait until 5 sec. and try again...
TKSBrokerAPI.py     L:357  DEBUG   [2022-07-22 17:08:40,842]     - not oK status code received: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:361  DEBUG   [2022-07-22 17:08:40,842] Retry: [3]. Wait until 5 sec. and try again...
TKSBrokerAPI.py     L:357  DEBUG   [2022-07-22 17:08:55,933]     - not oK status code received: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:367  ERROR   [2022-07-22 17:08:55,934] Not `oK` status received from broker server!
TKSBrokerAPI.py     L:368  ERROR   [2022-07-22 17:08:55,935]     - message: [504] {"code":4,"message":null,"description":null}
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,938] Traceback (most recent call last):
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,938]   File "tksbrokerapi\TKSBrokerAPI.py", line 2869, in Main
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,939]     server.Overview(showStatistics=True)
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,939]   File "tksbrokerapi\TKSBrokerAPI.py", line 1370, in Overview
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,939]     instrument = self.SearchByFIGI(requestPrice=True)  # full raw info about instrument by FIGI
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,940]   File "tksbrokerapi\TKSBrokerAPI.py", line 755, in SearchByFIGI
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,940]     figiJSON["currentPrice"] = self.GetCurrentPrices(showPrice=False)
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,941]   File "tksbrokerapi\TKSBrokerAPI.py", line 805, in GetCurrentPrices
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,941]     prices["buy"] = [{"price": NanoToFloat(item["price"]["units"], item["price"]["nano"]), "quantity": int(item["quantity"])} for item in pricesResponse["asks"]]
TKSBrokerAPI.py     L:3025 DEBUG   [2022-07-22 17:08:55,942] KeyError: 'asks'

Implement the `--list-xlsx` key

Implement the --list-xlsx key that produces instrument's data similar to dump.json, but saved in xlsx format.

Add ability to close trade by `--figi` key also

E.g. now it will raise an error, because only --ticker key suppoted when close trade equested:

tksbrokerapi -v 10 --figi BBG222222222 --close-trade

Add to `--overview` section "Portfolio distribution by countries" part

Add to --overview section "Portfolio distribution by countries" part, with the distribution of instruments and currencies by country.

Get rid of duplicate price requests

Improvements.

Get rid of duplicate price requests for the same instruments when requesting multiple prices for instruments in --prices

Get rid of duplicate price requests in the Overview() method when requesting prices for orders for the same instruments.

Bug in v1.2.62: `self.figi variable is not be empty` in every request

Actual for https://pypi.org/project/tksbrokerapi/[1.2.62](https://pypi.org/project/tksbrokerapi/1.2.62/)/

TKSBrokerAPI.py     L:760  WARNING [2022-08-24 21:46:41,490] self.figi variable is not be empty

Promote minimal supported python version to 3.9

Implement multiprocessing history updating for list of instruments with the `--auto-update` key

In this task we need to implement multiprocessing history updating for list of instruments using the ThreadPool() method and pycron library. Key: --auto-update.
Input variables:

list of instruments
cron-formatted string, e.g. https://crontab.guru/#*/1_10-18_*_*_1-5 # At every minute past every hour from 10 through 18 on every day-of-week from Monday through Friday.
time-to-update, e.g. 300 sec.

Some problems when trying to execute `--close-all orders`

Some problems when trying to --close-all orders:

TKSBrokerAPI.py     L:2665 DEBUG   [2022-07-21 11:17:39,117] Closing all available ['orders']. Currency positions you must closes manually using buy or sell operations! Wait, please...
TKSBrokerAPI.py     L:1063 DEBUG   [2022-07-21 11:17:39,118] Requesting current actual pending orders. Wait, please...
TKSBrokerAPI.py     L:1069 DEBUG   [2022-07-21 11:17:39,249] [0] records about pending orders successfully received
TKSBrokerAPI.py     L:1080 DEBUG   [2022-07-21 11:17:39,250] Requesting current actual stop orders. Wait, please...
TKSBrokerAPI.py     L:1086 DEBUG   [2022-07-21 11:17:39,389] [7] records about stop orders successfully received
TKSBrokerAPI.py     L:2638 INFO    [2022-07-21 11:17:39,389] Found: [0] opened pending and [7] stop orders. Let's trying to cancel it all. Wait, please...
TKSBrokerAPI.py     L:1063 DEBUG   [2022-07-21 11:17:39,390] Requesting current actual pending orders. Wait, please...
TKSBrokerAPI.py     L:1069 DEBUG   [2022-07-21 11:17:39,526] [0] records about pending orders successfully received
TKSBrokerAPI.py     L:2605 DEBUG   [2022-07-21 11:17:39,527] Cancelling stop order with ID: [2b60ac95-743f-4fa9-9ea0-f1e4af222a27]. Wait, please...
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,729] Traceback (most recent call last):
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,729]   File "X:\work\projects\TKSBrokerAPI\tksbrokerapi\TKSBrokerAPI.py", line 3016, in Main
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,730]     server.CloseAll(*args.close_all)
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,730]   File "X:\work\projects\TKSBrokerAPI\tksbrokerapi\TKSBrokerAPI.py", line 2669, in CloseAll
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,731]     self.CloseAllOrders()  # close all pending and stop orders
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,731]   File "X:\work\projects\TKSBrokerAPI\tksbrokerapi\TKSBrokerAPI.py", line 2640, in CloseAllOrders
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,732]     self.CloseOrders(allOrdersIDs + allStopOrdersIDs, allOrdersIDs, allStopOrdersIDs)
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,733]   File "X:\work\projects\TKSBrokerAPI\tksbrokerapi\TKSBrokerAPI.py", line 2615, in CloseOrders
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,733]     datetime.strptime(responseJSON["time"], "%Y-%m-%dT%H:%M:%S.%fZ").replace(tzinfo=tzutc()).astimezone(tzlocal()).strftime("%Y-%m-%d %H:%M:%S"),
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,733]   File "C:\python3\lib\_strptime.py", line 577, in _strptime_datetime
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,734]     tt, fraction, gmtoff_fraction = _strptime(data_string, format)
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,734]   File "C:\python3\lib\_strptime.py", line 359, in _strptime
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,735]     (data_string, format))
TKSBrokerAPI.py     L:3027 DEBUG   [2022-07-21 11:17:39,735] ValueError: time data '2022-07-21T08:17:37.686748041Z' does not match format '%Y-%m-%dT%H:%M:%S.%fZ'

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