Unable to do balance trades

[craigmediaservices]

Thank you for the directions yesterday on interactive_order_stack.

Unfortunately my balance trades wont go through:

Your choice? <RETURN for Back> 
0: View
1: Create orders
2: Fills and completions
3: Netting, cancellation and locks
4: Delete and clean


Your choice? <RETURN for EXIT> 1
10: Spawn contract orders from instrument orders
11: Create force roll contract orders
12: Create (and try to execute...) IB broker orders
13: Balance trade: Create a series of trades and immediately fill them (not actually executed)
14: Balance instrument trade: Create a trade just at the strategy level and fill (not actually executed)
15: Manual trade: Create a series of trades to be executed
16: Cash FX trade


Your choice? <RETURN for Back> 13
Most likely use case here is that IB has closed one of your positions as close to the expiry
Or an edge case in which an order was submitted and then filled whilst you were not monitoring fills
Or perhaps you are trading manually
Trades have to be attributed to a strategy (even roll trades)
Auto close an existing position (if not, manually enter details)?y
Current contract positions in DB
   instrument_code contract_date          expiry_date  position
...
17        MSCISING      20240600  2024-06-01 00:00:00       3.0
18         GAS-PEN      20240700  2024-07-01 00:00:00      -1.0
19           TOPIX      20240600  2024-06-01 00:00:00       3.0
...
Which position to close? 19

illed price <RETURN for default 2729.0> 
Fill datetime: Enter date and time in format %Y-%m-%d eg '2024-06-19' OR '%Y-%m-%d %H:%M:%S' eg '2024-06-19 13:44:33'OR <RETURN for now>
Commission <RETURN for default 0.0> 
0: dynamic_system


Your choice? <RETURN for dynamic_system> 
2024-06-19 13:48:06 DEBUG Interactive-Order-Stack {'component': 'mongoIbBrokerClientIdData'} Locked IB client ID 100
Account ID <RETURN for default DU355XXXX> 
(Order ID:no order ID) Type balance_trade for dynamic_system/TOPIX/20240600, qty [-3], fill [-3]@ price, 2729.0 Parent:no parent Children:no_children INACTIVE
Are you sure? (Y/other)y
10: Spawn contract orders from instrument orders
11: Create force roll contract orders
12: Create (and try to execute...) IB broker orders
13: Balance trade: Create a series of trades and immediately fill them (not actually executed)
14: Balance instrument trade: Create a trade just at the strategy level and fill (not actually executed)
15: Manual trade: Create a series of trades to be executed
16: Cash FX trade


Your choice? <RETURN for Back> 

If I check positions though, or go back into balance trades the position remains unchanged.

I've also tried unlocking it first, but can't do so

Your choice? <RETURN for Back> 33
2024-06-19 13:51:15 DEBUG config {'type': 'config', 'stage': 'config'} Adding config defaults
Locked ['KR10', 'TOPIX', 'YENEUR']
Instrument code?TOPIX
Unlock (careful probably locked for a reason, position mismatch!)
[Y]es/no ?
30: Cancel broker order
31: Net instrument orders
32: Lock/unlock order
33: Lock/unlock instrument code
34: Unlock all instruments
35: Remove Algo lock on contract order


Your choice? <RETURN for Back> 33
Locked ['KR10', 'TOPIX', 'YENEUR']
Instrument code?

I've also tried deleting the related order ID out of the contract stacks, but similar to the fill order - they wont delete. There are no related orders at broker or contract level for TOPIX.

40: Delete entire stack (CAREFUL!)
41: Delete specific order ID (CAREFUL!)
42: End of day process (cancel orders, mark all orders as complete, delete orders)


Your choice? <RETURN for Back> 41
Broker stack [1], Contract stack [2] or instrument stack [3]? <RETURN for Exit> 3
(Order ID:264) Type best for dynamic_system TOPIX, qty [-3], fill [0]@ price, None Parent:no parent Children:[265]
(Order ID:267) Type Zero-roll-order for _ROLL_PSEUDO_STRATEGY YENEUR, qty [0], fill [0]@ price, None Parent:no parent Children:[268]
(Order ID:271) Type Zero-roll-order for _ROLL_PSEUDO_STRATEGY FTSECHINAA, qty [0], fill [0]@ price, None Parent:no parent Children:[273]
(Order ID:276) Type best for dynamic_system FTSETAIWAN, qty [1], fill [1]@ price, 1949.0 Parent:no parent Children:[279]
(Order ID:277) Type best for dynamic_system LEANHOG, qty [-1], fill [0]@ price, None Parent:no parent Children:[280]
(Order ID:278) Type best for dynamic_system WHEAT, qty [-1], fill [0]@ price, None Parent:no parent Children:[281]
Order ID  

parquet strategy_positions shows 3 positions

parquet contract_positions also shows 3 in the 20240600 contracts

View does see it as a break still

BREAKS between broker and DB stored contract positions: [YENEUR/20240617, TOPIX/20240613, KR10/20240618]

[frankcodespoorly]

Your choice? <RETURN for dynamic_system> 
2024-06-19 13:48:06 DEBUG Interactive-Order-Stack {'component': 'mongoIbBrokerClientIdData'} Locked IB client ID 100
Account ID <RETURN for default DU355XXXX> 
(Order ID:no order ID) Type balance_trade for dynamic_system/TOPIX/20240600, qty [-3], fill [-3]@ price, 2729.0 Parent:no parent Children:no_children INACTIVE
Are you sure? (Y/other)y

Try to do the balance trades again, but when you get to this step, make sure you capitalize "Y". Some responses are case sensitive

[craigmediaservices]

Kudos, thank you so much. It's great when the answer is so simple.

[localempire]

Helps me too! Tried it several times. 👍

[robcarver17]

For things you have to be really sure about, I make you capitalise.