2 Commits

Author SHA1 Message Date
35d750f0a5 Accept paper MOC orders IBKR holds as PendingSubmit; stop retrying after the order window
On 2026-10-13 the 09:53 ET run placed six MOC orders and failed: the paper
account reports MOC orders as PendingSubmit until the closing auction and sent
no acknowledgement within 30 s, so confirm_orders treated them as rejected.
IBKR listed all six with permanent ids and filled them at the close, as it did
the 14 PendingSubmit orders of 2026-09-29. Every retry then stopped at "6 open
orders already exist", and after 15:45 ET at the order window, and the start
limit's 6-hour window reset at 15:50 ET, so the job restarted every 10 minutes
into the evening (42 restarts by 17:28 ET).

- confirm_orders accepts a PendingSubmit order once IBKR lists it with a
  permanent id, re-reading this client's open orders every 5 s for up to 60 s.
- rebalance --submit succeeds without sending anything when every open order
  comes from today's runs and IBKR still holds every order those runs sent;
  a missing one still fails.
- The trade unit skips starts after 15:45 ET (ExecCondition), which systemd
  does not restart.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-13 14:30:41 -07:00
a87a0c3b54 Confirm MOC orders were accepted before reporting success
rebalance used to sleep 3 s and record whatever status TWS had sent; on
2026-09-29 every order was still PendingSubmit with permId 0. Now it waits
up to 30 s for PreSubmitted/Submitted/Filled, records the final statuses in
orders.csv either way, and exits non-zero naming any rejected or
unacknowledged order so the systemd unit's failure is visible.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-12 05:15:53 -07:00