""" Order Cancellation Example - Event-Based Design Demonstrates: - Place a limit order - Track order status with events - Cancel the order before it fills - Recover pending orders after restart (v0.2.4+) - Clean error handling """ import os import sys import time import logging from pathlib import Path from threading import Event as ThreadEvent from dotenv import load_dotenv # Add parent directory to path sys.path.insert(0, str(Path(__file__).parent.parent)) from paperbroker.client import PaperBrokerClient # Load environment variables load_dotenv() # Setup logger for this example (separate from library logger) logging.basicConfig( level=logging.INFO, format="[%(asctime)s] [%(levelname)s] %(message)s", datefmt="%Y-%m-%d %H:%M:%S", ) logger = logging.getLogger(__name__) def on_order_accepted(tracker, cl_ord_id, status, **kwargs): """Event handler for order accepted.""" if cl_ord_id == tracker.order_id: tracker.status = status logger.info(f"✅ Order accepted: {cl_ord_id[:8]}... (Status: {status})") tracker.order_accepted.set() def on_order_canceled(tracker, orig_cl_ord_id, status, **kwargs): """Event handler for order canceled.""" if orig_cl_ord_id == tracker.order_id: tracker.status = status logger.info(f"✅ Order canceled: {orig_cl_ord_id[:8]}... (Status: {status})") tracker.order_canceled.set() def on_order_rejected(tracker, cl_ord_id, reason, **kwargs): """Event handler for order rejected.""" if cl_ord_id == tracker.order_id: logger.error(f"❌ Order rejected: {cl_ord_id[:8]}... - {reason}") def main(): """Order cancellation demonstration.""" # Configuration symbol = os.getenv("VN30F1M", "HNXDS:VN30F2603") account = os.getenv("PAPER_ACCOUNT_ID_D1", "main") price = 1500.0 # Use a price unlikely to match qty = 1 delay_seconds = 5 # Wait before canceling logger.info("=" * 70) logger.info("ORDER CANCELLATION EXAMPLE") logger.info("=" * 70) logger.info(f"Symbol: {symbol}") logger.info(f"Account: {account}") logger.info(f"Strategy: Place → Wait {delay_seconds}s → Cancel") logger.info("=" * 70) # Order tracker class OrderTracker: def __init__(self): self.order_accepted = ThreadEvent() self.order_canceled = ThreadEvent() self.order_id = None self.status = None tracker = OrderTracker() # Create client (order_store_path enables SQLite persistence for crash recovery) client = PaperBrokerClient( default_sub_account=account, username=os.getenv("PAPER_USERNAME", "BL01"), password=os.getenv("PAPER_PASSWORD", "123"), rest_base_url=os.getenv("PAPER_REST_BASE_URL", "http://100.97.83.110:9090"), socket_connect_host=os.getenv("SOCKET_HOST", "100.97.83.110"), socket_connect_port=int(os.getenv("SOCKET_PORT", "5001")), sender_comp_id=os.getenv("SENDER_COMP_ID", "BL-FIX"), target_comp_id=os.getenv("TARGET_COMP_ID", "SERVER"), console=False, # Only show WARNING/ERROR in console, DEBUG/INFO go to file only order_store_path="orders.db", # SQLite persistence (set None to disable) ) # Subscribe to events (clean event-based design) client.on("fix:order:accepted", lambda **kw: on_order_accepted(tracker, **kw)) client.on("fix:order:canceled", lambda **kw: on_order_canceled(tracker, **kw)) client.on("fix:order:rejected", lambda **kw: on_order_rejected(tracker, **kw)) # Connect (non-blocking) logger.info("\n🔌 Connecting to PaperBroker...") client.connect() try: # Wait for logon (with timeout) if not client.wait_until_logged_on(timeout=10): error = client.last_logon_error() logger.error(f"❌ Logon failed: {error}") return logger.info("✅ Successfully logged on!") # Step 0 (v0.2.4+): Recover any pending orders from previous session pending = client.recover_pending_orders() if pending: logger.info(f"\n⚠️ Found {len(pending)} pending order(s) from previous session:") for p in pending: logger.info( f" {p['cl_ord_id']}: {p['side']} {p['qty']}x " f"{p['symbol']} @ {p['price']} (status: {p['status']})" ) try: client.cancel_order(p["cl_ord_id"]) logger.info(f" → Cancel request sent for {p['cl_ord_id']}") except Exception as e: logger.warning(f" → Could not cancel {p['cl_ord_id']}: {e}") time.sleep(2) # Wait for cancel confirmations # Check balance cash = client.get_cash_balance() logger.info(f"💰 Available cash: {cash.get('remainCash', 0):,.0f} VND\n") # Step 1: Place order logger.info("=" * 70) logger.info("STEP 1: PLACE ORDER") logger.info("=" * 70) logger.info(f"Placing BUY order: {qty} contracts @ {price:,.0f} VND") order_id = client.place_order( full_symbol=symbol, side="BUY", qty=qty, price=price, ord_type="LIMIT" ) tracker.order_id = order_id logger.info(f"Order ID: {order_id[:16]}...") # Wait for order acceptance if not tracker.order_accepted.wait(timeout=10): logger.error("❌ Timeout waiting for order acceptance") return # Step 2: Wait before canceling logger.info(f"\n⏳ Waiting {delay_seconds} seconds before canceling...") time.sleep(delay_seconds) # Step 3: Cancel order logger.info("\n" + "=" * 70) logger.info("STEP 2: CANCEL ORDER") logger.info("=" * 70) logger.info(f"Canceling order: {order_id[:16]}...") client.cancel_order(order_id) logger.info("Cancel request sent") # Wait for cancellation confirmation if not tracker.order_canceled.wait(timeout=10): logger.warning("⚠️ Timeout waiting for cancellation confirmation") # Summary logger.info("\n" + "=" * 70) logger.info("📊 SUMMARY") logger.info("=" * 70) logger.info(f"Order ID: {order_id[:16]}...") logger.info(f"Final Status: {tracker.status or 'UNKNOWN'}") logger.info(f"Symbol: {symbol}") logger.info("Side: SELL") logger.info(f"Quantity: {qty}") logger.info(f"Price: {price:,.0f} VND") logger.info("=" * 70) logger.info("\n✅ Example completed!") finally: # Note: Using os._exit() to avoid QuickFIX cleanup segfault # This is a known issue with QuickFIX Python bindings os._exit(0) if __name__ == "__main__": main()