IBBroker marks the order as rejected on unknown error notifications from the broker

[vladisld]

Community discussion:

https://community.backtrader.com/topic/2862/ibbroker-live-trading-idealpro-minimum-value-error-code-399-odd-lot-orders-reported-as-rejected

Unexpected behavior:

Looking at ibbroker.py:

def push_ordererror(self, msg):
        with self._lock_orders:
            try:
                order = self.orderbyid[msg.id]
            except (KeyError, AttributeError):
                return  # no order or no id in error

            if msg.errorCode == 202:
                if not order.alive():
                    return
                order.cancel()
            elif msg.errorCode == 201:  # rejected
                if order.status == order.Rejected:
                    return
                order.reject()
            else:
---->        order.reject()  # default for all other cases

called from ibstore.py registered error notify method:

    @ibregister
    def error(self, msg):
        # 300-399 A mix of things: orders, connectivity, tickers, misc errors
        ...  # < code removed for clarity >
        if msg.errorCode is None:
        ...  # < code removed for clarity >
        elif msg.errorCode < 500:
            # Given the myriad of errorCodes, start by assuming is an order
            # error and if not, the checks there will let it go
            if msg.id < self.REQIDBASE:
                if self.broker is not None:
---->            self.broker.push_ordererror(msg)
            else:
                # Cancel the queue if a "data" reqId error is given: sanity
                q = self.qs[msg.id]
                self.cancelQueue(q, True)

The order is marked rejected for every "unknown" ( to be more exact - unhandled) error/warning.

Discussion:

It seem the currently implemented behavior makes a conservative/defensive decision about marking the order as rejected when broker notifies an error which is currently unsupported. It is hard to know whether or not the unknown error code constitutes a real error or just a warning.

It is possible of cause to try to search for the 'warning' or 'error' keywords in the test message itself - but this is error prone at best.