positions not updating fast enough

[advaithhari]

I am using the ib.positions() function in order to get the positions for my account. When I send an order and it fills I call ib.positions() but it doesn't update even though I can see on the TWS that the position updated. Has anyone else faced this issue or has any work around to get the positions faster.

[vasiche]

@advaithhari are you trying to immediately pull ib.positions() after the order is filled? If so, ib.positions() may have a delay in updating position quantities. Some people go around this by maintaining their own register of fills and using cumulative totals to see your open positions. I personally do that, but I also use ib.positions() to compare what I have in my register to what ib.positions() shows but my bot "trusts" my tally based on fills and I only do ib.positions() comparison to double check.

[mattsta]

Yeah, this is an IBKR artifact because their API sends all data updates asynchronously.

For my own usage, I add a 1 to 5 second sleep after a trade before printing position updates (and even then sometimes the positions are empty for another couple seconds). For faster updates, I also always listen for commission events which have the actual trade details as soon as possible:

self.ib.commissionReportEvent += self.commissionHandler 

where it looks something like:

    def commissionHandler(self, trade, fill, report):
        # Only report commissions if connected (not when loading startup orders)
        if not self.connected:
            logger.warning("Ignoring commission because not connected...")
            return

        logger.warning(
            "[{} :: {} :: {}] Order {} commission: {} {} {} at ${:,.2f} (total {} of {}) (commission {} ({} each)){}",
            trade.orderStatus.orderId,
            trade.orderStatus.status,
            trade.contract.localSymbol,
            fill.execution.orderId,
            fill.execution.side,
            fill.execution.shares,
            fill.contract.localSymbol,
            fill.execution.price,
            fill.execution.cumQty,
            trade.order.totalQuantity,
            locale.currency(fill.commissionReport.commission),
            locale.currency(fill.commissionReport.commission / fill.execution.shares),
            f" (pnl {fill.commissionReport.realizedPNL:,.2f})"
            if fill.commissionReport.realizedPNL
            else "",
        )

The print format gives output like:

2024-03-08 06:30:00.628 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Submitted :: NVDA  240308C01000000] Order 37540 commission: BOT 1.0 NVDA  240308C01000000 at $1.00 (total 1.0 of 100.0) (commission $1.05 ($1.05 each))
2024-03-08 06:30:01.478 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Submitted :: NVDA  240308C01000000] Order 37540 commission: BOT 1.0 NVDA  240308C01000000 at $1.00 (total 2.0 of 100.0) (commission $0.35 ($0.35 each))
2024-03-08 06:30:01.480 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Submitted :: NVDA  240308C01000000] Order 37540 commission: BOT 1.0 NVDA  240308C01000000 at $1.00 (total 3.0 of 100.0) (commission $0.70 ($0.70 each))
2024-03-08 06:30:02.943 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Filled :: NVDA  240308C01000000] Order 37540 commission: BOT 24.0 NVDA  240308C01000000 at $1.21 (total 27.0 of 100.0) (commission $16.72 ($0.70 each))
2024-03-08 06:30:02.984 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Filled :: NVDA  240308C01000000] Order 37540 commission: BOT 70.0 NVDA  240308C01000000 at $1.21 (total 97.0 of 100.0) (commission $48.78 ($0.70 each))
2024-03-08 06:30:02.986 | WARNING  | icli.cli:commissionHandler:1410 - [37540 :: Filled :: NVDA  240308C01000000] Order 37540 commission: BOT 3.0 NVDA  240308C01000000 at $1.21 (total 100.0 of 100.0) (commission $2.09 ($0.70 each))
2024-03-08 06:35:45.942 | WARNING  | icli.cli:commissionHandler:1410 - [37549 :: Submitted :: NVDA  240308C01000000] Order 37549 commission: SLD 11.0 NVDA  240308C01000000 at $1.50 (total 11.0 of 100.0) (commission $7.71 ($0.70 each)) (pnl 310.56)                                                                                                                                                                                                                                     
2024-03-08 06:35:46.046 | WARNING  | icli.cli:commissionHandler:1410 - [37549 :: Filled :: NVDA  240308C01000000] Order 37549 commission: SLD 4.0 NVDA  240308C01000000 at $1.50 (total 15.0 of 100.0) (commission $2.80 ($0.70 each)) (pnl 112.93)                                                                                                                                                                                                                                         
2024-03-08 06:35:46.046 | WARNING  | icli.cli:commissionHandler:1410 - [37549 :: Filled :: NVDA  240308C01000000] Order 37549 commission: SLD 85.0 NVDA  240308C01000000 at $1.50 (total 100.0 of 100.0) (commission $59.57 ($0.70 each)) (pnl 2,399.75) 
2024-04-15 14:45:32.972 | WARNING  | icli.cli:commissionHandler:1491 - [0 :: Filled :: 28812380] Order 23311 commission: SLD 2.0 SPY   240419P00515000 at $11.06 (total 2.0 of 0.0) (commission $1.42 ($0.71 each))
2024-04-15 14:45:32.973 | WARNING  | icli.cli:commissionHandler:1491 - [0 :: Filled :: 28812380] Order 23311 commission: BOT 22.0 SPY   240419C00515000 at $0.77 (total 22.0 of 0.0) (commission $15.33 ($0.70 each))
2024-04-15 14:45:32.974 | WARNING  | icli.cli:commissionHandler:1491 - [0 :: Filled :: 28812380] Order 23311 commission: BOT 8.0 SPY   240419C00515000 at $0.76 (total 30.0 of 0.0) (commission $5.57 ($0.70 each))
2024-04-15 14:45:32.980 | WARNING  | icli.cli:commissionHandler:1491 - [0 :: Filled :: SPY   240419P00515000] Order 23314 commission: BOT 2.0 SPY   240419P00515000 at $10.55 (total 2.0 of 0.0) (commission $0.55 ($0.28 each)) (pnl 100.03)
2024-04-15 14:45:32.980 | WARNING  | icli.cli:commissionHandler:1491 - [0 :: Filled :: SPY   240419C00515000] Order 23313 commission: SLD 30.0 SPY   240419C00515000 at $0.86 (total 30.0 of 0.0) (commission $8.41 ($0.28 each)) (pnl 248.68)
2024-04-17 13:10:43.265 | WARNING  | icli.cli:commissionHandler:1491 - [23675 :: Filled :: SPY   240419P00490000] Order 23675 commission: SLD 1.0 SPY   240419P00490000 at $0.28 (total 1.0 of 1.0) (commission $0.63 ($0.63 each)) (pnl 4.74)
2024-04-18 08:15:08.223 | WARNING  | icli.cli:commissionHandler:1491 - [23752 :: Filled :: ASML] Order 23752 commission: SLD 6.0 ASML at $892.00 (total 6.0 of 100.0) (commission $0.38 ($0.06 each)) (pnl -138.40)
2024-04-18 08:15:08.225 | WARNING  | icli.cli:commissionHandler:1491 - [23752 :: Filled :: ASML] Order 23752 commission: SLD 94.0 ASML at $892.00 (total 100.0 of 100.0) (commission $0.46 ($0.00 each)) (pnl -2,162.71)

(sample extracted from https://github.com/mattsta/icli/blob/fe46fef75d7f771043113c1d3dd46683074745d9/icli/cli.py#L1409-L1469C10)