Hallo,
ich habe heute zum Test eine längerfristige Verkaufsorder mit dem folgenden Code angelegt:
add_order_request_validation = OrderService_pb2.AddOrderRequest(
access_token=token,
account_number=str(*********),
order_type=cb.SELL,
security_with_stockexchange=security_with_stock_exchange,
validation=cb.TOTAL_COSTS_ONLY,
order_model=cb.LIMIT,
limit=float(trade_limit),
amount=trade_amount,
validity_date={'day': 31, 'month': 7, 'year': 2020}
)
ao = order_service_client.AddOrder(add_order_request_validation)
add_order_request = OrderService_pb2.AddOrderRequest(
access_token=token,
account_number=str(*********),
order_type=cb.SELL,
security_with_stockexchange=security_with_stock_exchange,
validation=cb.WITHOUT_VALIDATION,
order_model=cb.LIMIT,
limit=float(trade_limit),
amount=trade_amount,
validity_date={'day': 31, 'month': 7, 'year': 2020}
)
ao = order_service_client.AddOrder(add_order_request)
In der Responde ohne Vadilation steht die Fehlermeldung drin, dass ich erst die Order mit den Kosten valisieren muss.
2020-07-24 08:06:14,273 - test-order - INFO - add_order_request_validation: access_token: "*****"
account_number: "******"
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
validation: TOTAL_COSTS_ONLY
2020-07-24 08:06:14,693 - test-order - INFO - AddOrder: account {
account_number: "******"
depot_number: "******"
name: "******"
}
order {
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
status_timestamp {
}
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
stop: nan
stop_limit: nan
trailing_distance: nan
trailing_limit_tolerance: nan
dripping_quantity: nan
execution_quote: nan
}
order_costs {
estimated_total_costs: 16.18
cost_id: "787*****"
aggregated_costs {
in_costs_currency: "EUR"
out_costs_absolute: 16.18
out_costs_relative: 0.32
out_costs_currency: "EUR"
instrument_costs_currency: "EUR"
service_costs_absolute: 16.18
service_costs_relative: 0.32
service_costs_currency: "EUR"
subsidy_costs_currency: "EUR"
foreign_currency_costs_currency: "EUR"
performance_impact_absolute: -16.18
performance_impact_relative: -0.32
performance_impact_currency: "EUR"
expected_amount: 4976.92
expected_amount_currency: "EUR"
}
}
2020-07-24 08:06:15,103 - test-order - INFO - AddOrder: account {
account_number: "******"
depot_number: "******"
name: "******"
}
error {
code: "ORD_COSTS_NOT_REQUESTED"
message: "MIFID2 requirements don\'t allow to execute orders without requesting order costs. Please validate order with VALIDATE_WITH_TOTAL_COSTS or TOTAL_COSTS_ONLY first"
}
Im AT-Pro wurde die Order aber angelegt. Hier ein Auszug aus dem TAPI-Log:
2020-07-24 08:06:14,280 REQ: a8f050a0-4dcc-492f-9a55-bc2fafc9cabd
GrpcAddOrderStreamerDEPRO {
access_token: "************"
account_number: "*********"
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
validation: TOTAL_COSTS_ONLY
}
2020-07-24 08:06:14,690 REP: a8f050a0-4dcc-492f-9a55-bc2fafc9cabd
GrpcAddOrderStreamerDEPRO {
account {
account_number: "*********"
depot_number: "*********"
name: "******"
}
order {
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
status_timestamp {
}
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
stop: NaN
stop_limit: NaN
trailing_distance: NaN
trailing_limit_tolerance: NaN
dripping_quantity: NaN
execution_quote: NaN
}
order_costs {
estimated_total_costs: 16.18
cost_id: "787*****"
aggregated_costs {
in_costs_currency: "EUR"
out_costs_absolute: 16.18
out_costs_relative: 0.32
out_costs_currency: "EUR"
instrument_costs_currency: "EUR"
service_costs_absolute: 16.18
service_costs_relative: 0.32
service_costs_currency: "EUR"
subsidy_costs_currency: "EUR"
foreign_currency_costs_currency: "EUR"
performance_impact_absolute: -16.18
performance_impact_relative: -0.32
performance_impact_currency: "EUR"
expected_amount: 4976.92
expected_amount_currency: "EUR"
}
}
}
2020-07-24 08:06:14,697 REQ: 35fc233e-31a2-4790-baa2-d78db599dfcb
GrpcAddOrderStreamerDEPRO {
access_token: "************"
account_number: "*********"
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
}
2020-07-24 08:06:15,096 REP: 35fc233e-31a2-4790-baa2-d78db599dfcb
GrpcAddOrderStreamerDEPRO {
account {
account_number: "*********"
depot_number: "*********"
name: "******"
}
order {
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "LUS"
issuer: "7649"
}
}
order_type: SELL
order_number: "1717*****"
amount: 26.0
order_model: LIMIT
order_status: OPEN
status_timestamp {
seconds: 1595570775
}
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
stop: NaN
stop_limit: NaN
trailing_distance: NaN
trailing_limit_tolerance: NaN
dripping_quantity: NaN
trading_partner_name: "Lang und Schwarz (OTC)"
execution_quote: NaN
unique_id: "1717*****"
}
}
2020-07-24 08:06:15,098 REQ: e7c99555-ca11-4702-bf51-b180eabb0af6
GrpcAddOrderStreamerDEPRO {
access_token: "************"
account_number: "*********"
security_with_stockexchange {
security_code {
code: "******"
code_type: WKN
}
stock_exchange {
id: "OTC"
}
}
order_type: SELL
amount: 26.0
order_model: LIMIT
validity_date {
year: 2020
month: 7
day: 31
}
limit: 120.0
}
2020-07-24 08:06:15,100 ERR: e7c99555-ca11-4702-bf51-b180eabb0af6
GrpcAddOrderStreamerDEPRO {
com.consorsbank.module.tapi.core.common.TapiException: MIFID2 requirements don't allow to execute orders without requesting order costs. Please validate order with VALIDATE_WITH_TOTAL_COSTS or TOTAL_COSTS_ONLY first
at com.consorsbank.module.tapi.core.order.de.GrpcAddOrderStreamerDE.createOrderDraft(GrpcAddOrderStreamerDE.java:76)
at com.consorsbank.module.tapi.core.order.GrpcAddOrderStreamer.process(GrpcAddOrderStreamer.java:71)
at com.consorsbank.module.tapi.core.order.GrpcAddOrderStreamer.process(GrpcAddOrderStreamer.java:57)
at com.consorsbank.module.tapi.core.common.GrpcStreamer.process(GrpcStreamer.java:79)
at com.consorsbank.module.tapi.core.order.GrpcOrderServiceImpl.addOrder(GrpcOrderServiceImpl.java:82)
at com.consorsbank.module.tapi.grpc.OrderServiceGrpc$MethodHandlers.invoke(OrderServiceGrpc.java:1120)
at io.grpc.stub.ServerCalls$UnaryServerCallHandler$UnaryServerCallListener.onHalfClose(ServerCalls.java:171)
at io.grpc.internal.ServerCallImpl$ServerStreamListenerImpl.halfClosed(ServerCallImpl.java:283)
at io.grpc.internal.ServerImpl$JumpToApplicationThreadServerStreamListener$1HalfClosed.runInContext(ServerImpl.java:711)
at io.grpc.internal.ContextRunnable.run(ContextRunnable.java:37)
at io.grpc.internal.SerializingExecutor.run(SerializingExecutor.java:123)
at java.util.concurrent.ThreadPoolExecutor.runWorker(Unknown Source)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)
}
2020-07-24 08:06:15,102 REP: e7c99555-ca11-4702-bf51-b180eabb0af6
GrpcAddOrderStreamerDEPRO {
account {
account_number: "*********"
depot_number: "*********"
name: "******"
}
error {
code: "ORD_COSTS_NOT_REQUESTED"
message: "MIFID2 requirements don\'t allow to execute orders without requesting order costs. Please validate order with VALIDATE_WITH_TOTAL_COSTS or TOTAL_COSTS_ONLY first"
}
}Will man die Verkaufsorder erneut ausführen, kommt die Meldung, dass nicht genügend Bestand vorhanden ist. So habe ich gemerkt, dass die Order angelegt wurde. Die Order wird auch angelegt, wenn der Verkaufswert > € 5.000 ist. Ich finde es sehr verwirrend, dass eine Fehlermeldung zurückgegeben wird, obwohl die Order korrekt angelegt wurde. Es macht auch kein Unterschied, ob ich die Order außerhalb oder innerhalb der Handelszeiten anlege.
Viele Grüße
immermalanders
