Upgrade problem

[alex284]

Dear friends. Could you tell me what is the reason for the error? I replaced version 1.189.0 with a more recent one and now I get the error: .InteractiveBrokersClient-999: Error on _run_internal_msg_queue_processor: AttributeError("'InteractiveBrokersEWrapper' object has no attribute '_process_tick_by_tick_all_last'")

[cjdsellers]

Hi @alex284

Which version did you upgrade to? If I recall correctly there was a bug with IB a few versions back.

You could ask the community in the Discord, but we probably need you to be on the latest release 1.194.0 at a minimum.

Hope that helps!

[alex284]

Thanks a lot for your help. I installed nautilus-ibapi 10.19.2 nautilus_trader 1.194.0 and now the error occurs at an earlier stage and the process EXITS:

2024-06-05T10:59:34.898713546Z [INFO] TESTER-999.TradingNode: Awaiting execution state reconciliation (10.0s timeout)...
2024-06-05T10:59:34.898789744Z [INFO] TESTER-999.ExecClient-IB: Connected
2024-06-05T10:59:34.898886689Z [INFO] TESTER-999.ExecClient-IB: Generating ExecutionMassStatus...
2024-06-05T10:59:34.900436965Z [WARN] TESTER-999.ExecClient-IB: Cannot generate list[FillReport]: not yet implemented.
2024-06-05T10:59:34.945376868Z [INFO] TESTER-999.ExecClient-IB: {'': {'AccountType': 'INDIVIDUAL', 'Cushion': 1.0, 'DayTradesRemaining': -1.0, 'LookAheadNextChange': 1717594200.0}, 'USD': {'AccruedCash': 2.37, 'AvailableFunds': 1185491.92, 'BuyingPower': 7903279.47, 'EquityWithLoanValue': 1189941.98, 'ExcessLiquidity': 1185896.47, 'FullAvailableFunds': 1185491.92, 'FullExcessLiquidity': 1185896.47, 'FullInitMarginReq': 4450.06, 'FullMaintMarginReq': 4045.51, 'GrossPositionValue': 16404.33, 'InitMarginReq': 4450.06, 'LookAheadAvailableFunds': 1185491.92, 'LookAheadExcessLiquidity': 1185896.47, 'LookAheadInitMarginReq': 4450.06, 'LookAheadMaintMarginReq': 4045.51, 'MaintMarginReq': 4045.51, 'NetLiquidation': 1189944.39}}
2024-06-05T10:59:34.946178888Z [INFO] TESTER-999.ExecClient-IB: {'': {'AccountType': 'INDIVIDUAL', 'Cushion': 1.0, 'DayTradesRemaining': -1.0, 'LookAheadNextChange': 1717594200.0}, 'USD': {'AccruedCash': 2.37, 'AvailableFunds': 1185491.92, 'BuyingPower': 7903279.47, 'EquityWithLoanValue': 1189941.98, 'ExcessLiquidity': 1185896.47, 'FullAvailableFunds': 1185491.92, 'FullExcessLiquidity': 1185896.47, 'FullInitMarginReq': 4450.06, 'FullMaintMarginReq': 4045.51, 'GrossPositionValue': 16404.33, 'InitMarginReq': 4450.06, 'LookAheadAvailableFunds': 1185491.92, 'LookAheadExcessLiquidity': 1185896.47, 'LookAheadInitMarginReq': 4450.06, 'LookAheadMaintMarginReq': 4045.51, 'MaintMarginReq': 4045.51, 'NetLiquidation': 1189944.39, 'PreviousDayEquityWithLoanValue': 12003.56}}
2024-06-05T10:59:34.946699777Z [INFO] TESTER-999.ExecClient-IB: {'': {'AccountType': 'INDIVIDUAL', 'Cushion': 1.0, 'DayTradesRemaining': -1.0, 'LookAheadNextChange': 1717594200.0}, 'USD': {'AccruedCash': 2.37, 'AvailableFunds': 1185491.92, 'BuyingPower': 7903279.47, 'EquityWithLoanValue': 1189941.98, 'ExcessLiquidity': 1185896.47, 'FullAvailableFunds': 1185491.92, 'FullExcessLiquidity': 1185896.47, 'FullInitMarginReq': 4450.06, 'FullMaintMarginReq': 4045.51, 'GrossPositionValue': 16404.33, 'InitMarginReq': 4450.06, 'LookAheadAvailableFunds': 1185491.92, 'LookAheadExcessLiquidity': 1185896.47, 'LookAheadInitMarginReq': 4450.06, 'LookAheadMaintMarginReq': 4045.51, 'MaintMarginReq': 4045.51, 'NetLiquidation': 1189944.39, 'PreviousDayEquityWithLoanValue': 12003.56, 'TotalCashValue': 1173537.69}}
024-06-05T10:59:34.955978525Z [INFO] TESTER-999.ExecEngine: Reconciling ExecutionMassStatus for INTERACTIVE_BROKERS
2024-06-05T10:59:34.956010959Z [INFO] TESTER-999.ExecEngine: Reconciling order for ClientOrderId('META.NASDAQ')
2024-06-05T10:59:34.956018950Z [INFO] TESTER-999.ExecEngine: Generating order ClientOrderId('META.NASDAQ')

.....

2024-06-05T10:59:34.959185297Z [INFO] TESTER-999.OrderEmulator: RUNNING
2024-06-05T10:59:34.959289947Z [INFO] TESTER-999.TradingNode: Awaiting portfolio initialization (10.0s timeout)...
2024-06-05T10:59:44.959397064Z [WARN] TESTER-999.TradingNode: Timed out (10.0s) waiting for portfolio to initialize
Status

Portfolio.initialized == False
2024-06-05T10:59:44.959466298Z [INFO] TESTER-999.TradingNode: RUNNING

Can you recommend anything?

[cjdsellers]

Try and increase the timeouts in the config to 30 seconds.

[alex284]

# Configure the trading node
config_node = TradingNodeConfig(
    trader_id="TESTER-999",
    logging=LoggingConfig(log_level="INFO", log_level_file = "INFO", log_directory = 'log', log_component_levels={ "Portfolio": "OFF", "ExecClient-INTERACTIVE_BROKERS": "OFF" }),
    data_clients={"IB": data_client_config},
    exec_clients={"IB": exec_client_config},
    data_engine=LiveDataEngineConfig(
        time_bars_timestamp_on_close=False,  # Use opening time as `ts_event`, as per IB standard
        validate_data_sequence=True,         # Discards bars received out of sequence
    ),
    timeout_portfolio = 90.0,
)

Unfortunately, this doesn't help. The last version in which everything was OK was 1.189.0

---

Status
Portfolio.initialized == False
2024-06-07T10:55:51.425215234Z [INFO] TESTER-999.TradingNode: RUNNING