Handle unknown liquidity as None #109
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TWS will sometimes return UNSET_INTEGER (2**31 -1). If we panic, it will prevent enumerating the orders. This is compliant with the C# client behavior: https://github.com/quantrocket-llc/ibapi/blob/e3542aa3e05a2b752eb33742f81a50d4ac0aa1d8/source/csharpclient/client/Execution.cs#L31 Also, we note that the C# comment lists 0 = Unknown.
wboayue
approved these changes
Feb 9, 2024
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TWS will sometimes return
UNSET_INTEGER(2**31 -1), causing the code to panic. This will prevent enumerating the orders fromClient::executions(...). This is compliant with the C# client behavior. Also, we note that the C# comment lists0 = Unknown.