async def runAsync(self):
def onTimeout(idlePeriod):
if not waiter.done():
waiter.set_result(None)
def onError(reqId, errorCode, errorString, contract):
if errorCode == 1100 and not waiter.done():
waiter.set_exception(Warning('Error 1100'))
def onDisconnected():
if not waiter.done():
waiter.set_exception(Warning('Disconnected'))
while self._runner:
try:
await self.controller.startAsync()
await asyncio.sleep(self.appStartupTime)
await self.ib.connectAsync(
self.host, self.port, self.clientId, self.connectTimeout)
self.startedEvent.emit(self)
self.ib.setTimeout(self.appTimeout)
self.ib.timeoutEvent += onTimeout
self.ib.errorEvent += onError
self.ib.disconnectedEvent += onDisconnected
while self._runner:
waiter = asyncio.Future()
await waiter
# soft timeout, probe the app with a historical request
self._logger.debug('Soft timeout')
self.softTimeoutEvent.emit(self)
probe = self.ib.reqHistoricalDataAsync(
Forex('EURUSD'), '', '30 S', '5 secs',
'MIDPOINT', False)
bars = None
with suppress(asyncio.TimeoutError):
bars = await asyncio.wait_for(probe, 4)
if not bars:
self.hardTimeoutEvent.emit(self)
raise Warning('Hard timeout')
self.ib.setTimeout(self.appTimeout)
except ConnectionRefusedError:
pass
except Warning as w:
self._logger.warn(w)
except Exception as e:
self._logger.exception(e)
finally:
self.ib.timeoutEvent -= onTimeout
self.ib.errorEvent -= onError
self.ib.disconnectedEvent -= onDisconnected
await self.controller.terminateAsync()
self.stoppedEvent.emit(self)
if self._runner:
await asyncio.sleep(self.retryDelay)
async def watchAsync(self):
while True:
await self.ib.wrapper.timeoutEvent.wait()
# soft timeout, probe the app with a historical request
contract = Forex('EURUSD')
probe = self.ib.reqHistoricalDataAsync(contract, '', '30 S',
'5 secs', 'MIDPOINT', False)
try:
bars = await asyncio.wait_for(probe, 4)
if not bars:
raise Exception()
self.ib.setTimeout(self.appTimeout)
except:
# hard timeout, flush everything and start anew
self._logger.error('Hard timeout')
self.stop()
self.scheduleRestart()
class Watchdog:
"""
Start, connect and watch over the TWS or gateway app and try to keep it
up and running. It is intended to be used in an event-driven
application that properly initializes itself upon (re-)connect.
It is not intended to be used in a notebook or in imperative-style code.
Do not expect Watchdog to magically shield you from reality. Do not use
Watchdog unless you understand what it does and doesn't do.
Args:
controller (Union[IBC, IBController]): (required) IBC or IBController
instance.
ib (IB): (required) IB instance to be used. Do no connect this
instance as Watchdog takes care of that.
host (str): Used for connecting IB instance.
port (int): Used for connecting IB instance.
clientId (int): Used for connecting IB instance.
connectTimeout (float): Used for connecting IB instance.
readonly (bool): Used for connecting IB instance.
appStartupTime (float): Time (in seconds) that the app is given
to start up. Make sure that it is given ample time.
appTimeout (float): Timeout (in seconds) for network traffic idle time.
retryDelay (float): Time (in seconds) to restart app after a
previous failure.
probeContract (Contract): Contract to use for historical data
probe requests (default is EURUSD).
probeTimeout (float); Timeout (in seconds) for the probe request.
The idea is to wait until there is no traffic coming from the app for
a certain amount of time (the ``appTimeout`` parameter). This triggers
a historical request to be placed just to see if the app is still alive
and well. If yes, then continue, if no then restart the whole app
and reconnect. Restarting will also occur directly on errors 1100 and 100.
Example usage:
.. code-block:: python
def onConnected():
print(ib.accountValues())
ibc = IBC(974, gateway=True, tradingMode='paper')
ib = IB()
ib.connectedEvent += onConnected
watchdog = Watchdog(ibc, ib, port=4002)
watchdog.start()
ib.run()
Events:
* ``startingEvent`` (watchdog: :class:`.Watchdog`)
* ``startedEvent`` (watchdog: :class:`.Watchdog`)
* ``stoppingEvent`` (watchdog: :class:`.Watchdog`)
* ``stoppedEvent`` (watchdog: :class:`.Watchdog`)
* ``softTimeoutEvent`` (watchdog: :class:`.Watchdog`)
* ``hardTimeoutEvent`` (watchdog: :class:`.Watchdog`)
"""
events = [
'startingEvent', 'startedEvent', 'stoppingEvent', 'stoppedEvent',
'softTimeoutEvent', 'hardTimeoutEvent']
controller: Union[IBC, IBController]
ib: IB
host: str = '127.0.0.1'
port: int = 7497
clientId: int = 1
connectTimeout: float = 2
appStartupTime: float = 30
appTimeout: float = 20
retryDelay: float = 2
readonly: bool = False
account: str = ''
probeContract: Contract = Forex('EURUSD')
probeTimeout: float = 4
def __post_init__(self):
self.startingEvent = Event('startingEvent')
self.startedEvent = Event('startedEvent')
self.stoppingEvent = Event('stoppingEvent')
self.stoppedEvent = Event('stoppedEvent')
self.softTimeoutEvent = Event('softTimeoutEvent')
self.hardTimeoutEvent = Event('hardTimeoutEvent')
if not self.controller:
raise ValueError('No controller supplied')
if not self.ib:
raise ValueError('No IB instance supplied')
if self.ib.isConnected():
raise ValueError('IB instance must not be connected')
self._runner = None
self._logger = logging.getLogger('ib_insync.Watchdog')
def start(self):
self._logger.info('Starting')
self.startingEvent.emit(self)
self._runner = asyncio.ensure_future(self.runAsync())
def stop(self):
self._logger.info('Stopping')
self.stoppingEvent.emit(self)
self.ib.disconnect()
self._runner = None
async def runAsync(self):
def onTimeout(idlePeriod):
if not waiter.done():
waiter.set_result(None)
def onError(reqId, errorCode, errorString, contract):
if errorCode in {100, 1100} and not waiter.done():
waiter.set_exception(Warning(f'Error {errorCode}'))
def onDisconnected():
if not waiter.done():
waiter.set_exception(Warning('Disconnected'))
while self._runner:
try:
await self.controller.startAsync()
await asyncio.sleep(self.appStartupTime)
await self.ib.connectAsync(
self.host, self.port, self.clientId, self.connectTimeout,
self.readonly, self.account)
self.startedEvent.emit(self)
self.ib.setTimeout(self.appTimeout)
self.ib.timeoutEvent += onTimeout
self.ib.errorEvent += onError
self.ib.disconnectedEvent += onDisconnected
while self._runner:
waiter = asyncio.Future()
await waiter
# soft timeout, probe the app with a historical request
self._logger.debug('Soft timeout')
self.softTimeoutEvent.emit(self)
probe = self.ib.reqHistoricalDataAsync(
self.probeContract, '', '30 S', '5 secs',
'MIDPOINT', False)
bars = None
with suppress(asyncio.TimeoutError):
bars = await asyncio.wait_for(probe, self.probeTimeout)
if not bars:
self.hardTimeoutEvent.emit(self)
raise Warning('Hard timeout')
self.ib.setTimeout(self.appTimeout)
except ConnectionRefusedError:
pass
except Warning as w:
self._logger.warning(w)
except Exception as e:
self._logger.exception(e)
finally:
self.ib.timeoutEvent -= onTimeout
self.ib.errorEvent -= onError
self.ib.disconnectedEvent -= onDisconnected
await self.controller.terminateAsync()
self.stoppedEvent.emit(self)
if self._runner:
await asyncio.sleep(self.retryDelay)
return future.result()
except asyncio.TimeoutError:
_logger.error('requestFAAsync: Timeout')
if __name__ == '__main__':
# import uvloop
# asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
from ib_insync.contract import Stock, Forex, Index, Option, Future, CFD
asyncio.get_event_loop().set_debug(True)
util.logToConsole(logging.DEBUG)
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=21)
aex = Index('EOE', 'FTA')
eurusd = Forex('EURUSD')
intc = Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ')
amd = Stock('AMD', 'SMART', 'USD')
aapl = Stock('AAPL', 'SMART', 'USD')
tsla = Stock('TSLA', 'SMART', 'USD')
spy = Stock('SPY', 'ARCA')
wrongContract = Forex('lalala')
option = Option('EOE', '20171215', 490, 'P', 'FTA', multiplier=100)
if 0:
cds = ib.reqContractDetails(aex)
print(cds)
cd = cds[0]
print(cd)
conId = cd.summary.conId
ib.qualifyContracts(aex, eurusd, intc)
