def error(self, id, errCode, errString):
global clientid
global tws
global connection_state
global pacing
global last_time
global cooldowntime
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.debug(s)
if errCode == ErrorCode.clientid_in_use:
logging.info(
"Client ID {} in use, reconnecting ...".format(clientid))
clientid += 1
tws = EPosixClientSocket(self)
tws.eConnect("", 7496, clientid)
elif errCode == ErrorCode.md_connection_ok:
logging.info("IB[{}]: {}".format(errCode, errString))
api_started.set()
# TODO: use a better string here!
elif errCode == ErrorCode.historical_data_error and "Historical data request pacing violation" in errString:
logging.info(
"Historical data pacing violation: retrying last batch and start using pacing between data requests..."
)
logging.info(errString)
if not pacing:
pacing = 10
dt = prev_last_time.strftime("%Y%m%d %H:%M:%S")
logging.info("Cooling down for {} seconds...".format(cooldowntime))
sleep(cooldowntime)
cooldowntime += 15 # sometimes we just need to cool down for a longer time
tws.reqHistoricalData(0, contract, dt, duration, barsize, datatype,
rth_only, 1)
elif errCode == ErrorCode.historical_data_error and "invalid step" in errString:
logging.info("IB[{}]: {}".format(errCode, errString))
historical_data_received.set()
elif errCode == ErrorCode.historical_data_error and "HMDS query returned no data" in errString:
logging.info("IB[{}]: {}".format(errCode, errString))
historical_data_received.set()
elif (errCode == ErrorCode.historical_data_error and "Trader Workstation exited" in errString) or \
errCode == ErrorCode.cannot_connect_to_tws:
logging.info("IB[{}]: {}".format(errCode, errString))
tws.exited = True
historical_data_received.set()
# requesting historical data from period too long time ago
elif errCode == ErrorCode.error_validating_request and "Historical data queries on this contract requesting any data earlier than" in errString:
dt = prev_last_time.strftime(dt_format)
logging.info(
"IB cannot provide data from period ending {}, it's too far back in the history."
.format(dt))
historical_data_received.set()
elif errCode == ErrorCode.error_validating_request:
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.fatal(s)
historical_data_received.set()
elif errCode == ErrorCode.connection_lost:
# TODO: some logic to retry after connection has been momentarily lost, and eventually give up...
logging.info("Connection lost, saving data end aborting...")
if not output_file:
sys.exit(ExitCode.error_can_continue)
historical_data_received.set()
elif errCode == ErrorCode.no_security_def_found:
logging.info("IB[{}]: {}".format(errCode, errString))
if not output_file:
sys.exit(ExitCode.error_can_continue)
historical_data_received.set()
else:
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.info(s)
def error(self, id, errCode, errString):
global clientid
global tws
global connection_state
global pacing
global last_time
global cooldowntime
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.debug(s)
if errCode == ErrorCode.clientid_in_use:
logging.info("Client ID {} in use, reconnecting ...".format(clientid))
clientid += 1
tws = EPosixClientSocket(self)
tws.eConnect("", 7496, clientid)
elif errCode == ErrorCode.md_connection_ok:
logging.info("IB[{}]: {}".format(errCode, errString))
api_started.set()
# TODO: use a better string here!
elif errCode == ErrorCode.historical_data_error and "Historical data request pacing violation" in errString:
logging.info("Historical data pacing violation: retrying last batch and start using pacing between data requests...")
logging.info(errString)
if not pacing:
pacing = 10
dt = prev_last_time.strftime("%Y%m%d %H:%M:%S")
logging.info("Cooling down for {} seconds...".format(cooldowntime))
sleep(cooldowntime)
cooldowntime += 15 # sometimes we just need to cool down for a longer time
tws.reqHistoricalData(0, contract, dt, duration, barsize, datatype, rth_only, 1)
elif errCode == ErrorCode.historical_data_error and "invalid step" in errString:
logging.info("IB[{}]: {}".format(errCode, errString))
historical_data_received.set()
elif errCode == ErrorCode.historical_data_error and "HMDS query returned no data" in errString:
logging.info("IB[{}]: {}".format(errCode, errString))
historical_data_received.set()
elif (errCode == ErrorCode.historical_data_error and "Trader Workstation exited" in errString) or \
errCode == ErrorCode.cannot_connect_to_tws:
logging.info("IB[{}]: {}".format(errCode, errString))
tws.exited = True
historical_data_received.set()
# requesting historical data from period too long time ago
elif errCode == ErrorCode.error_validating_request and "Historical data queries on this contract requesting any data earlier than" in errString:
dt = prev_last_time.strftime(dt_format)
logging.info("IB cannot provide data from period ending {}, it's too far back in the history.".format(dt))
historical_data_received.set()
elif errCode == ErrorCode.error_validating_request:
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.fatal(s)
historical_data_received.set()
elif errCode == ErrorCode.connection_lost:
# TODO: some logic to retry after connection has been momentarily lost, and eventually give up...
logging.info("Connection lost, saving data end aborting...")
if not output_file:
sys.exit(ExitCode.error_can_continue)
historical_data_received.set()
elif errCode == ErrorCode.no_security_def_found:
logging.info("IB[{}]: {}".format(errCode, errString))
if not output_file:
sys.exit(ExitCode.error_can_continue)
historical_data_received.set()
else:
s = "IB[{}]: {}".format(errCode, errString)
if id > -1:
s += " (ID: {})".format(id)
logging.info(s)
'1 day': '1 Y',
'1W': '1 Y',
'1M': '1 Y'
}
if args.d:
duration = args.d
else:
duration = max_duration[barsize]
# need to get extra info from tws in order to proceed
callbacks = MyCallbacks()
tws = EPosixClientSocket(callbacks)
tws.exited = False # used to show whether TWS has suddenly exited
# generate clientid based on time of day so that we won't likely get duplicate clientids
timenow = datetime.utcnow().time()
clientid = timenow.hour * 60 * 60 + timenow.minute * 60 + timenow.second
tws.eConnect("", 7496, clientid)
api_started.wait(10)
if tws.exited:
sys.exit(2)
logging.info("API functional, getting started...")
logging.info("Requesting contract details...")
'1 day': '1 Y',
'1W': '1 Y',
'1M': '1 Y'
}
if args.d:
duration = args.d
else:
duration = max_duration[barsize]
# need to get extra info from tws in order to proceed
callbacks = MyCallbacks()
tws = EPosixClientSocket(callbacks)
tws.exited = False # used to show whether TWS has suddenly exited
# generate clientid based on time of day so that we won't likely get duplicate clientids
timenow = datetime.utcnow().time()
clientid = timenow.hour * 60 * 60 + timenow.minute * 60 + timenow.second
tws.eConnect("", 7496, clientid)
api_started.wait(10)
if tws.exited:
sys.exit(2)
logging.info("API functional, getting started...")
logging.info("Requesting contract details...")
