def __init__(self, callback):
"""
Create like this
callback = IBWrapper()
client=IBclient(callback)
"""
tws = EPosixClientSocket(callback)
(host, port, clientid) = return_IB_connection_info()
tws.eConnect(host, port, clientid)
self.tws = tws
self.cb = callback
def __init__(self, callback, clientid=None, accountid="DU202715"): """ Create like this callback = IBWrapper() client=IBclient(callback) """ tws = EPosixClientSocket(callback) (host, port, clientid)=return_IB_connection_info(clientid) tws.eConnect(host, port, clientid) self.tws=tws self.cb=callback self.accountid = accountid self.clientid = clientid
def __init__(self, callback, accountid="DU305658"):
"""
Create like this
callback = IBWrapper()
client=IBclient(callback)
"""
tws = EPosixClientSocket(callback)
(host, port, clientid) = return_IB_connection_info()
tws.eConnect(host, port, clientid)
self.tws = tws
self.accountid = accountid
self.cb = callback
self.logger = logging.getLogger("renaissance")
def openOrder(self, orderID, contract, order, orderState):
print "Order opened for %s" % contract.symbol
prompt = raw_input("WARNING: This example will place an order on your IB "
"account, are you sure? (Type yes to continue): ")
if prompt.lower() != 'yes':
sys.exit()
# Instantiate our callback object
callback = PlaceOrderExample()
# Instantiate a socket object, allowing us to call TWS directly. Pass our
# callback object so TWS can respond.
tws = EPosixClientSocket(callback)
# Connect to tws running on localhost
tws.eConnect("", 7496, 42)
# Simple contract for GOOG
contract = Contract()
contract.exchange = "SMART"
contract.symbol = "DELL"
contract.secType = "STK"
contract.currency = "USD"
if orderId is None:
print 'Waiting for valid order id'
sleep(1)
while orderId is None:
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 __init__(self):
self.callback = ArtemisIBWrapper()
self.tws = EPosixClientSocket(self.callback)
self.tws.eConnect("", 7496, 44, poll_interval=1)
def __init__(self, callback):
tws = EPosixClientSocket(callback)
(host, port, clientid) = return_IB_connection_info()
tws.eConnect(host, port, clientid)
self.tws = tws
def connect(self, port=7496):
if self.is_connected():
self.disconnect()
cid = self.get_next_cid()
self.tws = EPosixClientSocket(self.wrapper)
self.tws.eConnect('', port, cid)
if date[:8] == 'finished':
print("History request complete")
self.got_history.set()
else:
date = datetime.strptime(date, "%Y%m%d").strftime("%d %b %Y")
print(("History %s - Open: %s, High: %s, Low: %s, Close: "
"%s, Volume: %d") % (date, open, high, low, close, volume))
# Instantiate our callback object
callback = HistoricalDataExample()
# Instantiate a socket object, allowing us to call TWS directly. Pass our
# callback object so TWS can respond.
tws = EPosixClientSocket(callback, reconnect_auto=True)
# Connect to tws running on localhost
if not tws.eConnect("", 7496, 42):
raise RuntimeError('Failed to connect to TWS')
# Simple contract for GOOG
contract = Contract()
contract.exchange = "SMART"
contract.symbol = "GOOG"
contract.secType = "STK"
contract.currency = "USD"
today = datetime.today()
print("Requesting historical data for %s" % contract.symbol)
