class AppIB():
"""IB API Implementation"""
def __init__(self):
"""Ctor"""
self.symbols = {}
self.ticks = {}
self.event = Event()
self.con = Connect("172.20.0.11", port = 7496, verbose = True)
handlers = {
self.errorHandler: message.Error,
self.tickPriceHandler: message.TickPrice,
self.tickSizeHandler: message.TickSize,
self.tickGenericHandler: message.TickGeneric,
self.tickStringHandler: message.TickString,
self.portfolioHandler: message.UpdatePortfolio,
self.accountValueHandler: message.UpdateAccountValue
}
for func, msg in handlers.iteritems():
self.con.register(func, msg)
def start(self):
"""Start the app."""
self.symbols["QQQ"] = self.createContract("QQQ")
self.symbols["MNST"] = self.createContract("MNST")
self.symbols["MSFT"] = self.createContract("MSFT")
self.con.reqMktData(self.symbols)
# con.addOrder("MNST", minQty = 100, orderType="MKT", outsideRTH = True)
# con.placeOrder()
def run(self):
"""Run the main loop"""
while True:
self.event.wait(30)
self.event.clear()
if 0:
continue
for key, id in self.symbols.items():
try:
print key, ":", self.ticks[id.m_conId]
except KeyError:
print key, ": No data"
print
def createContract(self, symbol, secType="STK",
exchange="SMART", currency="USD"):
"""Create and store a contact from the given symbol"""
c = Contract()
c.m_symbol = symbol
c.m_secType = secType
c.m_exchange = exchange
c.m_currency = currency
return c
def getSymbolFromId(self, id):
"""Return the string symbol for the given id.
@param id Integer Id of the wanted symbol.
@return String Symbol
"""
try:
return [v.m_symbol for v in self.symbols.values() if v.m_conId == id][0]
except IndexError:
return False
def tickGenericHandler(self, msg):
print "GENERIC--- [{2}] {0}: {1}.".format(
TickType.getField(msg.tickType), msg.value,
self.getSymbolFromId(msg.tickerId))
def tickStringHandler(self, msg):
print "STRING--- [{2}] {0}: {1}.".format(
TickType.getField(msg.tickType), msg.value,
self.getSymbolFromId(msg.tickerId))
def tickPriceHandler(self, msg):
"""Handle TickPrice messages from IB.
Remove the globals and implement a Producer/Consumer
@param msg ib.opt.message.TickPrice Message sent by IB
"""
self.ticks[msg.tickerId] = msg
symb = self.getSymbolFromId(msg.tickerId)
if symb:
db.tickers.update({"symbol": symb},
{"$set": {TickType.getField(msg.field): msg.price}},
upsert = True)
self.event.set()
def portfolioHandler(self, msg):
"""Handle UpdatePortfolio messages from IB.
@param msg ib.opt.message.UpdatePortfolio
"""
print "----", type(msg), msg
def accountValueHandler(self, msg):
"""Handle UpdateAccountValue messages from IB.
Store accout data in db
@param msg ib.opt.message.UpdateAccountValue Message sent by IB
"""
db.account.update({"account": msg.accountName,
msg.key: {"$exists": True}},
{"$set": {msg.key: msg.value,
"currency": msg.currency}},
upsert = True)
print "account: {0}: {1} [{2}] ({3})".format(
msg.key, msg.value, msg.currency, msg.accountName)
def tickSizeHandler(self, msg):
"""Handle TickSize messages from IB.
Store tick data in db
@param msg ib.opt.message.TickSize Message sent by IB
"""
symb = self.getSymbolFromId(msg.tickerId)
if symb:
#print "[{1}] {0}: {2}".format(symb, fieldType[msg.field], msg.size)
db.tickers.update({"symbol": symb},
{"$set": {TickType.getField(msg.field): msg.size}},
upsert = True)
def errorHandler(self, msg):
"""Error handler.
@param msg ib.opt.message.Error Message sent by IB
"""
print "ERROR:", msg
