def run(self) -> None:
"""Fire-up dataloding function."""
log.debug(f'running {self.func}')
try:
util.run(self.func())
except Exception as e:
log.error(f'ignoring schedule exception: {e}')
def connect(self, host, port, clientId, timeout=2):
"""
Connect to TWS/IBG at given host and port and with a clientId
that is not in use elsewhere.
When timeout is not zero, asyncio.TimeoutError
is raised if the connection is not established
within the timeout period.
"""
util.run(self.connectAsync(host, port, clientId, timeout))
def run(self) -> None:
"""Interface method, providing entry point to run simulations."""
log.debug(f'Market initialized with reboot={self._reboot}')
log.debug(f'commission levels for instruments: {self.commissions}')
log.debug(f'minTicks for instruments: {self.ticks}')
try:
getattr(self, 'manager')
except AttributeError:
raise AttributeError('No manager object provided to Market')
util.run(self._run())
self.post_mortem()
def waitOnUpdate(self, timeout=0):
self._clearPendingTickers()
self._waitingOnUpdate = True
coro = self._updateEv.wait()
if timeout:
try:
util.run(asyncio.wait_for(coro, timeout))
except asyncio.TimeoutError:
pass
else:
util.run(coro)
self._waitingOnUpdate = False
self._emitPendingTickers()
return True
def connect(self, host: str, port: int, clientId: int, timeout: float = 2):
"""
Connect to a running TWS or IB gateway application.
Args:
host: Host name or IP address.
port: Port number.
clientId: ID number to use for this client; must be unique per
connection.
timeout: If establishing the connection takes longer than
``timeout`` seconds then the ``asyncio.TimeoutError`` exception
is raised. Set to 0 to disable timeout.
"""
util.run(self.connectAsync(host, port, clientId, timeout))
def reqMktData(self, contract, what=None):
'''Creates a MarketData subscription
Params:
- contract: a ib.ext.Contract.Contract intance
Returns:
- a Queue the client can wait on to receive a RTVolume instance
'''
# get a ticker/queue for identification/data delivery
q = self.getTickerQueue()
ticks = '233' # request RTVOLUME tick delivered over tickString
if contract.secType in ['CASH', 'CFD']:
#self.iscash[tickerId] = True
ticks = '' # cash markets do not get RTVOLUME
if what == 'ASK':
#self.iscash[tickerId] = 2
pass
# q.put(None) # to kickstart backfilling
# Can request 233 also for cash ... nothing will arrive
md = MktData()
q_ticks = queue.Queue()
util.run(md.update_ticks(self.ib, contract, ticks, q_ticks))
while not q_ticks.empty():
ticker = q_ticks.get()
for tick in ticker.ticks:
# https://interactivebrokers.github.io/tws-api/tick_types.html
if tick != self.last_tick: #last price
#print(str(tick.time) +" >> " + str(tick.price))
self.last_tick = tick
q.put(tick)
return q
def terminate(self):
"""Terminate TWS/IBG."""
util.run(self.terminateAsync())
def stop(self):
"""Cleanly shutdown TWS/IBG."""
util.run(self.stopAsync())
def start(self):
"""Launch TWS/IBG."""
util.run(self.startAsync())
def onStarted(self, *args):
log.debug(f'Starting: {args}')
util.run(self.func())
def save(self) -> None:
util.run(self._save())
def write_to_file(self, data: Dict[str, Any]) -> None:
util.run(self._write_to_file(data))
