def main(options):
basicConfig()
logging.root.setLevel(verbose_levels.get(options.verbose, ERROR))
options.port
con = ibConnection(options.host, 7497, options.clientid)
# con.registerAll(reply_handler)
con.register(error_handler, 'Error')
con.register(update_account_value, 'AccountSummary')
con.register(my_BidAsk, message.tickPrice, message.tickSize)
con.register(reply_handler, 'UpdateMktDepth')
con.connect()
short_sleep()
request_account_summary(connection=con, options=options)
request_market_data(connection=con, options=options, symbol='GOOG')
request_market_data(connection=con, options=options, symbol='MSFT')
request_market_depth(connection=con, options=options)
#test_000(connection=con, options=options)
#test_003(connection=con, options=options)
#test_999(connection=con, options=options)
sleep(2)
con.eDisconnect()
def __init__(self):
options = get_options()
basicConfig()
self.connection = ibConnection(options.host, options.port,
options.clientid)
self.clientid = options.clientid
self.connection.register(self._reply_next_valid_order_id,
'NextValidId')
self.connection.register(self._update_account_value, 'AccountSummary')
self.connection.register(self._reply_managed_accounts,
'ManagedAccounts')
self.connection.register(self._reply_current_time, 'CurrentTime')
self.connection.register(self._reply_realtime_snapshot,
message.tickPrice, message.tickSize)
self.connection.register(self._reply_place_order, 'OrderStatus')
self.connection.register(self._error_handler, 'Error')
self.connection.register(self._reply_execution_details, 'ExecDetails')
self.connection.registerAll(self._reply_all)
self.ib_account_cash = dict()
self.ib_account_list = list()
self.market_data = dict()
self._requested_tickers = dict()
self.orders = dict()
self._order_events = set()
self._current_time = None
self._time_received_next_valid_order_id = None
self._next_valid_order_id = None
self.messages = list()
self.execution_allocation_msgs = list()
self.execution_allocations = AccountAllocations()
def __init__(self):
basicConfig()
self._time_received_next_valid_order_id = datetime.min
self._executions = {}
self._account_info = {}
self._requests_finished = {}
self._errors = {}
self._open_orders_end = {}
self._max_request = False
def __init__(self):
basicConfig()
# These two variables are initialized in Connect method
self._connection = None
self._wrapper = None
self._request_id = 0
def main(options):
basicConfig()
logging.root.setLevel(verbose_levels.get(options.verbose, ERROR))
rec_msgs = {}
unrec_msgs = {}
handler = make_msg_counter(rec_msgs, unrec_msgs)
# make_msg_counter fills in the defaults for the rec_msgs dict; now we can
# print those values and exit if the option is given
if options.printmsgs:
for name in sorted(k[0].typeName for k in list(rec_msgs.keys())):
print(name)
return
# if we're still here, we should connect
con = ibConnection(options.host, options.port, options.clientid)
con.registerAll(handler)
con.register(save_order_id, 'NextValidId')
con.register(save_tick, 'TickSize', 'TickPrice')
con.connect()
short_sleep()
# and if we've connected, we shoud execute all of the test functions in
# the module namespace.
calls = [v for k, v in list(globals().items()) if k.startswith('test_')]
for call in sorted(calls, key=lambda f: f.__name__):
call = maybe_verbose(catch_errors(call))
errors = call(con, options)
for err in errors:
error_msgs[err] = call.__name__
type_count = len(rec_msgs)
seen_items = list(rec_msgs.items())
seen = [(k, v) for k, v in seen_items if v]
unseen = [(k, v) for k, v in seen_items if not v]
# adjust the showmsgs option if given --show=all
alls = [v for v in options.showmsgs if 'all' in v.lower()]
if any(alls):
all, count = name_count(alls[0])
options.showmsgs = ['%s:%s' %
(k.typeName, count) for k in list(rec_msgs.keys())]
# ready, set, print!
for msg_typename in options.showmsgs:
msg_typename, msg_showmax = name_count(msg_typename)
formatter = msg_formatters.get(msg_typename, msg_formatters['default'])
msgs = [v for k, v in seen_items if k.typeName == msg_typename]
if msgs:
msgs = msgs[0]
if not msg_showmax or msg_showmax > len(msgs):
msg_showmax = len(msgs)
print('\n%s (%s of %s):' %
(msg_typename, msg_showmax, len(msgs), ))
for msg in msgs[0:msg_showmax]:
print(formatter(msg))
else:
if msg_typename in [k.typeName for k in list(rec_msgs.keys())]:
print('\n%s (%s):' % (msg_typename, 0, ))
else:
print('\nMessage type %s not recognized' % (msg_typename, ))
# but wait, there's more! here we print a summary of seen message
# types and associated counts.
if seen:
print('\nSeen Message Types (count):')
for cls, seq in sorted(seen, key=lambda t: t[0].typeName):
print(' %s (%s)' % (cls.__name__, len(seq), ))
else:
print('\nTotal failure; no messages received.')
# but wait, there's more! here we print a summary of unseen message
# types and associated counts.
if unseen:
print('\nUnseen Message Types (help):')
for cls, zero in sorted(unseen, key=lambda t: t[0].typeName):
name = cls.__name__
help = unseen_hints.get(name, '')
print(' %s%s' % (name, ' (%s)' % help if help else '', ))
else:
print('\nAll Message types received.')
# last but not least we print the seen and unseen totals, and their ratio
print('\nSummary:')
args = (type_count, len(seen), len(unseen),
100 * len(seen) / float(type_count))
print(' total:%s seen:%s unseen:%s coverage:%2.2f%%' % args)
def main(options):
basicConfig()
logging.root.setLevel(verbose_levels.get(options.verbose, ERROR))
rec_msgs = {}
unrec_msgs = {}
handler = make_msg_counter(rec_msgs, unrec_msgs)
## make_msg_counter fills in the defaults for the rec_msgs dict; now we can
## print those values and exit if the option is given
if options.printmsgs:
for name in sorted(k[0].typeName for k in list(rec_msgs.keys())):
print(name)
return
## if we're still here, we should connect
con = ibConnection(options.host, options.port, options.clientid)
con.registerAll(handler)
con.register(save_order_id, 'NextValidId')
con.register(save_tick, 'TickSize', 'TickPrice')
con.connect()
short_sleep()
## and if we've connected, we shoud execute all of the test functions in
## the module namespace.
calls = [v for k, v in list(globals().items()) if k.startswith('test_')]
for call in sorted(calls, key=lambda f: f.__name__):
call = maybe_verbose(catch_errors(call))
errors = call(con, options)
for err in errors:
error_msgs[err] = call.__name__
type_count = len(rec_msgs)
seen_items = list(rec_msgs.items())
seen = [(k, v) for k, v in seen_items if v]
unseen = [(k, v) for k, v in seen_items if not v]
## adjust the showmsgs option if given --show=all
alls = [v for v in options.showmsgs if 'all' in v.lower()]
if any(alls):
all, count = name_count(alls[0])
options.showmsgs = [
'%s:%s' % (k.typeName, count) for k in list(rec_msgs.keys())
]
## ready, set, print!
for msg_typename in options.showmsgs:
msg_typename, msg_showmax = name_count(msg_typename)
formatter = msg_formatters.get(msg_typename, msg_formatters['default'])
msgs = [v for k, v in seen_items if k.typeName == msg_typename]
if msgs:
msgs = msgs[0]
if not msg_showmax or msg_showmax > len(msgs):
msg_showmax = len(msgs)
print('\n%s (%s of %s):' % (
msg_typename,
msg_showmax,
len(msgs),
))
for msg in msgs[0:msg_showmax]:
print(formatter(msg))
else:
if msg_typename in [k.typeName for k in list(rec_msgs.keys())]:
print('\n%s (%s):' % (
msg_typename,
0,
))
else:
print('\nMessage type %s not recognized' % (msg_typename, ))
## but wait, there's more! here we print a summary of seen message
## types and associated counts.
if seen:
print('\nSeen Message Types (count):')
for cls, seq in sorted(seen, key=lambda t: t[0].typeName):
print(' %s (%s)' % (
cls.__name__,
len(seq),
))
else:
print('\nTotal failure; no messages received.')
## but wait, there's more! here we print a summary of unseen message
## types and associated counts.
if unseen:
print('\nUnseen Message Types (help):')
for cls, zero in sorted(unseen, key=lambda t: t[0].typeName):
name = cls.__name__
help = unseen_hints.get(name, '')
print(' %s%s' % (
name,
' (%s)' % help if help else '',
))
else:
print('\nAll Message types received.')
## last but not least we print the seen and unseen totals, and their ratio
print('\nSummary:')
args = (type_count, len(seen), len(unseen),
100 * len(seen) / float(type_count))
print(' total:%s seen:%s unseen:%s coverage:%2.2f%%' % args)
def __init__(self):
basicConfig()
self._market_depth_L1 = {}
self._requests_finished = {}
self._errors = {}