def __init__(self, tws_uri):
EWrapper.__init__(self)
EClientSocket.__init__(self, anyWrapper=self)
self.tws_uri = tws_uri
host, port, client_id = self.tws_uri.split(':')
self._host = host
self._port = int(port)
self.client_id = int(client_id)
self._next_ticker_id = 0
self._next_request_id = 0
self._next_order_id = None
self.managed_accounts = None
self.symbol_to_ticker_id = {}
self.ticker_id_to_symbol = {}
self.last_tick = defaultdict(dict)
self.bars = {}
# accounts structure: accounts[account_id][currency][value]
self.accounts = defaultdict(
lambda: defaultdict(lambda: defaultdict(lambda: np.NaN)))
self.accounts_download_complete = False
self.positions = {}
self.portfolio = {}
self.open_orders = {}
self.order_statuses = {}
self.executions = defaultdict(OrderedDict)
self.commissions = defaultdict(OrderedDict)
self._execution_to_order_id = {}
self.time_skew = None
self.unrecoverable_error = False
self.connect()
def __init__(self, tws_uri):
EWrapper.__init__(self)
EClientSocket.__init__(self, anyWrapper=self)
self.tws_uri = tws_uri
host, port, client_id = self.tws_uri.split(':')
self._host = host
self._port = int(port)
self.client_id = int(client_id)
self._next_ticker_id = 0
self._next_request_id = 0
self._next_order_id = None
self.managed_accounts = None
self.symbol_to_ticker_id = {}
self.ticker_id_to_symbol = {}
self.last_tick = defaultdict(dict)
self.bars = {}
# accounts structure: accounts[account_id][currency][value]
self.accounts = defaultdict(
lambda: defaultdict(lambda: defaultdict(lambda: np.NaN)))
self.accounts_download_complete = False
self.positions = {}
self.portfolio = {}
self.open_orders = {}
self.order_statuses = {}
self.executions = defaultdict(OrderedDict)
self.commissions = defaultdict(OrderedDict)
self._execution_to_order_id = {}
self.time_skew = None
self.unrecoverable_error = False
self.connect()
def __init__(self, tws_uri, order_update_callback):
EWrapper.__init__(self)
EClientSocket.__init__(self, anyWrapper=self)
self.tws_uri = tws_uri
host, port, client_id = self.tws_uri.split(':')
self._host = host
self._port = int(port)
self._client_id = int(client_id)
self._order_update_callback = order_update_callback
self._next_ticker_id = 0
self._next_order_id = None
self.managed_accounts = None
self.symbol_to_ticker_id = {}
self.ticker_id_to_symbol = {}
self.last_tick = defaultdict(dict)
self.bars = {}
# accounts structure: accounts[account_id][currency][value]
self.accounts = defaultdict(
lambda: defaultdict(lambda: defaultdict(lambda: np.NaN)))
self.accounts_download_complete = False
self.positions = {}
self.portfolio = {}
self.orders = {}
self.time_skew = None
self.connect()
def __init__(self, tws_uri, order_update_callback):
EWrapper.__init__(self)
EClientSocket.__init__(self, anyWrapper=self)
self.tws_uri = tws_uri
host, port, client_id = self.tws_uri.split(':')
self._order_update_callback = order_update_callback
self._next_ticker_id = 0
self._next_order_id = None
self.managed_accounts = None
self.symbol_to_ticker_id = {}
self.ticker_id_to_symbol = {}
self.last_tick = defaultdict(dict)
self.bars = {}
# accounts structure: accounts[account_id][currency][value]
self.accounts = defaultdict(
lambda: defaultdict(lambda: defaultdict(lambda: np.NaN)))
self.accounts_download_complete = False
self.positions = {}
self.portfolio = {}
self.orders = {}
self.time_skew = None
log.info("Connecting: {}:{}:{}".format(host, int(port),
int(client_id)))
self.eConnect(host, int(port), int(client_id))
while self.notConnected():
sleep(0.1)
self._download_account_details()
log.info("Managed accounts: {}".format(self.managed_accounts))
self.reqCurrentTime()
self.reqIds(1)
while self.time_skew is None or self._next_order_id is None:
sleep(0.1)
log.info("Local-Broker Time Skew: {}".format(self.time_skew))
def __init__(self, tws_uri):
"""
:param tws_uri: host:listening_port:client_id
- host ip of running tws or ibgw
- port, default for tws 7496 and for ibgw 4002
- your client id, could be any number as long as it's not already used
"""
EWrapper.__init__(self)
EClientSocket.__init__(self, anyWrapper=self)
self.tws_uri = tws_uri
host, port, client_id = self.tws_uri.split(':')
self._host = host
self._port = int(port)
self.client_id = int(client_id)
self._next_ticker_id = 0
self._next_request_id = 0
self._next_order_id = None
self.managed_accounts = None
self.symbol_to_ticker_id = {}
self.ticker_id_to_symbol = {}
self.last_tick = defaultdict(dict)
self.bars = {}
# accounts structure: accounts[account_id][currency][value]
self.accounts = defaultdict(
lambda: defaultdict(lambda: defaultdict(lambda: np.NaN)))
self.accounts_download_complete = False
self.positions = {}
self.portfolio = {}
self.open_orders = {}
self.order_statuses = {}
self.executions = defaultdict(OrderedDict)
self.commissions = defaultdict(OrderedDict)
self._execution_to_order_id = {}
self.time_skew = None
self.unrecoverable_error = False
self.connect()
def __init__(self, wrapper):
EClientSocket.__init__(self, wrapper)
def __init__(self, wrapper):
## Set up with a wrapper inside
EClientSocket.__init__(self, wrapper)
