[英]IB API Python sample not using Ibpy
有人可以通過使用IB API Python套接字幫助我弄清楚如何做基本請求嗎? (我使用最新的IB API,它似乎支持Python,所以不應該使用人們過去使用的Ibpy)
像這樣的代碼可以簡單地工作並使其連接到TWS。 問題是:我不知道如何“看到”從IB發回的消息。
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.contract import *
w = wrapper.EWrapper()
myTWS = EClient(w)
myTWS.connect(host='localhost', port=7496, clientId=100)
print("serverVersion:%s connectionTime:%s" % (myTWS.serverVersion(),
myTWS.twsConnectionTime()))
myTWS.startApi()
c = Contract()
c.m_symbol = "AAPL"
c.m_secType = "STK"
c.m_exchange = "ISLAND"
c.m_currency = "USD"
myTWS.reqRealTimeBars(999, c, 5, "MIDPOINT", True, [])
我知道它之前就像是IBPy之類的Register()。 我只是不知道如何在當前的IB原始python API中做到這一點。 給我一個簡單的例子可以幫助別人嗎? 提前致謝。
有一個新項目簡化了Python TWS Api的工作。
它被稱為IB-insync,它允許同步和異步處理。 對於TWS API中的新手來說,這看起來非常棒。 鏈接到項目頁面
使用IB-insync請求歷史數據的示例:
from ib_insync import *
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)
contract = Forex('EURUSD')
bars = ib.reqHistoricalData(contract, endDateTime='', durationStr='30 D',
barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True)
# convert to pandas dataframe:
df = util.df(bars)
print(df[['date', 'open', 'high', 'low', 'close']])
您必須子類化/覆蓋/實現wrapper.EWrapper。 這就是你告訴EClient
發送從TWS收到的數據的地方。
我從示例程序中刪除了幾乎所有內容,然后運行。
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper #just for decorator
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *
class TestApp(wrapper.EWrapper, EClient):
def __init__(self):
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
@iswrapper
def nextValidId(self, orderId:int):
print("setting nextValidOrderId: %d", orderId)
self.nextValidOrderId = orderId
#here is where you start using api
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
self.reqMktData(1101, contract, "", False, None)
@iswrapper
def error(self, reqId:TickerId, errorCode:int, errorString:str):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
@iswrapper
def tickPrice(self, reqId: TickerId , tickType: TickType, price: float,
attrib:TickAttrib):
print("Tick Price. Ticker Id:", reqId, "tickType:", tickType, "Price:", price)
#this will disconnect and end this program because loop finishes
self.done = True
def main():
app = TestApp()
app.connect("127.0.0.1", 7496, clientId=123)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(),
app.twsConnectionTime()))
app.run()
if __name__ == "__main__":
main()
一旦你調用app.run()
,程序就會啟動一個幾乎無限循環讀取消息,所以你需要一些其他方法來構建程序,因為必須啟動循環。
我已經找到了如何處理app對象之外的請求序列的方法。
這是我對Brian的代碼的一點修改(感謝Brian介紹如何使用它),它獲得了兩個合同細節,首先是它請求MSFT的合同細節,然后是IBM。
當app.done設置為True時,客戶端將在EClient.run()方法中斷開連接。 我沒有想出如何在不斷開連接的情況下退出EClient.run()方法,所以我在client.py EClient.run()方法的源代碼中更改了退出:
finally: #self.disconnect() # Myk prevent disconnect return #Myk instead of disconnect return
如果有人在不更改API源代碼的情況下知道更好的方法,如果您給我一個建議我會很高興。
這是代碼:
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper #just for decorator
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *
class TestApp(wrapper.EWrapper, EClient):
def __init__(self):
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
self.reqIsFinished = True
self.started = False
self.nextValidOrderId = 0
@iswrapper
def nextValidId(self, orderId:int):
print("setting nextValidOrderId: %d", orderId)
self.nextValidOrderId = orderId
# we can start now
@iswrapper
def error(self, reqId:TickerId, errorCode:int, errorString:str):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
@iswrapper
# ! [contractdetails]
def contractDetails(self, reqId: int, contractDetails: ContractDetails):
super().contractDetails(reqId, contractDetails)
print("ContractDetails. ReqId:", reqId, contractDetails.summary.symbol,
contractDetails.summary.secType, "ConId:", contractDetails.summary.conId,
"@", contractDetails.summary.exchange)
# ! [contractdetails]
@iswrapper
# ! [contractdetailsend]
def contractDetailsEnd(self, reqId: int):
super().contractDetailsEnd(reqId)
print("ContractDetailsEnd. ", reqId, "\n")
self.done = True # This ends the messages loop
# ! [contractdetailsend]
def main():
app = TestApp()
app.connect("127.0.0.1", 4001, clientId=123)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(),
app.twsConnectionTime()))
print('MSFT contract details:')
contract = Contract()
contract.symbol = "MSFT"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = ""
app.reqContractDetails(210, contract)
app.run()
print('IBM contract details:')
contract.symbol = "IBM"
app.done = False # must be set before next run
app.reqContractDetails(210, contract)
app.run()
app.disconnect()
if __name__ == "__main__":
main()
這是如何使用多線程處理API消息的示例。 app.run()作為單獨的線程啟動,它正在偵聽TWS API響應。 然后主程序發送5個ContractDetails請求,然后主程序等待響應10秒。 當響應准備好處理時,TWS API消息存儲在app實例和簡單信號量信號中。
這是我的第一個多線程程序,歡迎任何評論。
from ibapi import wrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper #just for decorator
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *
#from OrderSamples import OrderSamples
import threading
import time
class myThread (threading.Thread):
def __init__(self, app, threadID, name):
threading.Thread.__init__(self)
self.threadID = threadID
self.name = name
self.app = app
def run(self):
print ("Starting application in separate thread:", self.name, "threadID:", self.threadID )
self.app.run()
print ("Exiting " + self.name)
class TestApp(wrapper.EWrapper, EClient):
def __init__(self):
wrapper.EWrapper.__init__(self)
EClient.__init__(self, wrapper=self)
self.started = False
self.nextValidOrderId = 0
self.reqData = {} # store data returned by requests
self.reqStatus = {} # semaphore of requests - status End will indicate request is finished
@iswrapper
def nextValidId(self, orderId:int):
print("setting nextValidOrderId: %d", orderId)
self.nextValidOrderId = orderId
@iswrapper
def error(self, reqId:TickerId, errorCode:int, errorString:str):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
@iswrapper
# ! [contractdetails]
def contractDetails(self, reqId: int, contractDetails: ContractDetails):
super().contractDetails(reqId, contractDetails)
# store response in reqData dict, for each request several objects are appended into list
if not reqId in self.reqData:
self.reqData[reqId] = []
self.reqData[reqId].append(contractDetails) # put returned data into data storage dict
# ! [contractdetails]
@iswrapper
# ! [contractdetailsend]
def contractDetailsEnd(self, reqId: int):
super().contractDetailsEnd(reqId)
print("ContractDetailsEnd. ", reqId, "\n") # just info
self.reqStatus[reqId] = 'End' # indicates the response is ready for further processing
# ! [contractdetailsend]
def main():
app = TestApp()
app.connect("127.0.0.1", 4001, clientId=123)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(),
app.twsConnectionTime()))
thread1App = myThread(app, 1, "Thread-1") # define thread for sunning app
thread1App.start() # start app.run(] as infitnite loop in separate thread
print('Requesting MSFT contract details:')
contract = Contract()
contract.symbol = "MSFT"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = ""
app.reqStatus[210] = 'Sent' # set request status to "sent to TWS"
app.reqContractDetails(210, contract)
print('Requesting IBM contract details:')
contract.symbol = "IBM"
app.reqStatus[211] = 'Sent'
app.reqContractDetails(211, contract)
print('Requesting IBM contract details:')
contract.symbol = "GE"
app.reqStatus[212] = 'Sent'
app.reqContractDetails(212, contract)
print('Requesting IBM contract details:')
contract.symbol = "GM"
app.reqStatus[213] = 'Sent'
app.reqContractDetails(213, contract)
print('Requesting IBM contract details:')
contract.symbol = "BAC"
app.reqStatus[214] = 'Sent'
app.reqContractDetails(214, contract)
i = 0
while i < 100: # exit loop after 10 sec (100 x time.sleep(0.1)
i = i+1
for reqId in app.reqStatus:
if app.reqStatus[reqId] == 'End':
for contractDetails in app.reqData[reqId]:
print("ContractDetails. ReqId:", reqId, contractDetails.summary.symbol,
contractDetails.summary.secType, "ConId:", contractDetails.summary.conId,
"@", contractDetails.summary.exchange)
app.reqStatus[reqId] = 'Processed'
time.sleep(0.1)
app.done = True # this stops app.run() loop
if __name__ == "__main__":
main()
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