IB API Python 示例未使用 Ibpy
IB API Python sample not using Ibpy
谁能帮我弄清楚如何使用 IB API Python 套接字进行基本请求？ （我正在使用最新的 IB API 并且它似乎支持 Python 所以应该不需要人们过去使用的 Ibpy）
我这样的代码可以简单地工作并连接到交易平台。
问题是：我不知道如何"see" 从 IB 发回消息。
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, [])
我知道在使用 IBPy 之前它类似于 Register()。我只是不知道在目前的IB原创中如何做到这一点python API。有人可以给我一个简单的例子吗？提前致谢。
你必须 subclass/override/implement wrapper.EWrapper。这就是您告诉 EClient 发送从 TWS 接收到的数据的地方。
我从示例程序中删除了几乎所有内容，然后运行。
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()
调用 app.run() 后，程序会开始几乎无限循环读取消息，因此您需要一些其他方式来构建程序，因为必须启动循环。
我一直在寻找如何在应用程序对象之外处理请求序列的方法。
这是我对 Brian 代码的一点修改（感谢 Brian 介绍了如何使用它），它获取两个合同详细信息，首先它请求 MSFT 的合同详细信息，然后是 IBM 的合同详细信息。
- app.run() 通过在 contractDetailsEnd() 方法中设置 app.done = True
收到所有 contractDetails 消息后完成
当app.done设置为True时，客户端在EClient.run()方法中断开连接。没有想好如何在不断开连接的情况下退出EClient.run()方法，所以我在client.py EClient.run()方法中的源代码中更改了exiting：
finally:
#self.disconnect() # Myk prevent disconnect
return #Myk instead of disconnect return
- 之后app.run()结束不掉线，可以再次调用，但是必须先将app.done设置为False，否则运行()方法退出
- 你必须在最后断开连接再见
- disconnect() 方法会抛出错误，但正如有人所说，您似乎可以忽略它，尤其是当您在代码末尾断开连接时
如果有人在不更改 API 源代码的情况下知道更好的方法，如果您给我建议，我将很高兴。
代码如下：
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()
这是如何使用多线程处理 API 消息的示例。 app.run() 作为单独的线程启动，它正在侦听 TWS API 响应。然后主程序发送 5 个 ContractDetails 请求，然后主程序等待响应 10 秒。 TWS API 消息存储在应用程序实例和简单的信号量信号中，当响应准备好被处理时。
这是我的第一个多线程程序，欢迎大家提出意见。
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()
有一个新项目可以简化 Python TWS Api 的工作。
它被称为 IB-insync，它允许同步和异步处理。它看起来非常适合 TWS API 的新手。 Link to Project Page
使用IB-insync请求历史数据示例：
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']])
谁能帮我弄清楚如何使用 IB API Python 套接字进行基本请求？ （我正在使用最新的 IB API 并且它似乎支持 Python 所以应该不需要人们过去使用的 Ibpy）
我这样的代码可以简单地工作并连接到交易平台。 问题是：我不知道如何"see" 从 IB 发回消息。
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, [])
我知道在使用 IBPy 之前它类似于 Register()。我只是不知道在目前的IB原创中如何做到这一点python API。有人可以给我一个简单的例子吗？提前致谢。
你必须 subclass/override/implement wrapper.EWrapper。这就是您告诉 EClient 发送从 TWS 接收到的数据的地方。
我从示例程序中删除了几乎所有内容，然后运行。
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()
调用 app.run() 后，程序会开始几乎无限循环读取消息，因此您需要一些其他方式来构建程序，因为必须启动循环。
我一直在寻找如何在应用程序对象之外处理请求序列的方法。
这是我对 Brian 代码的一点修改（感谢 Brian 介绍了如何使用它），它获取两个合同详细信息，首先它请求 MSFT 的合同详细信息，然后是 IBM 的合同详细信息。
- app.run() 通过在 contractDetailsEnd() 方法中设置 app.done = True 收到所有 contractDetails 消息后完成
当app.done设置为True时，客户端在EClient.run()方法中断开连接。没有想好如何在不断开连接的情况下退出EClient.run()方法，所以我在client.py EClient.run()方法中的源代码中更改了exiting：
finally: #self.disconnect() # Myk prevent disconnect return #Myk instead of disconnect return- 之后app.run()结束不掉线，可以再次调用，但是必须先将app.done设置为False，否则运行()方法退出
- 你必须在最后断开连接再见
- disconnect() 方法会抛出错误，但正如有人所说，您似乎可以忽略它，尤其是当您在代码末尾断开连接时
如果有人在不更改 API 源代码的情况下知道更好的方法，如果您给我建议，我将很高兴。
代码如下：
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()
这是如何使用多线程处理 API 消息的示例。 app.run() 作为单独的线程启动，它正在侦听 TWS API 响应。然后主程序发送 5 个 ContractDetails 请求，然后主程序等待响应 10 秒。 TWS API 消息存储在应用程序实例和简单的信号量信号中，当响应准备好被处理时。
这是我的第一个多线程程序，欢迎大家提出意见。
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()
有一个新项目可以简化 Python TWS Api 的工作。
它被称为 IB-insync，它允许同步和异步处理。它看起来非常适合 TWS API 的新手。 Link to Project Page
使用IB-insync请求历史数据示例：
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']])