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如何从交互式代理API获取合同详细信息?

ib-api interactive-brokers python-3.x python

0

Greg · 技术社区 · 7 年前

跟随 Interactive Brokers documentation 我试图使用以下代码获取合同详细信息:

from ibapi.client import EClient
from ibapi.wrapper import EWrapper

class MyWrapper(EWrapper):

    def contractDetails(self, reqId, contractDetails):
        super().contractDetails(reqId, contractDetails)

        print("ContractDetails. ReqId:", reqId,
              contractDetails.summary.symbol,
              contractDetails.summary.secType,
              "ConId:", contractDetails.summary.conId,
              "@", contractDetails.summary.exchange)

    def contractDetailsEnd(self, reqId):
        super().contractDetailsEnd(reqId)
        print("ContractDetailsEnd. ", reqId, "\n")


wrapper = MyWrapper()
app = EClient(wrapper)
app.connect("127.0.0.1", 7497, clientId=0)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime()))

from ibapi.contract import Contract
contract = Contract()
contract.symbol = "XAUUSD"
contract.secType = "CMDTY"
contract.exchange = "SMART"
contract.currency = "USD"

app.reqContractDetails(4444, contract)
app.run()

返回的输出为:

serverVersion:148 connectionTime:b'20190117 17:11:38 AEST'

An exception has occurred, use %tb to see the full traceback.

SystemExit


C:\Users\Greg\Anaconda3\lib\site-packages\IPython\core\interactiveshell.py:2969: UserWarning: To exit: use 'exit', 'quit', or Ctrl-D.
  warn("To exit: use 'exit', 'quit', or Ctrl-D.", stacklevel=1)

如何从交互式代理API获取合同详细信息?我试着用 %tb 但别以为我把它放在正确的位置上了。

1 回复 | 直到 7 年前

1

brian 7 年前

from ibapi.client import EClient
from ibapi.wrapper import EWrapper


class MyWrapper(EWrapper):

    def nextValidId(self, orderId:int):
        print("setting nextValidOrderId: %d", orderId)
        self.nextValidOrderId = orderId
        # start program here or use threading
        app.reqContractDetails(4444, contract)

    def contractDetails(self, reqId, contractDetails):
        print(reqId, contractDetails.contract)# my version doesnt use summary

    def contractDetailsEnd(self, reqId):
        print("ContractDetailsEnd. ", reqId)
        # this is the logical end of your program
        app.disconnect() # delete if threading and you want to stay connected

    def error(self, reqId, errorCode, errorString):
        print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)


wrapper = MyWrapper()
app = EClient(wrapper)
app.connect("127.0.0.1", 7497, clientId=123)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime()))

from ibapi.contract import Contract
contract = Contract()
contract.symbol = "XAUUSD"
contract.secType = "CMDTY"
contract.exchange = "SMART"
contract.currency = "USD"

app.run() # delete this line if threading

# def runMe():
#     app.run()

# import threading
# thread = threading.Thread(target = runMe)
# thread.start()

# input('enter to disconnect')
# app.disconnect()

在启动消息阅读器之前,您需要数据。也许你能在数据开始之前得到它。

ib建议您在收到nextvalidid之后启动程序,这样您就知道所有的东西都运行正常了。由于python API在消息读取循环中阻塞,因此需要实现线程或构造程序以异步运行。

我已经演示了如何做到这一点,这样它就可以在没有用户输入的情况下运行,并且是事件驱动的,或者是异步的。这意味着程序会一直等到它应该做某件事,然后才做。

我已经包含了线程选项,只需更改注释。

ContractDetails.Summary已更改为Contract。我不确定它是否是python的摘要,不知道从哪里得到的。