Forex-Rate von IB API mit Python

Question

Ich versuche, Wechselkurse von interaktiven Broker mit ibpy Bibliothek zu bekommen und es gibt Code, den ich bei Google gefunden und ich ein wenig geändert.

from ib.ext.Contract import Contract 
from ib.opt import ibConnection, message 
from time import sleep 

# print all messages from TWS 
def watcher(msg): 
    print msg 

# show Bid and Ask quotes 
def my_BidAsk(msg): 

    if msg.field == 1: 
     print ('bid: %s' % (msg.price)) 
     bid=msg.price 
    elif msg.field == 2: 
     print ('ask: %s' % (msg.price)) 
     ask=msg.price 
    elif msg.field==9: 
     print ('last close: %s' % msg.price) 
     last=msg.price 

def makeStkContract(contractTuple): 
    newContract = Contract() 

    newContract.m_symbol = contractTuple[0] 
    newContract.m_secType = contractTuple[1] 
    newContract.m_exchange = contractTuple[2] 
    newContract.m_primaryExch=contractTuple[3] 
    newContract.m_currency = contractTuple[4] 

    print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple) 
    return newContract 

if __name__ == '__main__': 
    global bid,ask,last 
    bid=None 
    ask=None 
    last=None 
    # con = ibConnection(port='4001',clientId=100) 
    con = Connection.create(port=7497, clientId=1006) 
    con.registerAll(watcher) 
    showBidAskOnly = True # set False to see the raw messages 

    if showBidAskOnly: 
     con.unregister(watcher, message.tickSize, message.tickPrice, 
         message.tickString, message.tickOptionComputation) 
     con.register(my_BidAsk, message.tickPrice) 
    con.connect() 
sleep(1) 
tickId = 1 
# Note: Option quotes will give an error if they aren't shown in TWS 
#contractTuple = ('GOOGL', 'STK', 'SMART', 'ISLAND','USD') 
#contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20170921', 47.0, 'CALL') 
#contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200709', 0.0, '') 
#contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920', 1460.0, 'CALL') 
contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy') 
stkContract = makeStkContract(contractTuple) 
print ('* * * * REQUESTING MARKET DATA * * * *') 
con.reqMktData(tickId, stkContract, '', False) 
print ('global variables:',bid, ask,last) 
sleep(1) 
print ('* * * * CANCELING MARKET DATA * * * *') 
con.cancelMktData(tickId) 

sleep(1) 
con.disconnect() 
#sleep(1) 

folgende ist Ergebnis

Server Version: 76 
TWS Time at connection:20170319 05:45:12 EST 
<managedAccounts accountsList=DU647841> 
<nextValidId orderId=1> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cafarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usopt> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.us> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds> 
Contract Values:CAD,CASH,IDEALPRO,IDEALPRO,jpy: 
* * * * REQUESTING MARKET DATA * * * * 
('global variables:', None, None, None) 
last close: 85.07 
* * * * CANCELING MARKET DATA * * * * 

die Schwierigkeiten, die ich jetzt sind, haben das erste möchte ich alle diese unabhängigen msgs beseitigen, zweitens, ich kann nicht scheinen globale Variablen (bid zu bekommen, fragen , zuletzt) ​​arbeiten.

Irgendwelche Vorschläge? danke im voraus

Answer 1

Wenn Sie nicht alle Nachrichten wollen, tun Sie nicht print sie.

Sie müssen sicherstellen, dass die Reihenfolge, in der Sie die Dinge tun, asynchron funktioniert. Hier stellen Sie eine Anfrage und sofort print bevor es Zeit hat, vom Server zurück zu kommen. Dann hast du sleep für 1 Sekunde und hoffe es ist fertig.

con.reqMktData(tickId, stkContract, '', False) 
print ('global variables:',bid, ask,last) 
sleep(1) 
print ('* * * * CANCELING MARKET DATA * * * *') 
con.cancelMktData(tickId) 

Hier ist ein Weg, um alles in Ordnung zu bringen.

from ib.ext.Contract import Contract 
from ib.opt import ibConnection, message 

def nextValidId_handler(msg): 
    global id; 
    id = msg.orderId 
    # start now when you know it's connected 
    makeRequest() 

def error_handler(msg): 
    # only print interesting errors 
    if msg.id > 0: 
     print(msg) 

# show Bid and Ask quotes 
def my_BidAsk(msg): 
    global bid,ask  

    if msg.field == 1: 
     print ('bid: %s' % (msg.price)) 
     bid=msg.price 
    elif msg.field == 2: 
     print ('ask: %s' % (msg.price)) 
     ask=msg.price 
    # there is no last price in forex, maybe just the last close. 

    if (bid is not None) and (ask is not None): 
     midPoint = (bid + ask)/2 
     print ('global variables:',bid, ask, midPoint) 
     # disconnect after getting all the data we want 
     disconnect() 

def makeStkContract(contractTuple): 
    newContract = Contract() 

    newContract.m_symbol = contractTuple[0] 
    newContract.m_secType = contractTuple[1] 
    newContract.m_exchange = contractTuple[2] 
    newContract.m_primaryExch=contractTuple[3] 
    newContract.m_currency = contractTuple[4] 

    print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple) 
    return newContract 

def makeRequest(): 
    global tickId 
    tickId = 1 
    contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy') 
    stkContract = makeStkContract(contractTuple) 
    print ('* * * * REQUESTING MARKET DATA * * * *') 
    con.reqMktData(tickId, stkContract, '', False) 

def disconnect(): 
    print ('* * * * CANCELING MARKET DATA * * * *') 
    con.cancelMktData(tickId) 
    con.disconnect() 

bid = None 
ask = None 

if __name__ == '__main__': 
    con = ibConnection(port=7497, clientId=1006) 
    con.register(error_handler, message.Error) 
    con.register(nextValidId_handler, message.nextValidId) 
    con.register(my_BidAsk, message.tickPrice) 
    con.connect()