파이썬으로 IB API에서 외환을 받으십시오

Question

ibpy 라이브러리를 사용하여 대화식 중개인으로부터 환율을 얻으려는 중이며 Google에 코드가 있으며 조금 변경되었습니다.

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) 

다음

이 결과

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 * * * * 

내가 지금 가지고있는 처음 난 모든 관련이없는 MSG를 제거하려는있는 어려움이다, 둘째, 내가 전역 변수 (입찰를 얻을 수없는 것, 물어 , 마지막) 작업.

제안 사항? 미리 감사드립니다.

Answer 1

메시지를 모두 보내지 않으려면 print을 사용하지 마십시오.

작업을 순서를 비동기 적으로 수행해야합니다. 여기에 요청을하고 바로 서버에서 돌아올 시간이 있기 전에 print을 요청하십시오. 그렇다면 1 초 동안 sleep을 당신이 끝내기를 바랍니다.

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

모든 것을 순서대로 수행하는 방법입니다.

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()