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I have this bit of code that performs some algorithms but there's a couple of blatant errors which are difficult to solve, as I am new to Python and IBPy and connection issues are always specialist issues in any language anyways.

  • The first problem is that while the class declaration is in essence correct, it stops working as soon as you have two instances of the class 'Downloader' as in the code below. I can easily see that the way to handle this is to either have an error check and not declare a new instance of connection, or simply check if a connection is open and not declare a new instance. An alternative is to not create a new object but in that case I cannot see how to perform the operations in the algorithm so you can understand my predicament here. Also note that in the main program, I initialise another connection but I wonder if this is necessary; so if you're an expert with IBPy, can you tell me if connecting to TWS once by opening a connection in the class 'Downloader' creates a connection direct to the API (which is what I am trying to achieve with the connection in the main program) and there is no more need to initialise a new connection in the main program? And I MUST EMPHASISE I am not a specialist of Python or IBYPy and I seriously need a hand from someone much more knowledgeable please.
  • The other egregious issue is the 'requestID'. This is incremented in a first instantiation of the class, but reinitialised in a second instantiation. And again, the only solutions are error check then increment and no more initialisation, or check if non zero and increment, or find a way to not need an instance of a new object. (On an unrelated note, I think there's a sophisticated way to increment c_id and order_id but can't see how for now, so if you have ideas, they're welcome)

Here is the code

import ib
from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order

class Downloader(object):
    field4price = ''

    def __init__(self):
        self.tws = ibConnection('localhost', 4001, 0)
        self.tws.register(self.tickPriceHandler, 'TickPrice')
        self.tws.connect()
        self._reqId = 1 # current request id

    def tickPriceHandler(self,msg):
        if msg.field == 4:
            self.field4price = msg.price
            #print '[debug]', msg

    def requestData(self,contract): 
        self.tws.reqMktData(self._reqId, contract, '', 1)
        self._reqId+=1

def make_contract(symbol, sec_type, exch, prim_exch, curr):

    Contract.m_symbol = symbol
    Contract.m_secType = sec_type
    Contract.m_exchange = exch
    Contract.m_primaryExch = prim_exch
    Contract.m_currency = curr
    return Contract



def make_order(action,quantity, price = None):

    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price

    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action


    return order


cid = 303
c_id = 304

while __name__ == "__main__":

    d1 = downloader
    d2 = downloader
    conn = Connection.create(port=7496, clientId=999)
    conn.connect()
    orderId = cid
    oid = c_id
    3sigma = 3
    sec1 = make_contract('TSLA', 'STK', 'SMART', 'SMART', 'USD')
    sec2 = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
    d1.requestData(sec1)
    d2.requestData(sec2)
    if abs(float(d1.field4price) - float(d2.field4price)) < 3sigma
        if float(d1.field4price) < float(d2.field4price)
         offer = make_order('BUY', 1, 200)
             conn.placeOrder(orderId, sec1, offer)
             offer = make_order('SELL', 1, 200)
             conn.placeOrder(orderId, sec2, offer)
         else  
        offer = make_order('BUY', 1, 200)
            conn.placeOrder(orderId, sec2, offer)
            offer = make_order('SELL', 1, 200)
            conn.placeOrder(orderId, sec1, offer)
    conn.disconnect()
    x = raw_input('enter to resend')
    c_id += 1
    cid +=1
user4983619
  • 1
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  • What are you trying to do? Are you running TWS and gateway at the same time (since you connect on ports 7496 and 4001)? One connection is all I can imagine ever needing. For an example of multiple data requests http://stackoverflow.com/a/30157553/2855515 – brian Mar 27 '16 at 04:09
  • Hi Brian. The example is somewhat helpful, but does not resolve tow issues: is the connection to TWS the same as to the API? And second question: in the main program I try to buy one security and sell another, meaning a loop won't work. The main issue here remains the instantiation of two objects "Downloader" so we can "BUY" then "SELL", and the other problem is the extra connection in the main program. How to avoid that? – user4983619 Mar 27 '16 at 05:58
  • tws is the variable name used for the API connection in my example. You should make one connection and have it global or pass it as a parameter. – brian Mar 27 '16 at 15:17

0 Answers0