IBapi хочет читать и использовать код ошибки, сгенерированный в классе IBapi - PullRequest
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IBapi хочет читать и использовать код ошибки, сгенерированный в классе IBapi

0 голосов
/ 17 июня 2020

Я новичок в python и TWS API, моя проблема в том, что я хочу использовать идентификатор ошибки, который создается с помощью Error. Id: 441 Код: 200 Сообщение: Для запроса не найдено определения безопасности, хотя оно отображается в терминале, но я не могу получить его в переменной для дальнейшего использования в моем коде

вот мой код 

[from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.order import *
import threading
import time


class IBapi(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)

    def nextValidId(self, orderId: int):
        super().nextValidId(orderId)
        self.nextorderId = orderId
        print('The next valid order id is: ', self.nextorderId)

    def orderStatus(self, orderId, status, filled, remaining, avgFullPrice, permId, parentId, lastFillPrice, clientId, whyHeld, mktCapPrice):
        print('orderStatus - orderid:', orderId, 'status:', status, 'filled', filled, 'remaining', remaining, 'lastFillPrice', lastFillPrice)

    def openOrder(self, orderId, contract, order, orderState):
        print('openOrder id:', orderId, contract.symbol, contract.secType, '@', contract.exchange, ':', order.action,
              order.orderType, order.totalQuantity, orderState.status)

    def execDetails(self, reqId, contract, execution):
        print('Order Executed: ', reqId, contract.symbol, contract.secType, contract.currency, execution.execId, execution.orderId, execution.shares, execution.lastLiquidity)

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

def run_loop():
    app.run()

# Function to create STOCK Order contract
def STK_order(stock_ticker,):
    contract = Contract()
    contract.symbol = stock_ticker
    contract.secType = "STK"
    contract.exchange = "NSE"
    contract.currency = "INR"
    return contract


app = IBapi()
app.connect('127.0.0.1', 7497, 123)
app.nextorderId = None

# Start the socket in a thread
api_thread = threading.Thread(target=run_loop, daemon=True)
api_thread.start()

# Check if the API is connected via orderid
while True:
    if isinstance(app.nextorderId, int):
        print('connected')
        break
    else:
        print('waiting for connection')
        time.sleep(1)

# Create order object
def place_order(place_order_action, place_order_quantity, place_order_order_type):
    order = Order()
    order.action = place_order_action
    order.totalQuantity = place_order_quantity
    order.trailingPercent = 0.5
    order.trailStopPrice = 1612
    order.lmtPrice = 1613
    order.orderType = place_order_order_type
    order.trailingPercent = 5
    return order

stocks_list = [['ICICINIFTY', '628.00', 'NSE', 'BUY', 1]]
oid = app.nextorderId

for stock_ticker, open_price, stock_market, stock_action, stock_quantity in stocks_list:
    app.placeOrder(oid, STK_order(stock_ticker), place_order(stock_action, stock_quantity, 'LMT'))
    oid = oid + 1

# app.nextorderId += 1

time.sleep(1)
app.disconnect()

вот результат: 

The next valid order id is:  443
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:hfarm
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfarm
Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:hkhmds
Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:ushmds
Error. Id: -1 Code: 2158 Msg: Sec-def data farm connection is OK:secdefhk
ERROR -1 2104 Market data farm connection is OK:hfarm
ERROR -1 2104 Market data farm connection is OK:usfarm
ERROR -1 2106 HMDS data farm connection is OK:hkhmds
ERROR -1 2106 HMDS data farm connection is OK:ushmds
ERROR -1 2158 Sec-def data farm connection is OK:secdefhk
connected
ERROR 443 200 No security definition has been found for the request
Error. Id: 443 Code: 200 Msg: No security definition has been found for the request

я хочу получить Ошибка. Id: 443 в переменную для дальнейшего использования

1 Ответ

0 голосов
/ 08 июля 2020

Для хранения ошибок вы можете создать переменную-член фрейма данных в классе IBApi. 

import pandas as pd

def __init__(self):
    ...
    self.errors_received = pd.DataFrame(columns=['reqId', 'errorCode', 'errorString'])


def error(self, reqId, errorCode, errorString):
    ...
    self.errors_received.loc[len(self.errors_received)] = [reqId, errorCode, errorString]
...