Я использую VM, Ubuntu 16.04, Python 2.7.12.Я учу пример из здесь .Я использую демо-счет и TWS.
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.opt import Connection, message
def error_handler(msg):
"""Handles the capturing of error messages"""
print "Server Error: %s" % msg
def reply_handler(msg):
"""Handles of server replies"""
print "Server Response: %s, %s" % (msg.typeName, msg)
def create_contract(symbol, sec_type, exch, prim_exch, curr):
"""Create a Contract object defining what will
be purchased, at which exchange and in which currency.
symbol - The ticker symbol for the contract
sec_type - The security type for the contract ('STK' is 'stock')
exch - The exchange to carry out the contract on
prim_exch - The primary exchange to carry out the contract on
curr - The currency in which to purchase the contract"""
contract = Contract()
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 create_order(order_type, quantity, action):
"""Create an Order object (Market/Limit) to go long/short.
order_type - 'MKT', 'LMT' for Market or Limit orders
quantity - Integral number of assets to order
action - 'BUY' or 'SELL'"""
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order
if __name__ == "__main__":
# Connect to the Trader Workstation (TWS) running on the
# usual port of 7496, with a clientId of 100
# (The clientId is chosen by us and we will need
# separate IDs for both the execution connection and
# market data connection)
tws_conn = Connection.create("127.0.0.1", port=7496, clientId=100)
tws_conn.connect()
# Assign the error handling function defined above
# to the TWS connection
tws_conn.register(error_handler, 'Error')
# Assign all of the server reply messages to the
# reply_handler function defined above
tws_conn.registerAll(reply_handler)
# Create an order ID which is 'global' for this session. This
# will need incrementing once new orders are submitted.
order_id = 1
# Create a contract in GOOG stock via SMART order routing
goog_contract = create_contract('GOOG', 'STK', 'SMART', 'SMART', 'USD')
# Go long 100 shares of Google
goog_order = create_order('MKT', 100, 'BUY')
# Use the connection to the send the order to IB
print(tws_conn.placeOrder(order_id, goog_contract, goog_order))
# Disconnect from TWS
tws_conn.disconnect()
Вот моя конфигурация TWS:
Я могу подключиться к TWS, так как из журнала я могувидите, что:
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] Server version is 76
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] Client version is 62
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] is 3rdParty false
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocketNotifier-154] - Starting async queue thread
2019-06-02 10:57:03.977 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:SYS] Starting new conversation with client{100} at 127.0.0.1
2019-06-02 10:57:03.977 [GS] INFO [AWT-EventQueue-0] - MDConnectionsModel: Updated [127.0.0.1:34076 CLIENT ACCEPTED 100]
Но я не могу сделать заказ, и я получаю ошибки из журнала:
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:9:1:INFO] Sending next valid order id.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:9:1:DET] [9;1;1]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:usfarm.nj]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:cashfarm]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:usfarm]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:hkhmds]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:ushmds]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:INFO] Start processing incoming messages for client {100}.
2019-06-02 10:57:03.980 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:INFO] Handling incoming PlaceOrder(3) message.
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - Broken pipe (Write failed)
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:ERR] Unable write to socket client{100} -
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - Broken pipe (Write failed)
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:INFO] Close call made for client{100} socket connection.
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:DET] closePrim called. Stopping all mkt data and HMDS requests for client{100}.
Broken pipe
, что это значит?Как я могу это исправить и сделать заказ через Python API?Большое спасибо.