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Commit 9562a62

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‎.gitignore

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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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pip-wheel-metadata/
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share/python-wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# PyInstaller
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# Usually these files are written by a python script from a template
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# before PyInstaller builds the exe, so as to inject date/other infos into it.
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*.manifest
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*.spec
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# Installer logs
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pip-log.txt
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pip-delete-this-directory.txt
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.nox/
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.coverage
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.coverage.*
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.cache
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nosetests.xml
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coverage.xml
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*.cover
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*.py,cover
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.hypothesis/
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.pytest_cache/
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# Translations
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*.mo
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*.pot
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# Django stuff:
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*.log
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local_settings.py
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db.sqlite3
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db.sqlite3-journal
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# Flask stuff:
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instance/
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.webassets-cache
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# Scrapy stuff:
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.scrapy
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# Sphinx documentation
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docs/_build/
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# PyBuilder
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target/
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# Jupyter Notebook
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.ipynb_checkpoints
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# IPython
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profile_default/
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ipython_config.py
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# pyenv
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.python-version
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# pipenv
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# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
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# However, in case of collaboration, if having platform-specific dependencies or dependencies
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# having no cross-platform support, pipenv may install dependencies that don't work, or not
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# install all needed dependencies.
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#Pipfile.lock
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# PEP 582; used by e.g. github.com/David-OConnor/pyflow
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__pypackages__/
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# Celery stuff
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celerybeat-schedule
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celerybeat.pid
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# SageMath parsed files
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*.sage.py
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# Environments
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.env
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.venv
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env/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# Spyder project settings
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.spyderproject
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.spyproject
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# Rope project settings
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.ropeproject
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# mkdocs documentation
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/site
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# mypy
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.mypy_cache/
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.dmypy.json
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dmypy.json
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# Pyre type checker
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.pyre/

‎Common Errors/connection.py

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"""
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Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
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and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
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"""
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"""
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Just a thin wrapper around a socket.
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It allows us to keep some other info along with it.
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"""
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import socket
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import threading
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import logging
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from ibapi.common import * # @UnusedWildImport
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from ibapi.errors import * # @UnusedWildImport
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#TODO: support SSL !!
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logger = logging.getLogger(__name__)
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class Connection:
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def __init__(self, host, port):
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self.host = host
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self.port = port
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self.socket = None
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self.wrapper = None
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self.lock = threading.Lock()
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def connect(self):
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try:
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self.socket = socket.socket()
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#TODO: list the exceptions you want to catch
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except socket.error:
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if self.wrapper:
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self.wrapper.error(NO_VALID_ID, FAIL_CREATE_SOCK.code(), FAIL_CREATE_SOCK.msg())
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try:
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self.socket.connect((self.host, self.port))
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except socket.error:
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if self.wrapper:
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self.wrapper.error(NO_VALID_ID, CONNECT_FAIL.code(), CONNECT_FAIL.msg())
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self.socket.settimeout(1) #non-blocking
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def disconnect(self):
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self.lock.acquire()
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try:
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if self.socket is not None:
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logger.debug("disconnecting")
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self.socket.close()
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self.socket = None
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logger.debug("disconnected")
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if self.wrapper:
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self.wrapper.connectionClosed()
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finally:
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self.lock.release()
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def isConnected(self):
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return self.socket is not None
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def sendMsg(self, msg):
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logger.debug("acquiring lock")
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self.lock.acquire()
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logger.debug("acquired lock")
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if not self.isConnected():
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logger.debug("sendMsg attempted while not connected, releasing lock")
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self.lock.release()
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return 0
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try:
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nSent = self.socket.send(msg)
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except socket.error:
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logger.debug("exception from sendMsg %s", sys.exc_info())
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raise
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finally:
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logger.debug("releasing lock")
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self.lock.release()
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logger.debug("release lock")
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logger.debug("sendMsg: sent: %d", nSent)
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return nSent
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def recvMsg(self):
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if not self.isConnected():
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logger.debug("recvMsg attempted while not connected, releasing lock")
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return b""
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try:
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buf = self._recvAllMsg()
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# receiving 0 bytes outside a timeout means the connection is either
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# closed or broken
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if len(buf) == 0:
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logger.debug("socket either closed or broken, disconnecting")
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self.disconnect()
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except socket.timeout:
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logger.debug("socket timeout from recvMsg %s", sys.exc_info())
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buf = b""
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except socket.error:
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logger.debug("socket broken, disconnecting")
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self.disconnect()
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buf = b""
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return buf
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def _recvAllMsg(self):
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cont = True
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allbuf = b""
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while cont and self.isConnected():
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buf = self.socket.recv(4096)
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allbuf += buf
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logger.debug("len %d raw:%s|", len(buf), buf)
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if len(buf) < 4096:
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cont = False
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return allbuf
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‎Common Errors/reader.py

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"""
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Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
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and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
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"""
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"""
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This code fix is by Thane Brooker. Link: https://idalpha-devops.blogspot.com/2019/11/interactive-brokers-tws-api-python.html
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The EReader runs in a separate threads and is responsible for receiving the
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incoming messages.
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It will read the packets from the wire, use the low level IB messaging to
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remove the size prefix and put the rest in a Queue.
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"""
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import time
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import logging
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from threading import Thread
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from ibapi import comm
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logger = logging.getLogger(__name__)
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class EReader(Thread):
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def __init__(self, conn, msg_queue):
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super().__init__()
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self.conn = conn
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self.msg_queue = msg_queue
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def run(self):
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try:
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buf = b""
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while self.conn.isConnected():
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try:
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data = self.conn.recvMsg()
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logger.debug("reader loop, recvd size %d", len(data))
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buf += data
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except OSError as err:
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#If connection is disconnected, Windows will generate error 10038
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if err.errno == 10038:
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#Wait up to 1 second for disconnect confirmation
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waitUntil = time.time() + 1
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while time.time() < waitUntil:
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if not self.conn.isConnected():
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break
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time.sleep(.1)
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if not self.conn.isConnected():
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logger.debug("Ignoring OSError: {0}".format(err))
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break
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#Disconnect wasn't received or error != 10038
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raise
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while len(buf) > 0:
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(size, msg, buf) = comm.read_msg(buf)
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#logger.debug("resp %s", buf.decode('ascii'))
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logger.debug("size:%d msg.size:%d msg:|%s| buf:%s|", size,
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len(msg), buf, "|")
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if msg:
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self.msg_queue.put(msg)
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else:
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logger.debug("more incoming packet(s) are needed ")
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break
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logger.debug("EReader thread finished")
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except:
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logger.exception('unhandled exception in EReader thread')
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