"""Socket client for communicating with Interactive Brokers."""
import asyncio
import io
import logging
import math
import struct
import time
from collections import deque
from typing import Deque, List, Optional
from eventkit import Event
from .connection import Connection
from .contract import Contract
from .decoder import Decoder
from .objects import ConnectionStats, WshEventData
from .util import UNSET_DOUBLE, UNSET_INTEGER, dataclassAsTuple, getLoop, run
[docs]
class Client:
"""
Replacement for ``ibapi.client.EClient`` that uses asyncio.
The client is fully asynchronous and has its own
event-driven networking code that replaces the
networking code of the standard EClient.
It also replaces the infinite loop of ``EClient.run()``
with the asyncio event loop. It can be used as a drop-in
replacement for the standard EClient as provided by IBAPI.
Compared to the standard EClient this client has the following
additional features:
* ``client.connect()`` will block until the client is ready to
serve requests; It is not necessary to wait for ``nextValidId``
to start requests as the client has already done that.
The reqId is directly available with :py:meth:`.getReqId()`.
* ``client.connectAsync()`` is a coroutine for connecting asynchronously.
* When blocking, ``client.connect()`` can be made to time out with
the timeout parameter (default 2 seconds).
* Optional ``wrapper.priceSizeTick(reqId, tickType, price, size)`` that
combines price and size instead of the two wrapper methods
priceTick and sizeTick.
* Automatic request throttling.
* Optional ``wrapper.tcpDataArrived()`` method;
If the wrapper has this method it is invoked directly after
a network packet has arrived.
A possible use is to timestamp all data in the packet with
the exact same time.
* Optional ``wrapper.tcpDataProcessed()`` method;
If the wrapper has this method it is invoked after the
network packet's data has been handled.
A possible use is to write or evaluate the newly arrived data in
one batch instead of item by item.
Parameters:
MaxRequests (int):
Throttle the number of requests to ``MaxRequests`` per
``RequestsInterval`` seconds. Set to 0 to disable throttling.
RequestsInterval (float):
Time interval (in seconds) for request throttling.
MinClientVersion (int):
Client protocol version.
MaxClientVersion (int):
Client protocol version.
Events:
* ``apiStart`` ()
* ``apiEnd`` ()
* ``apiError`` (errorMsg: str)
* ``throttleStart`` ()
* ``throttleEnd`` ()
"""
events = ('apiStart', 'apiEnd', 'apiError', 'throttleStart', 'throttleEnd')
MaxRequests = 45
RequestsInterval = 1
MinClientVersion = 157
MaxClientVersion = 178
(DISCONNECTED, CONNECTING, CONNECTED) = range(3)
def __init__(self, wrapper):
self.wrapper = wrapper
self.decoder = Decoder(wrapper, 0)
self.apiStart = Event('apiStart')
self.apiEnd = Event('apiEnd')
self.apiError = Event('apiError')
self.throttleStart = Event('throttleStart')
self.throttleEnd = Event('throttleEnd')
self._logger = logging.getLogger('ib_insync.client')
self.conn = Connection()
self.conn.hasData += self._onSocketHasData
self.conn.disconnected += self._onSocketDisconnected
# extra optional wrapper methods
self._priceSizeTick = getattr(wrapper, 'priceSizeTick', None)
self._tcpDataArrived = getattr(wrapper, 'tcpDataArrived', None)
self._tcpDataProcessed = getattr(wrapper, 'tcpDataProcessed', None)
self.host = ''
self.port = -1
self.clientId = -1
self.optCapab = ''
self.connectOptions = b''
self.reset()
[docs]
def reset(self):
self.connState = Client.DISCONNECTED
self._apiReady = False
self._serverVersion = 0
self._data = b''
self._hasReqId = False
self._reqIdSeq = 0
self._accounts = []
self._startTime = time.time()
self._numBytesRecv = 0
self._numMsgRecv = 0
self._isThrottling = False
self._msgQ: Deque[str] = deque()
self._timeQ: Deque[float] = deque()
[docs]
def serverVersion(self) -> int:
return self._serverVersion
[docs]
def run(self):
loop = getLoop()
loop.run_forever()
[docs]
def isConnected(self):
return self.connState == Client.CONNECTED
[docs]
def isReady(self) -> bool:
"""Is the API connection up and running?"""
return self._apiReady
[docs]
def connectionStats(self) -> ConnectionStats:
"""Get statistics about the connection."""
if not self.isReady():
raise ConnectionError('Not connected')
return ConnectionStats(
self._startTime,
time.time() - self._startTime,
self._numBytesRecv, self.conn.numBytesSent,
self._numMsgRecv, self.conn.numMsgSent)
[docs]
def getReqId(self) -> int:
"""Get new request ID."""
if not self.isReady():
raise ConnectionError('Not connected')
newId = self._reqIdSeq
self._reqIdSeq += 1
return newId
[docs]
def updateReqId(self, minReqId):
"""Update the next reqId to be at least ``minReqId``."""
self._reqIdSeq = max(self._reqIdSeq, minReqId)
[docs]
def getAccounts(self) -> List[str]:
"""Get the list of account names that are under management."""
if not self.isReady():
raise ConnectionError('Not connected')
return self._accounts
[docs]
def setConnectOptions(self, connectOptions: str):
"""
Set additional connect options.
Args:
connectOptions: Use "+PACEAPI" to use request-pacing built
into TWS/gateway 974+ (obsolete).
"""
self.connectOptions = connectOptions.encode()
[docs]
def connect(
self, host: str, port: int, clientId: int,
timeout: Optional[float] = 2.0):
"""
Connect to a running TWS or IB gateway application.
Args:
host: Host name or IP address.
port: Port number.
clientId: ID number to use for this client; must be unique per
connection.
timeout: If establishing the connection takes longer than
``timeout`` seconds then the ``asyncio.TimeoutError`` exception
is raised. Set to 0 to disable timeout.
"""
run(self.connectAsync(host, port, clientId, timeout))
[docs]
async def connectAsync(self, host, port, clientId, timeout=2.0):
try:
self._logger.info(
f'Connecting to {host}:{port} with clientId {clientId}...')
self.host = host
self.port = int(port)
self.clientId = int(clientId)
self.connState = Client.CONNECTING
timeout = timeout or None
await asyncio.wait_for(self.conn.connectAsync(host, port), timeout)
self._logger.info('Connected')
msg = b'API\0' + self._prefix(b'v%d..%d%s' % (
self.MinClientVersion, self.MaxClientVersion,
b' ' + self.connectOptions if self.connectOptions else b''))
self.conn.sendMsg(msg)
await asyncio.wait_for(self.apiStart, timeout)
self._logger.info('API connection ready')
except BaseException as e:
self.disconnect()
msg = f'API connection failed: {e!r}'
self._logger.error(msg)
self.apiError.emit(msg)
if isinstance(e, ConnectionRefusedError):
self._logger.error('Make sure API port on TWS/IBG is open')
raise
[docs]
def disconnect(self):
"""Disconnect from IB connection."""
self._logger.info('Disconnecting')
self.connState = Client.DISCONNECTED
self.conn.disconnect()
self.reset()
[docs]
def send(self, *fields, makeEmpty=True):
"""Serialize and send the given fields using the IB socket protocol."""
if not self.isConnected():
raise ConnectionError('Not connected')
msg = io.StringIO()
empty = (None, UNSET_INTEGER, UNSET_DOUBLE) if makeEmpty else (None,)
for field in fields:
typ = type(field)
if field in empty:
s = ''
elif typ is str:
s = field
elif type is int:
s = str(field)
elif typ is float:
s = 'Infinite' if field == math.inf else str(field)
elif typ is bool:
s = '1' if field else '0'
elif typ is list:
# list of TagValue
s = ''.join(f'{v.tag}={v.value};' for v in field)
elif isinstance(field, Contract):
c = field
s = '\0'.join(str(f) for f in (
c.conId, c.symbol, c.secType,
c.lastTradeDateOrContractMonth, c.strike,
c.right, c.multiplier, c.exchange,
c.primaryExchange, c.currency,
c.localSymbol, c.tradingClass))
else:
s = str(field)
msg.write(s)
msg.write('\0')
self.sendMsg(msg.getvalue())
[docs]
def sendMsg(self, msg: str):
loop = getLoop()
t = loop.time()
times = self._timeQ
msgs = self._msgQ
while times and t - times[0] > self.RequestsInterval:
times.popleft()
if msg:
msgs.append(msg)
while msgs and (len(times) < self.MaxRequests or not self.MaxRequests):
msg = msgs.popleft()
self.conn.sendMsg(self._prefix(msg.encode()))
times.append(t)
if self._logger.isEnabledFor(logging.DEBUG):
self._logger.debug('>>> %s', msg[:-1].replace('\0', ','))
if msgs:
if not self._isThrottling:
self._isThrottling = True
self.throttleStart.emit()
self._logger.debug('Started to throttle requests')
loop.call_at(
times[0] + self.RequestsInterval,
self.sendMsg, None)
else:
if self._isThrottling:
self._isThrottling = False
self.throttleEnd.emit()
self._logger.debug('Stopped to throttle requests')
def _prefix(self, msg):
# prefix a message with its length
return struct.pack('>I', len(msg)) + msg
def _onSocketHasData(self, data):
debug = self._logger.isEnabledFor(logging.DEBUG)
if self._tcpDataArrived:
self._tcpDataArrived()
self._data += data
self._numBytesRecv += len(data)
while True:
if len(self._data) <= 4:
break
# 4 byte prefix tells the message length
msgEnd = 4 + struct.unpack('>I', self._data[:4])[0]
if len(self._data) < msgEnd:
# insufficient data for now
break
msg = self._data[4:msgEnd].decode(errors='backslashreplace')
self._data = self._data[msgEnd:]
fields = msg.split('\0')
fields.pop() # pop off last empty element
self._numMsgRecv += 1
if debug:
self._logger.debug('<<< %s', ','.join(fields))
if not self._serverVersion and len(fields) == 2:
# this concludes the handshake
version, _connTime = fields
self._serverVersion = int(version)
if self._serverVersion < self.MinClientVersion:
self._onSocketDisconnected(
'TWS/gateway version must be >= 972')
return
self.decoder.serverVersion = self._serverVersion
self.connState = Client.CONNECTED
self.startApi()
self.wrapper.connectAck()
self._logger.info(
f'Logged on to server version {self._serverVersion}')
else:
if not self._apiReady:
# snoop for nextValidId and managedAccounts response,
# when both are in then the client is ready
msgId = int(fields[0])
if msgId == 9:
_, _, validId = fields
self.updateReqId(int(validId))
self._hasReqId = True
elif msgId == 15:
_, _, accts = fields
self._accounts = [a for a in accts.split(',') if a]
if self._hasReqId and self._accounts:
self._apiReady = True
self.apiStart.emit()
# decode and handle the message
self.decoder.interpret(fields)
if self._tcpDataProcessed:
self._tcpDataProcessed()
def _onSocketDisconnected(self, msg):
wasReady = self.isReady()
if not self.isConnected():
self._logger.info('Disconnected.')
elif not msg:
msg = 'Peer closed connection.'
if not wasReady:
msg += f' clientId {self.clientId} already in use?'
if msg:
self._logger.error(msg)
self.apiError.emit(msg)
self.wrapper.setEventsDone()
if wasReady:
self.wrapper.connectionClosed()
self.reset()
if wasReady:
self.apiEnd.emit()
# client request methods
# the message type id is sent first, often followed by a version number
[docs]
def reqMktData(
self, reqId, contract, genericTickList, snapshot,
regulatorySnapshot, mktDataOptions):
fields = [1, 11, reqId, contract]
if contract.secType == 'BAG':
legs = contract.comboLegs or []
fields += [len(legs)]
for leg in legs:
fields += [leg.conId, leg.ratio, leg.action, leg.exchange]
dnc = contract.deltaNeutralContract
if dnc:
fields += [True, dnc.conId, dnc.delta, dnc.price]
else:
fields += [False]
fields += [
genericTickList, snapshot, regulatorySnapshot, mktDataOptions]
self.send(*fields)
[docs]
def cancelMktData(self, reqId):
self.send(2, 2, reqId)
[docs]
def placeOrder(self, orderId, contract, order):
version = self.serverVersion()
fields = [
3, orderId,
contract,
contract.secIdType,
contract.secId,
order.action,
order.totalQuantity,
order.orderType,
order.lmtPrice,
order.auxPrice,
order.tif,
order.ocaGroup,
order.account,
order.openClose,
order.origin,
order.orderRef,
order.transmit,
order.parentId,
order.blockOrder,
order.sweepToFill,
order.displaySize,
order.triggerMethod,
order.outsideRth,
order.hidden]
if contract.secType == 'BAG':
legs = contract.comboLegs or []
fields += [len(legs)]
for leg in legs:
fields += [
leg.conId,
leg.ratio,
leg.action,
leg.exchange,
leg.openClose,
leg.shortSaleSlot,
leg.designatedLocation,
leg.exemptCode]
legs = order.orderComboLegs or []
fields += [len(legs)]
for leg in legs:
fields += [leg.price]
params = order.smartComboRoutingParams or []
fields += [len(params)]
for param in params:
fields += [param.tag, param.value]
fields += [
'',
order.discretionaryAmt,
order.goodAfterTime,
order.goodTillDate,
order.faGroup,
order.faMethod,
order.faPercentage]
if version < 177:
fields += [order.faProfile]
fields += [
order.modelCode,
order.shortSaleSlot,
order.designatedLocation,
order.exemptCode,
order.ocaType,
order.rule80A,
order.settlingFirm,
order.allOrNone,
order.minQty,
order.percentOffset,
order.eTradeOnly,
order.firmQuoteOnly,
order.nbboPriceCap,
order.auctionStrategy,
order.startingPrice,
order.stockRefPrice,
order.delta,
order.stockRangeLower,
order.stockRangeUpper,
order.overridePercentageConstraints,
order.volatility,
order.volatilityType,
order.deltaNeutralOrderType,
order.deltaNeutralAuxPrice]
if order.deltaNeutralOrderType:
fields += [
order.deltaNeutralConId,
order.deltaNeutralSettlingFirm,
order.deltaNeutralClearingAccount,
order.deltaNeutralClearingIntent,
order.deltaNeutralOpenClose,
order.deltaNeutralShortSale,
order.deltaNeutralShortSaleSlot,
order.deltaNeutralDesignatedLocation]
fields += [
order.continuousUpdate,
order.referencePriceType,
order.trailStopPrice,
order.trailingPercent,
order.scaleInitLevelSize,
order.scaleSubsLevelSize,
order.scalePriceIncrement]
if (0 < order.scalePriceIncrement < UNSET_DOUBLE):
fields += [
order.scalePriceAdjustValue,
order.scalePriceAdjustInterval,
order.scaleProfitOffset,
order.scaleAutoReset,
order.scaleInitPosition,
order.scaleInitFillQty,
order.scaleRandomPercent]
fields += [
order.scaleTable,
order.activeStartTime,
order.activeStopTime,
order.hedgeType]
if order.hedgeType:
fields += [order.hedgeParam]
fields += [
order.optOutSmartRouting,
order.clearingAccount,
order.clearingIntent,
order.notHeld]
dnc = contract.deltaNeutralContract
if dnc:
fields += [True, dnc.conId, dnc.delta, dnc.price]
else:
fields += [False]
fields += [order.algoStrategy]
if order.algoStrategy:
params = order.algoParams or []
fields += [len(params)]
for param in params:
fields += [param.tag, param.value]
fields += [
order.algoId,
order.whatIf,
order.orderMiscOptions,
order.solicited,
order.randomizeSize,
order.randomizePrice]
if order.orderType in ('PEG BENCH', 'PEGBENCH'):
fields += [
order.referenceContractId,
order.isPeggedChangeAmountDecrease,
order.peggedChangeAmount,
order.referenceChangeAmount,
order.referenceExchangeId]
fields += [len(order.conditions)]
if order.conditions:
for cond in order.conditions:
fields += dataclassAsTuple(cond)
fields += [
order.conditionsIgnoreRth,
order.conditionsCancelOrder]
fields += [
order.adjustedOrderType,
order.triggerPrice,
order.lmtPriceOffset,
order.adjustedStopPrice,
order.adjustedStopLimitPrice,
order.adjustedTrailingAmount,
order.adjustableTrailingUnit,
order.extOperator,
order.softDollarTier.name,
order.softDollarTier.val,
order.cashQty,
order.mifid2DecisionMaker,
order.mifid2DecisionAlgo,
order.mifid2ExecutionTrader,
order.mifid2ExecutionAlgo,
order.dontUseAutoPriceForHedge,
order.isOmsContainer,
order.discretionaryUpToLimitPrice,
order.usePriceMgmtAlgo]
if version >= 158:
fields += [order.duration]
if version >= 160:
fields += [order.postToAts]
if version >= 162:
fields += [order.autoCancelParent]
if version >= 166:
fields += [order.advancedErrorOverride]
if version >= 169:
fields += [order.manualOrderTime]
if version >= 170:
if contract.exchange == 'IBKRATS':
fields += [order.minTradeQty]
if order.orderType in ('PEG BEST', 'PEGBEST'):
fields += [
order.minCompeteSize,
order.competeAgainstBestOffset]
if order.competeAgainstBestOffset == math.inf:
fields += [order.midOffsetAtWhole, order.midOffsetAtHalf]
elif order.orderType in ('PEG MID', 'PEGMID'):
fields += [order.midOffsetAtWhole, order.midOffsetAtHalf]
self.send(*fields)
[docs]
def cancelOrder(self, orderId, manualCancelOrderTime=''):
fields = [4, 1, orderId]
if self.serverVersion() >= 169:
fields += [manualCancelOrderTime]
self.send(*fields)
[docs]
def reqOpenOrders(self):
self.send(5, 1)
[docs]
def reqAccountUpdates(self, subscribe, acctCode):
self.send(6, 2, subscribe, acctCode)
[docs]
def reqExecutions(self, reqId, execFilter):
self.send(
7, 3, reqId,
execFilter.clientId,
execFilter.acctCode,
execFilter.time,
execFilter.symbol,
execFilter.secType,
execFilter.exchange,
execFilter.side)
[docs]
def reqIds(self, numIds):
self.send(8, 1, numIds)
[docs]
def reqContractDetails(self, reqId, contract):
fields = [
9, 8, reqId,
contract,
contract.includeExpired,
contract.secIdType,
contract.secId]
if self.serverVersion() >= 176:
fields += [contract.issuerId]
self.send(*fields)
[docs]
def reqMktDepth(
self, reqId, contract, numRows, isSmartDepth, mktDepthOptions):
self.send(
10, 5, reqId,
contract.conId,
contract.symbol,
contract.secType,
contract.lastTradeDateOrContractMonth,
contract.strike,
contract.right,
contract.multiplier,
contract.exchange,
contract.primaryExchange,
contract.currency,
contract.localSymbol,
contract.tradingClass,
numRows,
isSmartDepth,
mktDepthOptions)
[docs]
def cancelMktDepth(self, reqId, isSmartDepth):
self.send(11, 1, reqId, isSmartDepth)
[docs]
def reqNewsBulletins(self, allMsgs):
self.send(12, 1, allMsgs)
[docs]
def cancelNewsBulletins(self):
self.send(13, 1)
[docs]
def setServerLogLevel(self, logLevel):
self.send(14, 1, logLevel)
[docs]
def reqAutoOpenOrders(self, bAutoBind):
self.send(15, 1, bAutoBind)
[docs]
def reqAllOpenOrders(self):
self.send(16, 1)
[docs]
def reqManagedAccts(self):
self.send(17, 1)
[docs]
def requestFA(self, faData):
self.send(18, 1, faData)
[docs]
def replaceFA(self, reqId, faData, cxml):
self.send(19, 1, faData, cxml, reqId)
[docs]
def reqHistoricalData(
self, reqId, contract, endDateTime, durationStr, barSizeSetting,
whatToShow, useRTH, formatDate, keepUpToDate, chartOptions):
fields = [
20, reqId, contract, contract.includeExpired,
endDateTime, barSizeSetting, durationStr, useRTH,
whatToShow, formatDate]
if contract.secType == 'BAG':
legs = contract.comboLegs or []
fields += [len(legs)]
for leg in legs:
fields += [leg.conId, leg.ratio, leg.action, leg.exchange]
fields += [keepUpToDate, chartOptions]
self.send(*fields)
[docs]
def exerciseOptions(
self, reqId, contract, exerciseAction,
exerciseQuantity, account, override):
self.send(
21, 2, reqId,
contract.conId,
contract.symbol,
contract.secType,
contract.lastTradeDateOrContractMonth,
contract.strike,
contract.right,
contract.multiplier,
contract.exchange,
contract.currency,
contract.localSymbol,
contract.tradingClass,
exerciseAction, exerciseQuantity, account, override)
[docs]
def reqScannerSubscription(
self, reqId, subscription, scannerSubscriptionOptions,
scannerSubscriptionFilterOptions):
sub = subscription
self.send(
22, reqId,
sub.numberOfRows,
sub.instrument,
sub.locationCode,
sub.scanCode,
sub.abovePrice,
sub.belowPrice,
sub.aboveVolume,
sub.marketCapAbove,
sub.marketCapBelow,
sub.moodyRatingAbove,
sub.moodyRatingBelow,
sub.spRatingAbove,
sub.spRatingBelow,
sub.maturityDateAbove,
sub.maturityDateBelow,
sub.couponRateAbove,
sub.couponRateBelow,
sub.excludeConvertible,
sub.averageOptionVolumeAbove,
sub.scannerSettingPairs,
sub.stockTypeFilter,
scannerSubscriptionFilterOptions,
scannerSubscriptionOptions)
[docs]
def cancelScannerSubscription(self, reqId):
self.send(23, 1, reqId)
[docs]
def reqScannerParameters(self):
self.send(24, 1)
[docs]
def cancelHistoricalData(self, reqId):
self.send(25, 1, reqId)
[docs]
def reqCurrentTime(self):
self.send(49, 1)
[docs]
def reqRealTimeBars(
self, reqId, contract, barSize, whatToShow,
useRTH, realTimeBarsOptions):
self.send(
50, 3, reqId, contract, barSize, whatToShow,
useRTH, realTimeBarsOptions)
[docs]
def cancelRealTimeBars(self, reqId):
self.send(51, 1, reqId)
[docs]
def reqFundamentalData(
self, reqId, contract, reportType, fundamentalDataOptions):
options = fundamentalDataOptions or []
self.send(
52, 2, reqId,
contract.conId,
contract.symbol,
contract.secType,
contract.exchange,
contract.primaryExchange,
contract.currency,
contract.localSymbol,
reportType, len(options), options)
[docs]
def cancelFundamentalData(self, reqId):
self.send(53, 1, reqId)
[docs]
def calculateImpliedVolatility(
self, reqId, contract, optionPrice, underPrice, implVolOptions):
self.send(
54, 3, reqId, contract, optionPrice, underPrice,
len(implVolOptions), implVolOptions)
[docs]
def calculateOptionPrice(
self, reqId, contract, volatility, underPrice, optPrcOptions):
self.send(
55, 3, reqId, contract, volatility, underPrice,
len(optPrcOptions), optPrcOptions)
[docs]
def cancelCalculateImpliedVolatility(self, reqId):
self.send(56, 1, reqId)
[docs]
def cancelCalculateOptionPrice(self, reqId):
self.send(57, 1, reqId)
[docs]
def reqGlobalCancel(self):
self.send(58, 1)
[docs]
def reqMarketDataType(self, marketDataType):
self.send(59, 1, marketDataType)
[docs]
def reqPositions(self):
self.send(61, 1)
[docs]
def reqAccountSummary(self, reqId, groupName, tags):
self.send(62, 1, reqId, groupName, tags)
[docs]
def cancelAccountSummary(self, reqId):
self.send(63, 1, reqId)
[docs]
def cancelPositions(self):
self.send(64, 1)
[docs]
def verifyRequest(self, apiName, apiVersion):
self.send(65, 1, apiName, apiVersion)
[docs]
def verifyMessage(self, apiData):
self.send(66, 1, apiData)
[docs]
def queryDisplayGroups(self, reqId):
self.send(67, 1, reqId)
[docs]
def subscribeToGroupEvents(self, reqId, groupId):
self.send(68, 1, reqId, groupId)
[docs]
def updateDisplayGroup(self, reqId, contractInfo):
self.send(69, 1, reqId, contractInfo)
[docs]
def unsubscribeFromGroupEvents(self, reqId):
self.send(70, 1, reqId)
[docs]
def startApi(self):
self.send(71, 2, self.clientId, self.optCapab)
[docs]
def verifyAndAuthRequest(self, apiName, apiVersion, opaqueIsvKey):
self.send(72, 1, apiName, apiVersion, opaqueIsvKey)
[docs]
def verifyAndAuthMessage(self, apiData, xyzResponse):
self.send(73, 1, apiData, xyzResponse)
[docs]
def reqPositionsMulti(self, reqId, account, modelCode):
self.send(74, 1, reqId, account, modelCode)
[docs]
def cancelPositionsMulti(self, reqId):
self.send(75, 1, reqId)
[docs]
def reqAccountUpdatesMulti(self, reqId, account, modelCode, ledgerAndNLV):
self.send(76, 1, reqId, account, modelCode, ledgerAndNLV)
[docs]
def cancelAccountUpdatesMulti(self, reqId):
self.send(77, 1, reqId)
[docs]
def reqSecDefOptParams(
self, reqId, underlyingSymbol, futFopExchange,
underlyingSecType, underlyingConId):
self.send(
78, reqId, underlyingSymbol, futFopExchange,
underlyingSecType, underlyingConId)
[docs]
def reqSoftDollarTiers(self, reqId):
self.send(79, reqId)
[docs]
def reqFamilyCodes(self):
self.send(80)
[docs]
def reqMatchingSymbols(self, reqId, pattern):
self.send(81, reqId, pattern)
[docs]
def reqMktDepthExchanges(self):
self.send(82)
[docs]
def reqSmartComponents(self, reqId, bboExchange):
self.send(83, reqId, bboExchange)
[docs]
def reqNewsArticle(
self, reqId, providerCode, articleId, newsArticleOptions):
self.send(84, reqId, providerCode, articleId, newsArticleOptions)
[docs]
def reqNewsProviders(self):
self.send(85)
[docs]
def reqHistoricalNews(
self, reqId, conId, providerCodes, startDateTime, endDateTime,
totalResults, historicalNewsOptions):
self.send(
86, reqId, conId, providerCodes, startDateTime, endDateTime,
totalResults, historicalNewsOptions)
[docs]
def reqHeadTimeStamp(
self, reqId, contract, whatToShow, useRTH, formatDate):
self.send(
87, reqId, contract, contract.includeExpired,
useRTH, whatToShow, formatDate)
[docs]
def reqHistogramData(self, tickerId, contract, useRTH, timePeriod):
self.send(
88, tickerId, contract, contract.includeExpired,
useRTH, timePeriod)
[docs]
def cancelHistogramData(self, tickerId):
self.send(89, tickerId)
[docs]
def cancelHeadTimeStamp(self, reqId):
self.send(90, reqId)
[docs]
def reqMarketRule(self, marketRuleId):
self.send(91, marketRuleId)
[docs]
def reqPnL(self, reqId, account, modelCode):
self.send(92, reqId, account, modelCode)
[docs]
def cancelPnL(self, reqId):
self.send(93, reqId)
[docs]
def reqPnLSingle(self, reqId, account, modelCode, conid):
self.send(94, reqId, account, modelCode, conid)
[docs]
def cancelPnLSingle(self, reqId):
self.send(95, reqId)
[docs]
def reqHistoricalTicks(
self, reqId, contract, startDateTime, endDateTime,
numberOfTicks, whatToShow, useRth, ignoreSize, miscOptions):
self.send(
96, reqId, contract, contract.includeExpired,
startDateTime, endDateTime, numberOfTicks, whatToShow,
useRth, ignoreSize, miscOptions)
[docs]
def reqTickByTickData(
self, reqId, contract, tickType, numberOfTicks, ignoreSize):
self.send(97, reqId, contract, tickType, numberOfTicks, ignoreSize)
[docs]
def cancelTickByTickData(self, reqId):
self.send(98, reqId)
[docs]
def reqCompletedOrders(self, apiOnly):
self.send(99, apiOnly)
[docs]
def reqWshEventData(self, reqId, data: WshEventData):
fields = [102, reqId, data.conId]
if self.serverVersion() >= 171:
fields += [
data.filter,
data.fillWatchlist,
data.fillPortfolio,
data.fillCompetitors]
if self.serverVersion() >= 173:
fields += [
data.startDate,
data.endDate,
data.totalLimit]
self.send(*fields, makeEmpty=False)
[docs]
def cancelWshEventData(self, reqId):
self.send(103, reqId)
[docs]
def reqUserInfo(self, reqId):
self.send(104, reqId)