ibapi nextValidId 并不总是被调用

分类：编程问答

如何解决ibapi nextValidId 并不总是被调用

我构建了一个小型 ibapi python 应用程序来运行一些策略，同时注意保持与 tws 的连接。

如果 tws 处于非活动状态，python 应用程序将启动并等待，并在 tws 启动时连接到 tws，但这是我的问题：

nextValidId 不会被调用

这是我的代码。我再说一遍，仅当此应用程序连接到我的应用程序连接之前处于活动状态的 tws 会话时，才会调用 nextValidId。

如您所见，在此脚本启动之前未处于活动状态的 tws 会话中，根本不会调用 nextValidId，甚至不会由 reqIds 手动调用。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import MarketDataTypeEnum
from ibapi.errors import *

connection_errors = (
    CONNECT_FAIL,UPDATE_TWS,NOT_CONNECTED,UNKNOWN_ID,UNSUPPORTED_VERSION,#BAD_LENGTH,BAD_MESSAGE,SOCKET_EXCEPTION,FAIL_CREATE_SOCK,SSL_FAIL,)
connection_error_codes = [error.code() for error in connection_errors]


import threading
import time
import logging


class IBapi(EWrapper,EClient):

#   connection_lost = True
    
    clientid = None
    hostname = None
    portno = None
    onConnected = None
    
    MarketDataType = None
    
    def __init__(
            self,clientid,hostname='127.0.0.1',portno=7497,MarketDataType=None,onConnected=None,ka_interval=3):
        
        self.clientid = clientid
        self.hostname = hostname
        self.portno = portno
        self.ka_interval = ka_interval
        
        EClient.__init__(self,self)
        
        self.onConnected = onConnected
        self.MarketDataType = MarketDataType or MarketDataTypeEnum.DELAYED
        
        self.host_connect()
        
        # Initialise the threads for various components
        thread = threading.Thread(target=self.run)
        thread.start()
        setattr(self,"_thread",thread)
        
        thread = threading.Thread(target=self.keepAlive)
        thread.start()
        setattr(self,"_thread_ka",thread)

    def host_connect(self):
        """Connects to TWS with the appropriate connection parameters"""
        if not self.hostname or not self.portno:
            logging.error(f'hostname {self.hostname} or portno {self.portno} not [yet] defined')
            return
        super().connect(self.hostname,self.portno,self.clientid)

    def error(self,reqId,errorCode,errorString):
        """disconnect to handle communications errors"""
        # clean the connection status
        if errorCode in connection_error_codes and \
                self.connState not in (EClient.CONNECTING,):
            logging.error(
                f'reset on connection_error {errorCode} "{errorString}"???')
#           self.connection_lost = True
            self.disconnect()
        return super().error(reqId,errorString)

    def keepAlive(self):
        data_lock = threading.Lock()
        while self.ka_interval:
            time.sleep(self.ka_interval)
#           isConnected = self.isConnected()
            connState = None
            with data_lock:
                connState = self.connState
#               connection_lost = self.connection_lost
            isConnected = connState == EClient.CONNECTED
            logging.error(f'is connected: {isConnected}')
            if not isConnected:
                isConnecting = connState == EClient.CONNECTING
                if not isConnecting:
                    logging.error(f"let's connect")
                    self.host_connect()
                else:
                    logging.error(f'already connecting')
            else:
                logging.error(f'requesting CurrentTime for keepAlive')
#               if connection_lost:
#                   logging.error('reconnecting. should auto invoke nextValidId')
#                   self.reqIds(1)
#                   self.host_connected()
                self.reqCurrentTime()
                self.reqIds(1)

    def host_connected(self):
#       if self.connection_lost:
#           self.connection_lost = False
            self.reqMarketDataType(self.MarketDataType)
            self.reqPositions()

    def nextValidId(self,orderId):
        print('====================================================')
        logging.error(f'The next valid order id is: {orderId}')
        print('====================================================')
        super().nextValidId(orderId)
        self.nextorderId = orderId
        self.host_connected()

port_TWS_Live = 7496
port_IBGateway_Live = 4001
port_TWS_Simulated = 7497
port_IBGateway_Simulated = 4002

def main():
    logging.basicConfig(
        format='%(levelname)s:%(asctime)s:%(message)s',level=logging.WARN)
    logging.info('Started')
    
    logging.debug('This message should appear on the console')
    
    app = IBapi(
        1234,#portno=port_TWS_Live,portno=port_TWS_Simulated,)
    
    logging.info('Finished')

if __name__ == '__main__':
    main()

我愿意接受任何有趣的建议。

提前致谢， 亚历克斯

解决方法

有趣。我打赌你得到了 id，检查 api 日志。对于类似

13:05:15:387 -> --- 9-1-1007-

表示 9（NextValidId 的代码），1007 是到目前为止该 Client# 的 ID。

如果由于 reqIds 而使用您的重新连接逻辑，我会得到同样的结果，但它永远不会到达 nextValidId 回调。因此读取器线程（在 disconnect() 时停止）不起作用。

我尝试将 self.run 线程移动到 host_connect() 但它仍然不起作用。

我将 EClient__init__ 放在 host_connect() 中，现在它可以工作了。不知道为什么，代码太多了。

def host_connect(self):
    """Connects to TWS with the appropriate connection parameters"""
    if not self.hostname or not self.portno:
        logging.error(f'hostname {self.hostname} or portno {self.portno} not [yet] defined')
        return
    
    # don't know exactly why this works,all the reader,connection,decoder,etc. need a callback
    EClient.__init__(self,self) 
    super().connect(self.hostname,self.portno,self.clientid)

    #moved from init
    thread = threading.Thread(target=self.run)
    thread.start()
    setattr(self,"_thread",thread)
,

根据@brian 的研究，我将工作代码放在这里。 此版本正在执行 disconnect() 并在连接错误时重新启动 run() 线程。 但不会像 __init__ 那样重置队列和丢失数据。

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.common import MarketDataTypeEnum
from ibapi.errors import *

connection_errors = (
    CONNECT_FAIL,UPDATE_TWS,NOT_CONNECTED,UNKNOWN_ID,UNSUPPORTED_VERSION,#BAD_LENGTH,BAD_MESSAGE,SOCKET_EXCEPTION,FAIL_CREATE_SOCK,SSL_FAIL,)
connection_error_codes = [error.code() for error in connection_errors]


import threading
import time
import logging


class IBapi(EWrapper,EClient):

    nextorderId = None
    ka_interval = None
    
    clientid = None
    hostname = None
    portno = None
    
    MarketDataType = None
    onConnected = None
    
    def __init__(
            self,clientid,hostname='127.0.0.1',portno=7497,MarketDataType=None,onConnected=None,ka_interval=3):
        
        self.clientid = clientid
        self.hostname = hostname
        self.portno = portno
        self.ka_interval = ka_interval
        
        EClient.__init__(self,self)
        
        self.onConnected = onConnected
        self.MarketDataType = MarketDataType or MarketDataTypeEnum.DELAYED
        
        self.host_connect()
        
        # Initialise the threads for various components
        thread = threading.Thread(target=self.keepAlive)
        thread.start()
        setattr(self,"_thread_ka",thread)

    def host_connect(self):
        """Connects to TWS with the appropriate connection parameters"""
        if not self.hostname or not self.portno:
            logging.error(f'hostname {self.hostname} or portno {self.portno} not [yet] defined')
            return
        super().connect(self.hostname,self.clientid)
        thread = threading.Thread(target=self.run)
        thread.start()
        setattr(self,thread)

    def error(self,reqId,errorCode,errorString):
        """disconnect to handle communications errors"""
        # clean the connection status
        if errorCode in connection_error_codes and \
                self.connState not in (EClient.CONNECTING,):
            logging.error(
                f'disconnect on connection_error {errorCode} "{errorString}"')
            self.disconnect()
            if hasattr(self,"_thread"):
                self._thread.join(5)
                time.sleep(5)
        return super().error(reqId,errorString)

    def keepAlive(self):
        data_lock = threading.Lock()
        while self.ka_interval:
            time.sleep(self.ka_interval)
#           isConnected = self.isConnected()
            connState = None
            with data_lock:
                connState = self.connState
            isConnected = connState == EClient.CONNECTED
            logging.error(f'is connected: {isConnected}')
            if not isConnected:
                isConnecting = connState == EClient.CONNECTING
                if not isConnecting:
                    logging.error(f"let's connect")
                    self.host_connect()
                else:
                    logging.error(f'already connecting')
            else:
                logging.error(f'requesting CurrentTime for keepAlive')
                self.reqCurrentTime()
                self.reqIds(1)

    def host_connected(self):
        self.reqMarketDataType(self.MarketDataType)
        self.reqPositions()

    def nextValidId(self,orderId):
        print('====================================================')
        logging.error(f'The next valid order id is: {orderId}')
        print('====================================================')
        super().nextValidId(orderId)
        self.nextorderId = orderId
        self.host_connected()

port_TWS_Live = 7496
port_IBGateway_Live = 4001
port_TWS_Simulated = 7497
port_IBGateway_Simulated = 4002

def main():
    
    logging.basicConfig(
        format='%(levelname)s:%(asctime)s:%(message)s',level=logging.WARN)
    
    logging.info('Started')
    
    app = IBapi(
        1234,#portno=port_TWS_Live,portno=port_TWS_Simulated,)
    
    logging.info('Finished')

if __name__ == '__main__':
    main()

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