IB apiからPythonで外国為替レートを取得

Question

ibpyライブラリを使用してインタラクティブブローカーから通貨レートを取得しようとしています。コードがGoogleにあり、少し変更されています。

from ib.ext.Contract import Contract 
from ib.opt import ibConnection, message 
from time import sleep 

# print all messages from TWS 
def watcher(msg): 
    print msg 

# show Bid and Ask quotes 
def my_BidAsk(msg): 

    if msg.field == 1: 
     print ('bid: %s' % (msg.price)) 
     bid=msg.price 
    elif msg.field == 2: 
     print ('ask: %s' % (msg.price)) 
     ask=msg.price 
    elif msg.field==9: 
     print ('last close: %s' % msg.price) 
     last=msg.price 

def makeStkContract(contractTuple): 
    newContract = Contract() 

    newContract.m_symbol = contractTuple[0] 
    newContract.m_secType = contractTuple[1] 
    newContract.m_exchange = contractTuple[2] 
    newContract.m_primaryExch=contractTuple[3] 
    newContract.m_currency = contractTuple[4] 

    print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple) 
    return newContract 

if __name__ == '__main__': 
    global bid,ask,last 
    bid=None 
    ask=None 
    last=None 
    # con = ibConnection(port='4001',clientId=100) 
    con = Connection.create(port=7497, clientId=1006) 
    con.registerAll(watcher) 
    showBidAskOnly = True # set False to see the raw messages 

    if showBidAskOnly: 
     con.unregister(watcher, message.tickSize, message.tickPrice, 
         message.tickString, message.tickOptionComputation) 
     con.register(my_BidAsk, message.tickPrice) 
    con.connect() 
sleep(1) 
tickId = 1 
# Note: Option quotes will give an error if they aren't shown in TWS 
#contractTuple = ('GOOGL', 'STK', 'SMART', 'ISLAND','USD') 
#contractTuple = ('QQQQ', 'OPT', 'SMART', 'USD', '20170921', 47.0, 'CALL') 
#contractTuple = ('ES', 'FUT', 'GLOBEX', 'USD', '200709', 0.0, '') 
#contractTuple = ('ES', 'FOP', 'GLOBEX', 'USD', '20070920', 1460.0, 'CALL') 
contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy') 
stkContract = makeStkContract(contractTuple) 
print ('* * * * REQUESTING MARKET DATA * * * *') 
con.reqMktData(tickId, stkContract, '', False) 
print ('global variables:',bid, ask,last) 
sleep(1) 
print ('* * * * CANCELING MARKET DATA * * * *') 
con.cancelMktData(tickId) 

sleep(1) 
con.disconnect() 
#sleep(1) 

次は私が今持っている

Server Version: 76 
TWS Time at connection:20170319 05:45:12 EST 
<managedAccounts accountsList=DU647841> 
<nextValidId orderId=1> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cafarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm> 
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usopt> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.us> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm> 
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds> 
Contract Values:CAD,CASH,IDEALPRO,IDEALPRO,jpy: 
* * * * REQUESTING MARKET DATA * * * * 
('global variables:', None, None, None) 
last close: 85.07 
* * * * CANCELING MARKET DATA * * * * 

困難を結果である第二、私はグローバル変数（入札は、尋ねるように見えることはできません、最初に私はすべてのそれらの無関係のMSGを排除したいということです、最後に）働いています。

提案がありますか？ ありがとうございました

Answer 1

すべてのメッセージが欲しくない場合は、printを使用しないでください。

あなたが行うことの順序が非同期で行われるようにする必要があります。ここであなたは要求をしてすぐにprintを受信して​​からサーバに戻ることができます。その後、sleepを1秒間お待ちしています。

con.reqMktData(tickId, stkContract, '', False) 
print ('global variables:',bid, ask,last) 
sleep(1) 
print ('* * * * CANCELING MARKET DATA * * * *') 
con.cancelMktData(tickId) 

ここではすべてを順番に行う方法です。

from ib.ext.Contract import Contract 
from ib.opt import ibConnection, message 

def nextValidId_handler(msg): 
    global id; 
    id = msg.orderId 
    # start now when you know it's connected 
    makeRequest() 

def error_handler(msg): 
    # only print interesting errors 
    if msg.id > 0: 
     print(msg) 

# show Bid and Ask quotes 
def my_BidAsk(msg): 
    global bid,ask  

    if msg.field == 1: 
     print ('bid: %s' % (msg.price)) 
     bid=msg.price 
    elif msg.field == 2: 
     print ('ask: %s' % (msg.price)) 
     ask=msg.price 
    # there is no last price in forex, maybe just the last close. 

    if (bid is not None) and (ask is not None): 
     midPoint = (bid + ask)/2 
     print ('global variables:',bid, ask, midPoint) 
     # disconnect after getting all the data we want 
     disconnect() 

def makeStkContract(contractTuple): 
    newContract = Contract() 

    newContract.m_symbol = contractTuple[0] 
    newContract.m_secType = contractTuple[1] 
    newContract.m_exchange = contractTuple[2] 
    newContract.m_primaryExch=contractTuple[3] 
    newContract.m_currency = contractTuple[4] 

    print ('Contract Values:%s,%s,%s,%s,%s:' % contractTuple) 
    return newContract 

def makeRequest(): 
    global tickId 
    tickId = 1 
    contractTuple = ('CAD', 'CASH', 'IDEALPRO','IDEALPRO','jpy') 
    stkContract = makeStkContract(contractTuple) 
    print ('* * * * REQUESTING MARKET DATA * * * *') 
    con.reqMktData(tickId, stkContract, '', False) 

def disconnect(): 
    print ('* * * * CANCELING MARKET DATA * * * *') 
    con.cancelMktData(tickId) 
    con.disconnect() 

bid = None 
ask = None 

if __name__ == '__main__': 
    con = ibConnection(port=7497, clientId=1006) 
    con.register(error_handler, message.Error) 
    con.register(nextValidId_handler, message.nextValidId) 
    con.register(my_BidAsk, message.tickPrice) 
    con.connect()