ibpy 交互式经纪人的 python api 不能用于下订单

Question

我有以下示例代码，当我第一次尝试运行它时，它可以工作：

from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order

def make_contract(symbol, sec_type, exch, prim_exch, curr):

    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 make_order(action,quantity, price = None):

    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price

    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action


    return order


cid = 100

while __name__ == "__main__":

    conn = Connection.create(port=7496, clientId=999)
    conn.connect()
    oid = cid
    cont = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
    offer = make_order('BUY', 1, 200)
    conn.placeOrder(oid, cont, offer)
    conn.disconnect()
    x = raw_input('enter to resend')
    cid += 1

当我第一次运行脚本时，IB的界面会弹出一个窗口，显示API的模拟交易配置信息。但是第二次，第三次运行它时，弹出信息再也不会出现，这让我感到困惑。这里有什么问题吗？

Answer 1

如前所述，如果 name == "ma​​in":

您正在做的是运行一个无限循环，该循环连接到 IB API、下订单、断开连接并重复相同的过程。

弹出窗口可能是 API 警告之一，一旦被接受就不会再次出现，这就解释了为什么您再也看不到它。

您的订单很可能已下达并应显示在 TWS 中，除非它导致您不会在 TWS 中看到的错误。

正如其他人所暗示的那样，您首先需要做的是不要使用 iPython 笔记本，因为它不会让您很好地了解正在发生的事情。将您的代码更改为如下所示，您将能够看到发生了什么：

from ib.opt import Connection, message
from ib.ext.Contract import Contract
from ib.ext.Order import Order
import time

def make_contract(symbol, sec_type, exch, prim_exch, curr):

    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 make_order(action,quantity, price = None):

    if price is not None:
        order = Order()
        order.m_orderType = 'LMT'
        order.m_totalQuantity = quantity
        order.m_action = action
        order.m_lmtPrice = price

    else:
        order = Order()
        order.m_orderType = 'MKT'
        order.m_totalQuantity = quantity
        order.m_action = action


    return order


cid = 100

def handleAll(msg):
    print msg

if __name__ == "__main__":

    conn = Connection.create(port=7496, clientId=999)
    conn.connect()
    conn.registerAll(handleAll)
    oid = cid
    cont = make_contract('AAPL', 'STK', 'SMART', 'SMART', 'USD')
    offer = make_order('BUY', 1, 200)
    conn.placeOrder(oid, cont, offer)
    while 1:
        time.sleep(1)