IB API Python sample not using Ibpy

Question

Can someone help me to figure out how to do basic request by using IB API Python socket? (I am using the latest IB API and it seems it support Python so should not need the

Answer 1

You have to subclass/override/implement the wrapper.EWrapper. That's where you're telling EClient to send the data received from TWS.

I removed almost everything from the sample program and this runs.

from ibapi import wrapper
from ibapi.client import EClient
from ibapi.utils import iswrapper #just for decorator
from ibapi.common import *
from ibapi.contract import *
from ibapi.ticktype import *

class TestApp(wrapper.EWrapper, EClient):
    def __init__(self):
        wrapper.EWrapper.__init__(self)
        EClient.__init__(self, wrapper=self)

    @iswrapper
    def nextValidId(self, orderId:int):
        print("setting nextValidOrderId: %d", orderId)
        self.nextValidOrderId = orderId
        #here is where you start using api
        contract = Contract()
        contract.symbol = "AAPL"
        contract.secType = "STK"
        contract.currency = "USD"
        contract.exchange = "SMART"
        self.reqMktData(1101, contract, "", False, None)

    @iswrapper
    def error(self, reqId:TickerId, errorCode:int, errorString:str):
        print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

    @iswrapper
    def tickPrice(self, reqId: TickerId , tickType: TickType, price: float,
                  attrib:TickAttrib):
        print("Tick Price. Ticker Id:", reqId, "tickType:", tickType, "Price:", price)
        #this will disconnect and end this program because loop finishes
        self.done = True

def main():
    app = TestApp()
    app.connect("127.0.0.1", 7496, clientId=123)
    print("serverVersion:%s connectionTime:%s" % (app.serverVersion(),
                                                app.twsConnectionTime()))
    app.run()

if __name__ == "__main__":
    main()

Once you call app.run() the program starts an almost infinite loop reading messages so you'll need some other way to structure your program since the loop must be started.