first commit

Author: PythonForForex

.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+pip-wheel-metadata/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+.python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/

Common Errors/connection.py

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+"""
+Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+
+"""
+Just a thin wrapper around a socket.
+It allows us to keep some other info along with it.
+"""
+
+
+import socket
+import threading
+import logging
+
+from ibapi.common import * # @UnusedWildImport
+from ibapi.errors import * # @UnusedWildImport
+
+
+#TODO: support SSL !!
+
+logger = logging.getLogger(__name__)
+
+
+class Connection:
+    def __init__(self, host, port):
+        self.host = host
+        self.port = port
+        self.socket = None
+        self.wrapper = None
+        self.lock = threading.Lock()
+
+    def connect(self):
+        try:
+            self.socket = socket.socket()
+        #TODO: list the exceptions you want to catch
+        except socket.error:
+            if self.wrapper:
+                self.wrapper.error(NO_VALID_ID, FAIL_CREATE_SOCK.code(), FAIL_CREATE_SOCK.msg())
+
+        try:
+            self.socket.connect((self.host, self.port))
+        except socket.error:
+            if self.wrapper:
+                self.wrapper.error(NO_VALID_ID, CONNECT_FAIL.code(), CONNECT_FAIL.msg())
+
+        self.socket.settimeout(1)   #non-blocking
+
+    def disconnect(self):
+        self.lock.acquire()
+        try:
+            if self.socket is not None:
+                logger.debug("disconnecting")
+                self.socket.close()
+                self.socket = None
+                logger.debug("disconnected")
+                if self.wrapper:
+                    self.wrapper.connectionClosed()
+        finally:
+            self.lock.release()
+
+    def isConnected(self):
+        return self.socket is not None
+
+    def sendMsg(self, msg):
+        logger.debug("acquiring lock")
+        self.lock.acquire()
+        logger.debug("acquired lock")
+        if not self.isConnected():
+            logger.debug("sendMsg attempted while not connected, releasing lock")
+            self.lock.release()
+            return 0
+        try:
+            nSent = self.socket.send(msg)
+        except socket.error:
+            logger.debug("exception from sendMsg %s", sys.exc_info())
+            raise
+        finally:
+            logger.debug("releasing lock")
+            self.lock.release()
+            logger.debug("release lock")
+
+        logger.debug("sendMsg: sent: %d", nSent)
+
+        return nSent
+
+    def recvMsg(self):
+        if not self.isConnected():
+            logger.debug("recvMsg attempted while not connected, releasing lock")
+            return b""
+        try:
+            buf = self._recvAllMsg()
+            # receiving 0 bytes outside a timeout means the connection is either
+            # closed or broken
+            if len(buf) == 0:
+                logger.debug("socket either closed or broken, disconnecting")
+                self.disconnect()
+        except socket.timeout:
+            logger.debug("socket timeout from recvMsg %s", sys.exc_info())
+            buf = b""
+        except socket.error:
+            logger.debug("socket broken, disconnecting")
+            self.disconnect()
+            buf = b""
+
+        return buf
+
+    def _recvAllMsg(self):
+        cont = True
+        allbuf = b""
+
+        while cont and self.isConnected():
+            buf = self.socket.recv(4096)
+            allbuf += buf
+            logger.debug("len %d raw:%s|", len(buf), buf)
+
+            if len(buf) < 4096:
+                cont = False
+
+        return allbuf
+

Common Errors/reader.py

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+"""
+Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+
+"""
+This code fix is by Thane Brooker. Link: https://idalpha-devops.blogspot.com/2019/11/interactive-brokers-tws-api-python.html
+
+The EReader runs in a separate threads and is responsible for receiving the
+incoming messages.
+It will read the packets from the wire, use the low level IB messaging to
+remove the size prefix and put the rest in a Queue.
+"""
+import time
+import logging
+from threading import Thread
+
+from ibapi import comm
+
+
+logger = logging.getLogger(__name__)
+
+
+class EReader(Thread):
+    def __init__(self, conn, msg_queue):
+        super().__init__()
+        self.conn = conn
+        self.msg_queue = msg_queue
+
+    def run(self):
+        try:
+            buf = b""
+            while self.conn.isConnected():
+
+                try:
+                    data = self.conn.recvMsg()
+                    logger.debug("reader loop, recvd size %d", len(data))
+                    buf += data
+
+                except OSError as err:
+                    #If connection is disconnected, Windows will generate error 10038
+                    if err.errno == 10038:
+                        
+                        #Wait up to 1 second for disconnect confirmation
+                        waitUntil = time.time() + 1
+                        while time.time() < waitUntil:
+                            if not self.conn.isConnected():
+                                break
+                            time.sleep(.1)
+
+                        if not self.conn.isConnected():
+                            logger.debug("Ignoring OSError: {0}".format(err))
+                            break                    
+
+                    #Disconnect wasn't received or error != 10038
+                    raise
+
+                while len(buf) > 0:
+                    (size, msg, buf) = comm.read_msg(buf)
+                    #logger.debug("resp %s", buf.decode('ascii'))
+                    logger.debug("size:%d msg.size:%d msg:|%s| buf:%s|", size,
+                        len(msg), buf, "|")
+
+                    if msg:
+                        self.msg_queue.put(msg)
+                    else:
+                        logger.debug("more incoming packet(s) are needed ")
+                        break
+
+            logger.debug("EReader thread finished")
+        except:
+            logger.exception('unhandled exception in EReader thread')
+