我是IBapi和Python的新手，现在只是想编写一个程序来连续不断地从IBapi获取实时的行情数据。
当我运行代码时，数据滴答确实进入了一段时间，例如几秒钟。然后它将通过异常解释的键盘自行停止，系统退出。
我无法找出造成键盘解释的原因，系统存在。 有没有专家能指出这个问题为何突然存在以及如何使其继续运行？谢谢。
from ibapi.client import EClient
from ibapi.wrapper import EWrapper
import threading
import sys
import queue
i = 0
class MyWrapper(EWrapper):
def nextValidId(self, orderId:int):
print("setting nextValidOrderId: %d", orderId)
# self.nextValidOrderId = orderId
# start program here or use threading
#app.reqContractDetails(4444, contract)
def contractDetails(self, reqId, contractDetails):
print(reqId, contractDetails.contract)# my version doesnt use summary
def contractDetailsEnd(self, reqId):
print("ContractDetailsEnd. ", reqId)
# this is the logical end of your program
def error(self, reqId, errorCode, errorString):
print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)
def tickPrice(self, tickerid , tickType, price, attrib):
##overriden method
## For simplicity I'm ignoring these but they could be useful to you...
## See the documentation http://interactivebrokers.github.io/tws-api/md_receive.html#gsc.tab=0
# attrib.canAutoExecute
# attrib.pastLimit
global i
i += 1
print(i, " Tick type:", tickType, " Price:", price)
def tickSize(self, tickerid, tickType, size):
## overriden method
global i
i += 1
print(i, " Tick type:", tickType, " Size:", size)
def tickString(self, tickerid, tickType, value):
## overriden method
## value is a string, make it a float, and then in the parent class will be resolved to int if size
global i
i += 1
print(i, " Tick type:", tickType, " Value:", value)
def tickGeneric(self, tickerid, tickType, value):
## overriden method
global i
i += 1
print(i, " Tick type:", tickType, " value:", value)
wrapper = MyWrapper()
app = EClient(wrapper)
app.connect("127.0.0.1", 7497, clientId=1)
print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime()))
from ibapi.contract import Contract
contract = Contract()
contract.symbol = "ES"
contract.secType = "FUT"
contract.currency = "USD"
contract.exchange = "GLOBEX"
contract.localSymbol="ESH9"
app.reqMktData(1, contract, "", False, False, [])
print(app.isConnected())
app.run()
示例结果如下：
serverVersion:148 connectionTime:b'20190227 17:05:55 CST'
True
setting nextValidOrderId: %d 1
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfarm.nj
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:hfarm
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfuture
Error. Id: -1 Code: 2104 Msg: Market data farm connection is OK:usfarm
Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:hkhmds
Error. Id: -1 Code: 2106 Msg: HMDS data farm connection is OK:ushmds
1 Tick type: 45 Value: 1551258356
2 Tick type: 4 Price: 2782.5
3 Tick type: 5 Size: 1
4 Tick type: 5 Size: 1
5 Tick type: 8 Size: 75821
6 Tick type: 6 Price: 2793.25
7 Tick type: 7 Price: 2780.5
8 Tick type: 9 Price: 2791.5
9 Tick type: 14 Price: 2788.0
10 Tick type: 1 Price: 2782.25
11 Tick type: 0 Size: 41
12 Tick type: 2 Price: 2782.5
13 Tick type: 3 Size: 46
14 Tick type: 0 Size: 41
15 Tick type: 3 Size: 46
16 Tick type: 0 Size: 42
17 Tick type: 3 Size: 48
18 Tick type: 0 Size: 29
19 Tick type: 3 Size: 64
20 Tick type: 0 Size: 37
21 Tick type: 3 Size: 56
22 Tick type: 0 Size: 39
23 Tick type: 3 Size: 54
24 Tick type: 45 Value: 1551258361
25 Tick type: 5 Size: 44
26 Tick type: 8 Size: 75865
27 Tick type: 1 Price: 2782.5
28 Tick type: 0 Size: 31
29 Tick type: 2 Price: 2782.75
30 Tick type: 3 Size: 91
31 Tick type: 0 Size: 31
32 Tick type: 3 Size: 91
33 Tick type: 0 Size: 12
34 Tick type: 3 Size: 79
35 Tick type: 45 Value: 1551258362
36 Tick type: 5 Size: 1
37 Tick type: 8 Size: 75866
38 Tick type: 45 Value: 1551258363
39 Tick type: 4 Price: 2782.75
40 Tick type: 5 Size: 1
41 Tick type: 8 Size: 75867
42 Tick type: 0 Size: 11
43 Tick type: 3 Size: 78
44 Tick type: 0 Size: 12
45 Tick type: 3 Size: 79
46 Tick type: 45 Value: 1551258365
47 Tick type: 4 Price: 2782.5
48 Tick type: 5 Size: 1
49 Tick type: 8 Size: 75868
50 Tick type: 0 Size: 13
51 Tick type: 45 Value: 1551258366
52 Tick type: 4 Price: 2782.75
53 Tick type: 5 Size: 5
54 Tick type: 5 Size: 5
55 Tick type: 8 Size: 75873
56 Tick type: 0 Size: 30
57 Tick type: 3 Size: 65
58 Tick type: 45 Value: 1551258367
59 Tick type: 4 Price: 2782.5
60 Tick type: 5 Size: 4
61 Tick type: 5 Size: 4
62 Tick type: 8 Size: 75877
63 Tick type: 0 Size: 13
64 Tick type: 3 Size: 63
65 Tick type: 0 Size: 9
66 Tick type: 3 Size: 70
67 Tick type: 3 Size: 66
68 Tick type: 45 Value: 1551258370
69 Tick type: 4 Price: 2782.75
70 Tick type: 5 Size: 1
71 Tick type: 5 Size: 1
72 Tick type: 8 Size: 75878
73 Tick type: 0 Size: 17
74 Tick type: 3 Size: 65
75 Tick type: 4 Price: 2782.5
76 Tick type: 5 Size: 2
77 Tick type: 5 Size: 2
78 Tick type: 8 Size: 75880
79 Tick type: 0 Size: 4
80 Tick type: 3 Size: 68
81 Tick type: 5 Size: 3
82 Tick type: 8 Size: 75883
83 Tick type: 0 Size: 5
84 Tick type: 3 Size: 72
85 Tick type: 45 Value: 1551258371
86 Tick type: 5 Size: 1
87 Tick type: 8 Size: 75884
88 Tick type: 0 Size: 12
89 Tick type: 3 Size: 67
90 Tick type: 1 Price: 2782.25
91 Tick type: 0 Size: 64
92 Tick type: 2 Price: 2782.5
93 Tick type: 3 Size: 2
94 Tick type: 0 Size: 64
95 Tick type: 3 Size: 2
96 Tick type: 45 Value: 1551258373
97 Tick type: 4 Price: 2782.25
98 Tick type: 5 Size: 5
99 Tick type: 5 Size: 5
100 Tick type: 8 Size: 75897
101 Tick type: 0 Size: 52
102 Tick type: 3 Size: 28
103 Tick type: 0 Size: 48
104 Tick type: 3 Size: 45
105 Tick type: 45 Value: 1551258376
106 Tick type: 5 Size: 12
107 Tick type: 8 Size: 75909
108 Tick type: 0 Size: 29
109 Tick type: 3 Size: 41
An exception has occurred, use %tb to see the full traceback.
SystemExit
完整回溯如下：
Traceback (most recent call last):
File "<ipython-input-9-9e6a0c5dfe6c>", line 1, in <module>
runfile('C:/readIB_test.py', wdir='C:/Desktop')
File "C:\ProgramData\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 668, in runfile
execfile(filename, namespace)
File "C:\ProgramData\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 108, in execfile
exec(compile(f.read(), filename, 'exec'), namespace)
File "C:/readIB_test.py", line 86, in <module>
app.run()
File "C:\ProgramData\Anaconda3\lib\site-packages\ibapi-9.73.7-py3.7.egg\ibapi\client.py", line 228, in run
self.keyboardInterruptHard()
File "C:\ProgramData\Anaconda3\lib\site-packages\ibapi-9.73.7-py3.7.egg\ibapi\client.py", line 215, in keyboardInterruptHard
raise SystemExit()
SystemExit
答案 0 :(得分：1)
最后，我发现问题是由IBapi本身引起的。 client.py内部的run（）内部有一个设置为20的计时器。 不确定为什么要像参考文档那样发布API，因此循环应无限运行。 我只是注释掉超时行，然后我的代码可以正常工作了。
单位client.py：
def run(self):
"""This is the function that has the message loop."""
timeStart = time.time()
timeOut = 20
try:
while not self.done and (self.isConnected()
or not self.msg_queue.empty()):
if time.time() - timeStart > timeOut: # stop application after timeout
self.keyboardInterrupt()
self.keyboardInterruptHard()
我已经注释了超时行：
def run(self):
"""This is the function that has the message loop."""
#timeStart = time.time()
#timeOut = 20
try:
while not self.done and (self.isConnected()
or not self.msg_queue.empty()):
#if time.time() - timeStart > timeOut: # stop application after timeout
#self.keyboardInterrupt()
#self.keyboardInterruptHard()