使用交互式代理TWS API Python将价格作为对象/变量返回

Question

正如标题所示，我正试图从twsapi获取给定安全性的价格，并将其作为我的程序中其他地方的变量使用。下面的代码（直接来自InteractiveBroker的一个教程）将运行并在屏幕上打印价格，但我无法以创建包含价格的变量/对象的方式对其进行修改。该代码也只工作大约每十次尝试一次，如果有什么我做错了，请让我知道

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum


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

    def error(self, reqId, errorCode, errorString):
        print('Error: ', reqId, ' ', errorCode, ' ', errorString)

    def tickPrice(self, reqId, tickType, price, attrib):
            print('Tick Price. Ticker Id:', reqId, 'tickType:', TickTypeEnum.to_str(tickType), 
            'Price:', price, end=' ')


def main():
    app = TestApp()

    app.connect('127.0.0.1', 7496, 0)

    contract = Contract()
    contract.symbol = 'AAPL'
    contract.secType = 'STK'
    contract.currency = 'USD'
    contract.exchange = 'SMART'
    
    app.reqMarketDataType(1)
    app.reqMktData(1, contract, '', False, False, [])

    app.run()


if __name__ == '__main__':
    main()

Answer 1

该程序没有考虑api的异步性质

#here you are asking to connect, you must wait for a connection
app.connect('127.0.0.1', 7496, 0)

contract...
# you may not have a connection and you're not listeneing for responses yet.
app.reqMarketDataType(1)
app.reqMktData(1, contract, '', False, False, [])

# here is where you start listening for responses, that's what run() does
app.run()

我会这样写

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
from ibapi.common import *

class TestApp(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
        # here you can add variables to the TestApp class, just use self.var in the class
        self.last = 0;
        
    # ib suggests waiting for this response to know that you have a connection
    def nextValidId(self, orderId:int):    
        self.reqMarketDataType(MarketDataTypeEnum.REALTIME) # or DELAYED
        contract = Contract()
        contract.symbol = "AAPL"
        contract.secType = "STK"
        contract.currency = "USD"
        contract.exchange = "SMART"
        self.reqMktData(1, contract, "", False, False, None)

    def error(self, reqId, errorCode, errorString):
        print('Error: ', reqId, ' ', errorCode, ' ', errorString)

    def tickPrice(self, reqId, tickType, price, attrib):
            print('Tick Price. Ticker Id:', reqId, 'tickType:', TickTypeEnum.to_str(tickType), 
            'Price:', price)
            if tickType == TickTypeEnum.LAST or tickType == TickTypeEnum.DELAYED_LAST :
                self.last = price;
                print("disconnecting")
                self.disconnect() # just for testing, normally the program would do something

def main():
    app = TestApp()
    app.connect('127.0.0.1', 7497, 123)
    app.run() # this blocks the program until disconnect()
    print("app.last:", app.last) # now you refer to the variable by class.var

if __name__ == '__main__':
    main()