Interactive Brokers Broken pipe python connection fail
I am using VM, Ubuntu 16.04, Python 2.7.12. I learn an example from here. I am using demo account and TWS.
from ib.ext.Contract import Contract
from ib.ext.Order import Order
from ib.opt import Connection, message
def error_handler(msg):
"""Handles the capturing of error messages"""
print "Server Error: %s" % msg
def reply_handler(msg):
"""Handles of server replies"""
print "Server Response: %s, %s" % (msg.typeName, msg)
def create_contract(symbol, sec_type, exch, prim_exch, curr):
"""Create a Contract object defining what will
be purchased, at which exchange and in which currency.
symbol - The ticker symbol for the contract
sec_type - The security type for the contract ('STK' is 'stock')
exch - The exchange to carry out the contract on
prim_exch - The primary exchange to carry out the contract on
curr - The currency in which to purchase the contract"""
contract = Contract()
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 create_order(order_type, quantity, action):
"""Create an Order object (Market/Limit) to go long/short.
order_type - 'MKT', 'LMT' for Market or Limit orders
quantity - Integral number of assets to order
action - 'BUY' or 'SELL'"""
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order
if __name__ == "__main__":
# Connect to the Trader Workstation (TWS) running on the
# usual port of 7496, with a clientId of 100
# (The clientId is chosen by us and we will need
# separate IDs for both the execution connection and
# market data connection)
tws_conn = Connection.create("127.0.0.1", port=7496, clientId=100)
tws_conn.connect()
# Assign the error handling function defined above
# to the TWS connection
tws_conn.register(error_handler, 'Error')
# Assign all of the server reply messages to the
# reply_handler function defined above
tws_conn.registerAll(reply_handler)
# Create an order ID which is 'global' for this session. This
# will need incrementing once new orders are submitted.
order_id = 1
# Create a contract in GOOG stock via SMART order routing
goog_contract = create_contract('GOOG', 'STK', 'SMART', 'SMART', 'USD')
# Go long 100 shares of Google
goog_order = create_order('MKT', 100, 'BUY')
# Use the connection to the send the order to IB
print(tws_conn.placeOrder(order_id, goog_contract, goog_order))
# Disconnect from TWS
tws_conn.disconnect()
Here is my TWS configuration:
I can connect to the TWS since from the log I can see that:
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] Server version is 76
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] Client version is 62
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocket-153] - [0:62:76:1:0:0:0:SYS] is 3rdParty false
2019-06-02 10:57:03.974 [GS] INFO [JTS-EServerSocketNotifier-154] - Starting async queue thread
2019-06-02 10:57:03.977 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:SYS] Starting new conversation with client{100} at 127.0.0.1
2019-06-02 10:57:03.977 [GS] INFO [AWT-EventQueue-0] - MDConnectionsModel: Updated [127.0.0.1:34076 CLIENT ACCEPTED 100]
But the I cannot make an order, and I get errors from log:
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:9:1:INFO] Sending next valid order id.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:9:1:DET] [9;1;1]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:usfarm.nj]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:cashfarm]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2104;Market data farm connection is OK:usfarm]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:hkhmds]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Sending error.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:ushmds]
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:4:2:DET] Error sent.
2019-06-02 10:57:03.978 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:INFO] Start processing incoming messages for client {100}.
2019-06-02 10:57:03.980 [GS] INFO [JTS-EServerSocket-153] - [100:62:76:1:0:0:0:INFO] Handling incoming PlaceOrder(3) message.
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - Broken pipe (Write failed)
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:ERR] Unable write to socket client{100} -
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - Broken pipe (Write failed)
2019-06-02 10:57:03.982 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:INFO] Close call made for client{100} socket connection.
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - Cleaning up [serverId: 100]...
2019-06-02 10:57:04.000 [GS] INFO [JTS-EWriter2-155] - [100:62:76:1:0:0:0:DET] closePrim called. Stopping all mkt data and HMDS requests for client{100}.
Broken pipe, what does it means? How can I fix it and make order through python API? Thank you very much.
You call disconnect at the end of your program. I'm guessing that's why it gets disconnected;)
A few random thoughts.
There is a new python API available from IB so unless you want to use python 2.7 you should use the newer API as it has more features and probably more users as well by now.
It's not a problem with your program but you call connect and don't wait to make sure you're connected. Notice that next valid id is the first thing sent when the connection is established, you should use this as a signal to start your interaction with TWS/Gateway. Usually you implement the
nextValidIdcallback and put a call to your startup code there, likeplaceAllOrders()or something.Most people put a
sleep()in their program to wait for it to finish before disconnecting. This is a bad idea since you never know when it's finished. In your case, imagine you want to disconnect after the order is received. You can implement theorderStatuscallback and disconnect after it says it got your order. But you can put asleep(5)or something just before yourdisconnect()call for testing.I don't know what this line does
print(tws_conn.placeOrder(order_id, goog_contract, goog_order))placeOrderdoesn't return anything, after TWS receives the order it will send anorderStatuscallback.The 'errors' saying that the market data is working aren't really errors, just information. If it says 'connection is broken' then you know you're not getting data from that particular farm.
It won't matter for goog but primary exchange is never SMART. That's an actual exchange where the contract you're using primarily trades. This is only used for disambiguation in case goog trades in USD in some other country.
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