[R-SIG-Finance] ibrokers - callback - example from Jeff Ryan's slides

[Jeff Ryan]

Note also that you need to upgrade your IBrokers package to the current CRAN release. 

Best,
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Dec 4, 2010, at 4:07 AM, Stephen Choularton <stephen at organicfoodmarkets.com.au> wrote:

> I'm trying to make this work (its based on an example from Jeff Ryan's slides):
> 
> library(IBrokers)
> 
> 
> myCALLBACK <-
> function(twsCon, eWrapper, timestamp, file, playback = 1, ...) {
>    twsOC <- twsConnect(2) # our order connection
>    ocWrapper <- eWrapper(TRUE)
>    traded <- FALSE
>    while (TRUE) {
>        cons <- socketSelect(list(con, twsOC[[1]]), FALSE, 0.01)
>        if(cons[1]) { #data
>            curMsg <- readBin(con, character(), 1)
>            if (!is.null(timestamp)) {
>                processMsg(curMsg, con, eWrapper, format(Sys..time(), timestamp), file, ...)
>            } else {
>                processMsg(curMsg, con, eWrapper, timestamp, file, ...)
>            }
>        } else if(cons[2]) {
>            curMsg <- readBin(twsOC[[1]], character(), 1)
>            if (!is.null(timestamp)) {
>                processMsg(curMsg, twsOC[[1]], ocWrapper, format(Sys..time(), timestamp), file, ...)
>            } else {
>                processMsg(curMsg, twsOC[[1]], ocWrapper, timestamp, file, ...)
>            }
>        } # TRADE LOGIC HERE
>        curBID <- as.numeric(eWrapper$.Data$data[[1]][3])
>        if(!traded && !is.na(curBID) && curBID > 141.00) {
> 
>            print("this is the order line")
>            # IBrokers:::.placeOrder(twsOC, twsEquity("CBA","ASX","AUD"), twsOrder(1053, "BUY", "0", "MKT"))
>            traded <- TRUE
>        }
>    }
> }
> 
> con = twsConnect(1)
> 
> 
> 
> reqMktData(con, twsEquity("GOOG"), CALLBACK=myCALLBACK)
> 
> but I get:
> 
> Error in socketSelect(list(con, twsOC[[1]]), FALSE, 0.01) :
>  invalid connection
> 
> Does anyone know what I am doing wrong? Or does anyone have a working example?
> 
> my  sessionInfo() is
> R version 2.11.1 (2010-05-31)
> i386-pc-mingw32
> 
> locale:
> [1] LC_COLLATE=English_United States.1252
> [2] LC_CTYPE=English_United States.1252
> [3] LC_MONETARY=English_United States.1252
> [4] LC_NUMERIC=C
> [5] LC_TIME=English_United States.1252
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
> 
> other attached packages:
> [1] IBrokers_0.2-9 xts_0.7-5      zoo_1.6-4
> 
> loaded via a namespace (and not attached):
> [1] grid_2.11.1    lattice_0.18-8
> 
> 
> 
> -- 
> Stephen Choularton Ph.D., FIoD
> 
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