[R-SIG-Finance] IBrokers

[Stephen Choularton]

Hi

If you read this list you will have noticed I have been working on 
callbacks and I finally got to some code that appears to work so I 
though I would share it:

library(IBrokers)

myCALLBACK <-
function(twsCon, eWrapper, timestamp, file, playback = 1, ...) {
     con <- twsCon[[1]]
     twsOC <- twsConnect(2) # our order connection
     con2 <- twsOC[[1]]
     ocWrapper <- eWrapper(TRUE)
     traded <- FALSE
     while (TRUE) {
         cons <- socketSelect(list(con, con2), 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(con2, character(), 1)
             if (!is.null(timestamp)) {
                 processMsg(curMsg, con2, ocWrapper, format(Sys.time(), 
timestamp), file, ...)
             } else {
                 processMsg(curMsg, con2, ocWrapper, timestamp, file, ...)
             }
         } # TRADE LOGIC HERE
         curBID <- as.numeric(eWrapper$.Data$data[[1]][3])
         if(!traded  ) { # add back on open: && !is.na(curBID) && curBID 
 > 141.00

             print(c("the cur bid is ", curBID))
             # IBrokers:::.placeOrder(twsOC, 
twsEquity("CBA","ASX","AUD"), twsOrder(1053, "BUY", "0", "MKT"))
             traded <- TRUE
         }
     }
     twsDisconnect(twsOC)
}

con = twsConnect(1)

# contracts <-  list(twsSTK("MSFT"),twsSTK("AAPL")))


reqMktData(con, twsEquity("GOOG"), CALLBACK=myCALLBACK)

twsDisconnect(con)

However, even though I have tried to close down my twsCnnections, if I 
run the code twice I get a warning along the lines:

unable to connect. client id already in use. retry with unique client id

and R freezes.  Does anyone know how to solve the problem?

Incidentally I notice that the code gets  curBID <- 
as.numeric(eWrapper$.Data$data[[1]][3]).  Does anyone know what the 
appropriate indices are for the other data in eWrapper$.Data and what 
that data is?




-- 
Stephen Choularton Ph.D., FIoD