[R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?
spy sixoneone
ispy611 at yahoo.com
Thu Oct 30 08:27:51 CET 2014
Hello IBworld.
I am having trouble entering orders via the API.
Sometimes it works but usually it fails.
So far I've tried 2 types of connection api-wrappers:
R IBrokers package
python ibpy package
I can use R IBrokers package to call reqHistoricalData().
That seems to work well on my laptop.
In fact I've been doing that for months from cron.
So, I have tws setup okay and I know how to debug a variety of problems now.
I first tried entering an order using a script like this in R:
.libPaths("rpackages")
library(IBrokers)
tws2 = twsConnect(2)
print('Attempting BUY')
mytkr = twsFuture("ES","GLOBEX","201412")
myorderid = sample(1001:3001, 1)
IBrokers:::.placeOrder(tws2, mytkr, twsOrder(myorderid, "BUY", "1", "MKT"))
twsDisconnect(tws2)
Sometimes it works but usually it fails.
When it fails I see this in my tws console:
06:01:21:676 JTS-EServerSocket-160: [2:47:71:1:0:0:0:ERR] Message type -1. Socket I/O error -
06:01:21:676 JTS-EServerSocket-160: Anticipated error
jextend.d: Socket I/O error -
at jextend.sc.b(sc.java:364)
at jextend.ch.sb(ch.java:1534)
at jextend.ch.run(ch.java:1390)
at java.lang.Thread.run(Thread.java:745)
Caused by: java.net.SocketException: Connection reset
at java.net.SocketInputStream.read(SocketInputStream.java:196)
at java.net.SocketInputStream.read(SocketInputStream.java:122)
at java.net.SocketInputStream.read(SocketInputStream.java:210)
at jextend.xh.d(xh.java:45)
at jextend.sc.c(sc.java:579)
at jextend.sc.r(sc.java:227)
at jextend.af.a(af.java:232)
at jextend.sc.f(sc.java:650)
at jextend.pd.a(pd.java:822)
at jextend.sc.b(sc.java:358)
... 3 more
06:01:21:678 JTS-EServerSocket-160: [2:47:71:1:0:0:0:ERR] Socket connection for client{2} has closed.
06:01:21:678 JTS-EWriter5-161: [2:47:71:1:0:0:0:ERR] Unable write to socket client{2} -
06:01:21:678 JTS-EServerSocketNotifier-158: Terminating
At first I thought the problem might be R.
But I get a similar error if I try to enter an order using python ibpy.
Also I tried making a call to reqAccountUpdates(tws) and that works well always.
I've done a bit of searching on google and SOF and have found no clues yet.
Please shout-out if you have any ideas on how to debug this.
Thanks,
Dan
More information about the R-SIG-Finance
mailing list