[R-SIG-Finance] IBroker: Attempt to call placeOrder() gives socket i/o error?

[Joshua Ulrich]

Hi Dan,

For future reference, please don't cross post (here and SO:
http://stackoverflow.com/q/26644845/271616).  If you do cross-post,
please at least say you did, so people don't spend time answering a
question that was already answered in another forum.

Best,
Josh

On Thu, Oct 30, 2014 at 9:12 AM, spy sixoneone <ispy611 at yahoo.com> wrote:
> I debugged it.
>
> This works okay for me:
>
> # myscript.r
>
> .libPaths("rpackages")
> library(IBrokers)
> tws2 = twsConnect(2)
> mytkr     = twsFuture("ES","GLOBEX","201412")
> Sys.sleep(2)
> myorderid = as.integer(reqIds(tws2))
> print(myorderid)
> Sys.sleep(2)
> myorderid = as.integer(difftime(Sys.time(), "2014-10-30", units = "secs"))
>
> IBrokers:::.placeOrder(tws2, mytkr, twsOrder(myorderid,"SELL", "1", "MKT"))
> Sys.sleep(2)
> twsDisconnect(tws2)
>
> Dan
> --------------------------------------------
>
>
>  Subject: IBroker: Attempt to call placeOrder() gives socket i/o error?
>  To: r-sig-finance at r-project.org
>  Date: Thursday, October 30, 2014, 7:27 AM
>
>  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
>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com