Created
December 10, 2015 02:03
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Script to replicate issue seen in https://github.com/pilwon/node-ib/issues/8
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| 'use strict'; | |
| // Third party libs -- install via npm | |
| var IBAPI = new require('./node-ib'); | |
| var _ = require('lodash'); | |
| var moment = require('moment'); | |
| // Config vars | |
| var config = { | |
| barSize: 60, | |
| durationString: '2 D', | |
| barSizeSetting: '1 min', | |
| ibHost: 'tws', // set this to localhost; I'm using Docker | |
| ibPort: 4001, | |
| ibClientId: 1, | |
| reconnectInterval: 10000 | |
| }; | |
| var pairs = [ | |
| 'AUDUSD', | |
| 'EURUSD', | |
| 'GBPUSD', | |
| 'USDCAD', | |
| 'USDCHF', | |
| 'USDJPY' | |
| ]; | |
| // TWS/IB helper functions | |
| var requestId = parseInt(('' + Date.now()).substr(4)); | |
| function getNextRequestId() { | |
| requestId = requestId + 1; | |
| return _.clone(requestId); | |
| } | |
| function getIBDate() { | |
| return moment().format('YYYYMMDD HH:mm:ss'); | |
| } | |
| function getRequestInfo(ib, pairs) { | |
| /** | |
| * Returns an object whose keys are tickerIds and whose values | |
| * are contracts representing each of the pairs passed in | |
| **/ | |
| var tickerIds = _.times(pairs.length, getNextRequestId); | |
| var contracts = _.map(pairs, function(pair) { | |
| var symbol = pair.substr(0, 3); | |
| var currency = pair.substr(3, 6); | |
| return ib.contract.forex(symbol, currency); | |
| }); | |
| return _.zipObject(tickerIds, contracts); | |
| } | |
| // Connect to IB | |
| var reconnectCodes = [ | |
| 'ECONNREFUSED', // API server not yet connected | |
| 'ECONNRESET' // IB shut down partway through | |
| ]; | |
| function connectToIb() { | |
| var ib = new IBAPI({ | |
| clientId: config.ibClientId, | |
| host: config.ibHost, | |
| port: config.ibPort | |
| }).on('connected', function() { | |
| // Request all currencies at once, watch it barf | |
| var requestInfo = getRequestInfo(ib, pairs); | |
| _.forEach(requestInfo, function(contract, tickerId) { | |
| var endDateTime = getIBDate(); | |
| console.log('Requesting bars for %s%s', contract.symbol, contract.currency); | |
| ib.reqHistoricalData(parseInt(tickerId), contract, endDateTime, | |
| config.durationString, config.barSizeSetting, 'BID', 0, 1); | |
| }); | |
| }).on('result', function (event, args) { | |
| console.log('%s --- %s', event, JSON.stringify(args)); | |
| }).on('error', function (err) { | |
| if (err.code && _.contains(reconnectCodes, err.code)) { | |
| console.log('Not connected to IB (%s); attempting a reconnect in %s seconds', | |
| err.code, config.reconnectInterval / 1000); | |
| return setTimeout(connectToIb, config.reconnectInterval); | |
| } else { | |
| console.error(err); | |
| } | |
| }).connect(); | |
| } | |
| connectToIb(); |
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