public void Connect()
{
if (!IsConnected)
{
try
{
Client.ClientSocket.eConnect(Hostname, Port, ClientId);
Reader = new IB.EReader(Client.ClientSocket, Signal);
Reader.Start();
new Thread(() =>
{
while (Client.ClientSocket.IsConnected())
{
Signal.waitForSignal();
Reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
IsConnected = Client.ClientSocket.IsConnected();
}
catch (Exception e)
{
string errorMsg = "Please check your connection attributes";
ErrorHandler(-1, -1, errorMsg, e);
}
}
}
/**
* @brief Creates socket connection to TWS/IBG.
*/
public void eConnect(string host, int port, int clientId, bool extraAuth)
{
if (isConnected)
{
wrapper.error(IncomingMessage.NotValid, EClientErrors.AlreadyConnected.Code, EClientErrors.AlreadyConnected.Message);
return;
}
try
{
tcpStream = createClientStream(host, port);
this.port = port;
socketTransport = new ESocket(tcpStream);
this.clientId = clientId;
this.extraAuth = extraAuth;
sendConnectRequest();
if (!AsyncEConnect)
{
var eReader = new EReader(this, eReaderSignal);
while (serverVersion == 0 && eReader.putMessageToQueue())
{
eReaderSignal.waitForSignal();
eReader.processMsgs();
}
}
}
catch (ArgumentNullException ane)
{
wrapper.error(ane);
}
catch (SocketException se)
{
wrapper.error(se);
}
catch (EClientException e)
{
var cmp = (e as EClientException).Err;
wrapper.error(-1, cmp.Code, cmp.Message);
}
catch (Exception e)
{
wrapper.error(e);
}
}
public virtual bool Connect(int p_socketPort, int p_brokerConnectionClientID)
{
Utils.Logger.Info($"ClientSocket.eConnect(127.0.0.1, {p_socketPort}, {p_brokerConnectionClientID}, false)");
ClientSocket.eConnect("127.0.0.1", p_socketPort, p_brokerConnectionClientID, false);
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
m_eReader = new EReader(ClientSocket, Signal);
m_eReader.Start();
//Once the messages are in the queue, an additional thread need to fetch them. This is a very long running Thread, always waiting for all messages (Price, historicalData, etc.). This Thread calls the IbWrapper Callbacks.
new Thread(() =>
{
try
{
while (ClientSocket.IsConnected())
{
Signal.waitForSignal(); // the reader thread will sign the Signal
m_eReader.processMsgs();
}
}
catch (Exception e)
{
if (Utils.MainThreadIsExiting.IsSet)
return; // if App is exiting gracefully, this Exception is not a problem
Utils.Logger.Error("Exception caught in Gateway Thread that is fetching messages. " + e.Message + " ,InnerException: " + ((e.InnerException != null) ? e.InnerException.Message : ""));
throw; // else, rethrow. This will Crash the App, which is OK. Without IB connection, there is no point to continue the VBroker App.
}
})
{ IsBackground = true }.Start();
/*************************************************************************************************************************************************/
/* One (although primitive) way of knowing if we can proceed is by monitoring the order's nextValidId reception which comes down automatically after connecting. */
/*************************************************************************************************************************************************/
//This is returned at Connection:
//Account list: U1****6
//Next Valid Id: 1
DateTime startWaitConnection = DateTime.UtcNow;
while (NextOrderId <= 0)
{
Thread.Sleep(100);
if ((DateTime.UtcNow - startWaitConnection).TotalSeconds > 5.0)
{
return false;
}
}
return true;
}
/**
* @brief Establishes a connection to the designated THost.
* After establishing a connection succesfully, the Host will provide the next valid order id, server's current time, managed accounts and open orders among others depending on the Host version.
* @param host the Host's IP address. Leave blank for localhost.
* @param port the Host's port. 7496 by default for the TWS, 4001 by default on the Gateway.
* @param clientId Every API client program requires a unique id which can be any integer. Note that up to eight clients can be connected simultaneously to a single Host.
* @sa EWrapper, EWrapper::nextValidId, EWrapper::currentTime
*/
public void eConnect(string host, int port, int clientId)
{
if (isConnected)
{
wrapper.error(IncomingMessage.NotValid, EClientErrors.AlreadyConnected.Code, EClientErrors.AlreadyConnected.Message);
return;
}
try
{
tcpClient = new TcpClient(host, port);
tcpClientStream = tcpClient.GetStream();
tcpWriter = new BinaryWriter(tcpClientStream);
reader = new EReader(this, new BinaryReader(tcpClientStream));
try
{
tcpWriter.Write(UTF8Encoding.UTF8.GetBytes(Constants.ClientVersion.ToString()));
tcpWriter.Write(Constants.EOL);
}
catch (IOException)
{
wrapper.error("Could not establish connection. Make sure the TWS is enabled to accept socket clients!");
throw;
}
// Receive the response from the remote device.
serverVersion = reader.ReadInt();
if (!CheckServerVersion(MinServerVer.MIN_VERSION, ""))
{
ReportUpdateTWS("");
return;
}
if (serverVersion >= 20)
{
string twsTime = reader.ReadString();
Console.WriteLine("TWS time: " + twsTime);
}
if (serverVersion >= 3)
{
tcpWriter.Write(UTF8Encoding.UTF8.GetBytes(clientId.ToString()));
tcpWriter.Write(Constants.EOL);
}
reader.Start();
while (!reader.IsAlive()) ;
isConnected = true;
}
catch (ArgumentNullException ane)
{
wrapper.error(ane);
}
catch (SocketException se)
{
wrapper.error(se);
}
catch (Exception e)
{
wrapper.error(e);
}
}
/**
* @brief Closes the socket connection and terminates its thread.
*/
public void eDisconnect()
{
if(tcpWriter == null)
{
return;
}
isConnected = false;
serverVersion = 0;
if (tcpWriter != null)
{
tcpWriter.Close();
tcpWriter = null;
tcpClientStream.Close();
tcpWriter = null;
}
if (reader != null)
{
try
{
reader.Interrupt();
reader = null;
}
catch (Exception)
{
throw;
}
}
wrapper.connectionClosed();
}
public void eConnect(string host, int port, int clientId, bool extraAuth)
{
if (isConnected)
{
wrapper.error(IncomingMessage.NotValid, EClientErrors.AlreadyConnected.Code, EClientErrors.AlreadyConnected.Message);
return;
}
try
{
tcpStream = createClientStream(host, port);
this.port = port;
socketTransport = new ESocket(tcpStream);
this.clientId = clientId;
this.extraAuth = extraAuth;
sendConnectRequest();
if (!AsyncEConnect)
{
var eReader = new EReader(this, eReaderSignal);
while (serverVersion == 0 && eReader.putMessageToQueue())
{
eReaderSignal.waitForSignal();
eReader.processMsgs();
}
}
}
catch (ArgumentNullException ane)
{
wrapper.error(ane);
}
catch (SocketException se)
{
wrapper.error(se);
}
catch (EClientException e)
{
var cmp = (e as EClientException).Err;
wrapper.error(-1, cmp.Code, cmp.Message);
}
catch (Exception e)
{
wrapper.error(e);
}
}
/// <summary>
/// Connects the client to the IB gateway
/// </summary>
public override void Connect()
{
if (IsConnected) return;
// we're going to receive fresh values for both of these collections, so clear them
_accountHoldings.Clear();
_accountProperties.Clear();
var attempt = 1;
const int maxAttempts = 65;
while (true)
{
try
{
Log.Trace("InteractiveBrokersBrokerage.Connect(): Attempting to connect ({0}/{1}) ...", attempt, maxAttempts);
// we're going to try and connect several times, if successful break
_client.ClientSocket.eConnect(_host, _port, _clientId);
// create the message processing thread
var signal = new EReaderMonitorSignal();
var reader = new EReader(_client.ClientSocket, signal);
reader.Start();
var messageProcessingThread = new Thread(() =>
{
Log.Trace("IB message processing thread started.");
while (_client.ClientSocket.IsConnected())
{
try
{
signal.waitForSignal();
reader.processMsgs();
}
catch (Exception error)
{
// error in message processing thread, log error and disconnect
Log.Error("Error in message processing thread: " + error);
}
}
Log.Trace("IB message processing thread ended.");
}) { IsBackground = true };
messageProcessingThread.Start();
// pause for a moment to receive next valid ID message from gateway
if (!_waitForNextValidId.WaitOne(15000))
{
Log.Trace("InteractiveBrokersBrokerage.Connect(): Operation took longer than 15 seconds.");
// no response, disconnect and retry
_client.ClientSocket.eDisconnect();
messageProcessingThread.Join();
// max out at 65 attempts to connect ~1 minute
if (attempt++ < maxAttempts)
{
Thread.Sleep(1000);
continue;
}
throw new TimeoutException("InteractiveBrokersBrokerage.Connect(): Operation took longer than 15 seconds.");
}
Log.Trace("IB next valid id received.");
if (!_client.Connected) throw new Exception("InteractiveBrokersBrokerage.Connect(): Connection returned but was not in connected state.");
break;
}
catch (Exception err)
{
// max out at 65 attempts to connect ~1 minute
if (attempt++ < maxAttempts)
{
Thread.Sleep(1000);
continue;
}
// we couldn't connect after several attempts, log the error and throw an exception
Log.Error(err);
// add a blurb about TWS for connection refused errors
if (err.Message.Contains("Connection refused"))
{
throw new Exception(err.Message + ". Be sure to logout of Trader Workstation. " +
"IB only allows one active log in at a time. " +
"This can also be caused by requiring two-factor authentication. " +
"Be sure to disable this in IB Account Management > Security > SLS Opt out.", err);
}
throw;
}
}
// define our event handler, this acts as stop to make sure when we leave Connect we have downloaded the full account
EventHandler<IB.AccountDownloadEndEventArgs> clientOnAccountDownloadEnd = (sender, args) =>
{
Log.Trace("InteractiveBrokersBrokerage.AccountDownloadEnd(): Finished account download for " + args.Account);
_accountHoldingsResetEvent.Set();
};
_client.AccountDownloadEnd += clientOnAccountDownloadEnd;
// we'll wait to get our first account update, we need to be absolutely sure we
// have downloaded the entire account before leaving this function
var firstAccountUpdateReceived = new ManualResetEvent(false);
EventHandler<IB.UpdateAccountValueEventArgs> clientOnUpdateAccountValue = (sender, args) =>
{
firstAccountUpdateReceived.Set();
};
_client.UpdateAccountValue += clientOnUpdateAccountValue;
// first we won't subscribe, wait for this to finish, below we'll subscribe for continuous updates
_client.ClientSocket.reqAccountUpdates(true, _account);
// wait to see the first account value update
firstAccountUpdateReceived.WaitOne(2500);
// take pause to ensure the account is downloaded before continuing, this was added because running in
// linux there appears to be different behavior where the account download end fires immediately.
Thread.Sleep(2500);
if (!_accountHoldingsResetEvent.WaitOne(15000))
{
throw new TimeoutException("InteractiveBrokersBrokerage.GetAccountHoldings(): Operation took longer than 15 seconds.");
}
// remove our end handler
_client.AccountDownloadEnd -= clientOnAccountDownloadEnd;
_client.UpdateAccountValue -= clientOnUpdateAccountValue;
}
internal void TestVbGatewayConnection()
{
Utils.Logger.Debug("TestVbGatewayConnection() BEGIN");
// start c:\Jts\StartIBGateway.bat
// IBGateway this version works: Build 952.1a, Aug 18, 2015 3:38:07 PM // c:\Jts\StartIBGateway.bat
// this works too. Stable: Build 952.2h, Jan 29, 2016 4:40:48 PM // c:\Jts\952\jars\StartIBGateway.bat , or simple "javaw.exe -cp jts.jar;total.jar ibgateway.GWClient" command line works
// Latest (not Stable) doesn't work c:\Jts\955\jars\StartIBGateway.bat or simple "javaw.exe -cp jts4launch.jar;total.jar ibgateway.GWClient" command line doesn't work, although the ibgateway.GWClient is there. Buggy.
// see for samples: "g:\temp\_programmingTemp\TWS API_972.12(2016-02-26)\samples\CSharp\IBSamples\Program.cs"
BrokerWrapperIb testImpl = new BrokerWrapperIb();
EClientSocket client = testImpl.ClientSocket;
int portID = (int)GatewayUserPort.GyantalMain; // the IBGateways ports on Release Linux and Developer Windows local should be the same.
client.eConnect("127.0.0.1", portID, 0, false); // it uses connectionID=0, which may be not good. Real VBroker uses 41 and 42 userIDs.
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(client, testImpl.Signal);
reader.Start();
//Once the messages are in the queue, an additional thread need to fetch them
new Thread(() =>
{
while (client.IsConnected())
{
testImpl.Signal.waitForSignal();
reader.processMsgs();
}
})
{ IsBackground = true }.Start();
/*************************************************************************************************************************************************/
/* One (although primitive) way of knowing if we can proceed is by monitoring the order's nextValidId reception which comes down automatically after connecting. */
/*************************************************************************************************************************************************/
while (testImpl.NextOrderId <= 0) { }
Console.WriteLine("Connection seems to be OK. Requesting Account Summary...");
/*** Requesting managed accounts***/
client.reqManagedAccts();
/*** Requesting accounts' summary ***/
Thread.Sleep(2000);
client.reqAccountSummary(9001, "All", AccountSummaryTags.GetAllTags());
/*** Subscribing to an account's information. Only one at a time! ***/
Thread.Sleep(6000);
Console.WriteLine("Disconnecting...");
client.eDisconnect();
}