ibrokers - callback - example from Jeff Ryan's slides
Sorry I don't have the time to walk you through this, but for starters you can just remove the second connection from the mix. The general placement of the logic should be correct though. Jeff Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com www.lemnica.com
On Dec 4, 2010, at 4:07 AM, Stephen Choularton <stephen at organicfoodmarkets.com.au> wrote:
I'm trying to make this work (its based on an example from Jeff Ryan's slides):
library(IBrokers)
myCALLBACK <-
function(twsCon, eWrapper, timestamp, file, playback = 1, ...) {
twsOC <- twsConnect(2) # our order connection
ocWrapper <- eWrapper(TRUE)
traded <- FALSE
while (TRUE) {
cons <- socketSelect(list(con, twsOC[[1]]), 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(twsOC[[1]], character(), 1)
if (!is.null(timestamp)) {
processMsg(curMsg, twsOC[[1]], ocWrapper, format(Sys..time(), timestamp), file, ...)
} else {
processMsg(curMsg, twsOC[[1]], ocWrapper, timestamp, file, ...)
}
} # TRADE LOGIC HERE
curBID <- as.numeric(eWrapper$.Data$data[[1]][3])
if(!traded && !is.na(curBID) && curBID > 141.00) {
print("this is the order line")
# IBrokers:::.placeOrder(twsOC, twsEquity("CBA","ASX","AUD"), twsOrder(1053, "BUY", "0", "MKT"))
traded <- TRUE
}
}
}
con = twsConnect(1)
reqMktData(con, twsEquity("GOOG"), CALLBACK=myCALLBACK)
but I get:
Error in socketSelect(list(con, twsOC[[1]]), FALSE, 0.01) :
invalid connection
Does anyone know what I am doing wrong? Or does anyone have a working example?
my sessionInfo() is
R version 2.11.1 (2010-05-31)
i386-pc-mingw32
locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] IBrokers_0.2-9 xts_0.7-5 zoo_1.6-4
loaded via a namespace (and not attached):
[1] grid_2.11.1 lattice_0.18-8
--
Stephen Choularton Ph.D., FIoD
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