Interactive Brokers API test in Clojure

interactive_brokers_test.clj

(def %bnds (get-thread-bindings)) ;; TODO: Seems kind of hacky, but needed as sometimes (EWrapper/error Exception) is sourced from different threads(!).


(deftype IB
    [^:unsynchronized-mutable ^int next-order-id
     ^:unsynchronized-mutable ^com.ib.client.EClient eclient
     ^:unsynchronized-mutable ^com.ib.client.EReaderSignal ereader-signal]


  com.ib.client.EWrapper
  (^void error [this ^int id ^int errorCode ^String errorMsg]
   (with-bindings %bnds
     (debug :EWrapper/error {:id id :errorCode errorCode :errorMsg errorMsg
                             :serverVersion (.serverVersion eclient)})
     (when (= errorCode 506)
       (clojure.stacktrace/print-stack-trace (Exception. "")))))

  (^void error [this ^Exception e]
   (with-bindings %bnds
     (debug :EWrapper/error e)))

  (^void error [this ^String e]
   (with-bindings %bnds
     (debug :EWrapper/error e)))

  (^void connectAck [this]
   (debug :EWrapper/connectAck {:serverVersion (.serverVersion eclient)})
   (let [ereader (com.ib.client.EReader. eclient ereader-signal)]
     (.start ereader)
     (future
       (while (.isConnected eclient)
         (try
           (.processMsgs ereader)
           (catch Throwable e
             (debug e :IB/EReader_thread))))
       (debug :IB/EReader_thread "thread ending.."))))

  (^void nextValidId [this ^int orderId]
   (debug :EWrapper/nextValidId orderId)
   (set! next-order-id orderId))

  (^void accountSummary [this ^int req-id ^String account ^String tag ^String value ^String currency]
   (debug :EWrapper/accountSummary {:req-id req-id :account account :tag tag :value value :currency currency}))

  (^void accountSummaryEnd [this ^int req-id]
   (debug :EWrapper/accountSummaryEnd {:req-id req-id}))

  (^void managedAccounts [this ^String accountList]
   (debug :EWrapper/managedAccounts {:accountList accountList}))


  clojure.lang.IFn
  ;;(invoke [this socket]) ;; TODO.
  (invoke [this host port clientId]
    (debug :EWrapper/IFn {:host host :port port :clientId clientId})
    (set! eclient (com.ib.client.EClientSocket. this ereader-signal))
    (.eConnect ^com.ib.client.EClientSocket eclient host port clientId))


  java.io.Closeable ;;IIB
  (close [this]
    (.eDisconnect ^com.ib.client.EClientSocket eclient))


  Object
  (finalize [this] ;; Fallback cleanup.
    (.close this)))




(defn new-IB ^IB [^String host ^long port ^long clientId]
  (let [ib (IB. 0 nil (com.ib.client.EJavaSignal.))]
    (ib host port clientId)
    ib))



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quantataraxia.core> (def -ib- (new-IB "127.0.0.1" 7497 0))
18-07-31 22:23:23 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:62] - :EWrapper/IFn {:host "127.0.0.1", :port 7497, :clientId 0}
18-07-31 22:23:23 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:34] - :EWrapper/connectAck {:serverVersion 142}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:20] - :EWrapper/error {:id -1, :errorCode 2104, :errorMsg "Market data farm connection is OK:usfuture", :serverVersion 142}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:20] - :EWrapper/error {:id -1, :errorCode 2104, :errorMsg "Market data farm connection is OK:cashfarm", :serverVersion 142}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:20] - :EWrapper/error {:id -1, :errorCode 2104, :errorMsg "Market data farm connection is OK:usfarm", :serverVersion 142}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:20] - :EWrapper/error {:id -1, :errorCode 2106, :errorMsg "HMDS data farm connection is OK:cashhmds", :serverVersion 142}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:20] - :EWrapper/error {:id -1, :errorCode 2106, :errorMsg "HMDS data farm connection is OK:ushmds", :serverVersion 142} 
18-07-31 22:23:23 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:56] - :EWrapper/managedAccounts {:accountList "DU229529"}
18-07-31 22:23:24 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:46] - :EWrapper/nextValidId 1

quantataraxia.core> (.close -ib-)
18-07-31 22:23:26 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:27] - :EWrapper/error java.net.SocketException: Socket closed (.close -ib-)
18-07-31 22:23:26 lnostdal-Swift-SF514-51 DEBUG [quantataraxia.core:43] - :IB/EReader_thread thread ending..

quantataraxia.core>