@Nick news1000,
I'm not sure how important it is, but the above exercise with java demo app
also shows that it is actually TWS who initiate the disconnect when client
brakes some rules (number of realtime subscribed tickers or exceed request
rate limits).
So then statement "Disconnects are caused by an error in your program."
seems to be not 100% right since there's no language/functionality scope
error - I mean the program itself is clean and does not crash nor does it
any wrong calls, but rather logical error (pacing) related to timing can
occur due to some reason ant then disconnect will be caused by TWS.
And then 2nd statement "TWS does not disconnect for pacing violations." is
not true. What I saw in described java demo app was:
*case-1: requested too many contracts simultaneously*
TWS does disconnect client when it brakes a limit (number of simultaneously
subscribed tickers).
TWS also brings nice modal popup alert with explanation as of why you've
been kicked out :)
*case-2: sent too many requests/second*
Then to check if similar disconnect (by TWS) happens in case of request
pacing I modified the demo app to send some bulk (about 950:)
reqContractDetails and saw similar behaviour: client kicked out by TWS
after 3 error/notes:
Max rate of messages per second has beein exceeded:max=50 rec=83 (1)
Max rate of messages per second has beein exceeded:max=50 rec=85 (2)
Max rate of messages per second has beein exceeded:max=50 rec=83 (3)
disconnected
D
ps: case-1 sometimes does not kick client out (if I subscribe to few
hundred of options with rate less than 50 per second to avoid pacing), but
I only tested it once around 1am eastern, so inconsistency may be due to
"funny time".
On Thu, Dec 24, 2015 at 2:43 AM, Dmitry Shevkoplyas <shevkoplyas@...>
wrote:
Confirming: java demo client loses connection when "Options" -> "Option
Chains" tab used to get all calls/puts for "IBM".
But it is just a poor design/implementation of java demo application
itself.
*Short description*
When option chains coming back from IB each of contract added into new
table row and then request for market data for that contract fired by java
demo app right away. Obviously since there are hundreds of options for IBM
the above logic creates a few problems by completely uncontrollable
requests rate along with an attempt to subscribe to uncontrollable number
of tickers (more than 100 in our case, which is well known
poor-man-IB-imposed-limit:)
*Long description aka how to reproduce:*
Download and install the latest stable TWS:
on my mac I end up with this installer file: tws-stable-macosx-x64.dmg
MD5 (tws-stable-macosx-x64.dmg) = 38e3c828d2939752e34af3bd8fd60df4
Get latest stable IB API by visiting:
"IB API for Mac/Unix" Version: API 9.71 Release Date: April 24 2015
MD5 (twsapi_macunix.971.01.jar) = 6b8ed9a34a38d7bab329f2c533d478f3
# extract files:
jar xf twsapi_macunix.971.01.jar
# then follow this doc to run it: "Running the Java Test Client Sample
Program"
run java demo app
click "options" tab and leave default values (IBM)
click Go, after about 1-2 sec there's couple tables (Calls and Puts)
populated and in the log window of demo app we see that we're actually got
disconnected!
TWS will show following window:
You have requested data for 106 contracts simultaneously, which exceeds
your account current limit of 100. You may bla bla. . .
[image: Inline image 1]
Btw, java app will not get disconnected if we select "Use snapshot data"
checkbox.
If you wonder why, see this passage in the OptionChainsPanel.java file:
(quote)
if (snapshot) {
Util.sleep( 11); // try to avoid pacing violation at TWS
}
(end of quote)
the above lousy "sleep" is in milliseconds, which means it wont allow to
send more than 90 requests per second and it might work for some simple
solutions.
good luck,
Dmitry
On Thu, Dec 24, 2015 at 2:17 AM, tron001@... [TWSAPI] <
TWSAPI@...> wrote:
If you connect via IB Gateway instead of TWS, you will be able to make
about 120 requests/sec (don't have the exact number right now).
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Dmitry Shevkoplyas