On Dec 24, 2015 11:21 PM, "Dmitry Shevkoplyas
shevkoplyas@... [TWSAPI]" <
TWSAPI@...> wrote:
>
> ?
>
> @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).
> >>
> >>
> >
> >
> >
> > --
> > с ч.гл.ув.,
> > Дима Ш.
> >
> > Dmitry's
> > <>
> > TWS API FAQ <>
> >
> >
>
> --
> с ч.гл.ув.,
> Дима Ш.
>
> Dmitry's
> <>
> TWS API FAQ <>
>
>
>
>
Dmitry Shevkoplyas