parallel source fetch with timeout

Signed-off-by: kaedwen <kaedwen@heinrich.blue>
2026-07-09 21:11:58 +02:00
1 parent ee77ea0aaf
commit 62809a01ea
@@ -0,0 +1,228 @@
+package main
+
+import (
+	"flag"
+	"fmt"
+	"log"
+	"os"
+	"os/signal"
+	"strconv"
+	"syscall"
+	"time"
+
+	"github.com/scmhub/ibapi"
+)
+
+type Wrapper struct {
+	ibapi.Wrapper
+	connected      bool
+	nextID         int64
+	errorMsg       string
+	marketDataRecv bool
+}
+
+func (w *Wrapper) ConnectAck() {
+	fmt.Println("✓ Connected to IB Gateway")
+	w.connected = true
+}
+
+func (w *Wrapper) NextValidID(orderId int64) {
+	fmt.Printf("✓ Next valid order ID: %d\n", orderId)
+	w.nextID = orderId
+}
+
+func (w *Wrapper) ManagedAccounts(accountsList []string) {
+	fmt.Printf("✓ Managed accounts: %v\n", accountsList)
+}
+
+func (w *Wrapper) Error(id int64, errorCode int64, errorMsgType int64, errorString string, advancedOrderRejectJson string) {
+	// Info messages (2100-2199) or connection status messages
+	if errorCode >= 2100 && errorCode < 2200 {
+		fmt.Printf("ℹ Info [%d]: %s\n", errorCode, errorString)
+	} else if errorCode >= 1100 && errorCode < 1300 {
+		// Warning messages (1100-1299) - system/connection warnings
+		fmt.Printf("⚠ Warning [%d]: %s\n", errorCode, errorString)
+	} else if errorCode > 1783000000000 {
+		// Very high error codes are typically connection status messages
+		// Ignore or log as debug
+	} else {
+		fmt.Printf("✗ Error [%d]: %s\n", errorCode, errorString)
+		w.errorMsg = errorString
+	}
+}
+
+func (w *Wrapper) CurrentTime(t int64) {
+	serverTime := time.Unix(t, 0)
+	fmt.Printf("✓ Server time: %s\n", serverTime.Format("2006-01-02 15:04:05 MST"))
+}
+
+func (w *Wrapper) ConnectionClosed() {
+	fmt.Println("⚠ Connection closed by server")
+	w.connected = false
+}
+
+func (w *Wrapper) TickPrice(reqID int64, tickType ibapi.TickType, price float64, attrib ibapi.TickAttrib) {
+	w.marketDataRecv = true
+	tickName := map[ibapi.TickType]string{
+		1: "BID", 2: "ASK", 4: "LAST", 6: "HIGH", 7: "LOW", 9: "CLOSE",
+		14: "OPEN", 15: "LOW_13_WEEK", 16: "HIGH_13_WEEK", 17: "LOW_26_WEEK", 18: "HIGH_26_WEEK",
+		19: "LOW_52_WEEK", 20: "HIGH_52_WEEK", 35: "LAST_TIMESTAMP", 37: "MARK_PRICE",
+		66: "BID_EXCH", 67: "ASK_EXCH", 68: "LAST_EXCH", 72: "HIGH_52W", 73: "LOW_52W",
+		75: "PREV_CLOSE", 76: "HALTED",
+	}
+	name := tickName[tickType]
+	if name == "" {
+		name = fmt.Sprintf("Type_%d", tickType)
+	}
+
+	timestamp := time.Now().Format("15:04:05")
+	fmt.Printf("[%s] %-22s %.2f\n", timestamp, name, price)
+}
+
+func (w *Wrapper) TickSize(reqID int64, tickType ibapi.TickType, size ibapi.Decimal) {
+	w.marketDataRecv = true
+	tickName := map[ibapi.TickType]string{
+		0: "BID_SIZE", 3: "ASK_SIZE", 5: "LAST_SIZE", 8: "VOLUME",
+		21: "AVG_VOLUME", 27: "CALL_OPTION_VOLUME", 28: "PUT_OPTION_VOLUME",
+		29: "CALL_OPEN_INTEREST", 30: "PUT_OPEN_INTEREST", 34: "AUCTION_VOLUME",
+		69: "BID_SIZE_EXCH", 70: "ASK_SIZE_EXCH", 71: "LAST_SIZE_EXCH", 74: "VOLUME_52W",
+	}
+	name := tickName[tickType]
+	if name == "" {
+		name = fmt.Sprintf("Type_%d", tickType)
+	}
+
+	timestamp := time.Now().Format("15:04:05")
+	fmt.Printf("[%s] %-22s %s\n", timestamp, name, size.String())
+}
+
+func (w *Wrapper) TickString(reqID int64, tickType ibapi.TickType, value string) {
+	w.marketDataRecv = true
+	tickName := map[ibapi.TickType]string{
+		32: "BID_EXCH", 33: "ASK_EXCH", 45: "LAST_TIMESTAMP", 48: "RT_VOLUME",
+		84: "LAST_EXCH", 85: "LAST_REG_TIME", 88: "DELAYED_LAST_TIMESTAMP",
+	}
+	name := tickName[tickType]
+	if name == "" {
+		name = fmt.Sprintf("Type_%d", tickType)
+	}
+
+	// Convert Unix timestamp to ISO format for timestamp fields
+	displayValue := value
+	if tickType == 45 || tickType == 88 { // LAST_TIMESTAMP or DELAYED_LAST_TIMESTAMP
+		if ts, err := strconv.ParseInt(value, 10, 64); err == nil {
+			displayValue = time.Unix(ts, 0).Format(time.RFC3339)
+		}
+	}
+
+	timestamp := time.Now().Format("15:04:05")
+	fmt.Printf("[%s] %-22s %s\n", timestamp, name, displayValue)
+}
+
+func main() {
+	host := flag.String("host", "127.0.0.1", "IB Gateway host")
+	port := flag.Int("port", 4002, "IB Gateway port (4001 for live, 4002 for paper)")
+	clientID := flag.Int("client", 1, "Client ID")
+	timeout := flag.Int("timeout", 10, "Connection timeout in seconds")
+	symbol := flag.String("symbol", "", "Symbol to subscribe to market data (e.g. AAPL, TSLA)")
+	exchange := flag.String("exchange", "SMART", "Exchange for market data")
+	currency := flag.String("currency", "USD", "Currency for market data")
+	marketDataType := flag.Int("mdtype", 3, "Market data type: 1=Live, 2=Frozen, 3=Delayed(15min), 4=Delayed-Frozen")
+	flag.Parse()
+
+	fmt.Printf("Testing IB Gateway connection...\n")
+	fmt.Printf("Host: %s:%d\n", *host, *port)
+	fmt.Printf("Client ID: %d\n\n", *clientID)
+
+	wrapper := &Wrapper{}
+	client := ibapi.NewEClient(wrapper)
+
+	// Connect
+	fmt.Println("→ Connecting...")
+	if err := client.Connect(*host, *port, int64(*clientID)); err != nil {
+		log.Fatalf("✗ Connection failed: %v\n", err)
+	}
+	defer client.Disconnect()
+
+	// Wait for connection
+	start := time.Now()
+	for !wrapper.connected && time.Since(start) < time.Duration(*timeout)*time.Second {
+		time.Sleep(100 * time.Millisecond)
+	}
+
+	if !wrapper.connected {
+		log.Fatal("✗ Connection timeout")
+	}
+
+	// Wait for NextValidId
+	start = time.Now()
+	for wrapper.nextID == 0 && time.Since(start) < time.Duration(*timeout)*time.Second {
+		time.Sleep(100 * time.Millisecond)
+	}
+
+	if wrapper.nextID == 0 {
+		log.Fatal("✗ Did not receive NextValidId")
+	}
+
+	// Request server time
+	fmt.Println("\n→ Requesting server time...")
+	client.ReqCurrentTime()
+
+	// Wait for response
+	time.Sleep(1 * time.Second)
+
+	// Subscribe to market data if symbol provided
+	if *symbol != "" {
+		fmt.Printf("\n→ Subscribing to market data for %s...\n", *symbol)
+
+		contract := &ibapi.Contract{
+			Symbol:   *symbol,
+			SecType:  "STK",
+			Exchange: *exchange,
+			Currency: *currency,
+		}
+
+		// Request market data type
+		// MarketDataType: 1=Live, 2=Frozen, 3=Delayed(15min), 4=Delayed-Frozen
+		mdTypeDesc := map[int]string{
+			1: "Live",
+			2: "Frozen",
+			3: "Delayed (15min)",
+			4: "Delayed-Frozen",
+		}
+		fmt.Printf("  Market data type: %s\n", mdTypeDesc[*marketDataType])
+		client.ReqMarketDataType(int64(*marketDataType))
+		time.Sleep(500 * time.Millisecond)
+
+		// Request market data
+		// ReqID: 1, Contract, GenericTickList: "", Snapshot: false, RegulatorySnapshot: false, MktDataOptions: nil
+		client.ReqMktData(1, contract, "", false, false, nil)
+
+		// Wait for initial market data
+		fmt.Println("  Receiving market data... (Press Ctrl+C to exit)")
+		time.Sleep(2 * time.Second)
+
+		if !wrapper.marketDataRecv {
+			fmt.Println("  ⚠ No market data received yet - may require market data subscription or market is closed")
+		}
+
+		// Setup signal handler for graceful shutdown
+		sigChan := make(chan os.Signal, 1)
+		signal.Notify(sigChan, os.Interrupt, syscall.SIGTERM)
+
+		// Wait for Ctrl+C
+		<-sigChan
+		fmt.Println("\n\n→ Shutting down...")
+
+		// Cancel market data subscription
+		client.CancelMktData(1)
+		fmt.Println("  Market data subscription cancelled")
+	} else {
+		fmt.Println("\n✓ Connection test successful!")
+		fmt.Println("\nConnection details:")
+		fmt.Printf("  - Next Order ID: %d\n", wrapper.nextID)
+		fmt.Printf("  - Client ID: %d\n", *clientID)
+	}
+
+	os.Exit(0)
+}