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Martin-MolineroMartin-Molinero
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Some cleanup
1 parent 3452a28 commit 56059be

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3 files changed

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-36
lines changed

3 files changed

+36
-36
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‎QuantConnect.InteractiveBrokersBrokerage.sln‎

Lines changed: 6 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -19,6 +19,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.InteractiveBro
1919
EndProject
2020
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.InteractiveBrokersBrokerage.Tests", "QuantConnect.InteractiveBrokersBrokerage.Tests\QuantConnect.InteractiveBrokersBrokerage.Tests.csproj", "{582F7971-3EB7-418F-834A-FAAE479EC8AC}"
2121
EndProject
22+
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.Lean.Engine", "..\Lean\Engine\QuantConnect.Lean.Engine.csproj", "{EBD9DCA4-B830-2BFB-7CBD-D086A440E68D}"
23+
EndProject
2224
Global
2325
GlobalSection(SolutionConfigurationPlatforms) = preSolution
2426
Debug|Any CPU = Debug|Any CPU
@@ -57,6 +59,10 @@ Global
5759
{582F7971-3EB7-418F-834A-FAAE479EC8AC}.Debug|Any CPU.Build.0 = Debug|Any CPU
5860
{582F7971-3EB7-418F-834A-FAAE479EC8AC}.Release|Any CPU.ActiveCfg = Release|Any CPU
5961
{582F7971-3EB7-418F-834A-FAAE479EC8AC}.Release|Any CPU.Build.0 = Release|Any CPU
62+
{EBD9DCA4-B830-2BFB-7CBD-D086A440E68D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
63+
{EBD9DCA4-B830-2BFB-7CBD-D086A440E68D}.Debug|Any CPU.Build.0 = Debug|Any CPU
64+
{EBD9DCA4-B830-2BFB-7CBD-D086A440E68D}.Release|Any CPU.ActiveCfg = Release|Any CPU
65+
{EBD9DCA4-B830-2BFB-7CBD-D086A440E68D}.Release|Any CPU.Build.0 = Release|Any CPU
6066
EndGlobalSection
6167
GlobalSection(SolutionProperties) = preSolution
6268
HideSolutionNode = FALSE

‎QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs‎

Lines changed: 24 additions & 34 deletions
Original file line numberDiff line numberDiff line change
@@ -118,11 +118,6 @@ public sealed class InteractiveBrokersBrokerage : Brokerage, IDataQueueHandler,
118118

119119
private CancellationTokenSource _gatewayRestartTokenSource;
120120

121-
private string _ibDirectory;
122-
private string _ibVersion;
123-
private string _userName;
124-
private string _password;
125-
private string _tradingMode;
126121
private int _port;
127122
private string _account;
128123
private string _host;
@@ -253,6 +248,7 @@ public sealed class InteractiveBrokersBrokerage : Brokerage, IDataQueueHandler,
253248

254249
private volatile bool _isDisposeCalled;
255250
private bool _isInitialized;
251+
private bool _pastFirstConnection;
256252

257253
private bool _historyHighResolutionRateLimitWarning;
258254
private bool _historySecondResolutionWarning;
@@ -834,10 +830,13 @@ public override void Connect()
834830
return;
835831
}
836832

833+
Log.Trace("InteractiveBrokersBrokerage.Connect(): not connected, start connecting now...");
834+
837835
var lastAutomaterStartResult = _ibAutomater.GetLastStartResult();
838-
if (lastAutomaterStartResult.HasError && lastAutomaterStartResult.ErrorCode == ErrorCode.TwoFactorConfirmationTimeout)
836+
if (lastAutomaterStartResult.HasError)
839837
{
840-
CheckIbAutomaterError(_ibAutomater.Start(false));
838+
lastAutomaterStartResult = _ibAutomater.Start(false);
839+
CheckIbAutomaterError(lastAutomaterStartResult);
841840
// There was an error but we did not throw, must be another 2FA timeout, we can't continue
842841
if (lastAutomaterStartResult.HasError)
843842
{
@@ -1019,6 +1018,7 @@ public override void Connect()
10191018
// if we reached here we should be connected, check just in case
10201019
if (IsConnected)
10211020
{
1021+
_pastFirstConnection = true;
10221022
Log.Trace("InteractiveBrokersBrokerage.Connect(): Restoring data subscriptions...");
10231023
RestoreDataSubscriptions();
10241024

@@ -1401,11 +1401,6 @@ private void Initialize(
14011401
_account = account;
14021402
_host = host;
14031403
_port = port;
1404-
_ibDirectory = ibDirectory;
1405-
_ibVersion = ibVersion;
1406-
_userName = userName;
1407-
_password = password;
1408-
_tradingMode = tradingMode;
14091404

14101405
_agentDescription = agentDescription;
14111406

@@ -5061,6 +5056,19 @@ private void OnIbAutomaterOutputDataReceived(object sender, OutputDataReceivedEv
50615056
var resultHandler = Composer.Instance.GetPart<IResultHandler>();
50625057
resultHandler?.DebugMessage("Logging into account. Check phone for two-factor authentication verification...");
50635058
}
5059+
else if (e.Data.Contains("2FA maximum attempts reached", StringComparison.InvariantCultureIgnoreCase))
5060+
{
5061+
Task.Factory.StartNew(() =>
5062+
{
5063+
_ibAutomater.Exited -= OnIbAutomaterExited;
5064+
_ibAutomater.Stop();
5065+
_ibAutomater.Exited += OnIbAutomaterExited;
5066+
5067+
var message = "2FA authentication confirmation required to reconnect.";
5068+
OnMessage(BrokerageMessageEvent.Disconnected(message));
5069+
OnMessage(new BrokerageMessageEvent(BrokerageMessageType.ActionRequired, "2FAAuthRequired", message));
5070+
});
5071+
}
50645072

50655073
Log.Trace($"InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): {e.Data}");
50665074
}
@@ -5143,8 +5151,6 @@ private void StartGatewayRestartTask()
51435151
}
51445152
}
51455153

5146-
private int _i;
5147-
51485154
/// <summary>
51495155
/// Recurring task to schedule the weekly gateway restart, which requires 2FA and can be configured by the user.
51505156
/// This allows to have a scheduled weekly restart that users can configure in order to be able to confirm the weekly 2FA
@@ -5164,8 +5170,7 @@ private void StartGatewayWeeklyRestartTask()
51645170
var restartDate = GetNextWeeklyRestartTimeUtc(utcNow.AddDays(1));
51655171
// we subtract _defaultRestartDelay to avoid potential race conditions with the IBAutomater.Exited event handler and
51665172
// to ensure the 2FA confirmation is requested as close to the configured time as possible.
5167-
//var delay = restartDate - utcNow - _defaultRestartDelay;
5168-
var delay = TimeSpan.FromMinutes(1 + _i);
5173+
var delay = restartDate - utcNow - _defaultRestartDelay;
51695174

51705175
Log.Trace($"InteractiveBrokersBrokerage.StartGatewayWeeklyRestartTask(): scheduled weekly restart to {restartDate} (in {delay})");
51715176

@@ -5202,10 +5207,6 @@ private void StartGatewayWeeklyRestartTask()
52025207
{
52035208
// stopping the gateway will make the IBAutomater emit the exit event, which will trigger the restart
52045209
_ibAutomater?.Stop();
5205-
if (_i == 0)
5206-
{
5207-
_i += 10;
5208-
}
52095210
}
52105211
else
52115212
{
@@ -5267,8 +5268,7 @@ private void OnIbAutomaterExited(object sender, ExitedEventArgs e)
52675268
Log.Trace($"InteractiveBrokersBrokerage.OnIbAutomaterExited(): error in Disconnect(): {exception}");
52685269
}
52695270

5270-
//var delay = GetWeeklyRestartDelay();
5271-
var delay = TimeSpan.FromMinutes(1);
5271+
var delay = GetWeeklyRestartDelay();
52725272

52735273
Log.Trace($"InteractiveBrokersBrokerage.OnIbAutomaterExited(): Delay before restart: {delay:d'd 'h'h 'm'm 's's'}");
52745274

@@ -5396,19 +5396,9 @@ private void CheckIbAutomaterError(StartResult result, bool throwException = tru
53965396
{
53975397
if (result.HasError)
53985398
{
5399-
if (result.ErrorCode == ErrorCode.TwoFactorConfirmationTimeout
5400-
/* TODO: && Is not first login */)
5399+
if (_pastFirstConnection && result.ErrorCode == ErrorCode.TwoFactorConfirmationTimeout)
54015400
{
5402-
_ibAutomater.Exited -= OnIbAutomaterExited;
5403-
_ibAutomater.Stop();
5404-
_ibAutomater.Exited += OnIbAutomaterExited;
5405-
5406-
// Send disconnect message so that the algorithm is killed if no user action is taken
5407-
OnMessage(BrokerageMessageEvent.Disconnected(result.ErrorMessage));
5408-
5409-
// Send specialized 2FA timeout message
5410-
OnMessage(new BrokerageMessageEvent(BrokerageMessageType.ActionRequired, "2FAAuthRequired",
5411-
"2FA authentication confirmation required to reconnect."));
5401+
return;
54125402
}
54135403
else
54145404
{

‎QuantConnect.InteractiveBrokersBrokerage/QuantConnect.InteractiveBrokersBrokerage.csproj‎

Lines changed: 6 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -30,8 +30,6 @@
3030
</ItemGroup>
3131

3232
<ItemGroup>
33-
<PackageReference Include="QuantConnect.Brokerages" Version="2.5.*" />
34-
<PackageReference Include="QuantConnect.Lean.Engine" Version="2.5.*" />
3533
<PackageReference Include="QuantConnect.IBAutomater" Version="2.0.85">
3634
<!--
3735
Content files of dependencies are excluded by default.
@@ -41,6 +39,12 @@
4139
</PackageReference>
4240
</ItemGroup>
4341

42+
<ItemGroup>
43+
<ProjectReference Include="..\..\Lean\Brokerages\QuantConnect.Brokerages.csproj" />
44+
<ProjectReference Include="..\..\Lean\Common\QuantConnect.csproj" />
45+
<ProjectReference Include="..\..\Lean\Engine\QuantConnect.Lean.Engine.csproj" />
46+
</ItemGroup>
47+
4448
<ItemGroup>
4549
<None Update="InteractiveBrokers\IB-symbol-map.json" Pack="True">
4650
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>

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