gahow/ibkr-quant
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Restart the Gateway when its historical data farm stops serving

Browse Source 
On 2026-10-12 the Gateway answered account requests but every bar request
timed out from 09:50 to 10:24 ET: make gateway reported OK, so the Gateway was
never restarted, and six retries 5 minutes apart gave up after 35 minutes. The
data came back only with the Gateway's daily restart.

ibkr-quant gateway --history also requires SPY daily bars within 30 s; the
trade job's ExecStartPre passes it, so ensure-gateway.sh restarts a Gateway
whose data farm is down. The trade job now retries every 10 minutes until
about 15:30 ET (34 starts in 6 h) instead of giving up after 35 minutes.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Gahow Wang
2026-10-12 23:27:16 -07:00
parent 8238651af6
commit e55c4ffbdb
5 changed files with 53 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
deploy/ensure-gateway.sh
View File

@@ -4,9 +4,12 @@
# with its API port still open (2026-09-29, for 9 hours): every request times
# out, yet java keeps running, so systemd's Restart= never fires.
# Runs before each job (ExecStartPre=make gateway) and by hand as `make gateway`.
# Arguments go to the probe: `--history` also requires daily bars, because the
# historical data farm can fail while account requests work (2026-10-12).
cd "$(dirname "$0")/.." || exit 1
probe() { uv run ibkr-quant gateway; }
PROBE_ARGS="$*"
probe() { uv run ibkr-quant gateway $PROBE_ARGS; }
probe && exit 0
# Gateway rides out short outages by reconnecting on its own; give it a minute.

17
deploy/systemd/ibkr-quant-trade.service
View File

@@ -1,17 +1,20 @@
[Unit]
Description=ibkr-quant daily run: today's bars, then MOC orders on rebalance sessions
After=ibgateway.service
# make gateway restarts a Gateway that has lost IBKR. Retries cover today's bar
# arriving late (delayed data) and Gateway restarts; make submit refuses to
# double-submit while orders are open.
StartLimitIntervalSec=7200
StartLimitBurst=6
# make gateway restarts a Gateway that has lost IBKR or its historical data
# farm. Retries cover today's bar arriving late (delayed data) and Gateway
# restarts; make submit refuses to double-submit while orders are open.
# Every 10 minutes from 09:50 until about 15:30 ET (34 starts), inside the
# 09:31-15:45 order window: on 2026-10-12 six retries 5 minutes apart gave up
# after 35 minutes while the data farm was down.
StartLimitIntervalSec=21600
StartLimitBurst=34
[Service]
Type=oneshot
WorkingDirectory=%h/projects/ibkr-quant
Environment=PATH=%h/.local/bin:/usr/local/bin:/usr/bin:/bin
ExecStartPre=/usr/bin/make gateway
ExecStartPre=/usr/bin/make gateway GATEWAY_ARGS=--history
ExecStart=/usr/bin/make bars submit
Restart=on-failure
RestartSec=300
RestartSec=600