.ib.broker: lazily qualify contracts on order req
Post (datad|brokerd)-split the trading actor's `Client._contracts` cache is never warmed by in-proc feed setup (that now happens in the `datad.ib` sibling) so ALL live submissions failed with "no live feed?" at `Client.submit_limit()`; `brokerd` must be able to submit orders without any feed registered in its own subactor. Deats, - thread the acct `proxies` table into `handle_order_requests()` and, on a `_contracts` cache-miss for the req's fqme, lazily run the same `get_mkt_info(fqme, proxy=...)` symbology ep the feed-side uses; it writes the `mkt.bs_fqme` key `submit_limit()` looks up (and warms `_cons2mkts` which the position-audit path also needs) on exactly the same aio `Client` instance. - guard `submit_limit()` w/ a try/except -> `BrokerdError` relay so a single bad submission degrades to an EMS error msg instead of crashing the dialog (and causing the `TrioTaskExited` teardown storm seen in testing). - fix the (non-f-string..) raise msg in `Client.submit_limit()` and doc the new lazy-qualify contract; the bug was foretold by the TODO in `.symbols.get_mkt_info()` B) (this patch was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Prompt-IO: ai/prompt-io/claude/20260610T213549Z_f084e899_prompt_io.mddatad_service
parent
f084e89991
commit
456c6a5567
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@ -0,0 +1,60 @@
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---
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model: claude-fable-5[1m]
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service: claude
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session: 32d15f9a-b2d3-4c26-bdc9-190219141a25
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timestamp: 2026-06-10T21:35:49Z
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git_ref: datad_service
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diff_cmd: git log -1 -p --follow -- ai/prompt-io/claude/20260610T213549Z_f084e899_prompt_io.md
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scope: code
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substantive: true
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raw_file: 20260610T213549Z_f084e899_prompt_io.raw.md
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---
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## Prompt
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User bug report from live `ib` testing of the
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(datad|brokerd)-split branch:
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> ok doing some testing and noticing live orders do not
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> work otb, pikerd show this on live submission,
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> [pdb traceback: `RuntimeError("Can not order
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> {symbol}, no live feed?")` at `ib/api.py:1152`
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> `submit_limit()` with `self._contracts == {}` in the
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> `brokerd.ib` actor + a `TrioTaskExited` teardown
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> cascade]
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Follow-up user direction fixing the design intent:
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> i think the main thing here is that [brokerd] should
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> be able to always submit orders without a live feed
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> being up and registered in the same subactor right?
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## Response summary
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Root cause: pre-split the feed code populated the
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actor-local `Client._contracts` cache (via
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`get_mkt_info()` writing `mkt.bs_fqme` keys) in the
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SAME process as order submission; post-split the
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trading actor's client is never warmed. Fix: lazily
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qualify + cache the contract per order request in
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`handle_order_requests()` by running the same
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`get_mkt_info(fqme, proxy=...)` ep the feed side uses,
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plus per-order error relay (`BrokerdError`) so one bad
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submission can't crash the whole trades dialog (the
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`TrioTaskExited` storm was teardown cascade from the
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original raise).
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## Files changed
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- `piker/brokers/ib/broker.py` — thread `proxies` into
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`handle_order_requests()`; lazy contract qualify on
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cache-miss; guard `submit_limit()` w/ `BrokerdError`
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relay; uncomment the (anticipatory) `get_mkt_info`
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import
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- `piker/brokers/ib/api.py` — fix the non-f-string
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raise msg + document the new qualification contract
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## Human edits
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None — committed as generated. Live `ib` order retest
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performed by the human post-commit.
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@ -0,0 +1,57 @@
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---
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model: claude-fable-5[1m]
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service: claude
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timestamp: 2026-06-10T21:35:49Z
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git_ref: datad_service
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diff_cmd: git log -1 -p --follow -- ai/prompt-io/claude/20260610T213549Z_f084e899_prompt_io.md
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---
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NOTE: diff-ref mode entry (code committed in the same
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commit as this log); recorded from the live debug
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session per the `/prompt-io` skill rules.
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> `git log -1 -p --follow -- piker/brokers/ib/broker.py`
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> `git log -1 -p --follow -- piker/brokers/ib/api.py`
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Key diagnostic chain (from session):
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- pdb showed `Client._contracts == {}` inside
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`brokerd.ib`'s `submit_limit()`; the cache has
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exactly TWO write sites: `Client.find_contracts()`
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(api.py, keys `f'{sym}.{exch}.ib'`) and
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`symbols.get_mkt_info()` (key `mkt.bs_fqme`, eg.
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'nvda.nasdaq' — NO `.ib` suffix).
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- `BrokerdOrder.symbol` arrives as the bs_fqme form
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('nvda.nasdaq') so ONLY the `get_mkt_info()` write
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site produces the key `submit_limit()` reads —
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ie. pre-split it was the feed's in-proc
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`get_mkt_info(sym, proxy=proxy)` call keeping orders
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working, NOT `find_contracts()`.
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- the existing TODO at `symbols.py:642-644` literally
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predicted this: "this is going to be problematic
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if/when we split out the datad vs. brokerd actors
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since the mktmap lookup table will now be
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inaccessible.."
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- instance identity verified: `proxy._aio_ns` IS the
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same `Client` obj as `_accounts2clients[account]`
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(both sourced from the `load_aio_clients()` cache via
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`open_client_proxies()`), so a brokerd-side
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`get_mkt_info(fqme, proxy=proxies[account])` warms
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exactly the dict `submit_limit()` reads. It also
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populates `client._cons2mkts` which the
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position-audit path (`broker.py` backup-table code)
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needs in this actor anyway.
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- the `TrioTaskExited` storm in the user's log
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(`recv_trade_updates`, `open_aio_client_method_relay`
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aio tasks) is teardown cascade: the raise crashed
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`handle_order_requests` -> nursery teardown ripped
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the trio sides of still-running aio relay tasks.
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Hence the added per-order try/except ->
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`BrokerdError` relay hardening so a single bad
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submission degrades to an EMS error msg instead of
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killing the backend's entire order-ctl dialog.
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Verification: `tests/test_services.py` (5 passed) +
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`tests/test_ems.py` (6 passed) regression-green; live
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`ib` submission retest delegated to the human (needs a
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running TWS/gw).
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@ -1146,10 +1146,16 @@ class Client:
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try:
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con: Contract = self._contracts[symbol]
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except KeyError:
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# require that the symbol has been previously cached by
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# a data feed request - ensure we aren't making orders
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# against non-known prices.
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raise RuntimeError("Can not order {symbol}, no live feed?")
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# require that the mkt's contract has been previously
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# qualified and cached (see `.symbols.get_mkt_info()`
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# which is run for any feed-init OR lazily by the
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# order-request handler in `.broker`) - ensures we
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# aren't making orders against unknown contracts.
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raise RuntimeError(
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f'Can not order {symbol!r}, '
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f'no qualified contract cached!?\n'
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f'_contracts: {list(self._contracts)!r}\n'
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)
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try:
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trade = self.ib.placeOrder(
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@ -90,7 +90,7 @@ from .api import (
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)
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from .symbols import (
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con2fqme,
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# get_mkt_info,
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get_mkt_info,
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)
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from .ledger import (
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norm_trade_records,
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@ -138,6 +138,7 @@ async def handle_order_requests(
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ems_order_stream: tractor.MsgStream,
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accounts_def: dict[str, str],
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flows: OrderDialogs,
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proxies: dict[str, MethodProxy],
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) -> None:
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@ -180,6 +181,41 @@ async def handle_order_requests(
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if action in {'buy', 'sell'}:
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# validate
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order = BrokerdOrder(**request_msg)
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fqme: str = order.symbol
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# XXX: lazily qualify and cache the contract for
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# this mkt since, post the (datad|brokerd)-split,
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# this trading-only actor will NOT have had its
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# (api) `Client._contracts` pre-warmed by any
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# in-proc feed setup (which now runs in the
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# `datad.ib` sibling); we run the SAME symbology
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# resolution ep the feed-side uses so the cache
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# key (`MktPair.bs_fqme`) matches what
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# `Client.submit_limit()` looks up.
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if fqme not in client._contracts:
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proxy: MethodProxy = proxies[account]
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try:
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await get_mkt_info(
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fqme,
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proxy=proxy,
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)
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except Exception as err:
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log.exception(
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f'Failed to qualify contract for\n'
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f'fqme: {fqme!r}\n'
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)
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await ems_order_stream.send(
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BrokerdError(
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oid=oid,
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symbol=fqme,
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reason=(
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f'No contract could be '
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f'qualified for {fqme!r}:\n'
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f'{err!r}'
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),
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)
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)
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continue
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# XXX: by default 0 tells ``ib_async`` methods that
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# there is no existing order so ask the client to create
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@ -191,15 +227,34 @@ async def handle_order_requests(
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reqid = int(reqid)
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# call our client api to submit the order
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reqid = client.submit_limit(
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oid=order.oid,
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symbol=order.symbol,
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price=order.price,
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action=order.action,
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size=order.size,
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account=acct_number,
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reqid=reqid,
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)
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# NOTE: guard with order-error relay (vs. crashing
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# this dialog and thus ALL order ctl for the
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# backend) so one bad submission can't take down
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# the daemon's clearing loop.
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try:
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reqid = client.submit_limit(
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oid=order.oid,
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symbol=fqme,
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price=order.price,
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action=order.action,
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size=order.size,
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account=acct_number,
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reqid=reqid,
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)
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except Exception as err:
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log.exception(
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f'Order submission failed for\n'
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f'fqme: {fqme!r}\n'
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)
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await ems_order_stream.send(
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BrokerdError(
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oid=oid,
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symbol=fqme,
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reason=f'Submission error: {err!r}',
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)
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)
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continue
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str_reqid: str = str(reqid)
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if reqid is None:
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err_msg = BrokerdError(
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@ -801,6 +856,7 @@ async def open_trade_dialog(
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ems_stream,
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accounts_def,
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flows,
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proxies,
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)
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# allocate event relay tasks for each client connection
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Loading…
Reference in New Issue