From 72c4a4366bd07858a0909e74cf717c03d7065fbf Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Mon, 1 Mar 2021 12:01:48 -0500
Subject: [PATCH] Tag TWS trade events

---
 piker/brokers/ib.py | 23 ++++++++++++++---------
 1 file changed, 14 insertions(+), 9 deletions(-)

diff --git a/piker/brokers/ib.py b/piker/brokers/ib.py
index 1577f0f6..3ed40876 100644
--- a/piker/brokers/ib.py
+++ b/piker/brokers/ib.py
@@ -908,11 +908,10 @@ async def stream_quotes(
     # TODO: support multiple subscriptions
     sym = symbols[0]
 
-    async with trio.open_nursery() as n:
-        contract, first_ticker, details = await _trio_run_client_method(
-            method='get_quote',
-            symbol=sym,
-        )
+    contract, first_ticker, details = await _trio_run_client_method(
+        method='get_quote',
+        symbol=sym,
+    )
 
     stream = await _trio_run_client_method(
         method='stream_ticker',
@@ -986,7 +985,6 @@ async def stream_quotes(
         # for "traditional" assets, volume is normally discreet, not a float
         syminfo['lot_tick_size'] = 0.0
 
-
         # TODO: for loop through all symbols passed in
         init_msgs = {
             # pass back token, and bool, signalling if we're the writer
@@ -1202,7 +1200,8 @@ async def stream_trades(
 
                 # supposedly IB server fill time
                 'broker_time': execu.time,  # converted to float by us
-                'time': fill.time,  # ns from main TCP handler by us inside ``ib_insync`` override
+                # ns from main TCP handler by us inside ``ib_insync`` override
+                'time': fill.time,
                 'time_ns': time.time_ns(),  # cuz why not
                 'action': action_map[execu.side],
                 'size': execu.shares,
@@ -1220,7 +1219,13 @@ async def stream_trades(
             if msg['reqid'] == -1:
                 log.error(pformat(msg))
 
-                # don't forward, it's pointless..
-                continue
+            # don't forward, it's pointless..
+            continue
+
+        if msg['reqid'] < -1:
+            # it's a trade event generated by TWS usage.
+            log.warning(f"TWS triggered trade:\n{pformat(msg)}")
+
+            msg['reqid'] = 'tws-' + msg['reqid']
 
         yield {'local_trades': (event_name, msg)}