Merge pull request 'ib_async: port to the new fork of `ib_insync`' (#77) from ib_async into main
Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/77main
commit
e9879fe531
|
|
@ -2,7 +2,7 @@
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|||
--------------
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more or less the "everything broker" for traditional and international
|
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markets. they are the "go to" provider for automatic retail trading
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and we interface to their APIs using the `ib_insync` project.
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and we interface to their APIs using the `ib_async` project.
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status
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******
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|
|
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@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
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- ``broker.py`` part for orders / trading endpoints
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- ``feed.py`` for real-time data feed endpoints
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- ``api.py`` for the core API machinery which is ``trio``-ized
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wrapping around ``ib_insync``.
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wrapping around `ib_async`.
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"""
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from .api import (
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|
|
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@ -111,7 +111,7 @@ def load_flex_trades(
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) -> dict[str, Any]:
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from ib_insync import flexreport, util
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from ib_async import flexreport, util
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conf = get_config()
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@ -154,8 +154,7 @@ def load_flex_trades(
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trade_entries,
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)
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ledger_dict: dict | None = None
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ledger_dict: dict|None
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for acctid in trades_by_account:
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trades_by_id = trades_by_account[acctid]
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|
|
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@ -20,6 +20,7 @@ runnable script-programs.
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'''
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from __future__ import annotations
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import asyncio
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from datetime import ( # noqa
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datetime,
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date,
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@ -140,7 +141,8 @@ async def data_reset_hack(
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except (
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OSError, # no VNC server avail..
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PermissionError, # asyncvnc pw fail..
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):
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) as _vnc_err:
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vnc_err = _vnc_err
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try:
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import i3ipc # noqa (since a deps dynamic check)
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except ModuleNotFoundError:
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@ -166,14 +168,22 @@ async def data_reset_hack(
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# localhost but no vnc-client or it borked..
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else:
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try_xdo_manual(client)
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log.error(
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'VNC CLICK HACK FAILE with,\n'
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f'{vnc_err!r}\n'
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)
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# breakpoint()
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# try_xdo_manual(client)
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case 'i3ipc_xdotool':
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try_xdo_manual(client)
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# i3ipc_xdotool_manual_click_hack()
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case _ as tech:
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raise RuntimeError(f'{tech} is not supported for reset tech!?')
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raise RuntimeError(
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f'{tech!r} is not supported for reset tech!?'
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)
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# we don't really need the ``xdotool`` approach any more B)
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return True
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@ -265,14 +275,39 @@ async def vnc_click_hack(
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# 640x1800
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await client.move(
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Point(
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500,
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500,
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500, # x from left
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400, # y from top
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)
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)
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# in case a prior dialog win is open/active.
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await client.press('ISO_Enter')
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# ensure the ib-gw window is active
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await client.click(MOUSE_BUTTON_LEFT)
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# send the hotkeys combo B)
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await client.press('Ctrl', 'Alt', key) # keys are stacked
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await client.press(
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'Ctrl',
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'Alt',
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key,
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) # NOTE, keys are stacked
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# XXX, sometimes a dialog asking if you want to "simulate
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# a reset" will show, in which case we want to select
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# "Yes" (by tabbing) and then hit enter.
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iters: int = 1
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delay: float = 0.3
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await asyncio.sleep(delay)
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for i in range(iters):
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log.info(f'Sending TAB {i}')
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await client.press('Tab')
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await asyncio.sleep(delay)
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for i in range(iters):
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log.info(f'Sending ENTER {i}')
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await client.press('KP_Enter')
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await asyncio.sleep(delay)
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def i3ipc_fin_wins_titled(
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|
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@ -15,7 +15,8 @@
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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Core API client machinery; mostly sane/useful wrapping around `ib_insync`..
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Core API client machinery; mostly sane/useful wrapping around
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`ib_async`..
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'''
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from __future__ import annotations
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@ -57,7 +58,7 @@ from pendulum import (
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Interval,
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)
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from eventkit import Event
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from ib_insync import (
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from ib_async import (
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client as ib_client,
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IB,
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Contract,
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|
@ -143,7 +144,7 @@ _bar_sizes = {
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_show_wap_in_history: bool = False
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# overrides to sidestep pretty questionable design decisions in
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# ``ib_insync``:
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# ``ib_async``:
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class NonShittyWrapper(Wrapper):
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def tcpDataArrived(self):
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"""Override time stamps to be floats for now.
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@ -183,7 +184,7 @@ class NonShittyIB(IB):
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'''
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def __init__(self):
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# override `ib_insync` internal loggers so we can see wtf
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# override `ib_async` internal loggers so we can see wtf
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# it's doing..
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self._logger = get_logger(
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name=__name__,
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@ -194,7 +195,7 @@ class NonShittyIB(IB):
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self.wrapper = NonShittyWrapper(self)
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self.client = ib_client.Client(self.wrapper)
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self.client._logger = get_logger(
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name='ib_insync.client',
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name='ib_async.client',
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)
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# self.errorEvent += self._onError
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@ -560,7 +561,7 @@ class Client:
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# f'Recursing for more bars:\n'
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)
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# XXX, debug!
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breakpoint()
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# breakpoint()
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# XXX ? TODO? recursively try to re-request?
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# => i think *NO* right?
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#
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@ -767,25 +768,48 @@ class Client:
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expiry: str = '',
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front: bool = False,
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) -> Contract:
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) -> Contract|list[Contract]:
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'''
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Get an unqualifed contract for the current "continous"
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future.
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When input params result in a so called "ambiguous contract"
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situation, we return the list of all matches provided by,
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`IB.qualifyContractsAsync(..., returnAll=True)`
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'''
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# it's the "front" contract returned here
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if front:
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con = (await self.ib.qualifyContractsAsync(
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ContFuture(symbol, exchange=exchange)
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))[0]
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else:
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con = (await self.ib.qualifyContractsAsync(
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Future(
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symbol,
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exchange=exchange,
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lastTradeDateOrContractMonth=expiry,
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cons = (
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await self.ib.qualifyContractsAsync(
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ContFuture(symbol, exchange=exchange),
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returnAll=True,
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)
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))[0]
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)
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else:
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cons = (
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await self.ib.qualifyContractsAsync(
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Future(
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symbol,
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exchange=exchange,
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lastTradeDateOrContractMonth=expiry,
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),
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returnAll=True,
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)
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)
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con = cons[0]
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if isinstance(con, list):
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log.warning(
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f'{len(con)!r} futes cons matched for input params,\n'
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f'symbol={symbol!r}\n'
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f'exchange={exchange!r}\n'
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f'expiry={expiry!r}\n'
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f'\n'
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f'cons:\n'
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f'{con!r}\n'
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)
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return con
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@ -878,7 +902,7 @@ class Client:
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currency='USD',
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exchange='PAXOS',
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)
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# XXX, on `ib_insync` when first tried this,
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# XXX, on `ib_async` when first tried this,
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# > Error 10299, reqId 141: Expected what to show is
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# > AGGTRADES, please use that instead of TRADES.,
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# > contract: Crypto(conId=479624278, symbol='BTC',
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@ -910,11 +934,17 @@ class Client:
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)
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exch = 'SMART' if not exch else exch
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contracts: list[Contract] = [con]
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if isinstance(con, list):
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contracts: list[Contract] = con
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else:
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contracts: list[Contract] = [con]
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if qualify:
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try:
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contracts: list[Contract] = (
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await self.ib.qualifyContractsAsync(con)
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await self.ib.qualifyContractsAsync(
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*contracts
|
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)
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)
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except RequestError as err:
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msg = err.message
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|
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@ -992,7 +1022,6 @@ class Client:
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async def get_sym_details(
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self,
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fqme: str,
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) -> tuple[
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Contract,
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ContractDetails,
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|
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@ -1092,7 +1121,7 @@ class Client:
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size: int,
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account: str, # if blank the "default" tws account is used
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# XXX: by default 0 tells ``ib_insync`` methods that there is no
|
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# XXX: by default 0 tells ``ib_async`` methods that there is no
|
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# existing order so ask the client to create a new one (which it
|
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# seems to do by allocating an int counter - collision prone..)
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reqid: int = None,
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|
|
@ -1281,7 +1310,7 @@ async def load_aio_clients(
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port: int = None,
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client_id: int = 6116,
|
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# the API TCP in `ib_insync` connection can be flaky af so instead
|
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# the API TCP in `ib_async` connection can be flaky af so instead
|
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# retry a few times to get the client going..
|
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connect_retries: int = 3,
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connect_timeout: float = 30, # in case a remote-host
|
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|
|
@ -1289,7 +1318,7 @@ async def load_aio_clients(
|
|||
|
||||
) -> dict[str, Client]:
|
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'''
|
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Return an ``ib_insync.IB`` instance wrapped in our client API.
|
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Return an ``ib_async.IB`` instance wrapped in our client API.
|
||||
|
||||
Client instances are cached for later use.
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||||
|
||||
|
|
@ -1631,6 +1660,7 @@ async def open_aio_client_method_relay(
|
|||
|
||||
) -> None:
|
||||
|
||||
# with tractor.devx.maybe_open_crash_handler() as _bxerr:
|
||||
# sync with `open_client_proxy()` caller
|
||||
chan.started_nowait(client)
|
||||
|
||||
|
|
@ -1640,7 +1670,11 @@ async def open_aio_client_method_relay(
|
|||
# relay all method requests to ``asyncio``-side client and deliver
|
||||
# back results
|
||||
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
||||
msg: tuple[str, dict]|dict|None = await chan.get()
|
||||
msg: (
|
||||
None
|
||||
|tuple[str, dict]
|
||||
|dict
|
||||
) = await chan.get()
|
||||
match msg:
|
||||
case None: # termination sentinel
|
||||
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
||||
|
|
@ -1742,7 +1776,7 @@ async def get_client(
|
|||
|
||||
) -> Client:
|
||||
'''
|
||||
Init the ``ib_insync`` client in another actor and return
|
||||
Init the ``ib_async`` client in another actor and return
|
||||
a method proxy to it.
|
||||
|
||||
'''
|
||||
|
|
|
|||
|
|
@ -35,14 +35,14 @@ from trio_typing import TaskStatus
|
|||
import tractor
|
||||
from tractor.to_asyncio import LinkedTaskChannel
|
||||
from tractor import trionics
|
||||
from ib_insync.contract import (
|
||||
from ib_async.contract import (
|
||||
Contract,
|
||||
)
|
||||
from ib_insync.order import (
|
||||
from ib_async.order import (
|
||||
Trade,
|
||||
OrderStatus,
|
||||
)
|
||||
from ib_insync.objects import (
|
||||
from ib_async.objects import (
|
||||
Fill,
|
||||
Execution,
|
||||
CommissionReport,
|
||||
|
|
@ -181,7 +181,7 @@ async def handle_order_requests(
|
|||
# validate
|
||||
order = BrokerdOrder(**request_msg)
|
||||
|
||||
# XXX: by default 0 tells ``ib_insync`` methods that
|
||||
# XXX: by default 0 tells ``ib_async`` methods that
|
||||
# there is no existing order so ask the client to create
|
||||
# a new one (which it seems to do by allocating an int
|
||||
# counter - collision prone..)
|
||||
|
|
@ -237,7 +237,7 @@ async def recv_trade_updates(
|
|||
) -> None:
|
||||
'''
|
||||
Receive and relay order control and positioning related events
|
||||
from `ib_insync`, pack as tuples and push over mem-chan to our
|
||||
from `ib_async`, pack as tuples and push over mem-chan to our
|
||||
trio relay task for processing and relay to EMS.
|
||||
|
||||
'''
|
||||
|
|
@ -303,7 +303,7 @@ async def recv_trade_updates(
|
|||
# much more then a few more pnl fields..
|
||||
# 'updatePortfolioEvent',
|
||||
|
||||
# XXX: these all seem to be weird ib_insync internal
|
||||
# XXX: these all seem to be weird ib_async internal
|
||||
# events that we probably don't care that much about
|
||||
# given the internal design is wonky af..
|
||||
# 'newOrderEvent',
|
||||
|
|
@ -499,7 +499,7 @@ async def open_trade_event_stream(
|
|||
] = trio.TASK_STATUS_IGNORED,
|
||||
):
|
||||
'''
|
||||
Proxy wrapper for starting trade event stream from ib_insync
|
||||
Proxy wrapper for starting trade event stream from ib_async
|
||||
which spawns an asyncio task that registers an internal closure
|
||||
(`push_tradies()`) which in turn relays trading events through
|
||||
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
|
||||
|
|
@ -991,6 +991,9 @@ _statuses: dict[str, str] = {
|
|||
# TODO: see a current ``ib_insync`` issue around this:
|
||||
# https://github.com/erdewit/ib_insync/issues/363
|
||||
'Inactive': 'pending',
|
||||
|
||||
# XXX, uhh wut the heck is this?
|
||||
'ValidationError': 'error',
|
||||
}
|
||||
|
||||
_action_map = {
|
||||
|
|
@ -1063,8 +1066,19 @@ async def deliver_trade_events(
|
|||
# TODO: for some reason we can receive a ``None`` here when the
|
||||
# ib-gw goes down? Not sure exactly how that's happening looking
|
||||
# at the eventkit code above but we should probably handle it...
|
||||
event_name: str
|
||||
item: (
|
||||
Trade
|
||||
|tuple[Trade, Fill]
|
||||
|CommissionReport
|
||||
|IbPosition
|
||||
|dict
|
||||
)
|
||||
async for event_name, item in trade_event_stream:
|
||||
log.info(f'Relaying `{event_name}`:\n{pformat(item)}')
|
||||
log.info(
|
||||
f'Relaying {event_name!r}:\n'
|
||||
f'{pformat(item)}\n'
|
||||
)
|
||||
match event_name:
|
||||
case 'orderStatusEvent':
|
||||
|
||||
|
|
@ -1075,11 +1089,12 @@ async def deliver_trade_events(
|
|||
trade: Trade = item
|
||||
reqid: str = str(trade.order.orderId)
|
||||
status: OrderStatus = trade.orderStatus
|
||||
status_str: str = _statuses[status.status]
|
||||
status_str: str = _statuses.get(
|
||||
status.status,
|
||||
'error',
|
||||
)
|
||||
remaining: float = status.remaining
|
||||
if (
|
||||
status_str == 'filled'
|
||||
):
|
||||
if status_str == 'filled':
|
||||
fill: Fill = trade.fills[-1]
|
||||
execu: Execution = fill.execution
|
||||
|
||||
|
|
@ -1110,6 +1125,12 @@ async def deliver_trade_events(
|
|||
# all units were cleared.
|
||||
status_str = 'closed'
|
||||
|
||||
elif status_str == 'error':
|
||||
log.error(
|
||||
f'IB reported error status for order ??\n'
|
||||
f'{status.status!r}\n'
|
||||
)
|
||||
|
||||
# skip duplicate filled updates - we get the deats
|
||||
# from the execution details event
|
||||
msg = BrokerdStatus(
|
||||
|
|
@ -1270,13 +1291,23 @@ async def deliver_trade_events(
|
|||
case 'error':
|
||||
# NOTE: see impl deats in
|
||||
# `Client.inline_errors()::push_err()`
|
||||
err: dict = item
|
||||
err: dict|str = item
|
||||
|
||||
# never relay errors for non-broker related issues
|
||||
# std case, never relay errors for non-order-control
|
||||
# related issues.
|
||||
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||
code: int = err['error_code']
|
||||
reason: str = err['reason']
|
||||
reqid: str = str(err['reqid'])
|
||||
if isinstance(err, dict):
|
||||
code: int = err['error_code']
|
||||
reason: str = err['reason']
|
||||
reqid: str = str(err['reqid'])
|
||||
|
||||
# XXX, sometimes you'll get just a `str` of the form,
|
||||
# '[code 104] connection failed' or something..
|
||||
elif isinstance(err, str):
|
||||
code_part, _, reason = err.rpartition(']')
|
||||
if code_part:
|
||||
_, _, code = code_part.partition('[code')
|
||||
reqid: str = '<unknown>'
|
||||
|
||||
# "Warning:" msg codes,
|
||||
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
||||
|
|
|
|||
|
|
@ -36,7 +36,7 @@ from typing import (
|
|||
)
|
||||
|
||||
from async_generator import aclosing
|
||||
import ib_insync as ibis
|
||||
import ib_async as ibis
|
||||
import numpy as np
|
||||
from pendulum import (
|
||||
now,
|
||||
|
|
@ -100,7 +100,7 @@ tick_types = {
|
|||
5: 'size',
|
||||
8: 'volume',
|
||||
|
||||
# ``ib_insync`` already packs these into
|
||||
# `ib_async` already packs these into
|
||||
# quotes under the following fields.
|
||||
55: 'trades_per_min', # `'tradeRate'`
|
||||
56: 'vlm_per_min', # `'volumeRate'`
|
||||
|
|
@ -201,6 +201,15 @@ async def open_history_client(
|
|||
fqme,
|
||||
timeframe,
|
||||
end_dt=end_dt,
|
||||
|
||||
# XXX WARNING, we don't actually use this inside
|
||||
# `Client.bars()` since it isn't really supported,
|
||||
# the API instead supports a "duration" of time style
|
||||
# from the `end_dt` (or at least that was the best
|
||||
# way to get it working sanely)..
|
||||
#
|
||||
# SO, with that in mind be aware that any downstream
|
||||
# logic based on this may be mostly futile Xp
|
||||
start_dt=start_dt,
|
||||
)
|
||||
latency = time.time() - query_start
|
||||
|
|
@ -278,19 +287,27 @@ async def open_history_client(
|
|||
trimmed_bars = bars_array[
|
||||
bars_array['time'] >= start_dt.timestamp()
|
||||
]
|
||||
if (
|
||||
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
|
||||
!=
|
||||
start_dt
|
||||
):
|
||||
# TODO! rm this once we're more confident it never hits!
|
||||
# breakpoint()
|
||||
raise RuntimeError(
|
||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
||||
f'start_dt: {start_dt}\n'
|
||||
f'first_dt: {first_dt}\n'
|
||||
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
||||
)
|
||||
# XXX, should NEVER get HERE!
|
||||
if trimmed_bars.size:
|
||||
trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
|
||||
if (
|
||||
trimmed_first_dt
|
||||
>=
|
||||
start_dt
|
||||
):
|
||||
msg: str = (
|
||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
||||
f'start_dt: {start_dt}\n'
|
||||
f'first_dt: {first_dt}\n'
|
||||
f'trimmed_first_dt: {trimmed_first_dt}\n'
|
||||
f'\n'
|
||||
f'Delivering shorted frame of {trimmed_bars.size!r}\n'
|
||||
)
|
||||
log.warning(msg)
|
||||
# TODO! rm this once we're more confident it
|
||||
# never breaks anything (in the caller)!
|
||||
# breakpoint()
|
||||
# raise RuntimeError(msg)
|
||||
|
||||
# XXX, overwrite with start_dt-limited frame
|
||||
bars_array = trimmed_bars
|
||||
|
|
@ -304,7 +321,7 @@ async def open_history_client(
|
|||
# TODO: it seems like we can do async queries for ohlc
|
||||
# but getting the order right still isn't working and I'm not
|
||||
# quite sure why.. needs some tinkering and probably
|
||||
# a lookthrough of the `ib_insync` machinery, for eg. maybe
|
||||
# a lookthrough of the `ib_async` machinery, for eg. maybe
|
||||
# we have to do the batch queries on the `asyncio` side?
|
||||
yield (
|
||||
get_hist,
|
||||
|
|
@ -1051,6 +1068,21 @@ def normalize(
|
|||
# ticker.rtTime.timestamp) / 1000.
|
||||
data.pop('rtTime')
|
||||
|
||||
# XXX, `ib_async` seems to set a
|
||||
# `'timezone': datetime.timezone.utc` in this `dict`
|
||||
# which is NOT IPC serializeable sin codec!
|
||||
#
|
||||
# pretty sure we don't need any of this field for now anyway?
|
||||
data.pop('defaults')
|
||||
|
||||
if lts := data.get('lastTimeStamp'):
|
||||
lts.replace(tzinfo=None)
|
||||
log.warning(
|
||||
f'Stripping `.tzinfo` from datetime\n'
|
||||
f'{lts}\n'
|
||||
)
|
||||
# breakpoint()
|
||||
|
||||
return data
|
||||
|
||||
|
||||
|
|
@ -1227,7 +1259,7 @@ async def stream_quotes(
|
|||
):
|
||||
# ?TODO? can we rm this - particularly for `ib_async`?
|
||||
# ugh, clear ticks since we've consumed them
|
||||
# (ahem, ib_insync is stateful trash)
|
||||
# (ahem, ib_async is stateful trash)
|
||||
# first_ticker.ticks = []
|
||||
|
||||
# only on first entry at feed boot up
|
||||
|
|
|
|||
|
|
@ -36,7 +36,7 @@ from pendulum import (
|
|||
parse,
|
||||
from_timestamp,
|
||||
)
|
||||
from ib_insync import (
|
||||
from ib_async import (
|
||||
Contract,
|
||||
Commodity,
|
||||
Fill,
|
||||
|
|
|
|||
|
|
@ -23,6 +23,7 @@ from contextlib import (
|
|||
nullcontext,
|
||||
)
|
||||
from decimal import Decimal
|
||||
from functools import partial
|
||||
import time
|
||||
from typing import (
|
||||
Awaitable,
|
||||
|
|
@ -30,8 +31,9 @@ from typing import (
|
|||
)
|
||||
|
||||
from rapidfuzz import process as fuzzy
|
||||
import ib_insync as ibis
|
||||
import ib_async as ibis
|
||||
import tractor
|
||||
from tractor.devx.pformat import ppfmt
|
||||
import trio
|
||||
|
||||
from piker.accounting import (
|
||||
|
|
@ -215,18 +217,19 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
|||
f'{ib_client}\n'
|
||||
)
|
||||
|
||||
last = time.time()
|
||||
last: float = time.time()
|
||||
async for pattern in stream:
|
||||
log.info(f'received {pattern}')
|
||||
now: float = time.time()
|
||||
|
||||
# TODO? check this is no longer true?
|
||||
# this causes tractor hang...
|
||||
# assert 0
|
||||
|
||||
assert pattern, 'IB can not accept blank search pattern'
|
||||
|
||||
# throttle search requests to no faster then 1Hz
|
||||
diff = now - last
|
||||
diff: float = now - last
|
||||
if diff < 1.0:
|
||||
log.debug('throttle sleeping')
|
||||
await trio.sleep(diff)
|
||||
|
|
@ -237,11 +240,12 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
|||
|
||||
if (
|
||||
not pattern
|
||||
or pattern.isspace()
|
||||
|
||||
or
|
||||
pattern.isspace()
|
||||
or
|
||||
# XXX: not sure if this is a bad assumption but it
|
||||
# seems to make search snappier?
|
||||
or len(pattern) < 1
|
||||
len(pattern) < 1
|
||||
):
|
||||
log.warning('empty pattern received, skipping..')
|
||||
|
||||
|
|
@ -254,36 +258,58 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
|||
# XXX: this unblocks the far end search task which may
|
||||
# hold up a multi-search nursery block
|
||||
await stream.send({})
|
||||
|
||||
continue
|
||||
|
||||
log.info(f'searching for {pattern}')
|
||||
log.info(
|
||||
f'Searching for FQME with,\n'
|
||||
f'pattern: {pattern!r}\n'
|
||||
)
|
||||
|
||||
last = time.time()
|
||||
last: float = time.time()
|
||||
|
||||
# async batch search using api stocks endpoint and module
|
||||
# defined adhoc symbol set.
|
||||
stock_results = []
|
||||
# async batch search using api stocks endpoint and
|
||||
# module defined adhoc symbol set.
|
||||
stock_results: list[dict] = []
|
||||
|
||||
async def extend_results(
|
||||
target: Awaitable[list]
|
||||
# ?TODO, how to type async-fn!?
|
||||
target: Awaitable[list],
|
||||
pattern: str,
|
||||
**kwargs,
|
||||
) -> None:
|
||||
try:
|
||||
results = await target
|
||||
results = await target(
|
||||
pattern=pattern,
|
||||
**kwargs,
|
||||
)
|
||||
client_repr: str = proxy._aio_ns.ib.client.__class__.__name__
|
||||
meth_repr: str = target.keywords["meth"]
|
||||
log.info(
|
||||
f'Search query,\n'
|
||||
f'{client_repr}.{meth_repr}(\n'
|
||||
f' pattern={pattern!r}\n'
|
||||
f' **kwargs={kwargs!r},\n'
|
||||
f') = {ppfmt(list(results))}'
|
||||
# XXX ^ just the keys since that's what
|
||||
# shows in UI results table.
|
||||
)
|
||||
except tractor.trionics.Lagged:
|
||||
print("IB SYM-SEARCH OVERRUN?!?")
|
||||
log.exception(
|
||||
'IB SYM-SEARCH OVERRUN?!?\n'
|
||||
)
|
||||
return
|
||||
|
||||
stock_results.extend(results)
|
||||
|
||||
for _ in range(10):
|
||||
with trio.move_on_after(3) as cs:
|
||||
async with trio.open_nursery() as sn:
|
||||
sn.start_soon(
|
||||
extend_results,
|
||||
proxy.search_symbols(
|
||||
async with trio.open_nursery() as tn:
|
||||
tn.start_soon(
|
||||
partial(
|
||||
extend_results,
|
||||
pattern=pattern,
|
||||
upto=5,
|
||||
target=proxy.search_symbols,
|
||||
upto=10,
|
||||
),
|
||||
)
|
||||
|
||||
|
|
@ -313,7 +339,9 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
|||
# adhoc_match_results = {i[0]: {} for i in
|
||||
# adhoc_matches}
|
||||
|
||||
log.debug(f'fuzzy matching stocks {stock_results}')
|
||||
log.debug(
|
||||
f'fuzzy matching stocks {ppfmt(stock_results)}'
|
||||
)
|
||||
stock_matches = fuzzy.extract(
|
||||
pattern,
|
||||
stock_results,
|
||||
|
|
@ -327,7 +355,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
|||
# TODO: we used to deliver contract details
|
||||
# {item[2]: item[0] for item in stock_matches}
|
||||
|
||||
log.debug(f"sending matches: {matches.keys()}")
|
||||
log.debug(
|
||||
f'Sending final matches\n'
|
||||
f'{matches.keys()}'
|
||||
)
|
||||
await stream.send(matches)
|
||||
|
||||
|
||||
|
|
@ -522,7 +553,11 @@ async def get_mkt_info(
|
|||
if atype == 'commodity':
|
||||
venue: str = 'cmdty'
|
||||
else:
|
||||
venue = con.primaryExchange or con.exchange
|
||||
venue: str = (
|
||||
con.primaryExchange
|
||||
or
|
||||
con.exchange
|
||||
)
|
||||
|
||||
price_tick: Decimal = Decimal(str(details.minTick))
|
||||
ib_min_tick_gt_2: Decimal = Decimal('0.01')
|
||||
|
|
|
|||
|
|
@ -41,8 +41,9 @@ from pendulum import (
|
|||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ib_insync import (
|
||||
from ib_async import (
|
||||
TradingSession,
|
||||
Contract,
|
||||
ContractDetails,
|
||||
)
|
||||
from exchange_calendars.exchange_calendars import (
|
||||
|
|
@ -82,8 +83,20 @@ def has_holiday(
|
|||
|
||||
'''
|
||||
tz: str = con_deats.timeZoneId
|
||||
exch: str = con_deats.contract.primaryExchange
|
||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
||||
con: Contract = con_deats.contract
|
||||
exch: str = (
|
||||
con.primaryExchange
|
||||
or
|
||||
con.exchange
|
||||
)
|
||||
|
||||
# XXX, ad-hoc handle any IB exchange which are non-std
|
||||
# via lookup table..
|
||||
std_exch: dict = {
|
||||
'ARCA': 'ARCX',
|
||||
}.get(exch, exch)
|
||||
|
||||
cal: ExchangeCalendar = xcals.get_calendar(std_exch)
|
||||
end: datetime = period.end
|
||||
# _start: datetime = period.start
|
||||
# ?TODO, can rm ya?
|
||||
|
|
@ -236,7 +249,7 @@ def is_venue_closure(
|
|||
#
|
||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||
# and was originally thot to be needed before learning about
|
||||
# `ib_insync.contract.ContractDetails._parseSessions()` and
|
||||
# `ib_async.contract.ContractDetails._parseSessions()` and
|
||||
# it's downstream meths..
|
||||
#
|
||||
# This is still likely useful to keep for now to parse the
|
||||
|
|
|
|||
|
|
@ -19,7 +19,6 @@ Platform configuration (files) mgmt.
|
|||
|
||||
"""
|
||||
import platform
|
||||
import sys
|
||||
import os
|
||||
import shutil
|
||||
from typing import (
|
||||
|
|
@ -29,6 +28,7 @@ from typing import (
|
|||
from pathlib import Path
|
||||
|
||||
from bidict import bidict
|
||||
import platformdirs
|
||||
import tomlkit
|
||||
try:
|
||||
import tomllib
|
||||
|
|
@ -41,7 +41,7 @@ from .log import get_logger
|
|||
log = get_logger('broker-config')
|
||||
|
||||
|
||||
# XXX NOTE: taken from `click`
|
||||
# XXX NOTE: orig impl was taken from `click`
|
||||
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
||||
#
|
||||
# (since apparently they have some super weirdness with SIGINT and
|
||||
|
|
@ -54,44 +54,21 @@ def get_app_dir(
|
|||
force_posix: bool = False,
|
||||
|
||||
) -> str:
|
||||
r"""Returns the config folder for the application. The default behavior
|
||||
'''
|
||||
Returns the config folder for the application. The default behavior
|
||||
is to return whatever is most appropriate for the operating system.
|
||||
|
||||
To give you an idea, for an app called ``"Foo Bar"``, something like
|
||||
the following folders could be returned:
|
||||
----
|
||||
NOTE, below is originally from `click` impl fn, we can prolly remove?
|
||||
----
|
||||
|
||||
Mac OS X:
|
||||
``~/Library/Application Support/Foo Bar``
|
||||
Mac OS X (POSIX):
|
||||
``~/.foo-bar``
|
||||
Unix:
|
||||
``~/.config/foo-bar``
|
||||
Unix (POSIX):
|
||||
``~/.foo-bar``
|
||||
Win XP (roaming):
|
||||
``C:\Documents and Settings\<user>\Local Settings\Application Data\Foo``
|
||||
Win XP (not roaming):
|
||||
``C:\Documents and Settings\<user>\Application Data\Foo Bar``
|
||||
Win 7 (roaming):
|
||||
``C:\Users\<user>\AppData\Roaming\Foo Bar``
|
||||
Win 7 (not roaming):
|
||||
``C:\Users\<user>\AppData\Local\Foo Bar``
|
||||
|
||||
.. versionadded:: 2.0
|
||||
|
||||
:param app_name: the application name. This should be properly capitalized
|
||||
and can contain whitespace.
|
||||
:param roaming: controls if the folder should be roaming or not on Windows.
|
||||
Has no affect otherwise.
|
||||
:param force_posix: if this is set to `True` then on any POSIX system the
|
||||
folder will be stored in the home folder with a leading
|
||||
dot instead of the XDG config home or darwin's
|
||||
application support folder.
|
||||
"""
|
||||
|
||||
def _posixify(name):
|
||||
return "-".join(name.split()).lower()
|
||||
|
||||
'''
|
||||
# NOTE: for testing with `pytest` we leverage the `tmp_dir`
|
||||
# fixture to generate (and clean up) a test-request-specific
|
||||
# directory for isolated configuration files such that,
|
||||
|
|
@ -117,23 +94,30 @@ def get_app_dir(
|
|||
# assert testdirpath.exists(), 'piker test harness might be borked!?'
|
||||
# app_name = str(testdirpath)
|
||||
|
||||
if platform.system() == 'Windows':
|
||||
key = "APPDATA" if roaming else "LOCALAPPDATA"
|
||||
folder = os.environ.get(key)
|
||||
if folder is None:
|
||||
folder = os.path.expanduser("~")
|
||||
return os.path.join(folder, app_name)
|
||||
os_name: str = platform.system()
|
||||
conf_dir: Path = platformdirs.user_config_path()
|
||||
app_dir: Path = conf_dir / app_name
|
||||
|
||||
# ?TODO, from `click`; can remove?
|
||||
if force_posix:
|
||||
def _posixify(name):
|
||||
return "-".join(name.split()).lower()
|
||||
|
||||
return os.path.join(
|
||||
os.path.expanduser("~/.{}".format(_posixify(app_name))))
|
||||
if sys.platform == "darwin":
|
||||
return os.path.join(
|
||||
os.path.expanduser("~/Library/Application Support"), app_name
|
||||
os.path.expanduser(
|
||||
"~/.{}".format(
|
||||
_posixify(app_name)
|
||||
)
|
||||
)
|
||||
)
|
||||
return os.path.join(
|
||||
os.environ.get("XDG_CONFIG_HOME", os.path.expanduser("~/.config")),
|
||||
_posixify(app_name),
|
||||
|
||||
log.info(
|
||||
f'Using user config directory,\n'
|
||||
f'platform.system(): {os_name!r}\n'
|
||||
f'conf_dir: {conf_dir!r}\n'
|
||||
f'app_dir: {conf_dir!r}\n'
|
||||
)
|
||||
return app_dir
|
||||
|
||||
|
||||
_click_config_dir: Path = Path(get_app_dir('piker'))
|
||||
|
|
@ -250,7 +234,9 @@ def repodir() -> Path:
|
|||
repodir: Path = Path(os.environ.get('GITHUB_WORKSPACE'))
|
||||
confdir: Path = repodir / 'config'
|
||||
|
||||
assert confdir.is_dir(), f'{confdir} DNE, {repodir} is likely incorrect!'
|
||||
assert confdir.is_dir(), (
|
||||
f'{confdir} DNE, {repodir} is likely incorrect!'
|
||||
)
|
||||
return repodir
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -249,10 +249,20 @@ async def maybe_fill_null_segments(
|
|||
end_dt=end_dt,
|
||||
)
|
||||
|
||||
if array.size == 0:
|
||||
log.warning(
|
||||
f'Valid gap from backend ??\n'
|
||||
f'{end_dt} -> {start_dt}\n'
|
||||
)
|
||||
# ?TODO? do we want to remove the nulls and push
|
||||
# the close price here for the gap duration?
|
||||
await tractor.pause()
|
||||
break
|
||||
|
||||
if (
|
||||
frame_start_dt := (
|
||||
from_timestamp(array['time'][0])
|
||||
) < backfill_until_dt
|
||||
frame_start_dt := (from_timestamp(array['time'][0]))
|
||||
<
|
||||
backfill_until_dt
|
||||
):
|
||||
log.error(
|
||||
f'Invalid frame_start !?\n'
|
||||
|
|
@ -614,10 +624,17 @@ async def start_backfill(
|
|||
|
||||
else:
|
||||
log.warning(
|
||||
'0 BARS TO PUSH after diff!?\n'
|
||||
f'0 BARS TO PUSH after diff!?\n'
|
||||
f'{next_start_dt} -> {last_start_dt}'
|
||||
f'\n'
|
||||
f'This might mean we rxed a gap frame which starts BEFORE,\n'
|
||||
f'backfill_until_dt: {backfill_until_dt}\n'
|
||||
f'end_dt_param: {end_dt_param}\n'
|
||||
|
||||
)
|
||||
await tractor.pause()
|
||||
# XXX, to debug it and be sure.
|
||||
# await tractor.pause()
|
||||
break
|
||||
|
||||
# Check if we're about to exceed buffer capacity BEFORE
|
||||
# attempting the push
|
||||
|
|
|
|||
|
|
@ -34,6 +34,7 @@ import uuid
|
|||
|
||||
from bidict import bidict
|
||||
import tractor
|
||||
from tractor.devx.pformat import ppfmt
|
||||
import trio
|
||||
|
||||
from piker import config
|
||||
|
|
@ -1207,11 +1208,10 @@ async def process_trade_msg(
|
|||
f'\n'
|
||||
f'=> CANCELLING ORDER DIALOG <=\n'
|
||||
|
||||
# from tractor.devx.pformat import ppfmt
|
||||
# !TODO LOL, wtf the msg is causing
|
||||
# a recursion bug!
|
||||
# -[ ] get this shit on msgspec stat!
|
||||
# f'{ppfmt(broker_msg)}'
|
||||
f'{ppfmt(broker_msg)}'
|
||||
)
|
||||
# do all the things for a cancel:
|
||||
# - drop order-msg dialog from client table
|
||||
|
|
|
|||
|
|
@ -52,7 +52,6 @@ dependencies = [
|
|||
"bidict >=0.23.1",
|
||||
"colorama >=0.4.6, <0.5.0",
|
||||
"colorlog >=6.7.0, <7.0.0",
|
||||
"ib-insync >=0.9.86, <0.10.0",
|
||||
"numpy>=2.0",
|
||||
"polars >=0.20.6",
|
||||
"polars-fuzzy-match>=0.1.5",
|
||||
|
|
@ -76,6 +75,8 @@ dependencies = [
|
|||
"numba>=0.61.0",
|
||||
"pyvnc",
|
||||
"exchange-calendars>=4.13.1",
|
||||
"ib-async>=2.1.0",
|
||||
"aeventkit>=2.1.0", # XXX, imports as eventkit?
|
||||
]
|
||||
# ------ dependencies ------
|
||||
# NOTE, by default we ship only a "headless" deps set bc
|
||||
|
|
|
|||
41
uv.lock
41
uv.lock
|
|
@ -7,6 +7,18 @@ resolution-markers = [
|
|||
"sys_platform != 'emscripten' and sys_platform != 'win32'",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "aeventkit"
|
||||
version = "2.1.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "numpy" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/5c/8c/c08db1a1910f8d04ec6a524de522edd0bac181bdf94dbb01183f7685cd77/aeventkit-2.1.0.tar.gz", hash = "sha256:4e7d81bb0a67227121da50a23e19e5bbf13eded541a9f4857eeb6b7b857b738a", size = 24703, upload-time = "2025-06-22T15:54:03.961Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/8d/8c/2a4b912b1afa201b25bdd0f5bccf96d5a8b5dccb6131316a8dd2d9cabcc1/aeventkit-2.1.0-py3-none-any.whl", hash = "sha256:962d43f79e731ac43527f2d0defeed118e6dbaa85f1487f5667540ebb8f00729", size = 26678, upload-time = "2025-06-22T15:54:02.141Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "aiodns"
|
||||
version = "3.6.0"
|
||||
|
|
@ -351,18 +363,6 @@ wheels = [
|
|||
{ url = "https://files.pythonhosted.org/packages/56/01/6f77d042b83260ef9ed73ea9647dfa0ef8414eba0a3fc57a509a088ad39b/elasticsearch-8.19.2-py3-none-any.whl", hash = "sha256:c16ba20c4c76cf6952e836dae7f4e724e00ba7bf31b94b79472b873683accdd4", size = 949706, upload-time = "2025-10-28T16:36:41.003Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "eventkit"
|
||||
version = "1.0.3"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "numpy" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/16/1e/0fac4e45d71ace143a2673ec642701c3cd16f833a0e77a57fa6a40472696/eventkit-1.0.3.tar.gz", hash = "sha256:99497f6f3c638a50ff7616f2f8cd887b18bbff3765dc1bd8681554db1467c933", size = 28320, upload-time = "2023-12-11T11:41:35.339Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/93/d9/7497d650b69b420e1a913329a843e16c715dac883750679240ef00a921e2/eventkit-1.0.3-py3-none-any.whl", hash = "sha256:0e199527a89aff9d195b9671ad45d2cc9f79ecda0900de8ecfb4c864d67ad6a2", size = 31837, upload-time = "2023-12-11T11:41:33.358Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "exceptiongroup"
|
||||
version = "1.3.1"
|
||||
|
|
@ -538,16 +538,17 @@ wheels = [
|
|||
]
|
||||
|
||||
[[package]]
|
||||
name = "ib-insync"
|
||||
version = "0.9.86"
|
||||
name = "ib-async"
|
||||
version = "2.1.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "eventkit" },
|
||||
{ name = "aeventkit" },
|
||||
{ name = "nest-asyncio" },
|
||||
{ name = "tzdata" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/55/bb/733d5c81c8c2f54e90898afc7ff3a99f4d53619e6917c848833f9cc1ab56/ib_insync-0.9.86.tar.gz", hash = "sha256:73af602ca2463f260999970c5bd937b1c4325e383686eff301743a4de08d381e", size = 69859, upload-time = "2023-07-02T12:43:31.968Z" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/30/4d/dfc1da8224c3ffcdcd668da7283c4e5f14239a07f83ea66af99700296fc3/ib_async-2.1.0.tar.gz", hash = "sha256:6a03a87d6c06acacb0217a5bea60a8a168ecd5b5a7e86e1c73678d5b48cbc796", size = 87678, upload-time = "2025-12-08T01:42:32.004Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/8f/f3/28ea87be30570f4d6b8fd24380d12fa74e59467ee003755e76aeb29082b8/ib_insync-0.9.86-py3-none-any.whl", hash = "sha256:a61fbe56ff405d93d211dad8238d7300de76dd6399eafc04c320470edec9a4a4", size = 72980, upload-time = "2023-07-02T12:43:29.928Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/80/e7/8f33801788c66f15e9250957ff7f53a8000843f79af1a3ed7a96def0e96b/ib_async-2.1.0-py3-none-any.whl", hash = "sha256:f6d8b991bdbd6dd38e700c61b3dced06ebe0f14be4e5263e2ef10ba10b88d434", size = 88876, upload-time = "2025-12-08T01:42:30.883Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
|
|
@ -933,6 +934,7 @@ name = "piker"
|
|||
version = "0.1.0a0.dev0"
|
||||
source = { editable = "." }
|
||||
dependencies = [
|
||||
{ name = "aeventkit" },
|
||||
{ name = "async-generator" },
|
||||
{ name = "attrs" },
|
||||
{ name = "bidict" },
|
||||
|
|
@ -941,7 +943,7 @@ dependencies = [
|
|||
{ name = "cryptofeed" },
|
||||
{ name = "exchange-calendars" },
|
||||
{ name = "httpx" },
|
||||
{ name = "ib-insync" },
|
||||
{ name = "ib-async" },
|
||||
{ name = "msgspec" },
|
||||
{ name = "numba" },
|
||||
{ name = "numpy" },
|
||||
|
|
@ -1009,6 +1011,7 @@ uis = [
|
|||
|
||||
[package.metadata]
|
||||
requires-dist = [
|
||||
{ name = "aeventkit", specifier = ">=2.1.0" },
|
||||
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
|
||||
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
|
||||
{ name = "bidict", specifier = ">=0.23.1" },
|
||||
|
|
@ -1017,7 +1020,7 @@ requires-dist = [
|
|||
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
|
||||
{ name = "exchange-calendars", specifier = ">=4.13.1" },
|
||||
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" },
|
||||
{ name = "ib-insync", specifier = ">=0.9.86,<0.10.0" },
|
||||
{ name = "ib-async", specifier = ">=2.1.0" },
|
||||
{ name = "msgspec", specifier = ">=0.19.0,<0.20" },
|
||||
{ name = "numba", specifier = ">=0.61.0" },
|
||||
{ name = "numpy", specifier = ">=2.0" },
|
||||
|
|
|
|||
Loading…
Reference in New Issue