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No commits in common. "f2ace1b63b9a4ee5cceefe45b6d892271f0bc8d3" and "ee09f519a925f1c28819ba146ae7a086d7006d92" have entirely different histories.
f2ace1b63b
...
ee09f519a9
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@ -768,48 +768,26 @@ class Client:
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expiry: str = '',
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front: bool = False,
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) -> Contract|list[Contract]:
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) -> 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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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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)
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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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cons = (
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await self.ib.qualifyContractsAsync(
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cons = (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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))
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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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@ -934,17 +912,11 @@ class Client:
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)
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exch = 'SMART' if not exch else exch
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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(
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*contracts
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)
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await self.ib.qualifyContractsAsync(con)
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)
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except RequestError as err:
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msg = err.message
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@ -1291,24 +1291,14 @@ async def deliver_trade_events(
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case 'error':
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# NOTE: see impl deats in
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# `Client.inline_errors()::push_err()`
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err: dict|str = item
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err: dict = item
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# std case, never relay errors for non-order-control
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# related issues.
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# never relay errors for non-broker related issues
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# https://interactivebrokers.github.io/tws-api/message_codes.html
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if isinstance(err, dict):
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code: int = err['error_code']
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reason: str = err['reason']
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reqid: str = str(err['reqid'])
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# XXX, sometimes you'll get just a `str` of the form,
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# '[code 104] connection failed' or something..
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elif isinstance(err, str):
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code_part, _, reason = err.rpartition(']')
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if code_part:
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_, _, code = code_part.partition('[code')
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reqid: str = '<unknown>'
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# "Warning:" msg codes,
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# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
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# - 2109: 'Outside Regular Trading Hours'
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@ -201,15 +201,6 @@ async def open_history_client(
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fqme,
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timeframe,
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end_dt=end_dt,
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# XXX WARNING, we don't actually use this inside
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# `Client.bars()` since it isn't really supported,
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# the API instead supports a "duration" of time style
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# from the `end_dt` (or at least that was the best
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# way to get it working sanely)..
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#
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# SO, with that in mind be aware that any downstream
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# logic based on this may be mostly futile Xp
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start_dt=start_dt,
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)
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latency = time.time() - query_start
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@ -287,27 +278,19 @@ async def open_history_client(
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trimmed_bars = bars_array[
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bars_array['time'] >= start_dt.timestamp()
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]
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# XXX, should NEVER get HERE!
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if trimmed_bars.size:
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trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
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if (
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trimmed_first_dt
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>=
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trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
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!=
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start_dt
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):
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msg: str = (
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# TODO! rm this once we're more confident it never hits!
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# breakpoint()
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raise RuntimeError(
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f'OHLC-bars array start is gt `start_dt` limit !!\n'
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f'start_dt: {start_dt}\n'
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f'first_dt: {first_dt}\n'
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f'trimmed_first_dt: {trimmed_first_dt}\n'
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f'\n'
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f'Delivering shorted frame of {trimmed_bars.size!r}\n'
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)
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log.warning(msg)
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# TODO! rm this once we're more confident it
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# never breaks anything (in the caller)!
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# breakpoint()
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# raise RuntimeError(msg)
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# XXX, overwrite with start_dt-limited frame
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bars_array = trimmed_bars
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@ -23,7 +23,6 @@ from contextlib import (
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nullcontext,
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)
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from decimal import Decimal
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from functools import partial
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import time
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from typing import (
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Awaitable,
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@ -33,7 +32,6 @@ from typing import (
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from rapidfuzz import process as fuzzy
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import ib_async as ibis
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import tractor
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from tractor.devx.pformat import ppfmt
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import trio
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from piker.accounting import (
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@ -217,19 +215,18 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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f'{ib_client}\n'
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)
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last: float = time.time()
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last = time.time()
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async for pattern in stream:
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log.info(f'received {pattern}')
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now: float = time.time()
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# TODO? check this is no longer true?
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# this causes tractor hang...
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# assert 0
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assert pattern, 'IB can not accept blank search pattern'
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# throttle search requests to no faster then 1Hz
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diff: float = now - last
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diff = now - last
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if diff < 1.0:
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log.debug('throttle sleeping')
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await trio.sleep(diff)
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@ -240,12 +237,11 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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if (
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not pattern
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or
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pattern.isspace()
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or
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or pattern.isspace()
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# XXX: not sure if this is a bad assumption but it
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# seems to make search snappier?
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len(pattern) < 1
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or len(pattern) < 1
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):
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log.warning('empty pattern received, skipping..')
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@ -258,58 +254,36 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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# XXX: this unblocks the far end search task which may
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# hold up a multi-search nursery block
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await stream.send({})
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continue
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log.info(
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f'Searching for FQME with,\n'
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f'pattern: {pattern!r}\n'
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)
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log.info(f'searching for {pattern}')
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last: float = time.time()
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last = time.time()
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# async batch search using api stocks endpoint and
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# module defined adhoc symbol set.
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stock_results: list[dict] = []
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# async batch search using api stocks endpoint and module
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# defined adhoc symbol set.
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stock_results = []
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async def extend_results(
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# ?TODO, how to type async-fn!?
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target: Awaitable[list],
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pattern: str,
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**kwargs,
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target: Awaitable[list]
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) -> None:
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try:
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results = await target(
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pattern=pattern,
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**kwargs,
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)
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client_repr: str = proxy._aio_ns.ib.client.__class__.__name__
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meth_repr: str = target.keywords["meth"]
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log.info(
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f'Search query,\n'
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f'{client_repr}.{meth_repr}(\n'
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f' pattern={pattern!r}\n'
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f' **kwargs={kwargs!r},\n'
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f') = {ppfmt(list(results))}'
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# XXX ^ just the keys since that's what
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# shows in UI results table.
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)
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results = await target
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except tractor.trionics.Lagged:
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log.exception(
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'IB SYM-SEARCH OVERRUN?!?\n'
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)
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print("IB SYM-SEARCH OVERRUN?!?")
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return
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stock_results.extend(results)
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for _ in range(10):
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with trio.move_on_after(3) as cs:
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async with trio.open_nursery() as tn:
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tn.start_soon(
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partial(
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async with trio.open_nursery() as sn:
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sn.start_soon(
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extend_results,
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proxy.search_symbols(
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pattern=pattern,
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target=proxy.search_symbols,
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upto=10,
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upto=5,
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),
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)
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@ -339,9 +313,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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# adhoc_match_results = {i[0]: {} for i in
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# adhoc_matches}
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log.debug(
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f'fuzzy matching stocks {ppfmt(stock_results)}'
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)
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log.debug(f'fuzzy matching stocks {stock_results}')
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stock_matches = fuzzy.extract(
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pattern,
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stock_results,
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@ -355,10 +327,7 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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# TODO: we used to deliver contract details
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# {item[2]: item[0] for item in stock_matches}
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log.debug(
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f'Sending final matches\n'
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f'{matches.keys()}'
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)
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log.debug(f"sending matches: {matches.keys()}")
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await stream.send(matches)
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@ -43,7 +43,6 @@ from pendulum import (
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if TYPE_CHECKING:
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from ib_async import (
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TradingSession,
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Contract,
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ContractDetails,
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)
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from exchange_calendars.exchange_calendars import (
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@ -83,12 +82,7 @@ def has_holiday(
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'''
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tz: str = con_deats.timeZoneId
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con: Contract = con_deats.contract
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exch: str = (
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con.primaryExchange
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or
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con.exchange
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)
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exch: str = con_deats.contract.primaryExchange
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# XXX, ad-hoc handle any IB exchange which are non-std
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# via lookup table..
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@ -248,20 +248,10 @@ async def maybe_fill_null_segments(
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end_dt=end_dt,
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)
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if array.size == 0:
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log.warning(
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f'Valid gap from backend ??\n'
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f'{end_dt} -> {start_dt}\n'
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)
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# ?TODO? do we want to remove the nulls and push
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# the close price here for the gap duration?
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await tractor.pause()
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break
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if (
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frame_start_dt := (from_timestamp(array['time'][0]))
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<
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backfill_until_dt
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frame_start_dt := (
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from_timestamp(array['time'][0])
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) < backfill_until_dt
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):
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log.error(
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f'Invalid frame_start !?\n'
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@ -623,17 +613,10 @@ async def start_backfill(
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else:
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log.warning(
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f'0 BARS TO PUSH after diff!?\n'
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'0 BARS TO PUSH after diff!?\n'
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f'{next_start_dt} -> {last_start_dt}'
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f'\n'
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f'This might mean we rxed a gap frame which starts BEFORE,\n'
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f'backfill_until_dt: {backfill_until_dt}\n'
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f'end_dt_param: {end_dt_param}\n'
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)
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# XXX, to debug it and be sure.
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# await tractor.pause()
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break
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await tractor.pause()
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# Check if we're about to exceed buffer capacity BEFORE
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# attempting the push
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@ -34,7 +34,6 @@ import uuid
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from bidict import bidict
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import tractor
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from tractor.devx.pformat import ppfmt
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import trio
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from piker import config
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@ -1208,10 +1207,11 @@ async def process_trade_msg(
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f'\n'
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f'=> CANCELLING ORDER DIALOG <=\n'
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# from tractor.devx.pformat import ppfmt
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# !TODO LOL, wtf the msg is causing
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# a recursion bug!
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# -[ ] get this shit on msgspec stat!
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f'{ppfmt(broker_msg)}'
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# f'{ppfmt(broker_msg)}'
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)
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# do all the things for a cancel:
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# - drop order-msg dialog from client table
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Loading…
Reference in New Issue