ib_async: port to the new fork of ib_insync #77
|
|
@ -2,7 +2,7 @@
|
||||||
--------------
|
--------------
|
||||||
more or less the "everything broker" for traditional and international
|
more or less the "everything broker" for traditional and international
|
||||||
markets. they are the "go to" provider for automatic retail trading
|
markets. they are the "go to" provider for automatic retail trading
|
||||||
and we interface to their APIs using the `ib_insync` project.
|
and we interface to their APIs using the `ib_async` project.
|
||||||
|
|
||||||
status
|
status
|
||||||
******
|
******
|
||||||
|
|
|
||||||
|
|
@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
|
||||||
- ``broker.py`` part for orders / trading endpoints
|
- ``broker.py`` part for orders / trading endpoints
|
||||||
- ``feed.py`` for real-time data feed endpoints
|
- ``feed.py`` for real-time data feed endpoints
|
||||||
- ``api.py`` for the core API machinery which is ``trio``-ized
|
- ``api.py`` for the core API machinery which is ``trio``-ized
|
||||||
wrapping around ``ib_insync``.
|
wrapping around `ib_async`.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from .api import (
|
from .api import (
|
||||||
|
|
|
||||||
|
|
@ -111,7 +111,7 @@ def load_flex_trades(
|
||||||
|
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
|
|
||||||
from ib_insync import flexreport, util
|
from ib_async import flexreport, util
|
||||||
|
|
||||||
conf = get_config()
|
conf = get_config()
|
||||||
|
|
||||||
|
|
@ -154,8 +154,7 @@ def load_flex_trades(
|
||||||
trade_entries,
|
trade_entries,
|
||||||
)
|
)
|
||||||
|
|
||||||
ledger_dict: dict | None = None
|
ledger_dict: dict|None
|
||||||
|
|
||||||
for acctid in trades_by_account:
|
for acctid in trades_by_account:
|
||||||
trades_by_id = trades_by_account[acctid]
|
trades_by_id = trades_by_account[acctid]
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -15,7 +15,8 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
Core API client machinery; mostly sane/useful wrapping around `ib_insync`..
|
Core API client machinery; mostly sane/useful wrapping around
|
||||||
|
`ib_async`..
|
||||||
|
|
||||||
'''
|
'''
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
@ -57,7 +58,7 @@ from pendulum import (
|
||||||
Interval,
|
Interval,
|
||||||
)
|
)
|
||||||
from eventkit import Event
|
from eventkit import Event
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
client as ib_client,
|
client as ib_client,
|
||||||
IB,
|
IB,
|
||||||
Contract,
|
Contract,
|
||||||
|
|
@ -143,7 +144,7 @@ _bar_sizes = {
|
||||||
_show_wap_in_history: bool = False
|
_show_wap_in_history: bool = False
|
||||||
|
|
||||||
# overrides to sidestep pretty questionable design decisions in
|
# overrides to sidestep pretty questionable design decisions in
|
||||||
# ``ib_insync``:
|
# ``ib_async``:
|
||||||
class NonShittyWrapper(Wrapper):
|
class NonShittyWrapper(Wrapper):
|
||||||
def tcpDataArrived(self):
|
def tcpDataArrived(self):
|
||||||
"""Override time stamps to be floats for now.
|
"""Override time stamps to be floats for now.
|
||||||
|
|
@ -183,7 +184,7 @@ class NonShittyIB(IB):
|
||||||
'''
|
'''
|
||||||
def __init__(self):
|
def __init__(self):
|
||||||
|
|
||||||
# override `ib_insync` internal loggers so we can see wtf
|
# override `ib_async` internal loggers so we can see wtf
|
||||||
# it's doing..
|
# it's doing..
|
||||||
self._logger = get_logger(
|
self._logger = get_logger(
|
||||||
name=__name__,
|
name=__name__,
|
||||||
|
|
@ -194,7 +195,7 @@ class NonShittyIB(IB):
|
||||||
self.wrapper = NonShittyWrapper(self)
|
self.wrapper = NonShittyWrapper(self)
|
||||||
self.client = ib_client.Client(self.wrapper)
|
self.client = ib_client.Client(self.wrapper)
|
||||||
self.client._logger = get_logger(
|
self.client._logger = get_logger(
|
||||||
name='ib_insync.client',
|
name='ib_async.client',
|
||||||
)
|
)
|
||||||
|
|
||||||
# self.errorEvent += self._onError
|
# self.errorEvent += self._onError
|
||||||
|
|
@ -767,25 +768,48 @@ class Client:
|
||||||
expiry: str = '',
|
expiry: str = '',
|
||||||
front: bool = False,
|
front: bool = False,
|
||||||
|
|
||||||
) -> Contract:
|
) -> Contract|list[Contract]:
|
||||||
'''
|
'''
|
||||||
Get an unqualifed contract for the current "continous"
|
Get an unqualifed contract for the current "continous"
|
||||||
future.
|
future.
|
||||||
|
|
||||||
|
When input params result in a so called "ambiguous contract"
|
||||||
|
situation, we return the list of all matches provided by,
|
||||||
|
|
||||||
|
`IB.qualifyContractsAsync(..., returnAll=True)`
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# it's the "front" contract returned here
|
# it's the "front" contract returned here
|
||||||
if front:
|
if front:
|
||||||
con = (await self.ib.qualifyContractsAsync(
|
cons = (
|
||||||
ContFuture(symbol, exchange=exchange)
|
await self.ib.qualifyContractsAsync(
|
||||||
))[0]
|
ContFuture(symbol, exchange=exchange),
|
||||||
else:
|
returnAll=True,
|
||||||
con = (await self.ib.qualifyContractsAsync(
|
|
||||||
Future(
|
|
||||||
symbol,
|
|
||||||
exchange=exchange,
|
|
||||||
lastTradeDateOrContractMonth=expiry,
|
|
||||||
)
|
)
|
||||||
))[0]
|
)
|
||||||
|
else:
|
||||||
|
cons = (
|
||||||
|
await self.ib.qualifyContractsAsync(
|
||||||
|
Future(
|
||||||
|
symbol,
|
||||||
|
exchange=exchange,
|
||||||
|
lastTradeDateOrContractMonth=expiry,
|
||||||
|
),
|
||||||
|
returnAll=True,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
con = cons[0]
|
||||||
|
if isinstance(con, list):
|
||||||
|
log.warning(
|
||||||
|
f'{len(con)!r} futes cons matched for input params,\n'
|
||||||
|
f'symbol={symbol!r}\n'
|
||||||
|
f'exchange={exchange!r}\n'
|
||||||
|
f'expiry={expiry!r}\n'
|
||||||
|
f'\n'
|
||||||
|
f'cons:\n'
|
||||||
|
f'{con!r}\n'
|
||||||
|
)
|
||||||
|
|
||||||
return con
|
return con
|
||||||
|
|
||||||
|
|
@ -878,7 +902,7 @@ class Client:
|
||||||
currency='USD',
|
currency='USD',
|
||||||
exchange='PAXOS',
|
exchange='PAXOS',
|
||||||
)
|
)
|
||||||
# XXX, on `ib_insync` when first tried this,
|
# XXX, on `ib_async` when first tried this,
|
||||||
# > Error 10299, reqId 141: Expected what to show is
|
# > Error 10299, reqId 141: Expected what to show is
|
||||||
# > AGGTRADES, please use that instead of TRADES.,
|
# > AGGTRADES, please use that instead of TRADES.,
|
||||||
# > contract: Crypto(conId=479624278, symbol='BTC',
|
# > contract: Crypto(conId=479624278, symbol='BTC',
|
||||||
|
|
@ -910,11 +934,17 @@ class Client:
|
||||||
)
|
)
|
||||||
exch = 'SMART' if not exch else exch
|
exch = 'SMART' if not exch else exch
|
||||||
|
|
||||||
contracts: list[Contract] = [con]
|
if isinstance(con, list):
|
||||||
|
contracts: list[Contract] = con
|
||||||
|
else:
|
||||||
|
contracts: list[Contract] = [con]
|
||||||
|
|
||||||
if qualify:
|
if qualify:
|
||||||
try:
|
try:
|
||||||
contracts: list[Contract] = (
|
contracts: list[Contract] = (
|
||||||
await self.ib.qualifyContractsAsync(con)
|
await self.ib.qualifyContractsAsync(
|
||||||
|
*contracts
|
||||||
|
)
|
||||||
)
|
)
|
||||||
except RequestError as err:
|
except RequestError as err:
|
||||||
msg = err.message
|
msg = err.message
|
||||||
|
|
@ -992,7 +1022,6 @@ class Client:
|
||||||
async def get_sym_details(
|
async def get_sym_details(
|
||||||
self,
|
self,
|
||||||
fqme: str,
|
fqme: str,
|
||||||
|
|
||||||
) -> tuple[
|
) -> tuple[
|
||||||
Contract,
|
Contract,
|
||||||
ContractDetails,
|
ContractDetails,
|
||||||
|
|
@ -1092,7 +1121,7 @@ class Client:
|
||||||
size: int,
|
size: int,
|
||||||
account: str, # if blank the "default" tws account is used
|
account: str, # if blank the "default" tws account is used
|
||||||
|
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that there is no
|
# 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
|
# existing order so ask the client to create a new one (which it
|
||||||
# seems to do by allocating an int counter - collision prone..)
|
# seems to do by allocating an int counter - collision prone..)
|
||||||
reqid: int = None,
|
reqid: int = None,
|
||||||
|
|
@ -1281,7 +1310,7 @@ async def load_aio_clients(
|
||||||
port: int = None,
|
port: int = None,
|
||||||
client_id: int = 6116,
|
client_id: int = 6116,
|
||||||
|
|
||||||
# the API TCP in `ib_insync` connection can be flaky af so instead
|
# the API TCP in `ib_async` connection can be flaky af so instead
|
||||||
# retry a few times to get the client going..
|
# retry a few times to get the client going..
|
||||||
connect_retries: int = 3,
|
connect_retries: int = 3,
|
||||||
connect_timeout: float = 30, # in case a remote-host
|
connect_timeout: float = 30, # in case a remote-host
|
||||||
|
|
@ -1289,7 +1318,7 @@ async def load_aio_clients(
|
||||||
|
|
||||||
) -> dict[str, Client]:
|
) -> dict[str, Client]:
|
||||||
'''
|
'''
|
||||||
Return an ``ib_insync.IB`` instance wrapped in our client API.
|
Return an ``ib_async.IB`` instance wrapped in our client API.
|
||||||
|
|
||||||
Client instances are cached for later use.
|
Client instances are cached for later use.
|
||||||
|
|
||||||
|
|
@ -1631,6 +1660,7 @@ async def open_aio_client_method_relay(
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
|
# with tractor.devx.maybe_open_crash_handler() as _bxerr:
|
||||||
# sync with `open_client_proxy()` caller
|
# sync with `open_client_proxy()` caller
|
||||||
chan.started_nowait(client)
|
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
|
# relay all method requests to ``asyncio``-side client and deliver
|
||||||
# back results
|
# back results
|
||||||
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
|
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:
|
match msg:
|
||||||
case None: # termination sentinel
|
case None: # termination sentinel
|
||||||
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
log.info('asyncio `Client` method-proxy SHUTDOWN!')
|
||||||
|
|
@ -1742,7 +1776,7 @@ async def get_client(
|
||||||
|
|
||||||
) -> 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.
|
a method proxy to it.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
|
|
|
||||||
|
|
@ -35,14 +35,14 @@ from trio_typing import TaskStatus
|
||||||
import tractor
|
import tractor
|
||||||
from tractor.to_asyncio import LinkedTaskChannel
|
from tractor.to_asyncio import LinkedTaskChannel
|
||||||
from tractor import trionics
|
from tractor import trionics
|
||||||
from ib_insync.contract import (
|
from ib_async.contract import (
|
||||||
Contract,
|
Contract,
|
||||||
)
|
)
|
||||||
from ib_insync.order import (
|
from ib_async.order import (
|
||||||
Trade,
|
Trade,
|
||||||
OrderStatus,
|
OrderStatus,
|
||||||
)
|
)
|
||||||
from ib_insync.objects import (
|
from ib_async.objects import (
|
||||||
Fill,
|
Fill,
|
||||||
Execution,
|
Execution,
|
||||||
CommissionReport,
|
CommissionReport,
|
||||||
|
|
@ -181,7 +181,7 @@ async def handle_order_requests(
|
||||||
# validate
|
# validate
|
||||||
order = BrokerdOrder(**request_msg)
|
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
|
# there is no existing order so ask the client to create
|
||||||
# a new one (which it seems to do by allocating an int
|
# a new one (which it seems to do by allocating an int
|
||||||
# counter - collision prone..)
|
# counter - collision prone..)
|
||||||
|
|
@ -237,7 +237,7 @@ async def recv_trade_updates(
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
Receive and relay order control and positioning related events
|
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.
|
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..
|
# much more then a few more pnl fields..
|
||||||
# 'updatePortfolioEvent',
|
# '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
|
# events that we probably don't care that much about
|
||||||
# given the internal design is wonky af..
|
# given the internal design is wonky af..
|
||||||
# 'newOrderEvent',
|
# 'newOrderEvent',
|
||||||
|
|
@ -499,7 +499,7 @@ async def open_trade_event_stream(
|
||||||
] = trio.TASK_STATUS_IGNORED,
|
] = 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
|
which spawns an asyncio task that registers an internal closure
|
||||||
(`push_tradies()`) which in turn relays trading events through
|
(`push_tradies()`) which in turn relays trading events through
|
||||||
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
|
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:
|
# TODO: see a current ``ib_insync`` issue around this:
|
||||||
# https://github.com/erdewit/ib_insync/issues/363
|
# https://github.com/erdewit/ib_insync/issues/363
|
||||||
'Inactive': 'pending',
|
'Inactive': 'pending',
|
||||||
|
|
||||||
|
# XXX, uhh wut the heck is this?
|
||||||
|
'ValidationError': 'error',
|
||||||
}
|
}
|
||||||
|
|
||||||
_action_map = {
|
_action_map = {
|
||||||
|
|
@ -1063,8 +1066,19 @@ async def deliver_trade_events(
|
||||||
# TODO: for some reason we can receive a ``None`` here when the
|
# TODO: for some reason we can receive a ``None`` here when the
|
||||||
# ib-gw goes down? Not sure exactly how that's happening looking
|
# ib-gw goes down? Not sure exactly how that's happening looking
|
||||||
# at the eventkit code above but we should probably handle it...
|
# 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:
|
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:
|
match event_name:
|
||||||
case 'orderStatusEvent':
|
case 'orderStatusEvent':
|
||||||
|
|
||||||
|
|
@ -1075,11 +1089,12 @@ async def deliver_trade_events(
|
||||||
trade: Trade = item
|
trade: Trade = item
|
||||||
reqid: str = str(trade.order.orderId)
|
reqid: str = str(trade.order.orderId)
|
||||||
status: OrderStatus = trade.orderStatus
|
status: OrderStatus = trade.orderStatus
|
||||||
status_str: str = _statuses[status.status]
|
status_str: str = _statuses.get(
|
||||||
|
status.status,
|
||||||
|
'error',
|
||||||
|
)
|
||||||
remaining: float = status.remaining
|
remaining: float = status.remaining
|
||||||
if (
|
if status_str == 'filled':
|
||||||
status_str == 'filled'
|
|
||||||
):
|
|
||||||
fill: Fill = trade.fills[-1]
|
fill: Fill = trade.fills[-1]
|
||||||
execu: Execution = fill.execution
|
execu: Execution = fill.execution
|
||||||
|
|
||||||
|
|
@ -1110,6 +1125,12 @@ async def deliver_trade_events(
|
||||||
# all units were cleared.
|
# all units were cleared.
|
||||||
status_str = 'closed'
|
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
|
# skip duplicate filled updates - we get the deats
|
||||||
# from the execution details event
|
# from the execution details event
|
||||||
msg = BrokerdStatus(
|
msg = BrokerdStatus(
|
||||||
|
|
@ -1270,13 +1291,23 @@ async def deliver_trade_events(
|
||||||
case 'error':
|
case 'error':
|
||||||
# NOTE: see impl deats in
|
# NOTE: see impl deats in
|
||||||
# `Client.inline_errors()::push_err()`
|
# `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
|
# https://interactivebrokers.github.io/tws-api/message_codes.html
|
||||||
code: int = err['error_code']
|
if isinstance(err, dict):
|
||||||
reason: str = err['reason']
|
code: int = err['error_code']
|
||||||
reqid: str = str(err['reqid'])
|
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,
|
# "Warning:" msg codes,
|
||||||
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
# https://interactivebrokers.github.io/tws-api/message_codes.html#warning_codes
|
||||||
|
|
|
||||||
|
|
@ -36,7 +36,7 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from async_generator import aclosing
|
from async_generator import aclosing
|
||||||
import ib_insync as ibis
|
import ib_async as ibis
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from pendulum import (
|
from pendulum import (
|
||||||
now,
|
now,
|
||||||
|
|
@ -100,7 +100,7 @@ tick_types = {
|
||||||
5: 'size',
|
5: 'size',
|
||||||
8: 'volume',
|
8: 'volume',
|
||||||
|
|
||||||
# ``ib_insync`` already packs these into
|
# `ib_async` already packs these into
|
||||||
# quotes under the following fields.
|
# quotes under the following fields.
|
||||||
55: 'trades_per_min', # `'tradeRate'`
|
55: 'trades_per_min', # `'tradeRate'`
|
||||||
56: 'vlm_per_min', # `'volumeRate'`
|
56: 'vlm_per_min', # `'volumeRate'`
|
||||||
|
|
@ -201,6 +201,15 @@ async def open_history_client(
|
||||||
fqme,
|
fqme,
|
||||||
timeframe,
|
timeframe,
|
||||||
end_dt=end_dt,
|
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,
|
start_dt=start_dt,
|
||||||
)
|
)
|
||||||
latency = time.time() - query_start
|
latency = time.time() - query_start
|
||||||
|
|
@ -278,19 +287,27 @@ async def open_history_client(
|
||||||
trimmed_bars = bars_array[
|
trimmed_bars = bars_array[
|
||||||
bars_array['time'] >= start_dt.timestamp()
|
bars_array['time'] >= start_dt.timestamp()
|
||||||
]
|
]
|
||||||
if (
|
# XXX, should NEVER get HERE!
|
||||||
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
|
if trimmed_bars.size:
|
||||||
!=
|
trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
|
||||||
start_dt
|
if (
|
||||||
):
|
trimmed_first_dt
|
||||||
# TODO! rm this once we're more confident it never hits!
|
>=
|
||||||
# breakpoint()
|
start_dt
|
||||||
raise RuntimeError(
|
):
|
||||||
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
msg: str = (
|
||||||
f'start_dt: {start_dt}\n'
|
f'OHLC-bars array start is gt `start_dt` limit !!\n'
|
||||||
f'first_dt: {first_dt}\n'
|
f'start_dt: {start_dt}\n'
|
||||||
f'trimmed_first_dt: {trimmed_first_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
|
# XXX, overwrite with start_dt-limited frame
|
||||||
bars_array = trimmed_bars
|
bars_array = trimmed_bars
|
||||||
|
|
@ -304,7 +321,7 @@ async def open_history_client(
|
||||||
# TODO: it seems like we can do async queries for ohlc
|
# TODO: it seems like we can do async queries for ohlc
|
||||||
# but getting the order right still isn't working and I'm not
|
# but getting the order right still isn't working and I'm not
|
||||||
# quite sure why.. needs some tinkering and probably
|
# 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?
|
# we have to do the batch queries on the `asyncio` side?
|
||||||
yield (
|
yield (
|
||||||
get_hist,
|
get_hist,
|
||||||
|
|
@ -1051,6 +1068,21 @@ def normalize(
|
||||||
# ticker.rtTime.timestamp) / 1000.
|
# ticker.rtTime.timestamp) / 1000.
|
||||||
data.pop('rtTime')
|
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
|
return data
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -1227,7 +1259,7 @@ async def stream_quotes(
|
||||||
):
|
):
|
||||||
# ?TODO? can we rm this - particularly for `ib_async`?
|
# ?TODO? can we rm this - particularly for `ib_async`?
|
||||||
# ugh, clear ticks since we've consumed them
|
# ugh, clear ticks since we've consumed them
|
||||||
# (ahem, ib_insync is stateful trash)
|
# (ahem, ib_async is stateful trash)
|
||||||
# first_ticker.ticks = []
|
# first_ticker.ticks = []
|
||||||
|
|
||||||
# only on first entry at feed boot up
|
# only on first entry at feed boot up
|
||||||
|
|
|
||||||
|
|
@ -36,7 +36,7 @@ from pendulum import (
|
||||||
parse,
|
parse,
|
||||||
from_timestamp,
|
from_timestamp,
|
||||||
)
|
)
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
Contract,
|
Contract,
|
||||||
Commodity,
|
Commodity,
|
||||||
Fill,
|
Fill,
|
||||||
|
|
|
||||||
|
|
@ -23,6 +23,7 @@ from contextlib import (
|
||||||
nullcontext,
|
nullcontext,
|
||||||
)
|
)
|
||||||
from decimal import Decimal
|
from decimal import Decimal
|
||||||
|
from functools import partial
|
||||||
import time
|
import time
|
||||||
from typing import (
|
from typing import (
|
||||||
Awaitable,
|
Awaitable,
|
||||||
|
|
@ -30,8 +31,9 @@ from typing import (
|
||||||
)
|
)
|
||||||
|
|
||||||
from rapidfuzz import process as fuzzy
|
from rapidfuzz import process as fuzzy
|
||||||
import ib_insync as ibis
|
import ib_async as ibis
|
||||||
import tractor
|
import tractor
|
||||||
|
from tractor.devx.pformat import ppfmt
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker.accounting import (
|
from piker.accounting import (
|
||||||
|
|
@ -215,18 +217,19 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
f'{ib_client}\n'
|
f'{ib_client}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
last = time.time()
|
last: float = time.time()
|
||||||
async for pattern in stream:
|
async for pattern in stream:
|
||||||
log.info(f'received {pattern}')
|
log.info(f'received {pattern}')
|
||||||
now: float = time.time()
|
now: float = time.time()
|
||||||
|
|
||||||
|
# TODO? check this is no longer true?
|
||||||
# this causes tractor hang...
|
# this causes tractor hang...
|
||||||
# assert 0
|
# assert 0
|
||||||
|
|
||||||
assert pattern, 'IB can not accept blank search pattern'
|
assert pattern, 'IB can not accept blank search pattern'
|
||||||
|
|
||||||
# throttle search requests to no faster then 1Hz
|
# throttle search requests to no faster then 1Hz
|
||||||
diff = now - last
|
diff: float = now - last
|
||||||
if diff < 1.0:
|
if diff < 1.0:
|
||||||
log.debug('throttle sleeping')
|
log.debug('throttle sleeping')
|
||||||
await trio.sleep(diff)
|
await trio.sleep(diff)
|
||||||
|
|
@ -237,11 +240,12 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not pattern
|
not pattern
|
||||||
or pattern.isspace()
|
or
|
||||||
|
pattern.isspace()
|
||||||
|
or
|
||||||
# XXX: not sure if this is a bad assumption but it
|
# XXX: not sure if this is a bad assumption but it
|
||||||
# seems to make search snappier?
|
# seems to make search snappier?
|
||||||
or len(pattern) < 1
|
len(pattern) < 1
|
||||||
):
|
):
|
||||||
log.warning('empty pattern received, skipping..')
|
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
|
# XXX: this unblocks the far end search task which may
|
||||||
# hold up a multi-search nursery block
|
# hold up a multi-search nursery block
|
||||||
await stream.send({})
|
await stream.send({})
|
||||||
|
|
||||||
continue
|
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
|
# async batch search using api stocks endpoint and
|
||||||
# defined adhoc symbol set.
|
# module defined adhoc symbol set.
|
||||||
stock_results = []
|
stock_results: list[dict] = []
|
||||||
|
|
||||||
async def extend_results(
|
async def extend_results(
|
||||||
target: Awaitable[list]
|
# ?TODO, how to type async-fn!?
|
||||||
|
target: Awaitable[list],
|
||||||
|
pattern: str,
|
||||||
|
**kwargs,
|
||||||
) -> None:
|
) -> None:
|
||||||
try:
|
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:
|
except tractor.trionics.Lagged:
|
||||||
print("IB SYM-SEARCH OVERRUN?!?")
|
log.exception(
|
||||||
|
'IB SYM-SEARCH OVERRUN?!?\n'
|
||||||
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
stock_results.extend(results)
|
stock_results.extend(results)
|
||||||
|
|
||||||
for _ in range(10):
|
for _ in range(10):
|
||||||
with trio.move_on_after(3) as cs:
|
with trio.move_on_after(3) as cs:
|
||||||
async with trio.open_nursery() as sn:
|
async with trio.open_nursery() as tn:
|
||||||
sn.start_soon(
|
tn.start_soon(
|
||||||
extend_results,
|
partial(
|
||||||
proxy.search_symbols(
|
extend_results,
|
||||||
pattern=pattern,
|
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_match_results = {i[0]: {} for i in
|
||||||
# adhoc_matches}
|
# adhoc_matches}
|
||||||
|
|
||||||
log.debug(f'fuzzy matching stocks {stock_results}')
|
log.debug(
|
||||||
|
f'fuzzy matching stocks {ppfmt(stock_results)}'
|
||||||
|
)
|
||||||
stock_matches = fuzzy.extract(
|
stock_matches = fuzzy.extract(
|
||||||
pattern,
|
pattern,
|
||||||
stock_results,
|
stock_results,
|
||||||
|
|
@ -327,7 +355,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
|
||||||
# TODO: we used to deliver contract details
|
# TODO: we used to deliver contract details
|
||||||
# {item[2]: item[0] for item in stock_matches}
|
# {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)
|
await stream.send(matches)
|
||||||
|
|
||||||
|
|
||||||
|
|
@ -522,7 +553,11 @@ async def get_mkt_info(
|
||||||
if atype == 'commodity':
|
if atype == 'commodity':
|
||||||
venue: str = 'cmdty'
|
venue: str = 'cmdty'
|
||||||
else:
|
else:
|
||||||
venue = con.primaryExchange or con.exchange
|
venue: str = (
|
||||||
|
con.primaryExchange
|
||||||
|
or
|
||||||
|
con.exchange
|
||||||
|
)
|
||||||
|
|
||||||
price_tick: Decimal = Decimal(str(details.minTick))
|
price_tick: Decimal = Decimal(str(details.minTick))
|
||||||
ib_min_tick_gt_2: Decimal = Decimal('0.01')
|
ib_min_tick_gt_2: Decimal = Decimal('0.01')
|
||||||
|
|
|
||||||
|
|
@ -41,8 +41,9 @@ from pendulum import (
|
||||||
)
|
)
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ib_insync import (
|
from ib_async import (
|
||||||
TradingSession,
|
TradingSession,
|
||||||
|
Contract,
|
||||||
ContractDetails,
|
ContractDetails,
|
||||||
)
|
)
|
||||||
from exchange_calendars.exchange_calendars import (
|
from exchange_calendars.exchange_calendars import (
|
||||||
|
|
@ -82,8 +83,20 @@ def has_holiday(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
tz: str = con_deats.timeZoneId
|
tz: str = con_deats.timeZoneId
|
||||||
exch: str = con_deats.contract.primaryExchange
|
con: Contract = con_deats.contract
|
||||||
cal: ExchangeCalendar = xcals.get_calendar(exch)
|
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
|
end: datetime = period.end
|
||||||
# _start: datetime = period.start
|
# _start: datetime = period.start
|
||||||
# ?TODO, can rm ya?
|
# ?TODO, can rm ya?
|
||||||
|
|
@ -236,7 +249,7 @@ def is_venue_closure(
|
||||||
#
|
#
|
||||||
# NOTE, this was generated by @guille from a gpt5 prompt
|
# NOTE, this was generated by @guille from a gpt5 prompt
|
||||||
# and was originally thot to be needed before learning about
|
# 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..
|
# it's downstream meths..
|
||||||
#
|
#
|
||||||
# This is still likely useful to keep for now to parse the
|
# This is still likely useful to keep for now to parse the
|
||||||
|
|
|
||||||
|
|
@ -248,10 +248,20 @@ async def maybe_fill_null_segments(
|
||||||
end_dt=end_dt,
|
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 (
|
if (
|
||||||
frame_start_dt := (
|
frame_start_dt := (from_timestamp(array['time'][0]))
|
||||||
from_timestamp(array['time'][0])
|
<
|
||||||
) < backfill_until_dt
|
backfill_until_dt
|
||||||
):
|
):
|
||||||
log.error(
|
log.error(
|
||||||
f'Invalid frame_start !?\n'
|
f'Invalid frame_start !?\n'
|
||||||
|
|
@ -613,10 +623,17 @@ async def start_backfill(
|
||||||
|
|
||||||
else:
|
else:
|
||||||
log.warning(
|
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'{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
|
# Check if we're about to exceed buffer capacity BEFORE
|
||||||
# attempting the push
|
# attempting the push
|
||||||
|
|
|
||||||
|
|
@ -34,6 +34,7 @@ import uuid
|
||||||
|
|
||||||
from bidict import bidict
|
from bidict import bidict
|
||||||
import tractor
|
import tractor
|
||||||
|
from tractor.devx.pformat import ppfmt
|
||||||
import trio
|
import trio
|
||||||
|
|
||||||
from piker import config
|
from piker import config
|
||||||
|
|
@ -1207,11 +1208,10 @@ async def process_trade_msg(
|
||||||
f'\n'
|
f'\n'
|
||||||
f'=> CANCELLING ORDER DIALOG <=\n'
|
f'=> CANCELLING ORDER DIALOG <=\n'
|
||||||
|
|
||||||
# from tractor.devx.pformat import ppfmt
|
|
||||||
# !TODO LOL, wtf the msg is causing
|
# !TODO LOL, wtf the msg is causing
|
||||||
# a recursion bug!
|
# a recursion bug!
|
||||||
# -[ ] get this shit on msgspec stat!
|
# -[ ] get this shit on msgspec stat!
|
||||||
# f'{ppfmt(broker_msg)}'
|
f'{ppfmt(broker_msg)}'
|
||||||
)
|
)
|
||||||
# do all the things for a cancel:
|
# do all the things for a cancel:
|
||||||
# - drop order-msg dialog from client table
|
# - drop order-msg dialog from client table
|
||||||
|
|
|
||||||
|
|
@ -52,7 +52,6 @@ dependencies = [
|
||||||
"bidict >=0.23.1",
|
"bidict >=0.23.1",
|
||||||
"colorama >=0.4.6, <0.5.0",
|
"colorama >=0.4.6, <0.5.0",
|
||||||
"colorlog >=6.7.0, <7.0.0",
|
"colorlog >=6.7.0, <7.0.0",
|
||||||
"ib-insync >=0.9.86, <0.10.0",
|
|
||||||
"numpy>=2.0",
|
"numpy>=2.0",
|
||||||
"polars >=0.20.6",
|
"polars >=0.20.6",
|
||||||
"polars-fuzzy-match>=0.1.5",
|
"polars-fuzzy-match>=0.1.5",
|
||||||
|
|
@ -76,6 +75,8 @@ dependencies = [
|
||||||
"numba>=0.61.0",
|
"numba>=0.61.0",
|
||||||
"pyvnc",
|
"pyvnc",
|
||||||
"exchange-calendars>=4.13.1",
|
"exchange-calendars>=4.13.1",
|
||||||
|
"ib-async>=2.1.0",
|
||||||
|
"aeventkit>=2.1.0", # XXX, imports as eventkit?
|
||||||
]
|
]
|
||||||
# ------ dependencies ------
|
# ------ dependencies ------
|
||||||
# NOTE, by default we ship only a "headless" deps set bc
|
# NOTE, by default we ship only a "headless" deps set bc
|
||||||
|
|
|
||||||
41
uv.lock
41
uv.lock
|
|
@ -10,6 +10,18 @@ resolution-markers = [
|
||||||
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
|
"python_full_version < '3.14' and 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]]
|
[[package]]
|
||||||
name = "aiodns"
|
name = "aiodns"
|
||||||
version = "3.6.0"
|
version = "3.6.0"
|
||||||
|
|
@ -396,18 +408,6 @@ 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" },
|
{ 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]]
|
[[package]]
|
||||||
name = "exceptiongroup"
|
name = "exceptiongroup"
|
||||||
version = "1.3.1"
|
version = "1.3.1"
|
||||||
|
|
@ -630,16 +630,17 @@ wheels = [
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "ib-insync"
|
name = "ib-async"
|
||||||
version = "0.9.86"
|
version = "2.1.0"
|
||||||
source = { registry = "https://pypi.org/simple" }
|
source = { registry = "https://pypi.org/simple" }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
{ name = "eventkit" },
|
{ name = "aeventkit" },
|
||||||
{ name = "nest-asyncio" },
|
{ 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 = [
|
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]]
|
[[package]]
|
||||||
|
|
@ -1099,6 +1100,7 @@ name = "piker"
|
||||||
version = "0.1.0a0.dev0"
|
version = "0.1.0a0.dev0"
|
||||||
source = { editable = "." }
|
source = { editable = "." }
|
||||||
dependencies = [
|
dependencies = [
|
||||||
|
{ name = "aeventkit" },
|
||||||
{ name = "async-generator" },
|
{ name = "async-generator" },
|
||||||
{ name = "attrs" },
|
{ name = "attrs" },
|
||||||
{ name = "bidict" },
|
{ name = "bidict" },
|
||||||
|
|
@ -1107,7 +1109,7 @@ dependencies = [
|
||||||
{ name = "cryptofeed" },
|
{ name = "cryptofeed" },
|
||||||
{ name = "exchange-calendars" },
|
{ name = "exchange-calendars" },
|
||||||
{ name = "httpx" },
|
{ name = "httpx" },
|
||||||
{ name = "ib-insync" },
|
{ name = "ib-async" },
|
||||||
{ name = "msgspec" },
|
{ name = "msgspec" },
|
||||||
{ name = "numba" },
|
{ name = "numba" },
|
||||||
{ name = "numpy" },
|
{ name = "numpy" },
|
||||||
|
|
@ -1175,6 +1177,7 @@ uis = [
|
||||||
|
|
||||||
[package.metadata]
|
[package.metadata]
|
||||||
requires-dist = [
|
requires-dist = [
|
||||||
|
{ name = "aeventkit", specifier = ">=2.1.0" },
|
||||||
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
|
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
|
||||||
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
|
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
|
||||||
{ name = "bidict", specifier = ">=0.23.1" },
|
{ name = "bidict", specifier = ">=0.23.1" },
|
||||||
|
|
@ -1183,7 +1186,7 @@ requires-dist = [
|
||||||
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
|
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
|
||||||
{ name = "exchange-calendars", specifier = ">=4.13.1" },
|
{ name = "exchange-calendars", specifier = ">=4.13.1" },
|
||||||
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" },
|
{ 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 = "msgspec", specifier = ">=0.19.0,<0.20" },
|
||||||
{ name = "numba", specifier = ">=0.61.0" },
|
{ name = "numba", specifier = ">=0.61.0" },
|
||||||
{ name = "numpy", specifier = ">=2.0" },
|
{ name = "numpy", specifier = ">=2.0" },
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue