Port ib to new provide new tick size fields in symbol info
parent
69df73afc3
commit
0c184b1b41
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@ -386,7 +386,7 @@ class Client:
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self,
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symbol: str,
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to_trio,
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opts: Tuple[int] = ('375', '233',),
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opts: Tuple[int] = ('375', '233', '236'),
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contract: Optional[Contract] = None,
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) -> None:
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"""Stream a ticker using the std L1 api.
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@ -818,8 +818,8 @@ async def fill_bars(
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sym: str,
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first_bars: list,
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shm: 'ShmArray', # type: ignore # noqa
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# count: int = 20, # NOTE: any more and we'll overrun underlying buffer
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count: int = 6, # NOTE: any more and we'll overrun the underlying buffer
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count: int = 20, # NOTE: any more and we'll overrun underlying buffer
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# count: int = 6, # NOTE: any more and we'll overrun the underlying buffer
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) -> None:
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"""Fill historical bars into shared mem / storage afap.
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@ -952,8 +952,13 @@ async def stream_quotes(
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# pass back some symbol info like min_tick, trading_hours, etc.
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# con = asdict(contract)
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# syminfo = contract
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symdeats = asdict(details)
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symdeats.update(symdeats['contract'])
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syminfo = asdict(details)
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syminfo.update(syminfo['contract'])
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# TODO: more consistent field translation
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syminfo['price_tick_size'] = syminfo['minTick']
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# for "traditional" assets, volume is discreet not a float
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syminfo['lot_tick_size'] = 0
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# TODO: for loop through all symbols passed in
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init_msgs = {
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@ -962,7 +967,7 @@ async def stream_quotes(
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sym: {
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'is_shm_writer': not writer_already_exists,
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'shm_token': shm_token,
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'symbol_info': symdeats,
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'symbol_info': syminfo,
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}
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}
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await ctx.send_yield(init_msgs)
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