pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Expose "proxy" api a little better

basic_orders
Tyler Goodlet 2021-01-11 21:22:03 -05:00
parent e51670a573
commit 12aebcc89c
1 changed files with 31 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

60
piker/brokers/ib.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers # piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0) # Copyright (C) Tyler Goodlet (in stewardship for piker0)
# This program is free software: you can redistribute it and/or modify # This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by # it under the terms of the GNU Affero General Public License as published by
@ -423,23 +423,26 @@ class Client:
ticker = await ticker.updateEvent ticker = await ticker.updateEvent
return contract, ticker return contract, ticker
async def submit_limit( def submit_limit(
self, self,
contract: Contract, contract: Contract,
price: float, price: float,
action: str = 'BUY', action: str = 'BUY',
quantity: int = 100, quantity: int = 100,
) -> None: ) -> int:
self.ib.placeOrder( """Place an order and return integer request id provided by client.
"""
trade = self.ib.placeOrder(
Order( Order(
self, self,
orderType='LMT', orderType='LMT',
action=action, action=action,
totalQuantity=quantity, totalQuantity=quantity,
lmtPrice=price, lmtPrice=price,
# **kwargs
) )
) )
return trade.order.orderId
async def recv_trade_updates( async def recv_trade_updates(
self, self,
@ -611,7 +614,7 @@ class _MethodProxy:
) )
def get_method_proxy(portal, target) -> _MethodProxy: def get_client_proxy(portal, target=Client) -> _MethodProxy:
proxy = _MethodProxy(portal) proxy = _MethodProxy(portal)
@ -635,11 +638,10 @@ async def get_client(
""" """
async with maybe_spawn_brokerd( async with maybe_spawn_brokerd(
brokername='ib', brokername='ib',
expose_mods=[__name__],
infect_asyncio=True, infect_asyncio=True,
**kwargs **kwargs
) as portal: ) as portal:
yield get_method_proxy(portal, Client) yield get_client_proxy(portal)
# https://interactivebrokers.github.io/tws-api/tick_types.html # https://interactivebrokers.github.io/tws-api/tick_types.html
@ -892,32 +894,32 @@ async def stream_quotes(
calc_price = False # should be real volume for contract calc_price = False # should be real volume for contract
with trio.move_on_after(10) as cs: # with trio.move_on_after(10) as cs:
# wait for real volume on feed (trading might be closed) # wait for real volume on feed (trading might be closed)
async for ticker in stream:
# for a real volume contract we rait for the first async for ticker in stream:
# "real" trade to take place
if not calc_price and not ticker.rtTime:
# spin consuming tickers until we get a real market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first real volume tick")
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is truly stateful trash)
ticker.ticks = []
# tell incrementer task it can start # for a real volume contract we rait for the first
_buffer.shm_incrementing(key).set() # "real" trade to take place
if not calc_price and not ticker.rtTime:
# spin consuming tickers until we get a real market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first real volume tick")
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is truly stateful trash)
ticker.ticks = []
# XXX: this works because we don't use # tell incrementer task it can start
# ``aclosing()`` above? _buffer.shm_incrementing(key).set()
break
if cs.cancelled_caught: # XXX: this works because we don't use
await tractor.breakpoint() # ``aclosing()`` above?
break
# if cs.cancelled_caught:
# await tractor.breakpoint()
# real-time stream # real-time stream
async for ticker in stream: async for ticker in stream: