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Merge pull request #251 from pikers/misc_ib_updates 

Misc ib updates
py3.10_support
goodboy 2022-01-23 21:13:35 -05:00 committed by GitHub
parent 4680d68824 746db60e5b
commit 1c85efc63d
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GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 84 additions and 25 deletions
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92
piker/brokers/ib.py
View File

@ -489,26 +489,41 @@ class Client:
formatDate=2, # timezone aware UTC datetime
)
async def get_quote(
async def get_sym_details(
self,
symbol: str,
) -> Ticker:
"""Return a single quote for symbol.
) -> tuple[Contract, Ticker, ContractDetails]:
"""
contract = await self.find_contract(symbol)
details_fute = self.ib.reqContractDetailsAsync(contract)
ticker: Ticker = self.ib.reqMktData(
contract,
snapshot=True,
)
details_fute = self.ib.reqContractDetailsAsync(contract)
details = (await details_fute)[0]
return contract, ticker, details
async def get_quote(
self,
symbol: str,
) -> tuple[Contract, Ticker, ContractDetails]:
'''
Return a single quote for symbol.
'''
contract, ticker, details = await self.get_sym_details(symbol)
# ensure a last price gets filled in before we deliver quote
while isnan(ticker.last):
ticker = await ticker.updateEvent
for _ in range(25):
if isnan(ticker.last):
ticker = await ticker.updateEvent
await asyncio.sleep(0.2)
else:
log.warning(
f'Symbol {symbol} is not returning a quote '
'it may be outside trading hours?')
details = (await details_fute)[0]
return contract, ticker, details
# async to be consistent for the client proxy, and cuz why not.
@ -724,11 +739,13 @@ async def load_aio_clients(
client_id: Optional[int] = None,
) -> Client:
'''Return an ``ib_insync.IB`` instance wrapped in our client API.
'''
Return an ``ib_insync.IB`` instance wrapped in our client API.
Client instances are cached for later use.
TODO: consider doing this with a ctx mngr eventually?
'''
global _accounts2clients, _client_cache, _scan_ignore
@ -767,7 +784,7 @@ async def load_aio_clients(
try_ports = list(ports.values())
ports = try_ports if port is None else [port]
# we_connected = []
connect_timeout = 0.5 if platform.system() != 'Windows' else 1
connect_timeout = 1 if platform.system() != 'Windows' else 2
combos = list(itertools.product(hosts, ports))
# allocate new and/or reload disconnected but cached clients
@ -929,9 +946,10 @@ async def _trio_run_client_method(
**kwargs,
) -> None:
"""Asyncio entry point to run tasks against the ``ib_insync`` api.
'''
Asyncio entry point to run tasks against the ``ib_insync`` api.
"""
'''
ca = tractor.current_actor()
assert ca.is_infected_aio()
@ -1158,6 +1176,7 @@ async def backfill_bars(
"""
out, fails = await get_bars(sym)
if out is None:
raise RuntimeError("Could not pull currrent history?!")
@ -1283,6 +1302,10 @@ async def _setup_quote_stream(
# resulting in tracebacks spammed to console..
# Manually do the dereg ourselves.
teardown()
except trio.WouldBlock:
log.warning(f'channel is blocking symbol feed for {symbol}?'
f'\n{to_trio.statistics}'
)
# except trio.WouldBlock:
# # for slow debugging purposes to avoid clobbering prompt
@ -1350,16 +1373,13 @@ async def stream_quotes(
# TODO: support multiple subscriptions
sym = symbols[0]
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
)
# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
async with open_aio_quote_stream(
symbol=sym, contract=contract
) as stream:
with trio.fail_after(16) as cs:
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
)
def mk_init_msgs() -> dict[str, dict]:
# pass back some symbol info like min_tick, trading_hours, etc.
syminfo = asdict(details)
syminfo.update(syminfo['contract'])
@ -1387,6 +1407,34 @@ async def stream_quotes(
'symbol_info': syminfo,
}
}
return init_msgs
if cs.cancelled_caught:
# it might be outside regular trading hours so see if we can at
# least grab history.
contract, first_ticker, details = await _trio_run_client_method(
method='get_sym_details',
symbol=sym,
)
# init_msgs = mk_init_msgs()
# try again but without timeout and then do feed startup once we
# get one.
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
)
else:
init_msgs = mk_init_msgs()
# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
async with open_aio_quote_stream(
symbol=sym, contract=contract
) as stream:
con = first_ticker.contract

17
snippets/ib_data_reset.py
View File

@ -25,6 +25,8 @@ import i3ipc
i3 = i3ipc.Connection()
t = i3.get_tree()
orig_win_id = t.find_focused().window
# for tws
win_names: list[str] = [
'Interactive Brokers', # tws running in i3
@ -51,11 +53,20 @@ for name in win_names:
# move mouse to bottom left of window (where there should
# be nothing to click).
'mousemove_relative', '--sync', str(w-3), str(h-3),
'mousemove_relative', '--sync', str(w-4), str(h-4),
# NOTE: we may need to stick a `--retry 3` in here..
'click', '--window', win_id, '1',
'click', '--window', win_id, '--repeat', '3', '1',
# hackzorzes
'key', 'ctrl+alt+f',
])
],
timeout=1,
)
# re-activate and focus original window
subprocess.call([
'xdotool',
'windowactivate', '--sync', str(orig_win_id),
'click', '--window', str(orig_win_id), '1',
])