commit
1c85efc63d
|
@ -489,26 +489,41 @@ class Client:
|
||||||
formatDate=2, # timezone aware UTC datetime
|
formatDate=2, # timezone aware UTC datetime
|
||||||
)
|
)
|
||||||
|
|
||||||
async def get_quote(
|
async def get_sym_details(
|
||||||
self,
|
self,
|
||||||
symbol: str,
|
symbol: str,
|
||||||
) -> Ticker:
|
) -> tuple[Contract, Ticker, ContractDetails]:
|
||||||
"""Return a single quote for symbol.
|
|
||||||
|
|
||||||
"""
|
|
||||||
contract = await self.find_contract(symbol)
|
contract = await self.find_contract(symbol)
|
||||||
|
|
||||||
details_fute = self.ib.reqContractDetailsAsync(contract)
|
|
||||||
ticker: Ticker = self.ib.reqMktData(
|
ticker: Ticker = self.ib.reqMktData(
|
||||||
contract,
|
contract,
|
||||||
snapshot=True,
|
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
|
# ensure a last price gets filled in before we deliver quote
|
||||||
while isnan(ticker.last):
|
for _ in range(25):
|
||||||
ticker = await ticker.updateEvent
|
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
|
return contract, ticker, details
|
||||||
|
|
||||||
# async to be consistent for the client proxy, and cuz why not.
|
# 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_id: Optional[int] = None,
|
||||||
|
|
||||||
) -> Client:
|
) -> 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.
|
Client instances are cached for later use.
|
||||||
|
|
||||||
TODO: consider doing this with a ctx mngr eventually?
|
TODO: consider doing this with a ctx mngr eventually?
|
||||||
|
|
||||||
'''
|
'''
|
||||||
global _accounts2clients, _client_cache, _scan_ignore
|
global _accounts2clients, _client_cache, _scan_ignore
|
||||||
|
|
||||||
|
@ -767,7 +784,7 @@ async def load_aio_clients(
|
||||||
try_ports = list(ports.values())
|
try_ports = list(ports.values())
|
||||||
ports = try_ports if port is None else [port]
|
ports = try_ports if port is None else [port]
|
||||||
# we_connected = []
|
# 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))
|
combos = list(itertools.product(hosts, ports))
|
||||||
|
|
||||||
# allocate new and/or reload disconnected but cached clients
|
# allocate new and/or reload disconnected but cached clients
|
||||||
|
@ -929,9 +946,10 @@ async def _trio_run_client_method(
|
||||||
**kwargs,
|
**kwargs,
|
||||||
|
|
||||||
) -> None:
|
) -> 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()
|
ca = tractor.current_actor()
|
||||||
assert ca.is_infected_aio()
|
assert ca.is_infected_aio()
|
||||||
|
|
||||||
|
@ -1158,6 +1176,7 @@ async def backfill_bars(
|
||||||
|
|
||||||
"""
|
"""
|
||||||
out, fails = await get_bars(sym)
|
out, fails = await get_bars(sym)
|
||||||
|
|
||||||
if out is None:
|
if out is None:
|
||||||
raise RuntimeError("Could not pull currrent history?!")
|
raise RuntimeError("Could not pull currrent history?!")
|
||||||
|
|
||||||
|
@ -1283,6 +1302,10 @@ async def _setup_quote_stream(
|
||||||
# resulting in tracebacks spammed to console..
|
# resulting in tracebacks spammed to console..
|
||||||
# Manually do the dereg ourselves.
|
# Manually do the dereg ourselves.
|
||||||
teardown()
|
teardown()
|
||||||
|
except trio.WouldBlock:
|
||||||
|
log.warning(f'channel is blocking symbol feed for {symbol}?'
|
||||||
|
f'\n{to_trio.statistics}'
|
||||||
|
)
|
||||||
|
|
||||||
# except trio.WouldBlock:
|
# except trio.WouldBlock:
|
||||||
# # for slow debugging purposes to avoid clobbering prompt
|
# # for slow debugging purposes to avoid clobbering prompt
|
||||||
|
@ -1350,16 +1373,13 @@ async def stream_quotes(
|
||||||
# TODO: support multiple subscriptions
|
# TODO: support multiple subscriptions
|
||||||
sym = symbols[0]
|
sym = symbols[0]
|
||||||
|
|
||||||
contract, first_ticker, details = await _trio_run_client_method(
|
with trio.fail_after(16) as cs:
|
||||||
method='get_quote',
|
contract, first_ticker, details = await _trio_run_client_method(
|
||||||
symbol=sym,
|
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:
|
|
||||||
|
|
||||||
|
def mk_init_msgs() -> dict[str, dict]:
|
||||||
# pass back some symbol info like min_tick, trading_hours, etc.
|
# pass back some symbol info like min_tick, trading_hours, etc.
|
||||||
syminfo = asdict(details)
|
syminfo = asdict(details)
|
||||||
syminfo.update(syminfo['contract'])
|
syminfo.update(syminfo['contract'])
|
||||||
|
@ -1387,6 +1407,34 @@ async def stream_quotes(
|
||||||
'symbol_info': syminfo,
|
'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
|
con = first_ticker.contract
|
||||||
|
|
||||||
|
|
|
@ -25,6 +25,8 @@ import i3ipc
|
||||||
i3 = i3ipc.Connection()
|
i3 = i3ipc.Connection()
|
||||||
t = i3.get_tree()
|
t = i3.get_tree()
|
||||||
|
|
||||||
|
orig_win_id = t.find_focused().window
|
||||||
|
|
||||||
# for tws
|
# for tws
|
||||||
win_names: list[str] = [
|
win_names: list[str] = [
|
||||||
'Interactive Brokers', # tws running in i3
|
'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
|
# move mouse to bottom left of window (where there should
|
||||||
# be nothing to click).
|
# 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..
|
# NOTE: we may need to stick a `--retry 3` in here..
|
||||||
'click', '--window', win_id, '1',
|
'click', '--window', win_id, '--repeat', '3', '1',
|
||||||
|
|
||||||
# hackzorzes
|
# hackzorzes
|
||||||
'key', 'ctrl+alt+f',
|
'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',
|
||||||
|
])
|
||||||
|
|
Loading…
Reference in New Issue