Cache contract lookups from `Client.get_con()`

rekt_pps
Tyler Goodlet 2023-03-22 13:23:23 -04:00
parent 1c576d72d1
commit 3e5da64571
1 changed files with 15 additions and 5 deletions

View File

@ -24,7 +24,10 @@ from contextlib import asynccontextmanager as acm
from contextlib import AsyncExitStack
from dataclasses import asdict, astuple
from datetime import datetime
from functools import partial
from functools import (
partial,
lru_cache,
)
import itertools
from math import isnan
from typing import (
@ -328,7 +331,7 @@ class Client:
self.ib.RaiseRequestErrors = True
# contract cache
self._feeds: dict[str, trio.abc.SendChannel] = {}
self._cons: dict[str, Contract] = {}
# NOTE: the ib.client here is "throttled" to 45 rps by default
@ -612,13 +615,20 @@ class Client:
return con
# TODO: make this work with our `MethodProxy`..
# @lru_cache(maxsize=None)
async def get_con(
self,
conid: int,
) -> Contract:
return await self.ib.qualifyContractsAsync(
try:
return self._cons[conid]
except KeyError:
con: Contract = await self.ib.qualifyContractsAsync(
ibis.Contract(conId=conid)
)
self._cons[conid] = con
return con
def parse_patt2fqsn(
self,