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Add back adhoc symbol lookup support, some exchs info is off

clears_table_events
Tyler Goodlet 2022-10-16 14:34:34 -04:00
parent e8ab28e456
commit 55856f5e8b
1 changed files with 11 additions and 1 deletions
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12
piker/brokers/ib/api.py
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@ -483,7 +483,7 @@ class Client:
self, self,
pattern: str, pattern: str,
# how many contracts to search "up to" # how many contracts to search "up to"
upto: int = 6, upto: int = 16,
asdicts: bool = True, asdicts: bool = True,
) -> dict[str, ContractDetails]: ) -> dict[str, ContractDetails]:
@ -518,6 +518,16 @@ class Client:
exch = tract.exchange exch = tract.exchange
if exch not in _exch_skip_list: if exch not in _exch_skip_list:
# try to lookup any contracts from our adhoc set
# since often the exchange/venue is named slightly
# different (eg. BRR.CMECRYPTO` instead of just
# `.CME`).
info = _adhoc_symbol_map.get(sym)
if info:
con_kwargs, bars_kwargs = info
exch = con_kwargs['exchange']
# try get all possible contracts for symbol as per, # try get all possible contracts for symbol as per,
# https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut # https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
con = ibis.Future( con = ibis.Future(