Skip ib exchanges we haven't tested yet
parent
42fda2a9e6
commit
6f3b799960
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@ -164,6 +164,14 @@ _adhoc_futes_set = {
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'mes.globex',
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}
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# exchanges we don't support at the moment due to not knowing
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# how to do symbol-contract lookup correctly likely due
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# to not having the data feeds subscribed.
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_exch_skip_list = {
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'ASX', # aussie stocks
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'MEXI', # mexican stocks
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}
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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_enters = 0
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@ -266,10 +274,12 @@ class Client:
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descriptions = await self.ib.reqMatchingSymbolsAsync(pattern)
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if descriptions is not None:
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futs = []
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for d in descriptions:
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con = d.contract
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futs.append(self.ib.reqContractDetailsAsync(con))
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if con.primaryExchange not in _exch_skip_list:
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futs.append(self.ib.reqContractDetailsAsync(con))
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# batch request all details
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results = await asyncio.gather(*futs)
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@ -1273,7 +1283,7 @@ async def open_symbol_search(
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pass
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if not pattern:
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log.warning(f'empty pattern received, skipping..')
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log.warning('empty pattern received, skipping..')
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continue
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log.debug(f'searching for {pattern}')
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