ib: drop `ibis` import and use fq object imports instead
Tyler Goodlet
parent
a4b8fb2d6b
commit
81d5ca9bc2
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@ -51,9 +51,18 @@ import tractor
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from tractor import to_asyncio
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import pendulum
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from eventkit import Event
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import ib_insync as ibis
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from ib_insync.contract import (
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from ib_insync import (
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client as ib_client,
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IB,
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Contract,
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Crypto,
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Commodity,
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Forex,
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Future,
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ContFuture,
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Stock,
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)
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from ib_insync.contract import (
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ContractDetails,
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Option,
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)
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@ -70,7 +79,6 @@ from ib_insync.wrapper import (
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Wrapper,
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RequestError,
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)
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from ib_insync.client import Client as ib_Client
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import numpy as np
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# TODO: in hindsight, probably all imports should be
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@ -161,7 +169,7 @@ class NonShittyWrapper(Wrapper):
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return super().execDetails(reqId, contract, execu)
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class NonShittyIB(ibis.IB):
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class NonShittyIB(IB):
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'''
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The beginning of overriding quite a few decisions in this lib.
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@ -180,7 +188,7 @@ class NonShittyIB(ibis.IB):
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# XXX: just to override this wrapper
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self.wrapper = NonShittyWrapper(self)
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self.client = ib_Client(self.wrapper)
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self.client = ib_client.Client(self.wrapper)
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self.client._logger = get_logger(
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'ib_insync.client',
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)
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@ -376,7 +384,7 @@ class Client:
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def __init__(
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self,
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ib: ibis.IB,
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ib: IB,
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) -> None:
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self.ib = ib
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@ -633,7 +641,7 @@ class Client:
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# try get all possible contracts for symbol as per,
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# https://interactivebrokers.github.io/tws-api/basic_contracts.html#fut
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con = ibis.Future(
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con = Future(
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symbol=sym,
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exchange=exch,
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)
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@ -681,11 +689,11 @@ class Client:
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# it's the "front" contract returned here
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if front:
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con = (await self.ib.qualifyContractsAsync(
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ibis.ContFuture(symbol, exchange=exchange)
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ContFuture(symbol, exchange=exchange)
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))[0]
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else:
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con = (await self.ib.qualifyContractsAsync(
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ibis.Future(
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Future(
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symbol,
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exchange=exchange,
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lastTradeDateOrContractMonth=expiry,
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@ -704,7 +712,7 @@ class Client:
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return self._cons[conid]
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except KeyError:
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con: Contract = await self.ib.qualifyContractsAsync(
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ibis.Contract(conId=conid)
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Contract(conId=conid)
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)
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self._cons[conid] = con
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return con
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@ -815,7 +823,7 @@ class Client:
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# if '/' in symbol:
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# currency = ''
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# symbol, currency = symbol.split('/')
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con = ibis.Forex(
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con = Forex(
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pair=''.join((symbol, currency)),
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currency=currency,
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)
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@ -824,12 +832,12 @@ class Client:
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# commodities
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elif exch == 'CMDTY': # eg. XAUUSD.CMDTY
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con_kwargs, bars_kwargs = _adhoc_symbol_map[symbol]
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con = ibis.Commodity(**con_kwargs)
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con = Commodity(**con_kwargs)
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con.bars_kwargs = bars_kwargs
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# crypto$
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elif exch == 'PAXOS': # btc.paxos
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con = ibis.Crypto(
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con = Crypto(
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symbol=symbol,
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currency=currency,
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)
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@ -851,7 +859,7 @@ class Client:
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primaryExchange = exch
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exch = 'SMART'
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con = ibis.Stock(
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con = Stock(
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symbol=symbol,
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exchange=exch,
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primaryExchange=primaryExchange,
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@ -1157,9 +1165,9 @@ def con2fqme(
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symbol = con.localSymbol.replace(' ', '')
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case (
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ibis.Commodity()
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Commodity()
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# search API endpoint returns std con box..
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| ibis.Contract(secType='CMDTY')
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| Contract(secType='CMDTY')
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):
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# commodities and forex don't have an exchange name and
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# no real volume so we have to calculate the price
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@ -1168,7 +1176,7 @@ def con2fqme(
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# no real volume on this tract
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calc_price = True
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case ibis.Forex() | ibis.Contract(secType='CASH'):
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case Forex() | Contract(secType='CASH'):
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dst, src = con.localSymbol.split('.')
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symbol = ''.join([dst, src])
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suffix = con.exchange or 'idealpro'
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@ -1245,7 +1253,7 @@ async def load_aio_clients(
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# the API TCP in `ib_insync` connection can be flaky af so instead
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# retry a few times to get the client going..
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connect_retries: int = 3,
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connect_timeout: float = 1,
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connect_timeout: float = 10,
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disconnect_on_exit: bool = True,
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) -> dict[str, Client]:
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@ -1310,7 +1318,7 @@ async def load_aio_clients(
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):
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continue
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ib = NonShittyIB()
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ib: IB = NonShittyIB()
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for i in range(connect_retries):
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try:
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@ -1344,7 +1352,7 @@ async def load_aio_clients(
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) as ce:
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_err = ce
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log.warning(
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f'Failed to connect on {port} for {i} time with,\n'
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f'Failed to connect on {host}:{port} for {i} time with,\n'
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f'{ib.client.apiError.value()}\n'
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'retrying with a new client id..')
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