POC using paper-in-docker gw for symbol search
parent
38b190e598
commit
848e345364
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@ -577,7 +577,6 @@ def normalize(
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# check for special contract types
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con = ticker.contract
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fqsn, calc_price = con2fqsn(con)
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# convert named tuples to dicts so we send usable keys
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@ -868,15 +867,24 @@ async def open_symbol_search(
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# TODO: load user defined symbol set locally for fast search?
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await ctx.started({})
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async with open_data_client() as proxy:
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# async with open_data_client() as proxy:
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async with (
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open_client_proxies() as (proxies, clients),
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):
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async with ctx.open_stream() as stream:
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# await tractor.breakpoint()
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proxy = proxies['ib.algopaper']
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last = time.time()
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async for pattern in stream:
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log.debug(f'received {pattern}')
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log.info(f'received {pattern}')
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now = time.time()
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# this causes tractor hang...
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# assert 0
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assert pattern, 'IB can not accept blank search pattern'
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# throttle search requests to no faster then 1Hz
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@ -904,7 +912,7 @@ async def open_symbol_search(
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continue
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log.debug(f'searching for {pattern}')
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log.info(f'searching for {pattern}')
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last = time.time()
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@ -915,6 +923,8 @@ async def open_symbol_search(
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async def stash_results(target: Awaitable[list]):
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stock_results.extend(await target)
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for i in range(10):
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with trio.move_on_after(3) as cs:
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async with trio.open_nursery() as sn:
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sn.start_soon(
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stash_results,
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@ -927,6 +937,12 @@ async def open_symbol_search(
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# trigger async request
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await trio.sleep(0)
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if cs.cancelled_caught:
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log.warning(f'Search timeout? {proxy._aio_ns.ib.client}')
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continue
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else:
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break
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# # match against our ad-hoc set immediately
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# adhoc_matches = fuzzy.extractBests(
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# pattern,
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