pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 5 Packages Projects Releases Wiki Activity

`ib`: deliver mkt precision info as `Decimal`

pre_overruns_ctxcancelled
Tyler Goodlet 2023-03-21 13:40:20 -04:00
parent d628b732b7
commit 901562cb6b
1 changed files with 10 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
piker/brokers/ib/feed.py
View File

@ -20,6 +20,7 @@ Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
from __future__ import annotations from __future__ import annotations
import asyncio import asyncio
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from decimal import Decimal
from dataclasses import asdict from dataclasses import asdict
from datetime import datetime from datetime import datetime
from functools import partial from functools import partial
@ -765,15 +766,19 @@ async def stream_quotes(
}: }:
syminfo['no_vlm'] = True syminfo['no_vlm'] = True
# XXX: pretty sure we don't need this any more right?
# for stocks it seems TWS reports too small a tick size # for stocks it seems TWS reports too small a tick size
# such that you can't submit orders with that granularity? # such that you can't submit orders with that granularity?
min_tick = 0.01 if atype == 'stock' else 0 # min_price_tick = Decimal('0.01') if atype == 'stock' else 0
# price_tick = max(price_tick, min_tick)
syminfo['price_tick_size'] = max(syminfo['minTick'], min_tick) price_tick: Decimal = Decimal(str(syminfo['minTick']))
size_tick: Decimal = Decimal(str(syminfo['minSize']).rstrip('0'))
# for "legacy" assets, volume is normally discreet, not syminfo['price_tick_size'] = price_tick
# a float # NOTE: as you'd expect for "legacy" assets, the "volume
syminfo['lot_tick_size'] = 0.0 # precision" is normally discreet.
syminfo['lot_tick_size'] = size_tick
ibclient = proxy._aio_ns.ib.client ibclient = proxy._aio_ns.ib.client
host, port = ibclient.host, ibclient.port host, port = ibclient.host, ibclient.port