`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

View File

@ -20,6 +20,7 @@ Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
from __future__ import annotations
import asyncio
from contextlib import asynccontextmanager as acm
from decimal import Decimal
from dataclasses import asdict
from datetime import datetime
from functools import partial
@ -765,15 +766,19 @@ async def stream_quotes(
}:
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
# 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
# a float
syminfo['lot_tick_size'] = 0.0
syminfo['price_tick_size'] = price_tick
# NOTE: as you'd expect for "legacy" assets, the "volume
# precision" is normally discreet.
syminfo['lot_tick_size'] = size_tick
ibclient = proxy._aio_ns.ib.client
host, port = ibclient.host, ibclient.port