Add ib config section support
parent
96b0102f04
commit
a10d20c041
|
@ -0,0 +1,25 @@
|
||||||
|
[questrade]
|
||||||
|
refresh_token = ""
|
||||||
|
access_token = ""
|
||||||
|
api_server = "https://api06.iq.questrade.com/"
|
||||||
|
expires_in = 1800
|
||||||
|
token_type = "Bearer"
|
||||||
|
expires_at = 1616095326.355846
|
||||||
|
|
||||||
|
[kraken]
|
||||||
|
key_descr = "api_0"
|
||||||
|
public_key = ""
|
||||||
|
private_key = ""
|
||||||
|
|
||||||
|
[ib.api]
|
||||||
|
ipaddr = "127.0.0.1"
|
||||||
|
|
||||||
|
[ib.accounts]
|
||||||
|
margin = ""
|
||||||
|
registered = ""
|
||||||
|
paper = ""
|
||||||
|
|
||||||
|
[ib.api.ports]
|
||||||
|
gw = 4002
|
||||||
|
tws = 7497
|
||||||
|
order = [ "gw", "tws",]
|
|
@ -40,6 +40,16 @@ def _override_config_dir(
|
||||||
|
|
||||||
|
|
||||||
def get_broker_conf_path():
|
def get_broker_conf_path():
|
||||||
|
"""Return the default config path normally under
|
||||||
|
``~/.config/piker`` on linux.
|
||||||
|
|
||||||
|
Contains files such as:
|
||||||
|
- brokers.toml
|
||||||
|
- watchlists.toml
|
||||||
|
- signals.toml
|
||||||
|
- strats.toml
|
||||||
|
|
||||||
|
"""
|
||||||
return os.path.join(_config_dir, _file_name)
|
return os.path.join(_config_dir, _file_name)
|
||||||
|
|
||||||
|
|
||||||
|
|
|
@ -31,6 +31,7 @@ from pprint import pformat
|
||||||
import inspect
|
import inspect
|
||||||
import itertools
|
import itertools
|
||||||
import logging
|
import logging
|
||||||
|
from random import randint
|
||||||
import time
|
import time
|
||||||
|
|
||||||
import trio
|
import trio
|
||||||
|
@ -49,6 +50,7 @@ from ib_insync.client import Client as ib_Client
|
||||||
from fuzzywuzzy import process as fuzzy
|
from fuzzywuzzy import process as fuzzy
|
||||||
import numpy as np
|
import numpy as np
|
||||||
|
|
||||||
|
from . import config
|
||||||
from ..log import get_logger, get_console_log
|
from ..log import get_logger, get_console_log
|
||||||
from .._daemon import maybe_spawn_brokerd
|
from .._daemon import maybe_spawn_brokerd
|
||||||
from ..data._source import from_df
|
from ..data._source import from_df
|
||||||
|
@ -310,7 +312,8 @@ class Client:
|
||||||
unique_sym = f'{con.symbol}.{con.primaryExchange}'
|
unique_sym = f'{con.symbol}.{con.primaryExchange}'
|
||||||
|
|
||||||
as_dict = asdict(d)
|
as_dict = asdict(d)
|
||||||
# nested dataclass we probably don't need and that won't IPC serialize
|
# nested dataclass we probably don't need and that
|
||||||
|
# won't IPC serialize
|
||||||
as_dict.pop('secIdList')
|
as_dict.pop('secIdList')
|
||||||
|
|
||||||
details[unique_sym] = as_dict
|
details[unique_sym] = as_dict
|
||||||
|
@ -637,11 +640,29 @@ class Client:
|
||||||
# default config ports
|
# default config ports
|
||||||
_tws_port: int = 7497
|
_tws_port: int = 7497
|
||||||
_gw_port: int = 4002
|
_gw_port: int = 4002
|
||||||
_try_ports = [_gw_port, _tws_port]
|
_try_ports = [
|
||||||
_client_ids = itertools.count()
|
_gw_port,
|
||||||
|
_tws_port
|
||||||
|
]
|
||||||
|
# TODO: remove the randint stuff and use proper error checking in client
|
||||||
|
# factor below..
|
||||||
|
_client_ids = itertools.count(randint(1, 100))
|
||||||
_client_cache = {}
|
_client_cache = {}
|
||||||
|
|
||||||
|
|
||||||
|
def get_config() -> dict[str, Any]:
|
||||||
|
|
||||||
|
conf, path = config.load()
|
||||||
|
|
||||||
|
section = conf.get('ib')
|
||||||
|
|
||||||
|
if not section:
|
||||||
|
log.warning(f'No config section found for ib in {path}')
|
||||||
|
return
|
||||||
|
|
||||||
|
return section
|
||||||
|
|
||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def _aio_get_client(
|
async def _aio_get_client(
|
||||||
host: str = '127.0.0.1',
|
host: str = '127.0.0.1',
|
||||||
|
@ -654,8 +675,9 @@ async def _aio_get_client(
|
||||||
|
|
||||||
TODO: consider doing this with a ctx mngr eventually?
|
TODO: consider doing this with a ctx mngr eventually?
|
||||||
"""
|
"""
|
||||||
# first check cache for existing client
|
conf = get_config()
|
||||||
|
|
||||||
|
# first check cache for existing client
|
||||||
try:
|
try:
|
||||||
if port:
|
if port:
|
||||||
client = _client_cache[(host, port)]
|
client = _client_cache[(host, port)]
|
||||||
|
@ -666,6 +688,7 @@ async def _aio_get_client(
|
||||||
yield client
|
yield client
|
||||||
|
|
||||||
except (KeyError, IndexError):
|
except (KeyError, IndexError):
|
||||||
|
|
||||||
# TODO: in case the arbiter has no record
|
# TODO: in case the arbiter has no record
|
||||||
# of existing brokerd we need to broadcast for one.
|
# of existing brokerd we need to broadcast for one.
|
||||||
|
|
||||||
|
@ -675,9 +698,27 @@ async def _aio_get_client(
|
||||||
client_id = next(_client_ids)
|
client_id = next(_client_ids)
|
||||||
|
|
||||||
ib = NonShittyIB()
|
ib = NonShittyIB()
|
||||||
ports = _try_ports if port is None else [port]
|
|
||||||
|
# attempt to get connection info from config
|
||||||
|
ports = conf['api'].get(
|
||||||
|
'ports',
|
||||||
|
{
|
||||||
|
# default order is to check for gw first
|
||||||
|
'gw': 4002,
|
||||||
|
'tws': 7497,
|
||||||
|
'order': ['gw', 'tws']
|
||||||
|
}
|
||||||
|
)
|
||||||
|
order = ports['order']
|
||||||
|
try_ports = [ports[key] for key in order]
|
||||||
|
ports = try_ports if port is None else [port]
|
||||||
|
|
||||||
|
# TODO: support multiple clients allowing for execution on
|
||||||
|
# multiple accounts (including a paper instance running on the
|
||||||
|
# same machine) and switching between accounts in the EMs
|
||||||
|
|
||||||
_err = None
|
_err = None
|
||||||
|
|
||||||
for port in ports:
|
for port in ports:
|
||||||
try:
|
try:
|
||||||
log.info(f"Connecting to the EYEBEE on port {port}!")
|
log.info(f"Connecting to the EYEBEE on port {port}!")
|
||||||
|
@ -1360,7 +1401,7 @@ async def trades_dialogue(
|
||||||
'contract': asdict(fill.contract),
|
'contract': asdict(fill.contract),
|
||||||
'execution': asdict(fill.execution),
|
'execution': asdict(fill.execution),
|
||||||
'commissions': asdict(fill.commissionReport),
|
'commissions': asdict(fill.commissionReport),
|
||||||
'broker_time': execu.time, # supposedly IB server fill time
|
'broker_time': execu.time, # supposedly server fill time
|
||||||
'name': 'ib',
|
'name': 'ib',
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue