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Make forex rt feeds work again

fix_forex
Tyler Goodlet 2022-07-12 17:21:39 -04:00
parent cef511092d
commit a7f0adf1cf
1 changed files with 16 additions and 6 deletions
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22
piker/brokers/ib/feed.py
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@ -41,7 +41,7 @@ from trio_typing import TaskStatus
from piker.data._sharedmem import ShmArray from piker.data._sharedmem import ShmArray
from .._util import SymbolNotFound, NoData from .._util import SymbolNotFound, NoData
from .api import ( from .api import (
_adhoc_futes_set, # _adhoc_futes_set,
log, log,
load_aio_clients, load_aio_clients,
ibis, ibis,
@ -239,7 +239,8 @@ async def get_bars(
# elif ( # elif (
# err.code == 162 and # err.code == 162 and
# 'Trading TWS session is connected from a different IP address' in err.message # 'Trading TWS session is connected from a different IP
# address' in err.message
# ): # ):
# log.warning("ignoring ip address warning") # log.warning("ignoring ip address warning")
# continue # continue
@ -571,6 +572,8 @@ def normalize(
# check for special contract types # check for special contract types
con = ticker.contract con = ticker.contract
symbol = con.symbol
if type(con) in ( if type(con) in (
ibis.Commodity, ibis.Commodity,
): ):
@ -584,7 +587,7 @@ def normalize(
ibis.Forex, ibis.Forex,
): ):
suffix = 'forex' suffix = 'forex'
con.symbol = con.pair() symbol = con.pair()
# no real volume on forex feeds.. # no real volume on forex feeds..
calc_price = True calc_price = True
@ -631,7 +634,7 @@ def normalize(
# generate fqsn with possible specialized suffix # generate fqsn with possible specialized suffix
# for derivatives, note the lowercase. # for derivatives, note the lowercase.
data['symbol'] = data['fqsn'] = '.'.join( data['symbol'] = data['fqsn'] = '.'.join(
(con.symbol, suffix) (symbol, suffix)
).lower() ).lower()
# convert named tuples to dicts for transport # convert named tuples to dicts for transport
@ -734,7 +737,13 @@ async def stream_quotes(
# it might be outside regular trading hours so see if we can at # it might be outside regular trading hours so see if we can at
# least grab history. # least grab history.
if isnan(first_ticker.last): if (
isnan(first_ticker.last)
and type(first_ticker.contract) not in (
ibis.Commodity,
ibis.Forex
)
):
task_status.started((init_msgs, first_quote)) task_status.started((init_msgs, first_quote))
# it's not really live but this will unblock # it's not really live but this will unblock
@ -936,7 +945,8 @@ async def open_symbol_search(
# adhoc_match_results = {} # adhoc_match_results = {}
# if adhoc_matches: # if adhoc_matches:
# # TODO: do we need to pull contract details? # # TODO: do we need to pull contract details?
# adhoc_match_results = {i[0]: {} for i in adhoc_matches} # adhoc_match_results = {i[0]: {} for i in
# adhoc_matches}
log.debug(f'fuzzy matching stocks {stock_results}') log.debug(f'fuzzy matching stocks {stock_results}')
stock_matches = fuzzy.extractBests( stock_matches = fuzzy.extractBests(