`ib`: make commodities search and feeds work again..
Was broken since the `_adhoc_futes_set` rework a while back. Removes the cmdty symbols from that set into a new one and fixes the contract case block to catch `Contract(secType='CMDTY')` case. Also makes `Client.search_symbols()` return details `dict`s so that `piker search` will work again..kraken_deposits_fixes
parent
d8bf45b02d
commit
af92602027
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@ -161,10 +161,17 @@ _futes_venues = (
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'CME',
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'CME',
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'CMECRYPTO',
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'CMECRYPTO',
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'COMEX',
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'COMEX',
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'CMDTY', # special name case..
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# 'CMDTY', # special name case..
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'CBOT', # (treasury) yield futures
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'CBOT', # (treasury) yield futures
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)
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)
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_adhoc_cmdty_set = {
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# metals
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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'xauusd.cmdty', # london gold spot ^
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'xagusd.cmdty', # silver spot
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}
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_adhoc_futes_set = {
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_adhoc_futes_set = {
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# equities
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# equities
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@ -186,16 +193,12 @@ _adhoc_futes_set = {
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# raw
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# raw
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'lb.comex', # random len lumber
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'lb.comex', # random len lumber
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# metals
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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'xauusd.cmdty', # london gold spot ^
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'gc.comex',
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'gc.comex',
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'mgc.comex', # micro
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'mgc.comex', # micro
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# oil & gas
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# oil & gas
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'cl.comex',
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'cl.comex',
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'xagusd.cmdty', # silver spot
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'ni.comex', # silver futes
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'ni.comex', # silver futes
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'qi.comex', # mini-silver futes
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'qi.comex', # mini-silver futes
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@ -259,6 +262,7 @@ _exch_skip_list = {
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'FUNDSERV',
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'FUNDSERV',
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'SWB2',
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'SWB2',
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'PSE',
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'PSE',
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'PHLX',
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}
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}
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_enters = 0
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_enters = 0
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@ -514,15 +518,18 @@ class Client:
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except ConnectionError:
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except ConnectionError:
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return {}
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return {}
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dict_results: dict[str, dict] = {}
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for key, deats in results.copy().items():
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for key, deats in results.copy().items():
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tract = deats.contract
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tract = deats.contract
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sym = tract.symbol
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sym = tract.symbol
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sectype = tract.secType
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sectype = tract.secType
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deats_dict = asdict(deats)
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if sectype == 'IND':
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if sectype == 'IND':
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results[f'{sym}.IND'] = tract
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results.pop(key)
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results.pop(key)
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key = f'{sym}.IND'
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results[key] = tract
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# exch = tract.exchange
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# exch = tract.exchange
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# XXX: add back one of these to get the weird deadlock
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# XXX: add back one of these to get the weird deadlock
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@ -559,20 +566,25 @@ class Client:
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# if cons:
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# if cons:
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all_deats = await self.con_deats([con])
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all_deats = await self.con_deats([con])
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results |= all_deats
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results |= all_deats
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for key in all_deats:
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dict_results[key] = asdict(all_deats[key])
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# forex pairs
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# forex pairs
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elif sectype == 'CASH':
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elif sectype == 'CASH':
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results.pop(key)
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dst, src = tract.localSymbol.split('.')
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dst, src = tract.localSymbol.split('.')
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pair_key = "/".join([dst, src])
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pair_key = "/".join([dst, src])
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exch = tract.exchange.lower()
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exch = tract.exchange.lower()
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results[f'{pair_key}.{exch}'] = tract
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key = f'{pair_key}.{exch}'
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results.pop(key)
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results[key] = tract
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# XXX: again seems to trigger the weird tractor
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# XXX: again seems to trigger the weird tractor
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# bug with the debugger..
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# bug with the debugger..
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# assert 0
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# assert 0
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return results
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dict_results[key] = deats_dict
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return dict_results
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async def get_fute(
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async def get_fute(
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self,
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self,
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@ -1036,7 +1048,11 @@ def con2fqsn(
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# TODO: option symbol parsing and sane display:
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# TODO: option symbol parsing and sane display:
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symbol = con.localSymbol.replace(' ', '')
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symbol = con.localSymbol.replace(' ', '')
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case ibis.Commodity():
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case (
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ibis.Commodity()
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# search API endpoint returns std con box..
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| ibis.Contract(secType='CMDTY')
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):
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# commodities and forex don't have an exchange name and
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# commodities and forex don't have an exchange name and
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# no real volume so we have to calculate the price
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# no real volume so we have to calculate the price
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suffix = con.secType
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suffix = con.secType
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