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Port `.ib` backend from `ib_insync` to `ib_async` 

Migrate the IB broker backend to use `ib_async` (the actively maintained
fork) instead of the now stale, original `ib_insync` lib.

Deats,
- update `pyproject.toml` dep: drop `ib-insync` pin, add
  `ib-async>=2.1.0`.
- update lock file with `ib-async` and its new `aeventkit` dep (which
  i guess replaces `eventkit`).
- obvi, change all `ib_insync` imports to `ib_async` across `.ib.*`.
- update docs and select internal comments referencing the original lib.

Also,
- drop unused `ledger_dict` init in `_flex_reports.load_flex_trades()`.
- fix union type annot style: `dict | None` -> `dict|None`.
- strip `.tzinfo` from `lastTimeStamp` in `normalize()` to avoid
  IPC codec issues with `ib_async`'s `timezone.utc` injection.
- pop `'defaults'` from ticker data dict in `normalize()` to avoid
  non-serializable `timezone` objects and warning-log in such
  cases.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
ib_async
Gud Boi 2026-02-24 15:13:28 -05:00
parent 196422433c
commit b1cb67d1bd
11 changed files with 66 additions and 50 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
piker/brokers/ib/README.rst
View File

@ -2,7 +2,7 @@
-------------- --------------
more or less the "everything broker" for traditional and international more or less the "everything broker" for traditional and international
markets. they are the "go to" provider for automatic retail trading markets. they are the "go to" provider for automatic retail trading
and we interface to their APIs using the `ib_insync` project. and we interface to their APIs using the `ib_async` project.
status status
****** ******

2
piker/brokers/ib/__init__.py
View File

@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
- ``broker.py`` part for orders / trading endpoints - ``broker.py`` part for orders / trading endpoints
- ``feed.py`` for real-time data feed endpoints - ``feed.py`` for real-time data feed endpoints
- ``api.py`` for the core API machinery which is ``trio``-ized - ``api.py`` for the core API machinery which is ``trio``-ized
wrapping around ``ib_insync``. wrapping around `ib_async`.
""" """
from .api import ( from .api import (

5
piker/brokers/ib/_flex_reports.py
View File

@ -111,7 +111,7 @@ def load_flex_trades(
) -> dict[str, Any]: ) -> dict[str, Any]:
from ib_insync import flexreport, util from ib_async import flexreport, util
conf = get_config() conf = get_config()
@ -154,8 +154,7 @@ def load_flex_trades(
trade_entries, trade_entries,
) )
ledger_dict: dict | None = None ledger_dict: dict|None
for acctid in trades_by_account: for acctid in trades_by_account:
trades_by_id = trades_by_account[acctid] trades_by_id = trades_by_account[acctid]

21
piker/brokers/ib/api.py
View File

@ -15,7 +15,8 @@
# along with this program. If not, see <https://www.gnu.org/licenses/>. # along with this program. If not, see <https://www.gnu.org/licenses/>.
''' '''
Core API client machinery; mostly sane/useful wrapping around `ib_insync`.. Core API client machinery; mostly sane/useful wrapping around
`ib_async`..
''' '''
from __future__ import annotations from __future__ import annotations
@ -57,7 +58,7 @@ from pendulum import (
Interval, Interval,
) )
from eventkit import Event from eventkit import Event
from ib_insync import ( from ib_async import (
client as ib_client, client as ib_client,
IB, IB,
Contract, Contract,
@ -143,7 +144,7 @@ _bar_sizes = {
_show_wap_in_history: bool = False _show_wap_in_history: bool = False
# overrides to sidestep pretty questionable design decisions in # overrides to sidestep pretty questionable design decisions in
# ``ib_insync``: # ``ib_async``:
class NonShittyWrapper(Wrapper): class NonShittyWrapper(Wrapper):
def tcpDataArrived(self): def tcpDataArrived(self):
"""Override time stamps to be floats for now. """Override time stamps to be floats for now.
@ -183,7 +184,7 @@ class NonShittyIB(IB):
''' '''
def __init__(self): def __init__(self):
# override `ib_insync` internal loggers so we can see wtf # override `ib_async` internal loggers so we can see wtf
# it's doing.. # it's doing..
self._logger = get_logger( self._logger = get_logger(
name=__name__, name=__name__,
@ -194,7 +195,7 @@ class NonShittyIB(IB):
self.wrapper = NonShittyWrapper(self) self.wrapper = NonShittyWrapper(self)
self.client = ib_client.Client(self.wrapper) self.client = ib_client.Client(self.wrapper)
self.client._logger = get_logger( self.client._logger = get_logger(
name='ib_insync.client', name='ib_async.client',
) )
# self.errorEvent += self._onError # self.errorEvent += self._onError
@ -879,7 +880,7 @@ class Client:
currency='USD', currency='USD',
exchange='PAXOS', exchange='PAXOS',
) )
# XXX, on `ib_insync` when first tried this, # XXX, on `ib_async` when first tried this,
# > Error 10299, reqId 141: Expected what to show is # > Error 10299, reqId 141: Expected what to show is
# > AGGTRADES, please use that instead of TRADES., # > AGGTRADES, please use that instead of TRADES.,
# > contract: Crypto(conId=479624278, symbol='BTC', # > contract: Crypto(conId=479624278, symbol='BTC',
@ -1092,7 +1093,7 @@ class Client:
size: int, size: int,
account: str, # if blank the "default" tws account is used account: str, # if blank the "default" tws account is used
# XXX: by default 0 tells ``ib_insync`` methods that there is no # XXX: by default 0 tells ``ib_async`` methods that there is no
# existing order so ask the client to create a new one (which it # existing order so ask the client to create a new one (which it
# seems to do by allocating an int counter - collision prone..) # seems to do by allocating an int counter - collision prone..)
reqid: int = None, reqid: int = None,
@ -1281,7 +1282,7 @@ async def load_aio_clients(
port: int = None, port: int = None,
client_id: int = 6116, client_id: int = 6116,
# the API TCP in `ib_insync` connection can be flaky af so instead # the API TCP in `ib_async` connection can be flaky af so instead
# retry a few times to get the client going.. # retry a few times to get the client going..
connect_retries: int = 3, connect_retries: int = 3,
connect_timeout: float = 30, # in case a remote-host connect_timeout: float = 30, # in case a remote-host
@ -1289,7 +1290,7 @@ async def load_aio_clients(
) -> dict[str, Client]: ) -> dict[str, Client]:
''' '''
Return an ``ib_insync.IB`` instance wrapped in our client API. Return an ``ib_async.IB`` instance wrapped in our client API.
Client instances are cached for later use. Client instances are cached for later use.
@ -1747,7 +1748,7 @@ async def get_client(
) -> Client: ) -> Client:
''' '''
Init the ``ib_insync`` client in another actor and return Init the ``ib_async`` client in another actor and return
a method proxy to it. a method proxy to it.
''' '''

14
piker/brokers/ib/broker.py
View File

@ -35,14 +35,14 @@ from trio_typing import TaskStatus
import tractor import tractor
from tractor.to_asyncio import LinkedTaskChannel from tractor.to_asyncio import LinkedTaskChannel
from tractor import trionics from tractor import trionics
from ib_insync.contract import ( from ib_async.contract import (
Contract, Contract,
) )
from ib_insync.order import ( from ib_async.order import (
Trade, Trade,
OrderStatus, OrderStatus,
) )
from ib_insync.objects import ( from ib_async.objects import (
Fill, Fill,
Execution, Execution,
CommissionReport, CommissionReport,
@ -181,7 +181,7 @@ async def handle_order_requests(
# validate # validate
order = BrokerdOrder(**request_msg) order = BrokerdOrder(**request_msg)
# XXX: by default 0 tells ``ib_insync`` methods that # XXX: by default 0 tells ``ib_async`` methods that
# there is no existing order so ask the client to create # there is no existing order so ask the client to create
# a new one (which it seems to do by allocating an int # a new one (which it seems to do by allocating an int
# counter - collision prone..) # counter - collision prone..)
@ -237,7 +237,7 @@ async def recv_trade_updates(
) -> None: ) -> None:
''' '''
Receive and relay order control and positioning related events Receive and relay order control and positioning related events
from `ib_insync`, pack as tuples and push over mem-chan to our from `ib_async`, pack as tuples and push over mem-chan to our
trio relay task for processing and relay to EMS. trio relay task for processing and relay to EMS.
''' '''
@ -303,7 +303,7 @@ async def recv_trade_updates(
# much more then a few more pnl fields.. # much more then a few more pnl fields..
# 'updatePortfolioEvent', # 'updatePortfolioEvent',
# XXX: these all seem to be weird ib_insync internal # XXX: these all seem to be weird ib_async internal
# events that we probably don't care that much about # events that we probably don't care that much about
# given the internal design is wonky af.. # given the internal design is wonky af..
# 'newOrderEvent', # 'newOrderEvent',
@ -499,7 +499,7 @@ async def open_trade_event_stream(
] = trio.TASK_STATUS_IGNORED, ] = trio.TASK_STATUS_IGNORED,
): ):
''' '''
Proxy wrapper for starting trade event stream from ib_insync Proxy wrapper for starting trade event stream from ib_async
which spawns an asyncio task that registers an internal closure which spawns an asyncio task that registers an internal closure
(`push_tradies()`) which in turn relays trading events through (`push_tradies()`) which in turn relays trading events through
a `tractor.to_asyncio.LinkedTaskChannel` which the parent a `tractor.to_asyncio.LinkedTaskChannel` which the parent

23
piker/brokers/ib/feed.py
View File

@ -36,7 +36,7 @@ from typing import (
) )
from async_generator import aclosing from async_generator import aclosing
import ib_insync as ibis import ib_async as ibis
import numpy as np import numpy as np
from pendulum import ( from pendulum import (
now, now,
@ -100,7 +100,7 @@ tick_types = {
5: 'size', 5: 'size',
8: 'volume', 8: 'volume',
# ``ib_insync`` already packs these into # `ib_async` already packs these into
# quotes under the following fields. # quotes under the following fields.
55: 'trades_per_min', # `'tradeRate'` 55: 'trades_per_min', # `'tradeRate'`
56: 'vlm_per_min', # `'volumeRate'` 56: 'vlm_per_min', # `'volumeRate'`
@ -304,7 +304,7 @@ async def open_history_client(
# TODO: it seems like we can do async queries for ohlc # TODO: it seems like we can do async queries for ohlc
# but getting the order right still isn't working and I'm not # but getting the order right still isn't working and I'm not
# quite sure why.. needs some tinkering and probably # quite sure why.. needs some tinkering and probably
# a lookthrough of the `ib_insync` machinery, for eg. maybe # a lookthrough of the `ib_async` machinery, for eg. maybe
# we have to do the batch queries on the `asyncio` side? # we have to do the batch queries on the `asyncio` side?
yield ( yield (
get_hist, get_hist,
@ -1051,6 +1051,21 @@ def normalize(
# ticker.rtTime.timestamp) / 1000. # ticker.rtTime.timestamp) / 1000.
data.pop('rtTime') data.pop('rtTime')
# XXX, `ib_async` seems to set a
# `'timezone': datetime.timezone.utc` in this `dict`
# which is NOT IPC serializeable sin codec!
#
# pretty sure we don't need any of this field for now anyway?
data.pop('defaults')
if lts := data.get('lastTimeStamp'):
lts.replace(tzinfo=None)
log.warning(
f'Stripping `.tzinfo` from datetime\n'
f'{lts}\n'
)
# breakpoint()
return data return data
@ -1227,7 +1242,7 @@ async def stream_quotes(
): ):
# ?TODO? can we rm this - particularly for `ib_async`? # ?TODO? can we rm this - particularly for `ib_async`?
# ugh, clear ticks since we've consumed them # ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash) # (ahem, ib_async is stateful trash)
# first_ticker.ticks = [] # first_ticker.ticks = []
# only on first entry at feed boot up # only on first entry at feed boot up

2
piker/brokers/ib/ledger.py
View File

@ -36,7 +36,7 @@ from pendulum import (
parse, parse,
from_timestamp, from_timestamp,
) )
from ib_insync import ( from ib_async import (
Contract, Contract,
Commodity, Commodity,
Fill, Fill,

2
piker/brokers/ib/symbols.py
View File

@ -30,7 +30,7 @@ from typing import (
) )
from rapidfuzz import process as fuzzy from rapidfuzz import process as fuzzy
import ib_insync as ibis import ib_async as ibis
import tractor import tractor
import trio import trio

4
piker/brokers/ib/venues.py
View File

@ -41,7 +41,7 @@ from pendulum import (
) )
if TYPE_CHECKING: if TYPE_CHECKING:
from ib_insync import ( from ib_async import (
TradingSession, TradingSession,
ContractDetails, ContractDetails,
) )
@ -236,7 +236,7 @@ def is_venue_closure(
# #
# NOTE, this was generated by @guille from a gpt5 prompt # NOTE, this was generated by @guille from a gpt5 prompt
# and was originally thot to be needed before learning about # and was originally thot to be needed before learning about
# `ib_insync.contract.ContractDetails._parseSessions()` and # `ib_async.contract.ContractDetails._parseSessions()` and
# it's downstream meths.. # it's downstream meths..
# #
# This is still likely useful to keep for now to parse the # This is still likely useful to keep for now to parse the

2
pyproject.toml
View File

@ -52,7 +52,6 @@ dependencies = [
"bidict >=0.23.1", "bidict >=0.23.1",
"colorama >=0.4.6, <0.5.0", "colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0", "colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numpy>=2.0", "numpy>=2.0",
"polars >=0.20.6", "polars >=0.20.6",
"polars-fuzzy-match>=0.1.5", "polars-fuzzy-match>=0.1.5",
@ -76,6 +75,7 @@ dependencies = [
"numba>=0.61.0", "numba>=0.61.0",
"pyvnc", "pyvnc",
"exchange-calendars>=4.13.1", "exchange-calendars>=4.13.1",
"ib-async>=2.1.0",
] ]
# ------ dependencies ------ # ------ dependencies ------
# NOTE, by default we ship only a "headless" deps set bc # NOTE, by default we ship only a "headless" deps set bc

39
uv.lock
View File

@ -10,6 +10,18 @@ resolution-markers = [
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'", "python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
] ]
[[package]]
name = "aeventkit"
version = "2.1.0"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "numpy" },
]
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[[package]] [[package]]
name = "aiodns" name = "aiodns"
version = "3.6.0" version = "3.6.0"
@ -396,18 +408,6 @@ wheels = [
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[[package]]
name = "eventkit"
version = "1.0.3"
source = { registry = "https://pypi.org/simple" }
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{ name = "numpy" },
]
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[[package]] [[package]]
name = "exceptiongroup" name = "exceptiongroup"
version = "1.3.1" version = "1.3.1"
@ -630,16 +630,17 @@ wheels = [
] ]
[[package]] [[package]]
name = "ib-insync" name = "ib-async"
version = "0.9.86" version = "2.1.0"
source = { registry = "https://pypi.org/simple" } source = { registry = "https://pypi.org/simple" }
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{ name = "nest-asyncio" }, { name = "nest-asyncio" },
{ name = "tzdata" },
] ]
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[[package]] [[package]]
@ -1107,7 +1108,7 @@ dependencies = [
{ name = "cryptofeed" }, { name = "cryptofeed" },
{ name = "exchange-calendars" }, { name = "exchange-calendars" },
{ name = "httpx" }, { name = "httpx" },
{ name = "ib-insync" }, { name = "ib-async" },
{ name = "msgspec" }, { name = "msgspec" },
{ name = "numba" }, { name = "numba" },
{ name = "numpy" }, { name = "numpy" },
@ -1183,7 +1184,7 @@ requires-dist = [
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" }, { name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
{ name = "exchange-calendars", specifier = ">=4.13.1" }, { name = "exchange-calendars", specifier = ">=4.13.1" },
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" }, { name = "httpx", specifier = ">=0.27.0,<0.28.0" },
{ name = "ib-insync", specifier = ">=0.9.86,<0.10.0" }, { name = "ib-async", specifier = ">=2.1.0" },
{ name = "msgspec", specifier = ">=0.19.0,<0.20" }, { name = "msgspec", specifier = ">=0.19.0,<0.20" },
{ name = "numba", specifier = ">=0.61.0" }, { name = "numba", specifier = ">=0.61.0" },
{ name = "numpy", specifier = ">=2.0" }, { name = "numpy", specifier = ">=2.0" },