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ib.api: wholesale fqsn -> fqme renames

master
Tyler Goodlet 2023-05-17 16:56:04 -04:00
parent 907eaa68cb
commit b2bf0b06f2
1 changed files with 8 additions and 8 deletions
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16
piker/brokers/ib/api.py
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@ -388,7 +388,7 @@ class Client:
async def bars( async def bars(
self, self,
fqsn: str, fqme: str,
# EST in ISO 8601 format is required... below is EPOCH # EST in ISO 8601 format is required... below is EPOCH
start_dt: Union[datetime, str] = "1970-01-01T00:00:00.000000-05:00", start_dt: Union[datetime, str] = "1970-01-01T00:00:00.000000-05:00",
@ -405,7 +405,7 @@ class Client:
) -> tuple[BarDataList, np.ndarray, pendulum.Duration]: ) -> tuple[BarDataList, np.ndarray, pendulum.Duration]:
''' '''
Retreive OHLCV bars for a fqsn over a range to the present. Retreive OHLCV bars for a fqme over a range to the present.
''' '''
# See API docs here: # See API docs here:
@ -425,7 +425,7 @@ class Client:
_enters += 1 _enters += 1
contract = (await self.find_contracts(fqsn))[0] contract = (await self.find_contracts(fqme))[0]
bars_kwargs.update(getattr(contract, 'bars_kwargs', {})) bars_kwargs.update(getattr(contract, 'bars_kwargs', {}))
bars = await self.ib.reqHistoricalDataAsync( bars = await self.ib.reqHistoricalDataAsync(
@ -676,10 +676,10 @@ class Client:
currency = '' currency = ''
# fqsn parsing stage # fqme parsing stage
# ------------------ # ------------------
if '.ib' in pattern: if '.ib' in pattern:
from ..accounting._mktinfo import unpack_fqme from piker.accounting import unpack_fqme
_, symbol, venue, expiry = unpack_fqme(pattern) _, symbol, venue, expiry = unpack_fqme(pattern)
else: else:
@ -841,14 +841,14 @@ class Client:
async def get_head_time( async def get_head_time(
self, self,
fqsn: str, fqme: str,
) -> datetime: ) -> datetime:
''' '''
Return the first datetime stamp for ``contract``. Return the first datetime stamp for ``contract``.
''' '''
contract = (await self.find_contracts(fqsn))[0] contract = (await self.find_contracts(fqme))[0]
return await self.ib.reqHeadTimeStampAsync( return await self.ib.reqHeadTimeStampAsync(
contract, contract,
whatToShow='TRADES', whatToShow='TRADES',
@ -1081,7 +1081,7 @@ def con2fqsn(
) -> tuple[str, bool]: ) -> tuple[str, bool]:
''' '''
Convert contracts to fqsn-style strings to be used both in symbol-search Convert contracts to fqme-style strings to be used both in symbol-search
matching and as feed tokens passed to the front end data deed layer. matching and as feed tokens passed to the front end data deed layer.
Previously seen contracts are cached by id. Previously seen contracts are cached by id.