ib: make `stream_quotes()` compat with new init msg bare-minimums

rekt_pps
Tyler Goodlet 2023-04-18 19:28:32 -04:00
parent d1cf90e2ae
commit b4f2f49001
1 changed files with 47 additions and 7 deletions

View File

@ -714,6 +714,43 @@ def normalize(
return data return data
# TODO!
# async def get_mkt_info(
# fqme: str,
# _cache: dict[str, MktPair] = {}
# ) -> tuple[MktPair, Pair]:
# both = _cache.get(fqme)
# if both:
# return both
# proxy: MethodProxy
# async with open_data_client() as proxy:
# pair: Pair = await client.exch_info(fqme.upper())
# mkt = MktPair(
# dst=Asset(
# name=pair.baseAsset,
# atype='crypto',
# tx_tick=digits_to_dec(pair.baseAssetPrecision),
# ),
# src=Asset(
# name=pair.quoteAsset,
# atype='crypto',
# tx_tick=digits_to_dec(pair.quoteAssetPrecision),
# ),
# price_tick=pair.price_tick,
# size_tick=pair.size_tick,
# bs_mktid=pair.symbol,
# broker='binance',
# )
# both = mkt, pair
# _cache[fqme] = both
# return both
async def stream_quotes( async def stream_quotes(
send_chan: trio.abc.SendChannel, send_chan: trio.abc.SendChannel,
@ -738,7 +775,6 @@ async def stream_quotes(
proxy: MethodProxy proxy: MethodProxy
async with open_data_client() as proxy: async with open_data_client() as proxy:
try: try:
( (
con, # Contract con, # Contract
@ -796,20 +832,24 @@ async def stream_quotes(
# precision" is normally discreet. # precision" is normally discreet.
syminfo['lot_tick_size'] = size_tick syminfo['lot_tick_size'] = size_tick
ibclient = proxy._aio_ns.ib.client # should be at top level right?
host, port = ibclient.host, ibclient.port syminfo['bs_mktid'] = con.conId
# ibclient = proxy._aio_ns.ib.client
# host, port = ibclient.host, ibclient.port
# TODO: for loop through all symbols passed in # TODO: for loop through all symbols passed in
init_msgs = { init_msgs: dict[str, dict] = {
# pass back token, and bool, signalling if we're the writer # pass back token, and bool, signalling if we're the writer
# and that history has been written # and that history has been written
sym: { sym: {
'symbol_info': syminfo, 'symbol_info': syminfo,
'fqsn': first_quote['fqsn'], 'fqsn': first_quote['fqsn'],
'bs_mktid': con.conId,
}, },
'status': { # 'status': {
'data_ep': f'{host}:{port}', # 'data_ep': f'{host}:{port}',
}, # },
} }
return init_msgs, syminfo return init_msgs, syminfo