ib: `.api` mod and log-fmt cleaning

About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
go_httpx
Tyler Goodlet 2024-06-20 14:40:21 -04:00
parent f12c452d96
commit b577180773
4 changed files with 142 additions and 70 deletions

View File

@ -100,7 +100,7 @@ async def data_reset_hack(
log.warning( log.warning(
no_setup_msg no_setup_msg
+ +
f'REQUIRES A `vnc_addrs: array` ENTRY' 'REQUIRES A `vnc_addrs: array` ENTRY'
) )
vnc_host, vnc_port = vnc_sockaddr.get( vnc_host, vnc_port = vnc_sockaddr.get(

View File

@ -287,9 +287,31 @@ class Client:
self.conf = config self.conf = config
# NOTE: the ib.client here is "throttled" to 45 rps by default # NOTE: the ib.client here is "throttled" to 45 rps by default
self.ib = ib self.ib: IB = ib
self.ib.RaiseRequestErrors: bool = True self.ib.RaiseRequestErrors: bool = True
# self._acnt_names: set[str] = {}
self._acnt_names: list[str] = []
@property
def acnts(self) -> list[str]:
# return list(self._acnt_names)
return self._acnt_names
def __repr__(self) -> str:
return (
f'<{type(self).__name__}('
f'ib={self.ib} '
f'acnts={self.acnts}'
# TODO: we need to mask out acnt-#s and other private
# infos if we're going to console this!
# f' |_.conf:\n'
# f' {pformat(self.conf)}\n'
')>'
)
async def get_fills(self) -> list[Fill]: async def get_fills(self) -> list[Fill]:
''' '''
Return list of rents `Fills` from trading session. Return list of rents `Fills` from trading session.
@ -376,19 +398,21 @@ class Client:
# whatToShow='MIDPOINT', # whatToShow='MIDPOINT',
# whatToShow='TRADES', # whatToShow='TRADES',
) )
log.info(
f'REQUESTING {ib_duration_str} worth {bar_size} BARS\n'
f'fqme: {fqme}\n'
f'global _enters: {_enters}\n'
f'kwargs: {pformat(kwargs)}\n'
)
bars = await self.ib.reqHistoricalDataAsync( bars = await self.ib.reqHistoricalDataAsync(
**kwargs, **kwargs,
) )
query_info: str = (
f'REQUESTING IB history BARS\n'
f' ------ - ------\n'
f'dt_duration: {dt_duration}\n'
f'ib_duration_str: {ib_duration_str}\n'
f'bar_size: {bar_size}\n'
f'fqme: {fqme}\n'
f'actor-global _enters: {_enters}\n'
f'kwargs: {pformat(kwargs)}\n'
)
# tail case if no history for range or none prior. # tail case if no history for range or none prior.
if not bars:
# NOTE: there's actually 3 cases here to handle (and # NOTE: there's actually 3 cases here to handle (and
# this should be read alongside the implementation of # this should be read alongside the implementation of
# `.reqHistoricalDataAsync()`): # `.reqHistoricalDataAsync()`):
@ -398,33 +422,39 @@ class Client:
# a weekend, holiday or other non-trading period prior to # a weekend, holiday or other non-trading period prior to
# ``end_dt`` which exceeds the ``duration``, # ``end_dt`` which exceeds the ``duration``,
# - LITERALLY this is the start of the mkt's history! # - LITERALLY this is the start of the mkt's history!
if not bars:
# TODO: figure out wut's going on here.
# TODO: is this handy, a sync requester for tinkering
# with empty frame cases?
# def get_hist():
# return self.ib.reqHistoricalData(**kwargs)
# import pdbp
# pdbp.set_trace()
# sync requester for debugging empty frame cases log.critical(
def get_hist(): 'STUPID IB SAYS NO HISTORY\n\n'
return self.ib.reqHistoricalData(**kwargs) + query_info
)
assert get_hist
import pdbp
pdbp.set_trace()
return [], np.empty(0), dt_duration
# TODO: we could maybe raise ``NoData`` instead if we # TODO: we could maybe raise ``NoData`` instead if we
# rewrite the method in the first case? right now there's no # rewrite the method in the first case?
# way to detect a timeout. # right now there's no way to detect a timeout..
return [], np.empty(0), dt_duration
# NOTE XXX: ensure minimum duration in bars B) log.info(query_info)
# => we recursively call this method until we get at least # NOTE XXX: ensure minimum duration in bars?
# as many bars such that they sum in aggregate to the the # => recursively call this method until we get at least as
# many bars such that they sum in aggregate to the the
# desired total time (duration) at most. # desired total time (duration) at most.
# XXX XXX XXX
# WHY DID WE EVEN NEED THIS ORIGINALLY!?
# XXX XXX XXX
# - if you query over a gap and get no data # - if you query over a gap and get no data
# that may short circuit the history # that may short circuit the history
if ( if (
end_dt # XXX XXX XXX
and False # => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
# XXX XXX XXX
False
and end_dt
): ):
nparr: np.ndarray = bars_to_np(bars) nparr: np.ndarray = bars_to_np(bars)
times: np.ndarray = nparr['time'] times: np.ndarray = nparr['time']
@ -927,7 +957,10 @@ class Client:
warnset = True warnset = True
else: else:
log.info(f'Got first quote for {contract}') log.info(
'Got first quote for contract\n'
f'{contract}\n'
)
break break
else: else:
if timeouterr and raise_on_timeout: if timeouterr and raise_on_timeout:
@ -991,8 +1024,12 @@ class Client:
outsideRth=True, outsideRth=True,
optOutSmartRouting=True, optOutSmartRouting=True,
# TODO: need to understand this setting better as
# it pertains to shit ass mms..
routeMarketableToBbo=True, routeMarketableToBbo=True,
designatedLocation='SMART', designatedLocation='SMART',
# TODO: make all orders GTC? # TODO: make all orders GTC?
# https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba # https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba
# goodTillDate=f"yyyyMMdd-HH:mm:ss", # goodTillDate=f"yyyyMMdd-HH:mm:ss",
@ -1120,8 +1157,8 @@ def get_config() -> dict[str, Any]:
names = list(accounts.keys()) names = list(accounts.keys())
accts = section['accounts'] = bidict(accounts) accts = section['accounts'] = bidict(accounts)
log.info( log.info(
f'brokers.toml defines {len(accts)} accounts: ' f'{path} defines {len(accts)} account aliases:\n'
f'{pformat(names)}' f'{pformat(names)}\n'
) )
if section is None: if section is None:
@ -1188,7 +1225,7 @@ async def load_aio_clients(
try_ports = list(try_ports.values()) try_ports = list(try_ports.values())
_err = None _err = None
accounts_def = config.load_accounts(['ib']) accounts_def: dict[str, str] = config.load_accounts(['ib'])
ports = try_ports if port is None else [port] ports = try_ports if port is None else [port]
combos = list(itertools.product(hosts, ports)) combos = list(itertools.product(hosts, ports))
accounts_found: dict[str, Client] = {} accounts_found: dict[str, Client] = {}
@ -1227,7 +1264,9 @@ async def load_aio_clients(
client = Client(ib=ib, config=conf) client = Client(ib=ib, config=conf)
# update all actor-global caches # update all actor-global caches
log.info(f"Caching client for {sockaddr}") log.runtime(
f'Connected and caching `Client` @ {sockaddr!r}'
)
_client_cache[sockaddr] = client _client_cache[sockaddr] = client
break break
@ -1242,32 +1281,54 @@ async def load_aio_clients(
OSError, OSError,
) as ce: ) as ce:
_err = ce _err = ce
log.warning( message: str = (
f'Failed to connect on {host}:{port} for {i} time with,\n' f'Failed to connect on {host}:{port} after {i} tries with\n'
f'{ib.client.apiError.value()}\n' f'{ib.client.apiError.value()!r}\n\n'
'retrying with a new client id..') 'Retrying with a new client id..\n'
)
log.runtime(message)
else:
# XXX report loudly if we never established after all
# re-tries
log.warning(message)
# Pre-collect all accounts available for this # Pre-collect all accounts available for this
# connection and map account names to this client # connection and map account names to this client
# instance. # instance.
for value in ib.accountValues(): for value in ib.accountValues():
acct_number = value.account acct_number: str = value.account
entry = accounts_def.inverse.get(acct_number) acnt_alias: str = accounts_def.inverse.get(acct_number)
if not entry: if not acnt_alias:
# TODO: should we constuct the below reco-ex from
# the existing config content?
_, path = config.load(
conf_name='brokers',
)
raise ValueError( raise ValueError(
'No section in brokers.toml for account:' 'No alias in account section for account!\n'
f' {acct_number}\n' f'Please add an acnt alias entry to your {path}\n'
f'Please add entry to continue using this API client' 'For example,\n\n'
'[ib.accounts]\n'
'margin = {accnt_number!r}\n'
'^^^^^^ <- you need this part!\n\n'
'This ensures `piker` will not leak private acnt info '
'to console output by default!\n'
) )
# surjection of account names to operating clients. # surjection of account names to operating clients.
if acct_number not in accounts_found: if acnt_alias not in accounts_found:
accounts_found[entry] = client accounts_found[acnt_alias] = client
# client._acnt_names.add(acnt_alias)
client._acnt_names.append(acnt_alias)
if accounts_found:
log.info( log.info(
f'Loaded accounts for client @ {host}:{port}\n' f'Loaded accounts for api client\n\n'
f'{pformat(accounts_found)}' f'{pformat(accounts_found)}\n'
) )
# XXX: why aren't we just updating this directy above # XXX: why aren't we just updating this directy above
@ -1472,7 +1533,7 @@ async def open_aio_client_method_relay(
msg: tuple[str, dict] | dict | None = await from_trio.get() msg: tuple[str, dict] | dict | None = await from_trio.get()
match msg: match msg:
case None: # termination sentinel case None: # termination sentinel
print('asyncio PROXY-RELAY SHUTDOWN') log.info('asyncio `Client` method-proxy SHUTDOWN!')
break break
case (meth_name, kwargs): case (meth_name, kwargs):

View File

@ -915,9 +915,13 @@ async def stream_quotes(
if first_ticker: if first_ticker:
first_quote: dict = normalize(first_ticker) first_quote: dict = normalize(first_ticker)
log.info(
'Rxed init quote:\n' # TODO: we need a stack-oriented log levels filters for
f'{pformat(first_quote)}' # this!
# log.info(message, filter={'stack': 'live_feed'}) ?
log.runtime(
'Rxed init quote:\n\n'
f'{pformat(first_quote)}\n'
) )
# NOTE: it might be outside regular trading hours for # NOTE: it might be outside regular trading hours for
@ -969,7 +973,11 @@ async def stream_quotes(
raise_on_timeout=True, raise_on_timeout=True,
) )
first_quote: dict = normalize(first_ticker) first_quote: dict = normalize(first_ticker)
log.info(
# TODO: we need a stack-oriented log levels filters for
# this!
# log.info(message, filter={'stack': 'live_feed'}) ?
log.runtime(
'Rxed init quote:\n' 'Rxed init quote:\n'
f'{pformat(first_quote)}' f'{pformat(first_quote)}'
) )

View File

@ -209,7 +209,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
break break
ib_client = proxy._aio_ns.ib ib_client = proxy._aio_ns.ib
log.info(f'Using {ib_client} for symbol search') log.info(
f'Using API client for symbol-search\n'
f'{ib_client}\n'
)
last = time.time() last = time.time()
async for pattern in stream: async for pattern in stream: