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
parent
f12c452d96
commit
b577180773
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@ -100,7 +100,7 @@ async def data_reset_hack(
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log.warning(
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no_setup_msg
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+
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f'REQUIRES A `vnc_addrs: array` ENTRY'
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'REQUIRES A `vnc_addrs: array` ENTRY'
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)
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vnc_host, vnc_port = vnc_sockaddr.get(
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@ -287,9 +287,31 @@ class Client:
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self.conf = config
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# NOTE: the ib.client here is "throttled" to 45 rps by default
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self.ib = ib
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self.ib: IB = ib
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self.ib.RaiseRequestErrors: bool = True
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# self._acnt_names: set[str] = {}
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self._acnt_names: list[str] = []
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@property
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def acnts(self) -> list[str]:
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# return list(self._acnt_names)
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return self._acnt_names
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def __repr__(self) -> str:
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return (
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f'<{type(self).__name__}('
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f'ib={self.ib} '
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f'acnts={self.acnts}'
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# TODO: we need to mask out acnt-#s and other private
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# infos if we're going to console this!
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# f' |_.conf:\n'
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# f' {pformat(self.conf)}\n'
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')>'
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)
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async def get_fills(self) -> list[Fill]:
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'''
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Return list of rents `Fills` from trading session.
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@ -376,19 +398,21 @@ class Client:
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# whatToShow='MIDPOINT',
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# whatToShow='TRADES',
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)
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log.info(
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f'REQUESTING {ib_duration_str} worth {bar_size} BARS\n'
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f'fqme: {fqme}\n'
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f'global _enters: {_enters}\n'
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f'kwargs: {pformat(kwargs)}\n'
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)
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bars = await self.ib.reqHistoricalDataAsync(
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**kwargs,
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)
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query_info: str = (
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f'REQUESTING IB history BARS\n'
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f' ------ - ------\n'
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f'dt_duration: {dt_duration}\n'
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f'ib_duration_str: {ib_duration_str}\n'
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f'bar_size: {bar_size}\n'
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f'fqme: {fqme}\n'
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f'actor-global _enters: {_enters}\n'
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f'kwargs: {pformat(kwargs)}\n'
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)
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# tail case if no history for range or none prior.
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if not bars:
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# NOTE: there's actually 3 cases here to handle (and
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# this should be read alongside the implementation of
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# `.reqHistoricalDataAsync()`):
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@ -398,33 +422,39 @@ class Client:
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# a weekend, holiday or other non-trading period prior to
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# ``end_dt`` which exceeds the ``duration``,
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# - LITERALLY this is the start of the mkt's history!
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if not bars:
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# TODO: figure out wut's going on here.
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# TODO: is this handy, a sync requester for tinkering
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# with empty frame cases?
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# def get_hist():
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# return self.ib.reqHistoricalData(**kwargs)
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# import pdbp
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# pdbp.set_trace()
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# sync requester for debugging empty frame cases
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def get_hist():
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return self.ib.reqHistoricalData(**kwargs)
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log.critical(
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'STUPID IB SAYS NO HISTORY\n\n'
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+ query_info
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)
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assert get_hist
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import pdbp
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pdbp.set_trace()
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return [], np.empty(0), dt_duration
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# TODO: we could maybe raise ``NoData`` instead if we
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# rewrite the method in the first case? right now there's no
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# way to detect a timeout.
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# rewrite the method in the first case?
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# right now there's no way to detect a timeout..
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return [], np.empty(0), dt_duration
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# NOTE XXX: ensure minimum duration in bars B)
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# => we recursively call this method until we get at least
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# as many bars such that they sum in aggregate to the the
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log.info(query_info)
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# NOTE XXX: ensure minimum duration in bars?
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# => recursively call this method until we get at least as
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# many bars such that they sum in aggregate to the the
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# desired total time (duration) at most.
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# XXX XXX XXX
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# WHY DID WE EVEN NEED THIS ORIGINALLY!?
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# XXX XXX XXX
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# - if you query over a gap and get no data
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# that may short circuit the history
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if (
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end_dt
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and False
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# XXX XXX XXX
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# => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
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# XXX XXX XXX
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False
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and end_dt
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):
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nparr: np.ndarray = bars_to_np(bars)
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times: np.ndarray = nparr['time']
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@ -927,7 +957,10 @@ class Client:
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warnset = True
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else:
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log.info(f'Got first quote for {contract}')
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log.info(
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'Got first quote for contract\n'
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f'{contract}\n'
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)
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break
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else:
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if timeouterr and raise_on_timeout:
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@ -991,8 +1024,12 @@ class Client:
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outsideRth=True,
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optOutSmartRouting=True,
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# TODO: need to understand this setting better as
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# it pertains to shit ass mms..
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routeMarketableToBbo=True,
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designatedLocation='SMART',
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# TODO: make all orders GTC?
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# https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a95539081751afb9980f4c6bd1655a6ba
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# goodTillDate=f"yyyyMMdd-HH:mm:ss",
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@ -1120,8 +1157,8 @@ def get_config() -> dict[str, Any]:
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names = list(accounts.keys())
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accts = section['accounts'] = bidict(accounts)
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log.info(
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f'brokers.toml defines {len(accts)} accounts: '
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f'{pformat(names)}'
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f'{path} defines {len(accts)} account aliases:\n'
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f'{pformat(names)}\n'
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)
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if section is None:
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@ -1188,7 +1225,7 @@ async def load_aio_clients(
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try_ports = list(try_ports.values())
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_err = None
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accounts_def = config.load_accounts(['ib'])
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accounts_def: dict[str, str] = config.load_accounts(['ib'])
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ports = try_ports if port is None else [port]
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combos = list(itertools.product(hosts, ports))
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accounts_found: dict[str, Client] = {}
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@ -1227,7 +1264,9 @@ async def load_aio_clients(
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client = Client(ib=ib, config=conf)
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# update all actor-global caches
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log.info(f"Caching client for {sockaddr}")
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log.runtime(
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f'Connected and caching `Client` @ {sockaddr!r}'
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)
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_client_cache[sockaddr] = client
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break
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@ -1242,32 +1281,54 @@ async def load_aio_clients(
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OSError,
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) as ce:
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_err = ce
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log.warning(
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f'Failed to connect on {host}:{port} for {i} time with,\n'
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f'{ib.client.apiError.value()}\n'
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'retrying with a new client id..')
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message: str = (
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f'Failed to connect on {host}:{port} after {i} tries with\n'
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f'{ib.client.apiError.value()!r}\n\n'
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'Retrying with a new client id..\n'
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)
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log.runtime(message)
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else:
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# XXX report loudly if we never established after all
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# re-tries
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log.warning(message)
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# Pre-collect all accounts available for this
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# connection and map account names to this client
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# instance.
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for value in ib.accountValues():
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acct_number = value.account
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acct_number: str = value.account
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entry = accounts_def.inverse.get(acct_number)
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if not entry:
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acnt_alias: str = accounts_def.inverse.get(acct_number)
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if not acnt_alias:
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# TODO: should we constuct the below reco-ex from
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# the existing config content?
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_, path = config.load(
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conf_name='brokers',
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)
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raise ValueError(
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'No section in brokers.toml for account:'
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f' {acct_number}\n'
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f'Please add entry to continue using this API client'
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'No alias in account section for account!\n'
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f'Please add an acnt alias entry to your {path}\n'
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'For example,\n\n'
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'[ib.accounts]\n'
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'margin = {accnt_number!r}\n'
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'^^^^^^ <- you need this part!\n\n'
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'This ensures `piker` will not leak private acnt info '
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'to console output by default!\n'
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)
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# surjection of account names to operating clients.
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if acct_number not in accounts_found:
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accounts_found[entry] = client
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if acnt_alias not in accounts_found:
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accounts_found[acnt_alias] = client
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# client._acnt_names.add(acnt_alias)
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client._acnt_names.append(acnt_alias)
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if accounts_found:
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log.info(
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f'Loaded accounts for client @ {host}:{port}\n'
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f'{pformat(accounts_found)}'
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f'Loaded accounts for api client\n\n'
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f'{pformat(accounts_found)}\n'
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)
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# XXX: why aren't we just updating this directy above
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@ -1472,7 +1533,7 @@ async def open_aio_client_method_relay(
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msg: tuple[str, dict] | dict | None = await from_trio.get()
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match msg:
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case None: # termination sentinel
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print('asyncio PROXY-RELAY SHUTDOWN')
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log.info('asyncio `Client` method-proxy SHUTDOWN!')
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break
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case (meth_name, kwargs):
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@ -915,9 +915,13 @@ async def stream_quotes(
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if first_ticker:
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first_quote: dict = normalize(first_ticker)
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log.info(
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'Rxed init quote:\n'
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f'{pformat(first_quote)}'
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# TODO: we need a stack-oriented log levels filters for
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# this!
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# log.info(message, filter={'stack': 'live_feed'}) ?
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log.runtime(
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'Rxed init quote:\n\n'
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f'{pformat(first_quote)}\n'
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)
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# NOTE: it might be outside regular trading hours for
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@ -969,7 +973,11 @@ async def stream_quotes(
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raise_on_timeout=True,
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)
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first_quote: dict = normalize(first_ticker)
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log.info(
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# TODO: we need a stack-oriented log levels filters for
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# this!
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# log.info(message, filter={'stack': 'live_feed'}) ?
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log.runtime(
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'Rxed init quote:\n'
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f'{pformat(first_quote)}'
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)
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@ -209,7 +209,10 @@ async def open_symbol_search(ctx: tractor.Context) -> None:
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break
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ib_client = proxy._aio_ns.ib
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log.info(f'Using {ib_client} for symbol search')
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log.info(
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f'Using API client for symbol-search\n'
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f'{ib_client}\n'
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)
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last = time.time()
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async for pattern in stream:
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Loading…
Reference in New Issue