Add more futes, add in order status comments
parent
37d94fbb28
commit
c6aa867c9b
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@ -283,7 +283,7 @@ async def maybe_spawn_daemon(
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lock = Brokerd.locks[service_name]
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await lock.acquire()
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# attach to existing brokerd if possible
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# attach to existing daemon by name if possible
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async with tractor.find_actor(service_name) as portal:
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if portal is not None:
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lock.release()
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@ -1,5 +1,5 @@
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# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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# Copyright (C) Tyler Goodlet (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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@ -171,6 +171,7 @@ _adhoc_futes_set = {
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# equities
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'nq.globex',
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'mnq.globex',
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'es.globex',
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'mes.globex',
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@ -178,8 +179,20 @@ _adhoc_futes_set = {
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'brr.cmecrypto',
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'ethusdrr.cmecrypto',
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# agriculture
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'he.globex', # lean hogs
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'le.globex', # live cattle (geezers)
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'gf.globex', # feeder cattle (younguns)
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# raw
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'lb.globex', # random len lumber
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# metals
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'xauusd.cmdty',
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'xauusd.cmdty', # gold spot
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'gc.nymex',
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'mgc.nymex',
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'xagusd.cmdty', # silver spot
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}
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# exchanges we don't support at the moment due to not knowing
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@ -556,7 +569,7 @@ class Client:
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else:
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item = ('status', obj)
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log.info(f'eventkit event -> {eventkit_obj}: {item}')
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log.info(f'eventkit event ->\n{pformat(item)}')
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try:
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to_trio.send_nowait(item)
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@ -1362,12 +1375,35 @@ async def trades_dialogue(
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# ib-gw goes down? Not sure exactly how that's happening looking
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# at the eventkit code above but we should probably handle it...
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async for event_name, item in ib_trade_events_stream:
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print(f' ib sending {item}')
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# XXX: begin normalization of nonsense ib_insync internal
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# object-state tracking representations...
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# TODO: templating the ib statuses in comparison with other
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# brokers is likely the way to go:
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# https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
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# short list:
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# - PendingSubmit
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# - PendingCancel
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# - PreSubmitted (simulated orders)
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# - ApiCancelled (cancelled by client before submission
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# to routing)
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# - Cancelled
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# - Filled
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# - Inactive (reject or cancelled but not by trader)
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# XXX: here's some other sucky cases from the api
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# - short-sale but securities haven't been located, in this
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# case we should probably keep the order in some kind of
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# weird state or cancel it outright?
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# status='PendingSubmit', message=''),
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# status='Cancelled', message='Error 404,
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# reqId 1550: Order held while securities are located.'),
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# status='PreSubmitted', message='')],
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if event_name == 'status':
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# XXX: begin normalization of nonsense ib_insync internal
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# object-state tracking representations...
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# unwrap needed data from ib_insync internal types
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trade: Trade = item
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status: OrderStatus = trade.orderStatus
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@ -1378,10 +1414,13 @@ async def trades_dialogue(
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reqid=trade.order.orderId,
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time_ns=time.time_ns(), # cuz why not
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# everyone doin camel case..
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status=status.status.lower(), # force lower case
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filled=status.filled,
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reason=status.whyHeld,
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# this seems to not be necessarily up to date in the
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# execDetails event.. so we have to send it here I guess?
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remaining=status.remaining,
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@ -1500,6 +1539,12 @@ async def open_symbol_search(
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if not pattern or pattern.isspace():
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log.warning('empty pattern received, skipping..')
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# TODO: *BUG* if nothing is returned here the client
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# side will cache a null set result and not showing
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# anything to the use on re-searches when this query
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# timed out. We probably need a special "timeout" msg
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# or something...
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# XXX: this unblocks the far end search task which may
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# hold up a multi-search nursery block
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await stream.send({})
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@ -1507,7 +1552,7 @@ async def open_symbol_search(
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continue
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log.debug(f'searching for {pattern}')
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# await tractor.breakpoint()
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last = time.time()
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results = await _trio_run_client_method(
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method='search_stocks',
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