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Add more futes, add in order status comments

pause_feeds_on_sym_switch
Tyler Goodlet 2021-06-23 10:09:45 -04:00
parent 37d94fbb28
commit c6aa867c9b
2 changed files with 52 additions and 7 deletions
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2
piker/_daemon.py
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@ -283,7 +283,7 @@ async def maybe_spawn_daemon(
lock = Brokerd.locks[service_name] lock = Brokerd.locks[service_name]
await lock.acquire() await lock.acquire()
# attach to existing brokerd if possible # attach to existing daemon by name if possible
async with tractor.find_actor(service_name) as portal: async with tractor.find_actor(service_name) as portal:
if portal is not None: if portal is not None:
lock.release() lock.release()

57
piker/brokers/ib.py
View File

@ -1,5 +1,5 @@
# piker: trading gear for hackers # piker: trading gear for hackers
# Copyright (C) Tyler Goodlet (in stewardship for piker0) # Copyright (C) Tyler Goodlet (in stewardship for pikers)
# This program is free software: you can redistribute it and/or modify # This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by # it under the terms of the GNU Affero General Public License as published by
@ -171,6 +171,7 @@ _adhoc_futes_set = {
# equities # equities
'nq.globex', 'nq.globex',
'mnq.globex', 'mnq.globex',
'es.globex', 'es.globex',
'mes.globex', 'mes.globex',
@ -178,8 +179,20 @@ _adhoc_futes_set = {
'brr.cmecrypto', 'brr.cmecrypto',
'ethusdrr.cmecrypto', 'ethusdrr.cmecrypto',
# agriculture
'he.globex', # lean hogs
'le.globex', # live cattle (geezers)
'gf.globex', # feeder cattle (younguns)
# raw
'lb.globex', # random len lumber
# metals # metals
'xauusd.cmdty', 'xauusd.cmdty', # gold spot
'gc.nymex',
'mgc.nymex',
'xagusd.cmdty', # silver spot
} }
# exchanges we don't support at the moment due to not knowing # exchanges we don't support at the moment due to not knowing
@ -556,7 +569,7 @@ class Client:
else: else:
item = ('status', obj) item = ('status', obj)
log.info(f'eventkit event -> {eventkit_obj}: {item}') log.info(f'eventkit event ->\n{pformat(item)}')
try: try:
to_trio.send_nowait(item) to_trio.send_nowait(item)
@ -1362,12 +1375,35 @@ async def trades_dialogue(
# ib-gw goes down? Not sure exactly how that's happening looking # ib-gw goes down? Not sure exactly how that's happening looking
# at the eventkit code above but we should probably handle it... # at the eventkit code above but we should probably handle it...
async for event_name, item in ib_trade_events_stream: async for event_name, item in ib_trade_events_stream:
print(f' ib sending {item}')
# TODO: templating the ib statuses in comparison with other
# brokers is likely the way to go:
# https://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#a17f2a02d6449710b6394d0266a353313
# short list:
# - PendingSubmit
# - PendingCancel
# - PreSubmitted (simulated orders)
# - ApiCancelled (cancelled by client before submission
# to routing)
# - Cancelled
# - Filled
# - Inactive (reject or cancelled but not by trader)
# XXX: here's some other sucky cases from the api
# - short-sale but securities haven't been located, in this
# case we should probably keep the order in some kind of
# weird state or cancel it outright?
# status='PendingSubmit', message=''),
# status='Cancelled', message='Error 404,
# reqId 1550: Order held while securities are located.'),
# status='PreSubmitted', message='')],
if event_name == 'status':
# XXX: begin normalization of nonsense ib_insync internal # XXX: begin normalization of nonsense ib_insync internal
# object-state tracking representations... # object-state tracking representations...
if event_name == 'status':
# unwrap needed data from ib_insync internal types # unwrap needed data from ib_insync internal types
trade: Trade = item trade: Trade = item
status: OrderStatus = trade.orderStatus status: OrderStatus = trade.orderStatus
@ -1378,10 +1414,13 @@ async def trades_dialogue(
reqid=trade.order.orderId, reqid=trade.order.orderId,
time_ns=time.time_ns(), # cuz why not time_ns=time.time_ns(), # cuz why not
# everyone doin camel case..
status=status.status.lower(), # force lower case status=status.status.lower(), # force lower case
filled=status.filled, filled=status.filled,
reason=status.whyHeld, reason=status.whyHeld,
# this seems to not be necessarily up to date in the # this seems to not be necessarily up to date in the
# execDetails event.. so we have to send it here I guess? # execDetails event.. so we have to send it here I guess?
remaining=status.remaining, remaining=status.remaining,
@ -1500,6 +1539,12 @@ async def open_symbol_search(
if not pattern or pattern.isspace(): if not pattern or pattern.isspace():
log.warning('empty pattern received, skipping..') log.warning('empty pattern received, skipping..')
# TODO: *BUG* if nothing is returned here the client
# side will cache a null set result and not showing
# anything to the use on re-searches when this query
# timed out. We probably need a special "timeout" msg
# or something...
# XXX: this unblocks the far end search task which may # XXX: this unblocks the far end search task which may
# hold up a multi-search nursery block # hold up a multi-search nursery block
await stream.send({}) await stream.send({})
@ -1507,7 +1552,7 @@ async def open_symbol_search(
continue continue
log.debug(f'searching for {pattern}') log.debug(f'searching for {pattern}')
# await tractor.breakpoint()
last = time.time() last = time.time()
results = await _trio_run_client_method( results = await _trio_run_client_method(
method='search_stocks', method='search_stocks',