Merge pull request #271 from pikers/ib_mkt_closed

Ib mkt closed
pp_bar_fixes
goodboy 2022-02-07 11:13:40 -05:00 committed by GitHub
commit cef2cdd6b6
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2 changed files with 52 additions and 50 deletions

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@ -507,6 +507,7 @@ class Client:
async def get_quote(
self,
symbol: str,
) -> tuple[Contract, Ticker, ContractDetails]:
'''
Return a single quote for symbol.
@ -515,10 +516,14 @@ class Client:
contract, ticker, details = await self.get_sym_details(symbol)
# ensure a last price gets filled in before we deliver quote
for _ in range(25):
for _ in range(2):
if isnan(ticker.last):
log.warning(f'Quote for {symbol} timed out: market is closed?')
ticker = await ticker.updateEvent
await asyncio.sleep(0.2)
await asyncio.sleep(0.1)
else:
log.info(f'Got first quote for {symbol}')
break
else:
log.warning(
f'Symbol {symbol} is not returning a quote '
@ -1311,7 +1316,8 @@ async def _setup_quote_stream(
# Manually do the dereg ourselves.
teardown()
except trio.WouldBlock:
log.warning(f'channel is blocking symbol feed for {symbol}?'
log.warning(
f'channel is blocking symbol feed for {symbol}?'
f'\n{to_trio.statistics}'
)
@ -1372,16 +1378,17 @@ async def stream_quotes(
task_status: TaskStatus[tuple[dict, dict]] = trio.TASK_STATUS_IGNORED,
) -> None:
"""Stream symbol quotes.
'''
Stream symbol quotes.
This is a ``trio`` callable routine meant to be invoked
once the brokerd is up.
"""
'''
# TODO: support multiple subscriptions
sym = symbols[0]
with trio.fail_after(16) as cs:
with trio.fail_after(16):
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
@ -1417,33 +1424,7 @@ async def stream_quotes(
}
return init_msgs
if cs.cancelled_caught:
# it might be outside regular trading hours so see if we can at
# least grab history.
contract, first_ticker, details = await _trio_run_client_method(
method='get_sym_details',
symbol=sym,
)
# init_msgs = mk_init_msgs()
# try again but without timeout and then do feed startup once we
# get one.
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
)
else:
init_msgs = mk_init_msgs()
# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
async with open_aio_quote_stream(
symbol=sym, contract=contract
) as stream:
con = first_ticker.contract
# should be real volume for this contract by default
@ -1471,6 +1452,23 @@ async def stream_quotes(
# pass first quote asap
first_quote = {topic: quote}
# it might be outside regular trading hours so see if we can at
# least grab history.
if isnan(first_ticker.last):
task_status.started((init_msgs, first_quote))
# it's not really live but this will unblock
# the brokerd feed task to tell the ui to update?
feed_is_live.set()
# block and let data history backfill code run.
await trio.sleep_forever()
return # we never expect feed to come up?
async with open_aio_quote_stream(
symbol=sym, contract=contract
) as stream:
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
first_ticker.ticks = []

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@ -1020,7 +1020,11 @@ async def _emsd_main(
book = _router.get_dark_book(broker)
last = book.lasts[(broker, symbol)] = first_quote['last']
assert not isnan(last) # ib is a cucker but we've fixed it in the backend
# XXX: ib is a cucker but we've fixed avoiding receiving any
# `Nan`s in the backend during market hours (right?). this was
# here previously as a sanity check during market hours.
# assert not isnan(last)
# open a stream with the brokerd backend for order
# flow dialogue