Override annoying stuff in ib_insync
parent
c6b4b62228
commit
d431ec20a8
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@ -10,6 +10,7 @@ from dataclasses import asdict
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from functools import partial
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from typing import List, Dict, Any, Tuple, Optional, AsyncGenerator
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import asyncio
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import logging
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import inspect
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import itertools
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import time
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@ -18,6 +19,8 @@ from async_generator import aclosing
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from ib_insync.contract import Contract, ContractDetails
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from ib_insync.ticker import Ticker
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import ib_insync as ibis
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from ib_insync.wrapper import Wrapper
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from ib_insync.client import Client as ib_Client
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import tractor
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from ..log import get_logger, get_console_log
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@ -60,6 +63,38 @@ _time_frames = {
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}
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# overrides to sidestep pretty questionable design decisions in
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# ``ib_insync``:
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class NonShittyWrapper(Wrapper):
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def tcpDataArrived(self):
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"""Override time stamps to be floats for now.
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"""
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self.lastTime = time.time()
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for ticker in self.pendingTickers:
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ticker.rtTime = None
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ticker.ticks = []
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ticker.tickByTicks = []
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ticker.domTicks = []
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self.pendingTickers = set()
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class NonShittyIB(ibis.IB):
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"""The beginning of overriding quite a few quetionable decisions
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in this lib.
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- Don't use datetimes
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- Don't use named tuples
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"""
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def __init__(self):
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self._createEvents()
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self.wrapper = NonShittyWrapper(self)
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self.client = ib_Client(self.wrapper)
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self.errorEvent += self._onError
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self.client.apiEnd += self.disconnectedEvent
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self._logger = logging.getLogger('ib_insync.ib')
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class Client:
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"""IB wrapped for our broker backend API.
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@ -220,7 +255,7 @@ async def _aio_get_client(
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# tractor likely isn't running
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client_id = 1
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ib = ibis.IB()
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ib = NonShittyIB()
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ports = _try_ports if port is None else [port]
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_err = None
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for port in ports:
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