Merge pull request #213 from pikers/brokers_config

Brokers config schema bump, ib patches

config/brokers.toml

@@ -0,0 +1,25 @@
+[questrade]
+refresh_token = ""
+access_token = ""
+api_server = "https://api06.iq.questrade.com/"
+expires_in = 1800
+token_type = "Bearer"
+expires_at = 1616095326.355846
+
+[kraken]
+key_descr = "api_0"
+public_key = ""
+private_key = ""
+
+[ib]
+host = "127.0.0.1"
+
+[ib.accounts]
+margin = ""
+registered = ""
+paper = ""
+
+[ib.ports]
+gw = 4002
+tws = 7497
+order = [ "gw", "tws",]

data/brokers.toml

@@ -1,9 +0,0 @@
-[binance]
-
-[kraken]
-
-
-# [ib]
-
-
-# [questrade]

piker/brokers/config.py

@@ -40,6 +40,16 @@ def _override_config_dir(
 
 
 def get_broker_conf_path():
+    """Return the default config path normally under
+    ``~/.config/piker`` on linux.
+
+    Contains files such as:
+    - brokers.toml
+    - watchlists.toml
+    - signals.toml
+    - strats.toml
+
+    """
     return os.path.join(_config_dir, _file_name)
 
 

piker/brokers/ib.py

@@ -31,6 +31,7 @@ from pprint import pformat
 import inspect
 import itertools
 import logging
+from random import randint
 import time
 
 import trio
@@ -49,6 +50,7 @@ from ib_insync.client import Client as ib_Client
 from fuzzywuzzy import process as fuzzy
 import numpy as np
 
+from . import config
 from ..log import get_logger, get_console_log
 from .._daemon import maybe_spawn_brokerd
 from ..data._source import from_df
@@ -310,7 +312,8 @@ class Client:
                     unique_sym = f'{con.symbol}.{con.primaryExchange}'
 
                     as_dict = asdict(d)
-                    # nested dataclass we probably don't need and that won't IPC serialize
+                    # nested dataclass we probably don't need and that
+                    # won't IPC serialize
                     as_dict.pop('secIdList')
 
                     details[unique_sym] = as_dict
@@ -637,25 +640,47 @@ class Client:
 # default config ports
 _tws_port: int = 7497
 _gw_port: int = 4002
-_try_ports = [_gw_port, _tws_port]
+_try_ports = [
-_client_ids = itertools.count()
+    _gw_port,
+    _tws_port
+]
+# TODO: remove the randint stuff and use proper error checking in client
+# factor below..
+_client_ids = itertools.count(randint(1, 100))
 _client_cache = {}
 
 
+def get_config() -> dict[str, Any]:
+
+    conf, path = config.load()
+
+    section = conf.get('ib')
+
+    if section is None:
+        log.warning(f'No config section found for ib in {path}')
+        return {}
+
+    return section
+
+
 @asynccontextmanager
 async def _aio_get_client(
+
     host: str = '127.0.0.1',
     port: int = None,
+
     client_id: Optional[int] = None,
+
 ) -> Client:
-    """Return an ``ib_insync.IB`` instance wrapped in our client API.
+    '''Return an ``ib_insync.IB`` instance wrapped in our client API.
 
     Client instances are cached for later use.
 
     TODO: consider doing this with a ctx mngr eventually?
-    """
+    '''
-    # first check cache for existing client
+    conf = get_config()
 
+    # first check cache for existing client
     try:
         if port:
             client = _client_cache[(host, port)]
@@ -666,6 +691,7 @@ async def _aio_get_client(
         yield client
 
     except (KeyError, IndexError):
+
         # TODO: in case the arbiter has no record
         # of existing brokerd we need to broadcast for one.
 
@@ -675,9 +701,31 @@ async def _aio_get_client(
             client_id = next(_client_ids)
 
         ib = NonShittyIB()
-        ports = _try_ports if port is None else [port]
+
+        # attempt to get connection info from config; if no .toml entry
+        # exists, we try to load from a default localhost connection.
+        host = conf.get('host', '127.0.0.1')
+        ports = conf.get(
+            'ports',
+
+            # default order is to check for gw first
+            {
+                'gw': 4002,
+                'tws': 7497,
+                'order': ['gw', 'tws']
+            }
+        )
+        order = ports['order']
+
+        try_ports = [ports[key] for key in order]
+        ports = try_ports if port is None else [port]
+
+        # TODO: support multiple clients allowing for execution on
+        # multiple accounts (including a paper instance running on the
+        # same machine) and switching between accounts in the EMs
 
         _err = None
+
         for port in ports:
             try:
                 log.info(f"Connecting to the EYEBEE on port {port}!")
@@ -1360,7 +1408,7 @@ async def trades_dialogue(
                     'contract': asdict(fill.contract),
                     'execution': asdict(fill.execution),
                     'commissions': asdict(fill.commissionReport),
-                    'broker_time': execu.time,   # supposedly IB server fill time
+                    'broker_time': execu.time,   # supposedly server fill time
                     'name': 'ib',
                 }
 
@@ -1401,14 +1449,14 @@ async def trades_dialogue(
             if getattr(msg, 'reqid', 0) < -1:
 
                 # it's a trade event generated by TWS usage.
-                log.warning(f"TWS triggered trade:\n{pformat(msg)}")
+                log.info(f"TWS triggered trade\n{pformat(msg.dict())}")
 
                 msg.reqid = 'tws-' + str(-1 * msg.reqid)
 
                 # mark msg as from "external system"
                 # TODO: probably something better then this.. and start
                 # considering multiplayer/group trades tracking
-                msg.external = True
+                msg.broker_details['external_src'] = 'tws'
                 continue
 
             # XXX: we always serialize to a dict for msgpack