WIP ib: toying with showing history before first quote
parent
d69d3b319e
commit
f1d61ac01b
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@ -489,20 +489,30 @@ class Client:
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formatDate=2, # timezone aware UTC datetime
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formatDate=2, # timezone aware UTC datetime
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)
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)
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async def get_quote(
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async def get_sym_details(
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self,
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self,
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symbol: str,
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symbol: str,
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) -> Ticker:
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) -> tuple[Contract, Ticker, ContractDetails]:
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"""Return a single quote for symbol.
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"""
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contract = await self.find_contract(symbol)
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contract = await self.find_contract(symbol)
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details_fute = self.ib.reqContractDetailsAsync(contract)
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ticker: Ticker = self.ib.reqMktData(
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ticker: Ticker = self.ib.reqMktData(
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contract,
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contract,
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snapshot=True,
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snapshot=True,
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)
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)
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details_fute = self.ib.reqContractDetailsAsync(contract)
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details = (await details_fute)[0]
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return contract, ticker, details
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async def get_quote(
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self,
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symbol: str,
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) -> tuple[Contract, Ticker, ContractDetails]:
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'''
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Return a single quote for symbol.
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'''
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contract, ticker, details = await self.get_sym_details(symbol)
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# ensure a last price gets filled in before we deliver quote
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# ensure a last price gets filled in before we deliver quote
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for _ in range(25):
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for _ in range(25):
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@ -514,7 +524,6 @@ class Client:
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f'Symbol {symbol} is not returning a quote '
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f'Symbol {symbol} is not returning a quote '
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'it may be outside trading hours?')
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'it may be outside trading hours?')
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details = (await details_fute)[0]
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return contract, ticker, details
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return contract, ticker, details
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# async to be consistent for the client proxy, and cuz why not.
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# async to be consistent for the client proxy, and cuz why not.
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@ -935,9 +944,10 @@ async def _trio_run_client_method(
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**kwargs,
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**kwargs,
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) -> None:
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) -> None:
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"""Asyncio entry point to run tasks against the ``ib_insync`` api.
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'''
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Asyncio entry point to run tasks against the ``ib_insync`` api.
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"""
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'''
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ca = tractor.current_actor()
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ca = tractor.current_actor()
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assert ca.is_infected_aio()
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assert ca.is_infected_aio()
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@ -1357,17 +1367,13 @@ async def stream_quotes(
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# TODO: support multiple subscriptions
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# TODO: support multiple subscriptions
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sym = symbols[0]
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sym = symbols[0]
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with trio.fail_after(5):
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with trio.fail_after(3) as cs:
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contract, first_ticker, details = await _trio_run_client_method(
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contract, first_ticker, details = await _trio_run_client_method(
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method='get_quote',
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method='get_quote',
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symbol=sym,
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symbol=sym,
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)
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)
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# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
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def mk_init_msgs() -> dict[str, dict]:
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async with open_aio_quote_stream(
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symbol=sym, contract=contract
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) as stream:
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# pass back some symbol info like min_tick, trading_hours, etc.
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# pass back some symbol info like min_tick, trading_hours, etc.
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syminfo = asdict(details)
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syminfo = asdict(details)
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syminfo.update(syminfo['contract'])
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syminfo.update(syminfo['contract'])
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@ -1395,6 +1401,34 @@ async def stream_quotes(
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'symbol_info': syminfo,
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'symbol_info': syminfo,
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}
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}
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}
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}
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return init_msgs
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if cs.cancelled_caught:
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# it might be outside regular trading hours so see if we can at
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# least grab history.
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contract, first_ticker, details = await _trio_run_client_method(
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method='get_sym_details',
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symbol=sym,
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)
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# init_msgs = mk_init_msgs()
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# try again but without timeout and then do feed startup once we
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# get one.
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contract, first_ticker, details = await _trio_run_client_method(
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method='get_quote',
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symbol=sym,
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)
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else:
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init_msgs = mk_init_msgs()
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# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
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async with open_aio_quote_stream(
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symbol=sym, contract=contract
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) as stream:
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con = first_ticker.contract
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con = first_ticker.contract
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