WIP ib: toying with showing history before first quote

misc_ib_updates
Tyler Goodlet 2021-12-09 08:22:22 -05:00
parent d69d3b319e
commit f1d61ac01b
1 changed files with 49 additions and 15 deletions

View File

@ -489,20 +489,30 @@ class Client:
formatDate=2, # timezone aware UTC datetime
)
async def get_quote(
async def get_sym_details(
self,
symbol: str,
) -> Ticker:
"""Return a single quote for symbol.
) -> tuple[Contract, Ticker, ContractDetails]:
"""
contract = await self.find_contract(symbol)
details_fute = self.ib.reqContractDetailsAsync(contract)
ticker: Ticker = self.ib.reqMktData(
contract,
snapshot=True,
)
details_fute = self.ib.reqContractDetailsAsync(contract)
details = (await details_fute)[0]
return contract, ticker, details
async def get_quote(
self,
symbol: str,
) -> tuple[Contract, Ticker, ContractDetails]:
'''
Return a single quote for symbol.
'''
contract, ticker, details = await self.get_sym_details(symbol)
# ensure a last price gets filled in before we deliver quote
for _ in range(25):
@ -514,7 +524,6 @@ class Client:
f'Symbol {symbol} is not returning a quote '
'it may be outside trading hours?')
details = (await details_fute)[0]
return contract, ticker, details
# async to be consistent for the client proxy, and cuz why not.
@ -935,9 +944,10 @@ async def _trio_run_client_method(
**kwargs,
) -> None:
"""Asyncio entry point to run tasks against the ``ib_insync`` api.
'''
Asyncio entry point to run tasks against the ``ib_insync`` api.
"""
'''
ca = tractor.current_actor()
assert ca.is_infected_aio()
@ -1357,17 +1367,13 @@ async def stream_quotes(
# TODO: support multiple subscriptions
sym = symbols[0]
with trio.fail_after(5):
with trio.fail_after(3) as cs:
contract, first_ticker, details = await _trio_run_client_method(
method='get_quote',
symbol=sym,
)
# stream = await start_aio_quote_stream(symbol=sym, contract=contract)
async with open_aio_quote_stream(
symbol=sym, contract=contract
) as stream:
def mk_init_msgs() -> dict[str, dict]:
# pass back some symbol info like min_tick, trading_hours, etc.
syminfo = asdict(details)
syminfo.update(syminfo['contract'])
@ -1395,6 +1401,34 @@ async def stream_quotes(
'symbol_info': syminfo,
}
}
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