ib.feed: start drafting out `get_mkt_info()` endpoint
parent
1263835034
commit
f20e2d6ee2
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@ -19,7 +19,10 @@ Data feed endpoints pre-wrapped and ready for use with ``tractor``/``trio``.
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"""
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from __future__ import annotations
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import asyncio
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from contextlib import asynccontextmanager as acm
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from contextlib import (
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asynccontextmanager as acm,
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nullcontext,
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)
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from decimal import Decimal
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from dataclasses import asdict
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from datetime import datetime
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@ -59,6 +62,9 @@ from .api import (
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Contract,
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)
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from ._util import data_reset_hack
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from piker._cacheables import (
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async_lifo_cache,
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)
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# https://interactivebrokers.github.io/tws-api/tick_types.html
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@ -733,22 +739,36 @@ def normalize(
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return data
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# TODO!
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# async def get_mkt_info(
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# fqme: str,
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@async_lifo_cache()
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async def get_mkt_info(
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fqme: str,
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# _cache: dict[str, MktPair] = {}
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proxy: MethodProxy | None = None,
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# ) -> tuple[MktPair, Pair]:
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) -> tuple[MktPair, Pair]:
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# both = _cache.get(fqme)
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# if both:
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# return both
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# we don't need to split off any fqme broker part?
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# bs_fqme, _, broker = fqme.partition('.')
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# proxy: MethodProxy
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# async with open_data_client() as proxy:
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proxy: MethodProxy
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if proxy is not None:
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client_ctx = nullcontext(proxy)
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else:
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client_ctx = open_data_client
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async with client_ctx as proxy:
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try:
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(
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con, # Contract
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details, # ContractDetails
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) = await proxy.get_sym_details(symbol=fqme)
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except ConnectionError:
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log.exception(f'Proxy is ded {proxy._aio_ns}')
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raise
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# pair: Pair = await client.exch_info(fqme.upper())
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# mkt = MktPair(
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# dst=Asset(
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# name=pair.baseAsset,
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@ -765,9 +785,9 @@ def normalize(
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# bs_mktid=pair.symbol,
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# broker='binance',
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# )
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# both = mkt, pair
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# _cache[fqme] = both
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# return both
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return con, details
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async def stream_quotes(
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@ -794,18 +814,11 @@ async def stream_quotes(
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proxy: MethodProxy
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async with open_data_client() as proxy:
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try:
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(
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con, # Contract
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first_ticker, # Ticker
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details, # ContractDetails
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) = await proxy.get_sym_details(symbol=sym)
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except ConnectionError:
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log.exception(f'Proxy is ded {proxy._aio_ns}')
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raise
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con, details = await get_mkt_info(sym, proxy=proxy)
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first_ticker = await proxy.get_quote(contract=con)
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first_quote = normalize(first_ticker)
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# print(f'first quote: {first_quote}')
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log.runtime(f'FIRST QUOTE: {first_quote}')
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def mk_init_msgs() -> dict[str, dict]:
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'''
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@ -879,7 +892,7 @@ async def stream_quotes(
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# TODO: we should instead spawn a task that waits on a feed to start
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# and let it wait indefinitely..instead of this hard coded stuff.
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with trio.move_on_after(1):
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contract, first_ticker, details = await proxy.get_quote(symbol=sym)
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first_ticker = await proxy.get_quote(contract=con)
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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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