Match upstream `tractor` API change where
`open_channel_from()` now yields `(chan, first)`
instead of `(first, chan)` — i.e.
`tuple[LinkedTaskChannel, Any]`.
- `brokers/ib/api.py`
- `brokers/ib/broker.py`
- `brokers/ib/feed.py`
- `brokers/deribit/api.py` (2 sites)
(this patch was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Use (the only available in `ib_async`) `returnAll=True` in
`qualifyContractsAsync()` calls within `get_fute()` and handle the case
where IB returns a list of ambiguous contract matches instead of
a single result.
Deats,
- add `returnAll=True` to both `ContFuture` and `Future`
qualification calls.
- add `isinstance(con, list)` check after unpacking first result
to detect ambiguous contract sets.
- log warning with input params and matched contracts when
ambiguous.
- update return type annot to `Contract|list[Contract]`.
Also,
- handle list-of-contracts case in `find_contracts()` by unpacking
`*contracts` into the `qualifyContractsAsync()` call.
- reformat `qualifyContractsAsync()` calls to multiline style.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Migrate the IB broker backend to use `ib_async` (the actively maintained
fork) instead of the now stale, original `ib_insync` lib.
Deats,
- update `pyproject.toml` dep: drop `ib-insync` pin, add
`ib-async>=2.1.0`.
- update lock file with `ib-async` and its new `aeventkit` dep (which
i guess replaces `eventkit`).
- obvi, change all `ib_insync` imports to `ib_async` across `.ib.*`.
- update docs and select internal comments referencing the original lib.
Also,
- drop unused `ledger_dict` init in `_flex_reports.load_flex_trades()`.
- fix union type annot style: `dict | None` -> `dict|None`.
- strip `.tzinfo` from `lastTimeStamp` in `normalize()` to avoid
IPC codec issues with `ib_async`'s `timezone.utc` injection.
- pop `'defaults'` from ticker data dict in `normalize()` to avoid
non-serializable `timezone` objects and warning-log in such
cases.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
That is to be able to (eventually) introspect "ambiguous" contract sets
once we move to `ib_async` and its `returnAll: bool` now offered by
`IB.qualifyContractsAsync()`,
https://github.com/ib-api-reloaded/ib_async/blob/main/ib_async/ib.py#L2115
Also, tweak some type type annots to multline style in sibling mods.
Integrate `exchange_calendars` lib to detect market holidays in
gap-checking logic via new `.ib.venues.has_holiday()` helper!
The `.ib.venues` impl deats,
- add a new `has_holiday()` using `xcals.get_calendar()` and friends
for sanity checking a venue's holiday closure-gaps.
* final holiday detection-check is basically,
`(cash_gap := (next_open - prev_close)) > period`
- include `time_step_s` param to `is_venue_closure()` for boundary
tolerance checks.
* let's us expand closure-time checks to include `+/-time_step_s`
"off-by-one-`timeframe`-sample" edge case ranges.
- add real docstring to `has_weekend()`.
In `.ib.api` refine usage for ^ changes,
- move `is_venue_open()` call + tz-convert outside gap check
- use a walrus to capture `has_closure_gap` from `is_venue_closure()`
- add a `not has_closure_gap` condition to the
mismatched-duration/short-frame warning block to avoid needless warns.
- keep duration-based "short-frame" log as `.error()` but toss in a bp
so (somone can) umask to figure out wtf is going on..
* we should **never** really hit this path unless there's a valid bug
or data issue with IB/GFIS!
* keep recursion path masked-out just leave a `breakpoint()` for now.
Also some logger updates,
- import `get_logger()` from top-level `piker.log` vs `.ib._util` which
was always kinda wrong..
- change `NonShittyIB._logger` to use `__name__` vs literal.
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
With all detection logic coming from our new `.ib.venues` helpers
allowing use to verify IB's OHLC bars frames don't contain unexpected
time-gaps.
`Client.bars()` new checking deats,
- add `is_venue_open()`, `has_weekend()`, `sesh_times()`, and
`is_venue_closure()` checks when `last_dt < end_dt`
- always calc gap-period in local tz via `ContractDetails.timeZoneId`.
- log warnings on invalid non-closure gaps, debug on closures for now.
- change recursion case to just `log.error()` + `breakpoint()`; we might end
up tossing it since i don't think i could ever get it to be reliable..
* mask-out recursive `.bars()` call (likely unnecessary).
- flip `start_dt`/`end_dt` param defaults to `None` vs epoch `str`.
- update docstring to clarify no `start_dt` support by IB
- add mod level `_iso8601_epoch_in_est` const to keep track of orig
param default value.
- add multiline style to return type-annot, type all `pendulum` objects.
Also,
- uppercase `Crypto.symbol` for PAXOS contracts in `.find_contracts()`,
tho now we're getting a weird new API error i left in a todo-comment..
(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
Topically, throughout various (seemingly) console-UX-affecting or benign
spots in the code base; nothing that required more intervention beyond
things superficial. A few spots also include `trio.Nursery` ref renames
(always to something with a `tn` in it) and log-level reductions to
quiet (benign) console noise oriented around issues meant to be solved
long..
Note there's still a couple spots i left with the loose-ify flag because
i haven't fully tested them without using the latest version of
`tractor.trionics.collapse_eg()`, but more then likely they should flip
over fine.
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.
`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
request deats but only display if there's a problem with the response
data.
- mk `.get_config()` report both the config file path and the acnt
aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
`log.runtime()` statuses, only falling through to a `.warning()` when
the loop fails to connect the client to the spec-ed API-gw addr, and
|_ don't allow loading accounts for which the user has not defined an
alias in `brokers.toml::[ib]`; raise a value-error in such cases
with a message indicating how to mod the config.
|_ only `log.info()` about acnts if some were loaded..
Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
`repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
Been hitting wayy too many cases like this so, finally put my foot down
and stuck in a buncha helper code to figure why (especially for gappy
ass pennies) this can/is happening XD
inside the `.ib.api.Client()`:
- in `.bars()` pack all `.reqHistoricalDataAsync()` kwargs into a dict such that
wen/if we rx a blank frame we can enter pdb and make sync calls using
a little `get_hist()` closure from the REPL.
- tidy up type annots a bit too.
- add a new `.maybe_get_head_time()` meth which will return `None` when
the dt can't be retrieved for the contract.
inside `.feed.open_history_client()`:
- use new `Client.maybe_get_head_time()` and only do `DataUnavailable`
raises when the request `end_dt` is actually earlier.
- when `get_bars()` returns a `None` and the `head_dt` is not earlier
then the `end_dt` submitted, raise a `NoData` with more `.info: dict`.
- deliver a new `frame_types: dict[int, pendulum.Duration]` as part
of the yielded `config: dict`.
- in `.get_bars()` always assume a `tuple` returned from
`Client.bars()`.
- return a `None` on empty frames instead of raising `NoData` at this
call frame.
- do more explicit imports from `pendulum` for brevity.
inside `.brokers._util`:
- make `NoData` take an `info: dict` as input to allow backends to pack
in empty frame meta-data for (eventual) use in the tsp back-filling
layer.
Previously we were actually failing silently too fast instead of
actually trying multiple times (now we do for 100) before finally
raising any timeout in the final loop `else:` block.
Turns out this was the main source of all sorts of gaps and overlaps
in history frame backfilling. The original idea was that when a gap
causes not enough (1m) bars to be delivered (like over a weekend or
holiday) when we just implicitly do another frame query to try and at
least fill out the default duration (normally 1-2 days). Doing the
recursion sloppily was causing all sorts of stupid problems..
It's kinda obvious now what was wrong in hindsight:
- always pass the sampling period (timeframe) when recursing
- adjust the logic to not be mutex with the no-data case (since it
already is mutex..)
- pack to the `numpy` array BEFORE the recursive call to ensure the
`end_dt: DateTime` is selected and passed correctly!
Toss in some other helpfuls:
- more explicit `pendulum` typing imports
- some masked out sorted-diffing checks (that can be enabled when
debugging out-of-order frame issues)
- always error log about less-than time step mismatches since we should never
have time-diff steps **smaller** then specified in the
`sample_period_s`!
Previously we were assuming that the `Client._contracts: dict[str,
Contract]` would suffice this directly, which obviously isn't true XD
Also,
- add the `NSE` venue to skip list.
- use new `rapidfuzz.process.extract()` lib API.
- only get con deats for non null exchange names..
Finally this is a reason to use our new `OrderDialogs` abstraction; on
order submission errors IB doesn't really pass back anything other then
the `orderId` and the reason so we have to conduct our own lookup for
a message to relay to the EMS..
So, for every EMS msg we send, add it to the dialog tracker and then use
the `flows: OrderDialogs` for lookup in the case where we need to relay
said error. Also, include sending a `canceled` status such that the
order won't get stuck as a stale entry in the `emsd`'s own dialog table.
For now we just filter out errors that are unrelated from the stream
since there's always going to be stuff to do with live/history data
queries..
Add new `Client` attr tables to better stash `Contract` lookup results
normally mapped from some in put FQME;
- `._contracts: dict[str, Contract]` for any input pattern (fqme).
- `._cons: dict[str, Contract] = {}` for the `.conId: int` inputs.
- `_cons2mkts: bidict[Contract, MktPair]` for mapping back and forth
between ib and piker internal pair types.
Further,
- type out as many ib_insync internal types as possible mostly for
contract related objects.
- change `Client.trades()` -> `.get_fills()` and return directly the
result from `IB.fill()`.
Move in the obvious things XD
- all the specially defined venue tables from `.api`.
- some parser funcs: `con2fqme()` and `parse_patt2fqme()`.
- the `get_mkt_info()` and `open_symbol_search()` broker eps.
- the `_asset_type_map` table which converts to `.accounting.Asset`
compat keys for each contract/security.
Should be the final production backend to switch this over B)
Also tidy up the `update_and_audit_msgs()` validator to log vs. raise
when `validate: bool` is set; turn it off by default to avoid raises
until we figure out wtf is up with ib ledger processing or wtv..
Explains why stuff always seemed wrong before XD
Previously whenever a time-gappy asset (like a stock due to it's venue
operating hours) was being loaded, we weren't querying for a "durations
worth" of bars and this was causing all sorts of actual gaps in our
data set that shouldn't exist..
Fix that by always attempting to retrieve a min aggregate-time's
worth/duration of bars/datums in the history manager. Actually,
i implemented this in both the feed and api layers for this backend
since it doesn't seem to strictly work just implementing it at the
`Client.bars()` level, not sure why but..
Also, buncha `ruff` linting cleanups and fix the logger nameeee, lel.
Turns out no backend (including kraken) requires it and really this
kinda of measure should be implemented and recorded from our fsp layer
instead of (hackily) sometimes expecting it to be in "source data".
Turns out the reason we were originally making the `time: float` column in our
ohlcv arrays was bc that's what **only** ib uses XD (and/or 🤦)
Instead we changed the default field type to be an `int` (which is also
more correct to avoid `float` rounding/precision discrepancies) and thus
**do not need to override it** in all other (crypto) backends (except
`ib`). Now we only do the customization (via `._ohlc_dtype`) to `float`
only for `ib` for now (though pretty sure we can also not do that
eventually as well..)!
Since `open_trade_ledger()` now requires a sort we pass in a combo of
the std `pendulum.parse()` for API records and a custom flex parser for
flex entries pulled offline.
Add special handling for `MktPair.src` such that when it's a fiat (like
it should always be for most legacy assets) we try to get the fqme
without that `.src` token (i.e. not mnqusd) to avoid breaking
roundtripping of live feed requests (due to new symbology) as well as
the current tsdb table key set..
Do a wholesale renaming of fqsn -> fqme in most of the rest of the
backend modules.
Turns out we don't hookup our eventkit handler until after the
`load_aio_clients()` is complete, which means we can't get
`ib_insync.Client.apiError` events unless inside the asyncio side task.
So I guess try to report any such errors during API scan (note the
duplicate client id case is a special one from ibis itself) even though
we're not going to catch them trio side. The hack to work around this is
to just increment the client id value with the `connect_retries` led `i`
value even though that will break on more then 3 clients attached to an
API endpoint lul ..
Further adjustments that were to the end of trying to fix this proper:
- add `remove_handler_on_err()` cm to disconnect a handler when the trio
side of the channel closes.
- actually connect to client api erros in our `Client.inline_errors()`
- increase connect timeout to a sec.
- change the trio-asyncio proxy response-msg loop over to `match:`
syntax and raise on unhandled msgs from eventkit handlers.
Instead adjust `load_aio_clients()` to only reload clients detected as
non-loaded or disconnected (2 birds), and avoid use of the global module
table which could result in stale disconnected clients persisting on
multiple `brokerd` client reconnects, resulting in error.
Was broken since the `_adhoc_futes_set` rework a while back. Removes the
cmdty symbols from that set into a new one and fixes the contract
case block to catch `Contract(secType='CMDTY')` case. Also makes
`Client.search_symbols()` return details `dict`s so that `piker search`
will work again..
Gud Boi
Tyler Goodlet