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9 Commits

Author SHA1 Message Date
Tyler Goodlet 4cb240adbe Bump `brokers.toml`, update ib and deribit sections
For `[ib]` adjust content to match changes to the
`dockering/ib/README.rst` and for `[deribit]` toss in the WIP options
related params for anyone who wants to play around with @nt's work.
2026-01-07 13:23:41 -05:00
Tyler Goodlet b74756d595 Bump ib-container docs and compose file
Add necessary details for the `brokers.toml`, cleanup and link to the
new GH container repo in the `docker-compose.yml`.
2026-01-07 13:23:41 -05:00
Tyler Goodlet b97166c7af Bump various `.brokers.core` doc string content/style 2026-01-07 13:23:41 -05:00
Tyler Goodlet 9bf447fe75 ib: multiline stylings, typing, timeout report 2026-01-07 13:23:41 -05:00
Tyler Goodlet 23ae5f4b86 Woops, fix to read `.api_port` ref from the `Client.ib.client`.. 2026-01-07 13:23:41 -05:00
Tyler Goodlet 183da97a52 Support per-`ib.vnc_addrs` vnc passwords
Such that the `brokers.toml` can contain any of the following
<port> = dict|tuple styles,

```toml
    [ib.vnc_addrs]
    4002 = {host = 'localhost', port = 5900, pw = 'doggy'}  # host, port, pw
    4002 = {host = 'localhost', port = 5900}  # host, port, pw
    4002 = ['localhost', 5900]  # host, port, pw
```

With the first line demonstrating a vnc-server password (as normally set
via a `.env` file in the `dockering/ib/` subdir) with the `pw =` field.
This obviously removes the hardcoded `'doggy'` password from prior.

Impl details in `.brokers.ib._util`:
- pass the `ib.api.Client` down into `vnc_click_hack()` doing all config
 reading within and removing host, port unpacking in the callingn
 `data_reset_hack()`.
- also pass the client `try_xdo_manual()` and comment (with plans to
  remove) the recently added localhost-only fallback section since
  we now have a fully working py vnc client again with `pyvnc` B)
- in `vnc_click_hack()` match for all the possible config line styles
  and,
  * pass any `pw` field to `pyvncVNCConfig`,
  * continue matching host, port without password,
  * fallthrough to raising a val-err when neither ^ match.
2026-01-07 13:23:41 -05:00
Tyler Goodlet 47063de096 ib: bump `docker/ib/README.rst`
For the new github image, a high-level look at its basic
features/usage/docs and prosing around our expected default usage with
the `piker.brokers.ib` backend.
2026-01-07 13:23:41 -05:00
Tyler Goodlet 6374968eb5 ib.feed: better no-bars error-log message format 2026-01-07 13:23:41 -05:00
Tyler Goodlet 4ba497329a Set `.bs_mktid` on all IB position-msg emissions.. 2026-01-07 13:23:41 -05:00
8 changed files with 344 additions and 124 deletions

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@ -1,6 +1,5 @@
################
# ---- CEXY ---- # ---- CEXY ----
################
[binance] [binance]
accounts.paper = 'paper' accounts.paper = 'paper'
@ -13,28 +12,41 @@ accounts.spot = 'spot'
spot.use_testnet = false spot.use_testnet = false
spot.api_key = '' spot.api_key = ''
spot.api_secret = '' spot.api_secret = ''
# ------ binance ------
[deribit] [deribit]
# std assets
key_id = '' key_id = ''
key_secret = '' key_secret = ''
# options
accounts.option = 'option'
option.use_testnet = false
option.key_id = ''
option.key_secret = ''
# aux logging from `cryptofeed`
option.log.filename = 'cryptofeed.log'
option.log.level = 'DEBUG'
option.log.disabled = true
# ------ deribit ------
[kraken] [kraken]
key_descr = '' key_descr = ''
api_key = '' api_key = ''
secret = '' secret = ''
# ------ kraken ------
[kucoin] [kucoin]
key_id = '' key_id = ''
key_secret = '' key_secret = ''
key_passphrase = '' key_passphrase = ''
# ------ kucoin ------
################
# -- BROKERZ --- # -- BROKERZ ---
################
[questrade] [questrade]
refresh_token = '' refresh_token = ''
access_token = '' access_token = ''
@ -42,44 +54,55 @@ api_server = 'https://api06.iq.questrade.com/'
expires_in = 1800 expires_in = 1800
token_type = 'Bearer' token_type = 'Bearer'
expires_at = 1616095326.355846 expires_at = 1616095326.355846
# ------ questrade ------
[ib] [ib]
# define the (set of) host-port socketaddrs that
# brokerd.ib will scan to connect to an API endpoint
# (ib-gw or ib-tws listening instances)
hosts = [ hosts = [
'127.0.0.1', '127.0.0.1',
] ]
# XXX: the order in which ports will be scanned
# (by the `brokerd` daemon-actor)
# is determined # by the line order here.
# TODO: when we eventually spawn gateways in our
# container, we can just dynamically allocate these
# using IBC.
ports = [ ports = [
4002, # gw 4002, # gw
7497, # tws 7497, # tws
] ]
# XXX: for a paper account the flex web query service # When API endpoints are being scanned durin startup, the order
# is not supported so you have to manually download # of user-defined-account "names" (as defined below) here
# and XML report and put it in a location that can be # determines which py-client connection is given priority to be
# accessed by the ``brokerd.ib`` backend code for parsing. # used for data-feed-requests by according to whichever client
flex_token = '' # connected to an API endpoing which reported the equivalent
flex_trades_query_id = '' # live account # account number for that name.
# when clients are being scanned this determines
# which clients are preferred to be used for data
# feeds based on the order of account names, if
# detected as active on an API client.
prefer_data_account = [ prefer_data_account = [
'paper', 'paper',
'margin', 'margin',
'ira', 'ira',
] ]
# For long-term trades txn (transaction) history
# processing (i.e your txn ledger with IB) you can
# (automatically for live accounts) query the FLEX
# report system for past history.
#
# (For paper accounts the web query service
# is not supported so you have to manually download
# an XML report and put it in a location that can be
# accessed by our `brokerd.ib` backend code for parsing).
#
flex_token = ''
flex_trades_query_id = '' # live account
# define "aliases" (names) for each account number
# such that the names can be reffed and logged throughout
# `piker.accounting` subsys and more easily
# referred to by the user.
#
# These keys will be the set exposed through the order-mode
# account-selection UI so that numbers are never shown.
[ib.accounts] [ib.accounts]
# the order in which accounts will be selectable paper = 'DU0000000' # <- literal account #
# in the order mode UI (if found via clients during margin = 'U0000000'
# API-app scanning)when a new symbol is loaded. ira = 'U0000000'
paper = 'XX0000000' # ------ ib ------
margin = 'X0000000'
ira = 'X0000000'

View File

@ -1,30 +1,138 @@
running ``ib`` gateway in ``docker`` running ``ib`` gateway in ``docker``
------------------------------------ ------------------------------------
We have a config based on the (now defunct) We have a config based on a well maintained community
image from "waytrade": image from `@gnzsnz`:
https://github.com/waytrade/ib-gateway-docker https://github.com/gnzsnz/ib-gateway-docker
To startup this image with our custom settings
simply run the command:: To startup this image simply run the command::
docker compose up docker compose up
And you should have the following socket-available services: (For further usage^ see the official `docker-compose`_ docs)
- ``x11vnc1@127.0.0.1:3003``
- ``ib-gw@127.0.0.1:4002``
You can attach to the container via a VNC client And you should have the following socket-available services by
without password auth. default:
SECURITY STUFF!?!?! - ``x11vnc1 @ 127.0.0.1:5900``
------------------- - ``ib-gw @ 127.0.0.1:4002``
Though "``ib``" claims they host filter connections outside
localhost (aka ``127.0.0.1``) it's probably better if you filter You can now attach to the container via a VNC client with password-auth;
the socket at the OS level using a stateless firewall rule:: here is an example using ``vncclient`` on ``linux``::
vncviewer localhost:5900
now enter the pw (password) you set via an (see second code blob)
`.env file`_ or pw-file according to the `credentials section`_.
If you want to change away from their default config see the example
`docker-compose.yml`-config issue and config-section of the readme,
- https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
- https://github.com/gnzsnz/ib-gateway-docker/discussions/103
.. _.env file: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#how-to-use-it
.. _docker-compose: https://docs.docker.com/compose/
.. _credentials section: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#credentials
Connecting to the API from `piker`
---------------------------------
In order to expose the container's API endpoint to the
`brokerd/datad/ib` actor, we need to add a section to the user's
`brokers.toml` config (note the below is similar to the repo-shipped
template file),
.. code:: toml
[ib]
# define the (set of) host-port socketaddrs that
# brokerd.ib will scan to connect to an API endpoint
# (ib-gw or ib-tws listening instances)
hosts = [
'127.0.0.1',
]
ports = [
4002, # gw
7497, # tws
]
# When API endpoints are being scanned durin startup, the order
# of user-defined-account "names" (as defined below) here
# determines which py-client connection is given priority to be
# used for data-feed-requests by according to whichever client
# connected to an API endpoing which reported the equivalent
# account number for that name.
prefer_data_account = [
'paper',
'margin',
'ira',
]
# define "aliases" (names) for each account number
# such that the names can be reffed and logged throughout
# `piker.accounting` subsys and more easily
# referred to by the user.
#
# These keys will be the set exposed through the order-mode
# account-selection UI so that numbers are never shown.
[ib.accounts]
paper = 'XX0000000'
margin = 'X0000000'
ira = 'X0000000'
the broker daemon can also connect to the container's VNC server for
added functionalies including,
- viewing the API endpoint program's GUI for manual interventions,
- workarounds for historical data throttling using hotkey hacks,
Add a further section to `brokers.toml` which maps each API-ep's
port to a table of VNC server connection info like,
.. code:: toml
[ib.vnc_addrs]
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
The `pw = 'doggy'` here ^ should the same value as the particular
container instances `.env` file setting (when it was run),
.. code:: ini
VNC_SERVER_PASSWORD='doggy'
IF you also want to run ``TWS``
-------------------------------
You can also run it containerized,
https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#using-tws
SECURITY stuff (advanced, only if you're paranoid)
--------------------------------------------------
First and foremost if doing a "distributed" container setup where you
run the ``ib-gw`` docker container and your connecting API client
(likely ``ib_async`` from python) on **different hosts** be sure to
read the `security considerations`_ section!
And for a further (somewhat paranoid) perspective from
a long-time-ago serious devops eng..
Though "``ib``" claims they filter remote host connections outside
``localhost`` (aka ``127.0.0.1`` on ipv4) it's prolly justified if
you'd like to filter the socket at the *OS level* using a stateless
firewall rule::
ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002 ip rule add not unicast iif lo to 0.0.0.0/0 dport 4002
We will soon have this baked into our own custom image but for
now you'll have to do it urself dawgy. We will soon have this either baked into our own custom derivative
image (or patched into the current upstream one after further testin)
but for now you'll have to do it urself, diggity dawg.
.. _security considerations: https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#security-considerations

View File

@ -1,10 +1,15 @@
# rework from the original @ # a community maintained IB API container!
# https://github.com/waytrade/ib-gateway-docker/blob/master/docker-compose.yml #
version: "3.5" # https://github.com/gnzsnz/ib-gateway-docker
#
# For piker we (currently) include some minor deviations
# for some config files in the `volumes` section.
#
# See full configuration settings @
# - https://github.com/gnzsnz/ib-gateway-docker?tab=readme-ov-file#configuration
# - https://github.com/gnzsnz/ib-gateway-docker/discussions/103
services: services:
ib_gw_paper: ib_gw_paper:
# apparently java is a mega cukc: # apparently java is a mega cukc:
@ -50,16 +55,22 @@ services:
target: /root/scripts/run_x11_vnc.sh target: /root/scripts/run_x11_vnc.sh
read_only: true read_only: true
# NOTE:to fill these out, define an `.env` file in the same dir as # NOTE: an alt method to fill these out is to
# this compose file which looks something like: # define an `.env` file in the same dir as
# TWS_USERID='myuser' # this compose file.
# TWS_PASSWORD='guest'
environment: environment:
TWS_USERID: ${TWS_USERID} TWS_USERID: ${TWS_USERID}
# TWS_USERID: 'myuser'
TWS_PASSWORD: ${TWS_PASSWORD} TWS_PASSWORD: ${TWS_PASSWORD}
TRADING_MODE: 'paper' # TWS_PASSWORD: 'guest'
VNC_SERVER_PASSWORD: 'doggy' TRADING_MODE: ${TRADING_MODE}
VNC_SERVER_PORT: '3003' # TRADING_MODE: 'paper'
VNC_SERVER_PASSWORD: ${VNC_SERVER_PASSWORD}
# VNC_SERVER_PASSWORD: 'doggy'
# TODO, see if we can get this supported like it
# was on the old `waytrade` image?
# VNC_SERVER_PORT: '3003'
# ports: # ports:
# - target: 4002 # - target: 4002
@ -76,6 +87,9 @@ services:
# - "127.0.0.1:4002:4002" # - "127.0.0.1:4002:4002"
# - "127.0.0.1:5900:5900" # - "127.0.0.1:5900:5900"
# TODO, a masked but working example of dual paper + live
# ib-gw instances running in a single app run!
#
# ib_gw_live: # ib_gw_live:
# image: waytrade/ib-gateway:1012.2i # image: waytrade/ib-gateway:1012.2i
# restart: no # restart: no

View File

@ -22,7 +22,9 @@ routines should be primitive data types where possible.
""" """
import inspect import inspect
from types import ModuleType from types import ModuleType
from typing import List, Dict, Any, Optional from typing import (
Any,
)
import trio import trio
@ -34,8 +36,10 @@ from ..accounting import MktPair
async def api(brokername: str, methname: str, **kwargs) -> dict: async def api(brokername: str, methname: str, **kwargs) -> dict:
"""Make (proxy through) a broker API call by name and return its result. '''
""" Make (proxy through) a broker API call by name and return its result.
'''
brokermod = get_brokermod(brokername) brokermod = get_brokermod(brokername)
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
meth = getattr(client, methname, None) meth = getattr(client, methname, None)
@ -62,10 +66,14 @@ async def api(brokername: str, methname: str, **kwargs) -> dict:
async def stocks_quote( async def stocks_quote(
brokermod: ModuleType, brokermod: ModuleType,
tickers: List[str] tickers: list[str]
) -> Dict[str, Dict[str, Any]]:
"""Return quotes dict for ``tickers``. ) -> dict[str, dict[str, Any]]:
""" '''
Return a `dict` of snapshot quotes for the provided input
`tickers`: a `list` of fqmes.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.quote(tickers) return await client.quote(tickers)
@ -74,13 +82,15 @@ async def stocks_quote(
async def option_chain( async def option_chain(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
date: Optional[str] = None, date: str|None = None,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option chain for ``symbol`` for ``date``. '''
Return option chain for ``symbol`` for ``date``.
By default all expiries are returned. If ``date`` is provided By default all expiries are returned. If ``date`` is provided
then contract quotes for that single expiry are returned. then contract quotes for that single expiry are returned.
"""
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
if date: if date:
id = int((await client.tickers2ids([symbol]))[symbol]) id = int((await client.tickers2ids([symbol]))[symbol])
@ -98,7 +108,7 @@ async def option_chain(
# async def contracts( # async def contracts(
# brokermod: ModuleType, # brokermod: ModuleType,
# symbol: str, # symbol: str,
# ) -> Dict[str, Dict[str, Dict[str, Any]]]: # ) -> dict[str, dict[str, dict[str, Any]]]:
# """Return option contracts (all expiries) for ``symbol``. # """Return option contracts (all expiries) for ``symbol``.
# """ # """
# async with brokermod.get_client() as client: # async with brokermod.get_client() as client:
@ -110,15 +120,24 @@ async def bars(
brokermod: ModuleType, brokermod: ModuleType,
symbol: str, symbol: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
"""Return option contracts (all expiries) for ``symbol``. '''
""" Return option contracts (all expiries) for ``symbol``.
'''
async with brokermod.get_client() as client: async with brokermod.get_client() as client:
return await client.bars(symbol, **kwargs) return await client.bars(symbol, **kwargs)
async def search_w_brokerd(name: str, pattern: str) -> dict: async def search_w_brokerd(
name: str,
pattern: str,
) -> dict:
# TODO: WHY NOT WORK!?!
# when we `step` through the next block?
# import tractor
# await tractor.pause()
async with open_cached_client(name) as client: async with open_cached_client(name) as client:
# TODO: support multiple asset type concurrent searches. # TODO: support multiple asset type concurrent searches.
@ -130,12 +149,12 @@ async def symbol_search(
pattern: str, pattern: str,
**kwargs, **kwargs,
) -> Dict[str, Dict[str, Dict[str, Any]]]: ) -> dict[str, dict[str, dict[str, Any]]]:
''' '''
Return symbol info from broker. Return symbol info from broker.
''' '''
results = [] results: list[str] = []
async def search_backend( async def search_backend(
brokermod: ModuleType brokermod: ModuleType
@ -143,6 +162,13 @@ async def symbol_search(
brokername: str = mod.name brokername: str = mod.name
# TODO: figure this the FUCK OUT
# -> ok so obvi in the root actor any async task that's
# spawned outside the main tractor-root-actor task needs to
# call this..
# await tractor.devx._debug.maybe_init_greenback()
# tractor.pause_from_sync()
async with maybe_spawn_brokerd( async with maybe_spawn_brokerd(
mod.name, mod.name,
infect_asyncio=getattr( infect_asyncio=getattr(
@ -162,7 +188,6 @@ async def symbol_search(
)) ))
async with trio.open_nursery() as n: async with trio.open_nursery() as n:
for mod in brokermods: for mod in brokermods:
n.start_soon(search_backend, mod.name) n.start_soon(search_backend, mod.name)
@ -172,11 +197,13 @@ async def symbol_search(
async def mkt_info( async def mkt_info(
brokermod: ModuleType, brokermod: ModuleType,
fqme: str, fqme: str,
**kwargs, **kwargs,
) -> MktPair: ) -> MktPair:
''' '''
Return MktPair info from broker including src and dst assets. Return the `piker.accounting.MktPair` info struct from a given
backend broker tradable src/dst asset pair.
''' '''
async with open_cached_client(brokermod.name) as client: async with open_cached_client(brokermod.name) as client:

View File

@ -38,7 +38,6 @@ from piker.brokers._util import get_logger
if TYPE_CHECKING: if TYPE_CHECKING:
from .api import Client from .api import Client
from ib_insync import IB
import i3ipc import i3ipc
log = get_logger('piker.brokers.ib') log = get_logger('piker.brokers.ib')
@ -62,7 +61,7 @@ no_setup_msg:str = (
def try_xdo_manual( def try_xdo_manual(
vnc_sockaddr: str, client: Client,
): ):
''' '''
Do the "manual" `xdo`-based screen switch + click Do the "manual" `xdo`-based screen switch + click
@ -79,6 +78,7 @@ def try_xdo_manual(
_reset_tech = 'i3ipc_xdotool' _reset_tech = 'i3ipc_xdotool'
return True return True
except OSError: except OSError:
vnc_sockaddr: str = client.conf.vnc_addrs
log.exception( log.exception(
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr) no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
) )
@ -86,7 +86,6 @@ def try_xdo_manual(
async def data_reset_hack( async def data_reset_hack(
# vnc_host: str,
client: Client, client: Client,
reset_type: Literal['data', 'connection'], reset_type: Literal['data', 'connection'],
@ -118,36 +117,24 @@ async def data_reset_hack(
that need to be wrangle. that need to be wrangle.
''' '''
ib_client: IB = client.ib
# look up any user defined vnc socket address mapped from # look up any user defined vnc socket address mapped from
# a particular API socket port. # a particular API socket port.
api_port: str = str(ib_client.client.port) vnc_addrs: tuple[str]|None = client.conf.get('vnc_addrs')
vnc_host: str if not vnc_addrs:
vnc_port: int
vnc_sockaddr: tuple[str] | None = client.conf.get('vnc_addrs')
if not vnc_sockaddr:
log.warning( log.warning(
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr) no_setup_msg.format(vnc_sockaddr=client.conf)
+ +
'REQUIRES A `vnc_addrs: array` ENTRY' 'REQUIRES A `vnc_addrs: array` ENTRY'
) )
vnc_host, vnc_port = vnc_sockaddr.get(
api_port,
('localhost', 3003)
)
global _reset_tech global _reset_tech
match _reset_tech: match _reset_tech:
case 'vnc': case 'vnc':
try: try:
await tractor.to_asyncio.run_task( await tractor.to_asyncio.run_task(
partial( partial(
vnc_click_hack, vnc_click_hack,
host=vnc_host, client=client,
port=vnc_port,
) )
) )
except ( except (
@ -158,29 +145,31 @@ async def data_reset_hack(
import i3ipc # noqa (since a deps dynamic check) import i3ipc # noqa (since a deps dynamic check)
except ModuleNotFoundError: except ModuleNotFoundError:
log.warning( log.warning(
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr) no_setup_msg.format(vnc_sockaddr=client.conf)
) )
return False return False
if vnc_host not in { # XXX, Xorg only workaround..
'localhost', # TODO? remove now that we have `pyvnc`?
'127.0.0.1', # if vnc_host not in {
}: # 'localhost',
focussed, matches = i3ipc_fin_wins_titled() # '127.0.0.1',
if not matches: # }:
log.warning( # focussed, matches = i3ipc_fin_wins_titled()
no_setup_msg.format(vnc_sockaddr=vnc_sockaddr) # if not matches:
) # log.warning(
return False # no_setup_msg.format(vnc_sockaddr=vnc_sockaddr)
else: # )
try_xdo_manual(vnc_sockaddr) # return False
# else:
# try_xdo_manual(vnc_sockaddr)
# localhost but no vnc-client or it borked.. # localhost but no vnc-client or it borked..
else: else:
try_xdo_manual(vnc_sockaddr) try_xdo_manual(client)
case 'i3ipc_xdotool': case 'i3ipc_xdotool':
try_xdo_manual(vnc_sockaddr) try_xdo_manual(client)
# i3ipc_xdotool_manual_click_hack() # i3ipc_xdotool_manual_click_hack()
case _ as tech: case _ as tech:
@ -191,15 +180,55 @@ async def data_reset_hack(
async def vnc_click_hack( async def vnc_click_hack(
host: str, client: Client,
port: int, reset_type: str = 'data',
reset_type: str = 'data' pw: str|None = None,
) -> None: ) -> None:
''' '''
Reset the data or network connection for the VNC attached Reset the data or network connection for the VNC attached
ib-gateway using a (magic) keybinding combo. ib-gateway using a (magic) keybinding combo.
A vnc-server password can be set either by an input `pw` param or
set in the client's config with the latter loaded from the user's
`brokers.toml` in a vnc-addrs-port-mapping section,
.. code:: toml
[ib.vnc_addrs]
4002 = {host = 'localhost', port = 5900, pw = 'doggy'}
''' '''
api_port: str = str(client.ib.client.port)
conf: dict = client.conf
vnc_addrs: dict[int, tuple] = conf.get('vnc_addrs')
if not vnc_addrs:
return None
addr_entry: dict|tuple = vnc_addrs.get(
api_port,
('localhost', 5900) # a typical default
)
if pw is None:
match addr_entry:
case (
host,
port,
):
pass
case {
'host': host,
'port': port,
'pw': pw
}:
pass
case _:
raise ValueError(
f'Invalid `ib.vnc_addrs` entry ?\n'
f'{addr_entry!r}\n'
)
try: try:
from pyvnc import ( from pyvnc import (
AsyncVNCClient, AsyncVNCClient,
@ -226,7 +255,7 @@ async def vnc_click_hack(
VNCConfig( VNCConfig(
host=host, host=host,
port=port, port=port,
password='doggy', password=pw,
) )
) )
async with client: async with client:

View File

@ -944,6 +944,7 @@ class Client:
) )
if tkr: if tkr:
break break
except TimeoutError as err: except TimeoutError as err:
timeouterr = err timeouterr = err
await asyncio.sleep(0.01) await asyncio.sleep(0.01)
@ -952,7 +953,9 @@ class Client:
else: else:
if not warnset: if not warnset:
log.warning( log.warning(
f'Quote req timed out..maybe venue is closed?\n' f'Quote req timed out..\n'
f'Maybe the venue is closed?\n'
f'\n'
f'{asdict(contract)}' f'{asdict(contract)}'
) )
warnset = True warnset = True
@ -964,9 +967,11 @@ class Client:
) )
break break
else: else:
if timeouterr and raise_on_timeout: if (
import pdbp timeouterr
pdbp.set_trace() and
raise_on_timeout
):
raise timeouterr raise timeouterr
if not warnset: if not warnset:

View File

@ -117,7 +117,11 @@ def pack_position(
symbol=fqme, symbol=fqme,
currency=con.currency, currency=con.currency,
size=float(pos.position), size=float(pos.position),
avg_price=float(pos.avgCost) / float(con.multiplier or 1.0), avg_price=(
float(pos.avgCost)
/
float(con.multiplier or 1.0)
),
), ),
) )
@ -358,6 +362,10 @@ async def update_and_audit_pos_msg(
size=ibpos.position, size=ibpos.position,
avg_price=pikerpos.ppu, avg_price=pikerpos.ppu,
# XXX ensures matching even if multiple venue-names
# in `.bs_fqme`, likely from txn records..
bs_mktid=mkt.bs_mktid,
) )
ibfmtmsg: str = pformat(ibpos._asdict()) ibfmtmsg: str = pformat(ibpos._asdict())
@ -426,7 +434,8 @@ async def aggr_open_orders(
) -> None: ) -> None:
''' '''
Collect all open orders from client and fill in `order_msgs: list`. Collect all open orders from client and fill in `order_msgs:
list`.
''' '''
trades: list[Trade] = client.ib.openTrades() trades: list[Trade] = client.ib.openTrades()
@ -558,7 +567,7 @@ async def open_trade_dialog(
ledgers: dict[str, TransactionLedger] = {} ledgers: dict[str, TransactionLedger] = {}
tables: dict[str, Account] = {} tables: dict[str, Account] = {}
order_msgs: list[Status] = [] order_msgs: list[Status] = []
conf = get_config() conf: dict = get_config()
accounts_def_inv: bidict[str, str] = bidict( accounts_def_inv: bidict[str, str] = bidict(
conf['accounts'] conf['accounts']
).inverse ).inverse

View File

@ -214,7 +214,9 @@ async def open_history_client(
# could be trying to retreive bars over weekend # could be trying to retreive bars over weekend
if out is None: if out is None:
log.error(f"Can't grab bars starting at {end_dt}!?!?") log.error(
f"No bars starting at {end_dt!r} !?!?"
)
if ( if (
end_dt end_dt
and head_dt and head_dt
@ -1081,7 +1083,8 @@ async def stream_quotes(
con: Contract = details.contract con: Contract = details.contract
first_ticker: Ticker|None = None first_ticker: Ticker|None = None
with trio.move_on_after(1.6) as quote_cs: timeout: float = 1.6
with trio.move_on_after(timeout) as quote_cs:
first_ticker: Ticker = await proxy.get_quote( first_ticker: Ticker = await proxy.get_quote(
contract=con, contract=con,
raise_on_timeout=False, raise_on_timeout=False,
@ -1090,7 +1093,9 @@ async def stream_quotes(
# XXX should never happen with this ep right? # XXX should never happen with this ep right?
# but if so then, more then likely mkt is closed? # but if so then, more then likely mkt is closed?
if quote_cs.cancelled_caught: if quote_cs.cancelled_caught:
await tractor.pause() log.warning(
f'First quote req timed out after {timeout!r}s'
)
if first_ticker: if first_ticker:
first_quote: dict = normalize(first_ticker) first_quote: dict = normalize(first_ticker)