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Code Issues 14 Pull Requests 14 Packages Projects Releases Wiki Activity

ib_async: port to the new fork of ib_insync #77

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goodboy wants to merge 5 commits from ib_async into main
pull from: ib_async
merge into: pikers:main
Conversation 0 Commits 5 Files Changed 11
11 changed files with 117 additions and 61 deletions
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2
piker/brokers/ib/README.rst
View File

@ -2,7 +2,7 @@
--------------
more or less the "everything broker" for traditional and international
markets. they are the "go to" provider for automatic retail trading
and we interface to their APIs using the `ib_insync` project.
and we interface to their APIs using the `ib_async` project.
status
******

2
piker/brokers/ib/__init__.py
View File

@ -22,7 +22,7 @@ Sub-modules within break into the core functionalities:
- ``broker.py`` part for orders / trading endpoints
- ``feed.py`` for real-time data feed endpoints
- ``api.py`` for the core API machinery which is ``trio``-ized
wrapping around ``ib_insync``.
wrapping around `ib_async`.
"""
from .api import (

5
piker/brokers/ib/_flex_reports.py
View File

@ -111,7 +111,7 @@ def load_flex_trades(
) -> dict[str, Any]:
from ib_insync import flexreport, util
from ib_async import flexreport, util
conf = get_config()
@ -154,8 +154,7 @@ def load_flex_trades(
trade_entries,
)
ledger_dict: dict | None = None
ledger_dict: dict|None
for acctid in trades_by_account:
trades_by_id = trades_by_account[acctid]

34
piker/brokers/ib/api.py
View File

@ -15,7 +15,8 @@
# along with this program. If not, see <https://www.gnu.org/licenses/>.
'''
Core API client machinery; mostly sane/useful wrapping around `ib_insync`..
Core API client machinery; mostly sane/useful wrapping around
`ib_async`..
'''
from __future__ import annotations
@ -57,7 +58,7 @@ from pendulum import (
Interval,
)
from eventkit import Event
from ib_insync import (
from ib_async import (
client as ib_client,
IB,
Contract,
@ -143,7 +144,7 @@ _bar_sizes = {
_show_wap_in_history: bool = False
# overrides to sidestep pretty questionable design decisions in
# ``ib_insync``:
# ``ib_async``:
class NonShittyWrapper(Wrapper):
def tcpDataArrived(self):
"""Override time stamps to be floats for now.
@ -183,7 +184,7 @@ class NonShittyIB(IB):
'''
def __init__(self):
# override `ib_insync` internal loggers so we can see wtf
# override `ib_async` internal loggers so we can see wtf
# it's doing..
self._logger = get_logger(
name=__name__,
@ -194,7 +195,7 @@ class NonShittyIB(IB):
self.wrapper = NonShittyWrapper(self)
self.client = ib_client.Client(self.wrapper)
self.client._logger = get_logger(
name='ib_insync.client',
name='ib_async.client',
)
# self.errorEvent += self._onError
@ -779,13 +780,14 @@ class Client:
ContFuture(symbol, exchange=exchange)
))[0]
else:
con = (await self.ib.qualifyContractsAsync(
cons = (await self.ib.qualifyContractsAsync(
Future(
symbol,
exchange=exchange,
lastTradeDateOrContractMonth=expiry,
)
))[0]
))
con = cons[0]
return con
@ -878,7 +880,7 @@ class Client:
currency='USD',
exchange='PAXOS',
)
# XXX, on `ib_insync` when first tried this,
# XXX, on `ib_async` when first tried this,
# > Error 10299, reqId 141: Expected what to show is
# > AGGTRADES, please use that instead of TRADES.,
# > contract: Crypto(conId=479624278, symbol='BTC',
@ -992,7 +994,6 @@ class Client:
async def get_sym_details(
self,
fqme: str,
) -> tuple[
Contract,
ContractDetails,
@ -1092,7 +1093,7 @@ class Client:
size: int,
account: str, # if blank the "default" tws account is used
# XXX: by default 0 tells ``ib_insync`` methods that there is no
# XXX: by default 0 tells ``ib_async`` methods that there is no
# existing order so ask the client to create a new one (which it
# seems to do by allocating an int counter - collision prone..)
reqid: int = None,
@ -1281,7 +1282,7 @@ async def load_aio_clients(
port: int = None,
client_id: int = 6116,
# the API TCP in `ib_insync` connection can be flaky af so instead
# the API TCP in `ib_async` connection can be flaky af so instead
# retry a few times to get the client going..
connect_retries: int = 3,
connect_timeout: float = 30, # in case a remote-host
@ -1289,7 +1290,7 @@ async def load_aio_clients(
) -> dict[str, Client]:
'''
Return an ``ib_insync.IB`` instance wrapped in our client API.
Return an ``ib_async.IB`` instance wrapped in our client API.
Client instances are cached for later use.
@ -1631,6 +1632,7 @@ async def open_aio_client_method_relay(
) -> None:
# with tractor.devx.maybe_open_crash_handler() as _bxerr:
# sync with `open_client_proxy()` caller
chan.started_nowait(client)
@ -1640,7 +1642,11 @@ async def open_aio_client_method_relay(
# relay all method requests to ``asyncio``-side client and deliver
# back results
while not chan._to_trio._closed: # <- TODO, better check like `._web_bs`?
msg: tuple[str, dict]|dict|None = await chan.get()
msg: (
None
|tuple[str, dict]
|dict
) = await chan.get()
match msg:
case None: # termination sentinel
log.info('asyncio `Client` method-proxy SHUTDOWN!')
@ -1742,7 +1748,7 @@ async def get_client(
) -> Client:
'''
Init the ``ib_insync`` client in another actor and return
Init the ``ib_async`` client in another actor and return
a method proxy to it.
'''

45
piker/brokers/ib/broker.py
View File

@ -35,14 +35,14 @@ from trio_typing import TaskStatus
import tractor
from tractor.to_asyncio import LinkedTaskChannel
from tractor import trionics
from ib_insync.contract import (
from ib_async.contract import (
Contract,
)
from ib_insync.order import (
from ib_async.order import (
Trade,
OrderStatus,
)
from ib_insync.objects import (
from ib_async.objects import (
Fill,
Execution,
CommissionReport,
@ -181,7 +181,7 @@ async def handle_order_requests(
# validate
order = BrokerdOrder(**request_msg)
# XXX: by default 0 tells ``ib_insync`` methods that
# XXX: by default 0 tells ``ib_async`` methods that
# there is no existing order so ask the client to create
# a new one (which it seems to do by allocating an int
# counter - collision prone..)
@ -237,7 +237,7 @@ async def recv_trade_updates(
) -> None:
'''
Receive and relay order control and positioning related events
from `ib_insync`, pack as tuples and push over mem-chan to our
from `ib_async`, pack as tuples and push over mem-chan to our
trio relay task for processing and relay to EMS.
'''
@ -303,7 +303,7 @@ async def recv_trade_updates(
# much more then a few more pnl fields..
# 'updatePortfolioEvent',
# XXX: these all seem to be weird ib_insync internal
# XXX: these all seem to be weird ib_async internal
# events that we probably don't care that much about
# given the internal design is wonky af..
# 'newOrderEvent',
@ -499,7 +499,7 @@ async def open_trade_event_stream(
] = trio.TASK_STATUS_IGNORED,
):
'''
Proxy wrapper for starting trade event stream from ib_insync
Proxy wrapper for starting trade event stream from ib_async
which spawns an asyncio task that registers an internal closure
(`push_tradies()`) which in turn relays trading events through
a `tractor.to_asyncio.LinkedTaskChannel` which the parent
@ -991,6 +991,9 @@ _statuses: dict[str, str] = {
# TODO: see a current ``ib_insync`` issue around this:
# https://github.com/erdewit/ib_insync/issues/363
'Inactive': 'pending',
# XXX, uhh wut the heck is this?
'ValidationError': 'error',
}
_action_map = {
@ -1063,8 +1066,19 @@ async def deliver_trade_events(
# TODO: for some reason we can receive a ``None`` here when the
# ib-gw goes down? Not sure exactly how that's happening looking
# at the eventkit code above but we should probably handle it...
event_name: str
item: (
Trade
|tuple[Trade, Fill]
|CommissionReport
|IbPosition
|dict
)
async for event_name, item in trade_event_stream:
log.info(f'Relaying `{event_name}`:\n{pformat(item)}')
log.info(
f'Relaying {event_name!r}:\n'
f'{pformat(item)}\n'
)
match event_name:
case 'orderStatusEvent':
@ -1075,11 +1089,12 @@ async def deliver_trade_events(
trade: Trade = item
reqid: str = str(trade.order.orderId)
status: OrderStatus = trade.orderStatus
status_str: str = _statuses[status.status]
status_str: str = _statuses.get(
status.status,
'error',
)
remaining: float = status.remaining
if (
status_str == 'filled'
):
if status_str == 'filled':
fill: Fill = trade.fills[-1]
execu: Execution = fill.execution
@ -1110,6 +1125,12 @@ async def deliver_trade_events(
# all units were cleared.
status_str = 'closed'
elif status_str == 'error':
log.error(
f'IB reported error status for order ??\n'
f'{status.status!r}\n'
)
# skip duplicate filled updates - we get the deats
# from the execution details event
msg = BrokerdStatus(

23
piker/brokers/ib/feed.py
View File

@ -36,7 +36,7 @@ from typing import (
)
from async_generator import aclosing
import ib_insync as ibis
import ib_async as ibis
import numpy as np
from pendulum import (
now,
@ -100,7 +100,7 @@ tick_types = {
5: 'size',
8: 'volume',
# ``ib_insync`` already packs these into
# `ib_async` already packs these into
# quotes under the following fields.
55: 'trades_per_min', # `'tradeRate'`
56: 'vlm_per_min', # `'volumeRate'`
@ -304,7 +304,7 @@ async def open_history_client(
# TODO: it seems like we can do async queries for ohlc
# but getting the order right still isn't working and I'm not
# quite sure why.. needs some tinkering and probably
# a lookthrough of the `ib_insync` machinery, for eg. maybe
# a lookthrough of the `ib_async` machinery, for eg. maybe
# we have to do the batch queries on the `asyncio` side?
yield (
get_hist,
@ -1051,6 +1051,21 @@ def normalize(
# ticker.rtTime.timestamp) / 1000.
data.pop('rtTime')
# XXX, `ib_async` seems to set a
# `'timezone': datetime.timezone.utc` in this `dict`
# which is NOT IPC serializeable sin codec!
#
# pretty sure we don't need any of this field for now anyway?
data.pop('defaults')
if lts := data.get('lastTimeStamp'):
lts.replace(tzinfo=None)
log.warning(
f'Stripping `.tzinfo` from datetime\n'
f'{lts}\n'
)
# breakpoint()
return data
@ -1227,7 +1242,7 @@ async def stream_quotes(
):
# ?TODO? can we rm this - particularly for `ib_async`?
# ugh, clear ticks since we've consumed them
# (ahem, ib_insync is stateful trash)
# (ahem, ib_async is stateful trash)
# first_ticker.ticks = []
# only on first entry at feed boot up

2
piker/brokers/ib/ledger.py
View File

@ -36,7 +36,7 @@ from pendulum import (
parse,
from_timestamp,
)
from ib_insync import (
from ib_async import (
Contract,
Commodity,
Fill,

8
piker/brokers/ib/symbols.py
View File

@ -30,7 +30,7 @@ from typing import (
)
from rapidfuzz import process as fuzzy
import ib_insync as ibis
import ib_async as ibis
import tractor
import trio
@ -522,7 +522,11 @@ async def get_mkt_info(
if atype == 'commodity':
venue: str = 'cmdty'
else:
venue = con.primaryExchange or con.exchange
venue: str = (
con.primaryExchange
or
con.exchange
)
price_tick: Decimal = Decimal(str(details.minTick))
ib_min_tick_gt_2: Decimal = Decimal('0.01')

13
piker/brokers/ib/venues.py
View File

@ -41,7 +41,7 @@ from pendulum import (
)
if TYPE_CHECKING:
from ib_insync import (
from ib_async import (
TradingSession,
ContractDetails,
)
@ -83,7 +83,14 @@ def has_holiday(
'''
tz: str = con_deats.timeZoneId
exch: str = con_deats.contract.primaryExchange
cal: ExchangeCalendar = xcals.get_calendar(exch)
# XXX, ad-hoc handle any IB exchange which are non-std
# via lookup table..
std_exch: dict = {
'ARCA': 'ARCX',
}.get(exch, exch)
cal: ExchangeCalendar = xcals.get_calendar(std_exch)
end: datetime = period.end
# _start: datetime = period.start
# ?TODO, can rm ya?
@ -236,7 +243,7 @@ def is_venue_closure(
#
# NOTE, this was generated by @guille from a gpt5 prompt
# and was originally thot to be needed before learning about
# `ib_insync.contract.ContractDetails._parseSessions()` and
# `ib_async.contract.ContractDetails._parseSessions()` and
# it's downstream meths..
#
# This is still likely useful to keep for now to parse the

3
pyproject.toml
View File

@ -52,7 +52,6 @@ dependencies = [
"bidict >=0.23.1",
"colorama >=0.4.6, <0.5.0",
"colorlog >=6.7.0, <7.0.0",
"ib-insync >=0.9.86, <0.10.0",
"numpy>=2.0",
"polars >=0.20.6",
"polars-fuzzy-match>=0.1.5",
@ -76,6 +75,8 @@ dependencies = [
"numba>=0.61.0",
"pyvnc",
"exchange-calendars>=4.13.1",
"ib-async>=2.1.0",
"aeventkit>=2.1.0", # XXX, imports as eventkit?
]
# ------ dependencies ------
# NOTE, by default we ship only a "headless" deps set bc

41
uv.lock
View File

@ -10,6 +10,18 @@ resolution-markers = [
"python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
]
[[package]]
name = "aeventkit"
version = "2.1.0"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "numpy" },
]
sdist = { url = "https://files.pythonhosted.org/packages/5c/8c/c08db1a1910f8d04ec6a524de522edd0bac181bdf94dbb01183f7685cd77/aeventkit-2.1.0.tar.gz", hash = "sha256:4e7d81bb0a67227121da50a23e19e5bbf13eded541a9f4857eeb6b7b857b738a", size = 24703, upload-time = "2025-06-22T15:54:03.961Z" }
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[[package]]
name = "aiodns"
version = "3.6.0"
@ -396,18 +408,6 @@ wheels = [
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]
[[package]]
name = "eventkit"
version = "1.0.3"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "numpy" },
]
sdist = { url = "https://files.pythonhosted.org/packages/16/1e/0fac4e45d71ace143a2673ec642701c3cd16f833a0e77a57fa6a40472696/eventkit-1.0.3.tar.gz", hash = "sha256:99497f6f3c638a50ff7616f2f8cd887b18bbff3765dc1bd8681554db1467c933", size = 28320, upload-time = "2023-12-11T11:41:35.339Z" }
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]
[[package]]
name = "exceptiongroup"
version = "1.3.1"
@ -630,16 +630,17 @@ wheels = [
]
[[package]]
name = "ib-insync"
version = "0.9.86"
name = "ib-async"
version = "2.1.0"
source = { registry = "https://pypi.org/simple" }
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{ name = "eventkit" },
{ name = "aeventkit" },
{ name = "nest-asyncio" },
{ name = "tzdata" },
]
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[[package]]
@ -1099,6 +1100,7 @@ name = "piker"
version = "0.1.0a0.dev0"
source = { editable = "." }
dependencies = [
{ name = "aeventkit" },
{ name = "async-generator" },
{ name = "attrs" },
{ name = "bidict" },
@ -1107,7 +1109,7 @@ dependencies = [
{ name = "cryptofeed" },
{ name = "exchange-calendars" },
{ name = "httpx" },
{ name = "ib-insync" },
{ name = "ib-async" },
{ name = "msgspec" },
{ name = "numba" },
{ name = "numpy" },
@ -1175,6 +1177,7 @@ uis = [
[package.metadata]
requires-dist = [
{ name = "aeventkit", specifier = ">=2.1.0" },
{ name = "async-generator", specifier = ">=1.10,<2.0.0" },
{ name = "attrs", specifier = ">=23.1.0,<24.0.0" },
{ name = "bidict", specifier = ">=0.23.1" },
@ -1183,7 +1186,7 @@ requires-dist = [
{ name = "cryptofeed", specifier = ">=2.4.0,<3.0.0" },
{ name = "exchange-calendars", specifier = ">=4.13.1" },
{ name = "httpx", specifier = ">=0.27.0,<0.28.0" },
{ name = "ib-insync", specifier = ">=0.9.86,<0.10.0" },
{ name = "ib-async", specifier = ">=2.1.0" },
{ name = "msgspec", specifier = ">=0.19.0,<0.20" },
{ name = "numba", specifier = ">=0.61.0" },
{ name = "numpy", specifier = ">=2.0" },