b577180773
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()`.
|
||
|---|---|---|
| .. | ||
| README.rst | ||
| __init__.py | ||
| _flex_reports.py | ||
| _util.py | ||
| api.py | ||
| broker.py | ||
| feed.py | ||
| ledger.py | ||
| symbols.py | ||
README.rst
ib backend
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.
status
current support is production grade and both real-time data and order management should be correct and fast. this backend is used by core devs for live trading.
currently there is not yet full support for: - options charting and trading - paxos based crypto rt feeds and trading
config
In order to get order mode support your brokers.toml needs to have something like the following:
[ib]
hosts = [
"127.0.0.1",
]
# TODO: when we eventually spawn gateways in our
# container, we can just dynamically allocate these
# using IBC.
ports = [
4002,
4003,
4006,
4001,
7497,
]
# XXX: for a paper account the flex web query service
# is not supported so you have to manually download
# and XML report and put it in a location that can be
# accessed by the ``brokerd.ib`` backend code for parsing.
flex_token = '1111111111111111'
flex_trades_query_id = '6969696' # live accounts only?
# 3rd party web-api token
# (XXX: not sure if this works yet)
trade_log_token = '111111111111111'
# when clients are being scanned this determines
# which clients are preferred to be used for data feeds
# based on account names which are detected as active
# on each client.
prefer_data_account = [
# this has to be first in order to make data work with dual paper + live
'main',
'algopaper',
]
[ib.accounts]
main = 'U69696969'
algopaper = 'DU9696969'If everything works correctly you should see any current positions loaded in the pps pane on chart load and you should also be able to check your trade records in the file:
<pikerk_conf_dir>/ledgers/trades_ib_algopaper.tomlAn example ledger file will have entries written verbatim from the trade events schema:
["0000e1a7.630f5e5a.01.01"]
secType = "FUT"
conId = 515416577
symbol = "MNQ"
lastTradeDateOrContractMonth = "20221216"
strike = 0.0
right = ""
multiplier = "2"
exchange = "GLOBEX"
primaryExchange = ""
currency = "USD"
localSymbol = "MNQZ2"
tradingClass = "MNQ"
includeExpired = false
secIdType = ""
secId = ""
comboLegsDescrip = ""
comboLegs = []
execId = "0000e1a7.630f5e5a.01.01"
time = 1661972086.0
acctNumber = "DU69696969"
side = "BOT"
shares = 1.0
price = 12372.75
permId = 441472655
clientId = 6116
orderId = 985
liquidation = 0
cumQty = 1.0
avgPrice = 12372.75
orderRef = ""
evRule = ""
evMultiplier = 0.0
modelCode = ""
lastLiquidity = 1
broker_time = 1661972086.0
name = "ib"
commission = 0.57
realizedPNL = 243.41
yield_ = 0.0
yieldRedemptionDate = 0
listingExchange = "GLOBEX"
date = "2022-08-31T18:54:46+00:00"your pps.toml file will have position entries like,
[ib.algopaper."mnq.globex.20221216"]
size = -1.0
ppu = 12423.630576923071
bs_mktid = 515416577
expiry = "2022-12-16T00:00:00+00:00"
clears = [
{ dt = "2022-08-31T18:54:46+00:00", ppu = 12423.630576923071, accum_size = -19.0, price = 12372.75, size = 1.0, cost = 0.57, tid = "0000e1a7.630f5e5a.01.01" },
]