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works with protobuf ONLY, requires 10.40 or greater
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Still a long way to go, but I wanted to share a version that can connect, sync account related objects and perform some basic requests and disconnect. Implementation status, with their
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- Added logging for ticker data reception and processing. - Introduced new methods in Ticker class for handling various tick data types (price, size, string, generic, computation). - Updated Wrapper class to emit events for tick data using a bus system. - Removed redundant tick type mappings and replaced them with more structured handling. - Enhanced error handling for malformed tick data. - Improved readability and maintainability of the code by organizing tick data processing logic.
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added ticker protobuf support |
- Introduced IneligibilityReason dataclass for better data structure. - Updated ContractDetails to use a list of IneligibilityReason. - historical schedule. - Improved market data converters to handle edge cases. - Cleaned up unused imports and methods across various modules.
- BiDict class to encapsulate wrapper state management - reactive bus implemented: ticker_bus, response_bus, subscription_bus - object logic encapsulated on the object itself, rather than in Wrapper class - all subscriptions are implemented. realtimeBar, , keepUpToDate, scanners, PnL and PnLSingle - placeOrder,cancelOrder, whatIfOrder - Ticker and tickByTick - Implement tests for subscription converters including ScannerParametersRequest, ScannerSubscriptionRequest, and PnL requests. - Add tests for trade converters covering order creation, conditions, and execution details. - Ensure comprehensive coverage for various order conditions and soft dollar tiers. - Validate the conversion of protobuf messages to domain objects and vice versa. - Most of methods are implemented, except for news related and market L2.
… improve data handling - Added new tick types for ETF NAV including close, prior close, bid, ask, last, frozen last, high, and low. - Updated Ticker dataclass to include new fields for ETF NAV data. - Modified the __post_init__ method to initialize new ETF NAV fields. - Improved the handling of ticker data updates to accommodate new tick types. - Refactored ticker data processing methods for clarity and efficiency. feat(util): Introduce quantize_decimals decorator for Decimal fields - Added a decorator to quantize Decimal fields in dataclass objects to specified decimal places. - Enhanced the parseIBDatetime function to correctly handle datetime strings. refactor(wrapper): Streamline ticker and subscription handling - Consolidated tick data handling methods to reduce redundancy. - Updated method signatures to remove unnecessary parameters. - Improved error handling for unknown request IDs in ticker delivery methods. chore(tests): Update tests for market data and trade converters - Refactored test cases to align with changes in the codebase. - Ensured tests validate new fields and behaviors introduced in the Ticker class. - Updated import paths for trade converter functions to reflect new module structure.
- Updated protobuf message handling in decoder.py to support bond contract details. - Refactored createDeltaNeutralContract in contract_converters.py for improved clarity. - Added positionMultiEvent to ib.py for enhanced event tracking. - Adjusted wrapper.py to emit positionMultiEvent. - Improved error handling in market_data_converters.py for tick data.
- Updated `conftest.py` to ignore type errors for mocked IB client methods. - Enhanced `test_account_converters.py` with additional test cases for new protobuf converters. - Created `test_base_converters.py` to cover base converter functionalities. - Modified `test_contract_converters.py` to include new contract-related tests and improved type handling. - Updated `test_contract_requests.py` to ensure proper mocking and type handling in contract requests. - Expanded `test_historical_data_converters.py` with new tests for historical tick data and related converters. - Enhanced `test_market_data_converters.py` with new tests for tick data handling. - Introduced `test_news_converters.py` to validate news-related protobuf converters. - Updated `test_subscription_converters.py` to improve test coverage for subscription-related converters. - Refactored `test_trade_converter.py` to streamline imports and enhance test coverage for trade-related functionalities.
…e protobuf converters
…on and enhance related converters
…s and enhance tests for desiredAllocQty
…simplify Decimal conversions in createOrderState
…d filledQuantity, and adjust trade converter tests for Decimal handling
…ds and remove unused imports
…improved linting and formatting
…r improved precision
…oat for consistency
… as mandatory and only Contract type.
…d adjust related converters and tests
…by contract, and only create a new ticker if contract is not found.
Add _response_single and _response_multi to fix the issue and keep code DRY. This commit solves the problem for all methods called during connection. Problem explanation: by using `response_bus.filter` we create a problem. response bus is a "long lived, common" event, it does not complete, so it's never set as done. that means that `filter` is not calling `on_sorce_done` and itself is not set to "done" state. however, `take(n)` and `takewhile(predicate)` work as expected and disconnect from the source when the condition is meet. Setting themselves to "done" and cascading the effect downstream. This causes the pipeline to be done, but leaves a "filter" left-over that is not complete. The consecuence is a "pile up" in `response_bus._slots` as filter listeners remain connected. every new request creates a new slots entry. Which is clearly not acceptable. Proposed solution is to create a "notifier" event, and start the pipeline with `takeuntil(notifier)` once we receive our results. we call `notifier.emit()` to stop the pipeline from the starting point.
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This has been open for a while, are people mainly using ib_async with v1034 of TWS only? From my research it appears that ib_async would be broken on anything above v1034, but I am not fully sure as I have not tested it myself. |
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Yeah, I'm currently running Gateway 10.40.1d with the regular primary branch here and it works as expected (i.e. no protobuf needed there yet). The next big update for our project here will be more live testing/reviewing of all these protobuf re-architecture changes then branching off into a new major "protobuf-only" version going forward. eta: ??? I'm still lagging behind a bit on the other updates for even 3.14 validation which we have workarounds/improvements for already, but haven't been merged back coherently yet into a packaged version update. |
So the latest ib gateway works fine with the current version of ib_async (with no protobuf support), am i understanding you correctly? What about the latest version of TWS? |
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works with protobuf ONLY, requires 10.40 or greater
replaces wrapper._results with a reactive pipeline implemented in eventkit. This simplifies the solution by removing state management
simple test script