reinstate caching and fix up methods

Author: rob

docs/IB.md

@@ -188,7 +188,7 @@ ib_futures_instrument_data = ibFuturesInstrumentData(conn)
 ib_futures_instrument_data.get_list_of_instruments()
 ib_futures_instrument_data.get_futures_instrument_object_with_IB_data("EDOLLAR") # again used by other functions to get the 'metadata' to map into IB instruments
 ib_futures_instrument_data.get_brokers_instrument_code("EDOLLAR") # reverse of next function
-ib_futures_instrument_data.get_instrument_code_from_broker_code("GE") # reverse of previous function
+ib_futures_instrument_data.get_instrument_code_from_broker_contract_object("GE") # reverse of previous function
 ```
 
 

sysbrokers/IB/client/ib_client.py

@@ -1,13 +1,14 @@
 import datetime
-from typing import Tuple
+from typing import Tuple, List
 from ib_insync import IB
 
 from sysbrokers.IB.ib_connection import connectionIB
-from sysbrokers.IB.ib_contracts import ibContract
+from sysbrokers.IB.ib_contracts import ibContract, ibContractDetails
 from sysbrokers.IB.config.ib_instrument_config import (
     IBconfig,
     read_ib_config_from_file,
-    get_instrument_code_from_broker_code,
+    get_instrument_code_from_broker_instrument_identity,
+    IBInstrumentIdentity,
 )
 
 from syscore.constants import arg_not_supplied
@@ -133,21 +134,10 @@ def _get_log_for_contract(self, contract: ibContract) -> logger:
         if contract is None:
             log_to_use = self.log.setup()
         else:
-            ib_instrument_code = contract.symbol
             ib_expiry_str = contract.lastTradeDateOrContractMonth
-
-            contract_details = self.contract_details(
-                contract, allow_expired=False, allow_multiple_contracts=False
-            )
-
-            ## FIXME: REPLACE WITH GET EXTENDED CONTRACT DETAILS?
-            ib_exchange = arg_not_supplied
-            ib_multiplier = arg_not_supplied
-
-            instrument_code = self.get_instrument_code_from_broker_code(
-                ib_instrument_code
+            instrument_code = self.get_instrument_code_from_broker_contract_object(
+                contract
             )
-
             futures_contract = futuresContract(instrument_code, ib_expiry_str)
             log_to_use = futures_contract.specific_log(self.log)
 
@@ -162,18 +152,27 @@ def broker_message(self, log, msg):
     def refresh(self):
         self.ib.sleep(0.00001)
 
-    def get_instrument_code_from_broker_code(
-        self,
-        ib_code: str,
-        ib_multiplier: float = arg_not_supplied,
-        ib_exchange: str = arg_not_supplied,
+    def get_instrument_code_from_broker_contract_object(
+        self, broker_contract_object: ibContract
     ) -> str:
-        instrument_code = get_instrument_code_from_broker_code(
+
+        broker_identity = self.broker_identity_for_contract(broker_contract_object)
+        instrument_code = self.get_instrument_code_from_broker_identity_for_contract(
+            broker_identity
+        )
+
+        return instrument_code
+
+    def get_instrument_code_from_broker_identity_for_contract(
+        self, ib_instrument_identity: IBInstrumentIdentity, config=arg_not_supplied
+    ) -> str:
+        if config is arg_not_supplied:
+            config = self.ib_config
+
+        instrument_code = get_instrument_code_from_broker_instrument_identity(
+            ib_instrument_identity=ib_instrument_identity,
             log=self.log,
-            ib_code=ib_code,
-            config=self.ib_config,
-            ib_multiplier=ib_multiplier,
-            ib_exchange=ib_exchange,
+            config=config,
         )
         return instrument_code
 
@@ -191,19 +190,32 @@ def _get_and_set_ib_config_from_file(self) -> IBconfig:
 
         return config_data
 
-    def contract_details(
+    def broker_identity_for_contract(
+        self,
+        ib_contract_pattern: ibContract,
+    ) -> IBInstrumentIdentity:
+
+        contract_details = self.get_contract_details(
+            ib_contract_pattern=ib_contract_pattern,
+            allow_expired=False,
+            allow_multiple_contracts=False,
+        )
+
+        return IBInstrumentIdentity(
+            ib_code=contract_details.contract.symbol,
+            ib_multiplier=contract_details.contract.multiplier,
+            ib_exchange=contract_details.contract.exchange,
+        )
+
+    def get_contract_details(
         self,
         ib_contract_pattern: ibContract,
         allow_expired: bool = False,
         allow_multiple_contracts: bool = False,
-    ) -> Tuple[ibContract, list]:
-
-        # contract_details = self.cache.get(
-        #    self._contract_details, ib_contract_pattern, allow_expired=allow_expired
-        # )
-        # FIXME TRY WITHOUT CACHING FOR NOW
-        contract_details = self._contract_details(
-            ib_contract_pattern, allow_expired=allow_expired
+    ) -> Tuple[ibContractDetails, List[ibContractDetails]]:
+
+        contract_details = self.cache.get(
+            self._get_contract_details, ib_contract_pattern, allow_expired=allow_expired
         )
 
         if len(contract_details) == 0:
@@ -217,9 +229,9 @@ def contract_details(
 
         return contract_details[0]
 
-    def _contract_details(
+    def _get_contract_details(
         self, ib_contract_pattern: ibContract, allow_expired: bool = False
-    ) -> list:
+    ) -> List[ibContractDetails]:
         ib_contract_pattern.includeExpired = allow_expired
 
         return self.ib.reqContractDetails(ib_contract_pattern)

sysbrokers/IB/client/ib_contracts_client.py

@@ -589,7 +589,7 @@ def ib_get_contract_chain(
         :return: list of ibContracts
         """
 
-        new_contract_details_list = self.contract_details(
+        new_contract_details_list = self.get_contract_details(
             ibcontract_pattern,
             allow_expired=allow_expired,
             allow_multiple_contracts=True,

sysbrokers/IB/client/ib_positions_client.py

@@ -18,40 +18,8 @@ def broker_get_positions(
         # contract expiry
 
         list_of_raw_positions = self.ib.positions()
-        raw_positions_with_codes = self.add_exchange_codes_to_list_of_raw_ib_positions(
-            list_of_raw_positions
-        )
         dict_of_positions = from_ib_positions_to_dict(
-            raw_positions_with_codes, account_id=account_id
+            list_of_raw_positions, account_id=account_id
         )
 
         return dict_of_positions
-
-    def add_exchange_codes_to_list_of_raw_ib_positions(
-        self, list_of_raw_positions: list
-    ) -> list:
-        raw_positions_with_codes = [
-            self.add_exchange_code_to_raw_ib_position(raw_position)
-            for raw_position in list_of_raw_positions
-        ]
-
-        return raw_positions_with_codes
-
-    def add_exchange_code_to_raw_ib_position(
-        self, raw_ib_position: Position
-    ) -> IBPositionWithExtendedAttr:
-        try:
-            ib_contract = raw_ib_position.contract
-            list_of_contract_details = self.ib.reqContractDetails(ib_contract)
-            if len(list_of_contract_details) > 1:
-                self.log.critical("Position should only have one contract associated")
-            contract_details = list_of_contract_details[0]
-            exchange_code = contract_details.validExchanges
-        except:
-            exchange_code = ""
-
-        new_ib_position = IBPositionWithExtendedAttr.from_ib_position(
-            ib_position=raw_ib_position, exchange=exchange_code
-        )
-
-        return new_ib_position

sysbrokers/IB/config/ib_instrument_config.py

@@ -1,3 +1,4 @@
+from dataclasses import dataclass
 import pandas as pd
 
 from sysbrokers.IB.ib_instruments import (
@@ -98,14 +99,20 @@ def _get_instrument_object_from_valid_config(
     return futures_instrument_with_ib_data
 
 
-def get_instrument_code_from_broker_code(
+@dataclass
+class IBInstrumentIdentity:
+    ib_code: str
+    ib_multiplier: float
+    ib_exchange: str
+
+
+def get_instrument_code_from_broker_instrument_identity(
     config: IBconfig,
-    ib_code: str,
+    ib_instrument_identity: IBInstrumentIdentity,
     log: logger = logtoscreen(""),
-    ib_exchange: str = arg_not_supplied,
-    ib_multiplier: float = arg_not_supplied,
 ) -> str:
 
+    ib_code = ib_instrument_identity.ib_code
     config_row = config[config.IBSymbol == ib_code]
     if len(config_row) == 0:
         msg = "Broker symbol %s not found in configuration file!" % ib_code
@@ -116,11 +123,9 @@ def get_instrument_code_from_broker_code(
         ## need to resolve with multiplier
         instrument_code = (
             get_instrument_code_from_broker_code_with_multiple_possibilities(
-                ib_code=ib_code,
+                ib_instrument_identity=ib_instrument_identity,
                 config=config,
                 log=log,
-                ib_exchange=ib_exchange,
-                ib_multiplier=ib_multiplier,
             )
         )
     else:
@@ -130,13 +135,11 @@ def get_instrument_code_from_broker_code(
 
 
 def get_instrument_code_from_broker_code_with_multiple_possibilities(
+    ib_instrument_identity: IBInstrumentIdentity,
     config: IBconfig,
-    ib_code: str,
     log: logger = logtoscreen(""),
-    ib_exchange: str = arg_not_supplied,
-    ib_multiplier: float = arg_not_supplied,
 ) -> str:
-
+    ib_code = ib_instrument_identity.ib_code
     # FIXME PATCH
     if ib_code == "EOE":
         return "AEX"

sysbrokers/IB/ib_contract_position_data.py

@@ -91,13 +91,9 @@ def _get_contract_position_for_raw_entry(self, position_entry) -> contractPositi
 
     def _get_instrument_code_from_ib_position_entry(self, position_entry) -> str:
 
-        ib_code = position_entry["symbol"]
-        ib_multiplier = position_entry["multiplier"]
-        ib_exchange = position_entry["exchange"]
-        instrument_code = (
-            self.futures_instrument_data.get_instrument_code_from_broker_code(
-                ib_code, ib_exchange=ib_exchange, ib_multiplier=ib_multiplier
-            )
+        ib_contract = position_entry.ib_contract
+        instrument_code = self.futures_instrument_data.get_instrument_code_from_broker_contract_object(
+            ib_contract
         )
 
         return instrument_code

sysbrokers/IB/ib_contracts.py

@@ -1,4 +1,5 @@
 from ib_insync import Contract as ibContract, Contract, ComboLeg
+
 import re
 
 from sysbrokers.IB.ib_instruments import (

sysbrokers/IB/ib_instruments_data.py

@@ -2,64 +2,42 @@
     IBconfig,
     read_ib_config_from_file,
     get_instrument_object_from_config,
-    get_instrument_code_from_broker_code,
     IB_FUTURES_CONFIG_FILE,
     get_instrument_list_from_ib_config,
 )
 from sysbrokers.IB.ib_instruments import (
     futuresInstrumentWithIBConfigData,
 )
+from sysbrokers.IB.ib_contracts import ibContract
 from sysbrokers.IB.ib_connection import connectionIB
+from sysbrokers.IB.client.ib_client import ibClient
 from sysbrokers.broker_instrument_data import brokerFuturesInstrumentData
 
-from syscore.constants import arg_not_supplied
-
 from sysdata.data_blob import dataBlob
 
 from syslogdiag.log_to_screen import logtoscreen
 
 
 class ibFuturesInstrumentData(brokerFuturesInstrumentData):
-    """
-    Extends the baseData object to a data source that reads in and writes prices for specific futures contracts
-
-    This gets HISTORIC data from interactive brokers. It is blocking code
-    In a live production system it is suitable for running on a daily basis to get end of day prices
-
-    """
-
     def __init__(
         self,
         ibconnection: connectionIB,
         data: dataBlob,
-        log=logtoscreen("ibFuturesContractData"),
+        log=logtoscreen("ibFuturesInstrumentData"),
     ):
         super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
 
     def __repr__(self):
         return "IB Futures per contract data %s" % str(self.ibconnection)
 
-    @property
-    def ibconnection(self) -> connectionIB:
-        return self._ibconnection
-
-    def get_instrument_code_from_broker_code(
-        self,
-        ib_code: str,
-        ib_multiplier: float = arg_not_supplied,
-        ib_exchange: str = arg_not_supplied,
+    def get_instrument_code_from_broker_contract_object(
+        self, broker_contract_object: ibContract
     ) -> str:
-        config = self.ib_config
-        broker_code = get_instrument_code_from_broker_code(
-            config=config,
-            ib_code=ib_code,
-            log=self.log,
-            ib_multiplier=ib_multiplier,
-            ib_exchange=ib_exchange,
-        )
 
-        return broker_code
+        return self.ib_client.get_instrument_code_from_broker_contract_object(
+            broker_contract_object
+        )
 
     def _get_instrument_data_without_checking(self, instrument_code: str):
         return self.get_futures_instrument_object_with_IB_data(instrument_code)
@@ -97,6 +75,20 @@ def ib_config(self) -> IBconfig:
 
         return config
 
+    @property
+    def ib_client(self) -> ibClient:
+        client = getattr(self, "_ib_client", None)
+        if client is None:
+            client = self._ib_client = ibClient(
+                ibconnection=self.ibconnection, log=self.log
+            )
+
+        return client
+
+    @property
+    def ibconnection(self) -> connectionIB:
+        return self._ibconnection
+
     def _get_and_set_ib_config_from_file(self) -> IBconfig:
 
         config_data = read_ib_config_from_file(log=self.log)

sysbrokers/IB/ib_orders.py

@@ -210,23 +210,11 @@ def _create_broker_control_order_object(
         """
         try:
             try:
-                ## FIXME THIS IS HORRIFIC
                 ib_contract = (
                     trade_with_contract_from_ib.ibcontract_with_legs.ibcontract
                 )
-                ib_instrument_code = trade_with_contract_from_ib.ib_instrument_code
-
-                contract_details = self.ib_client.ib.reqContractDetails(ib_contract)
-
-                ib_exchange = contract_details[0].validExchanges
-                ib_multiplier = contract_details[0].evMultiplier  # is this right?
-
-                instrument_code = (
-                    self.futures_instrument_data.get_instrument_code_from_broker_code(
-                        ib_instrument_code,
-                        ib_exchange=ib_exchange,
-                        ib_multiplier=ib_multiplier,
-                    )
+                instrument_code = self.futures_instrument_data.get_instrument_code_from_broker_contract_object(
+                    ib_contract
                 )
             except:
                 raise ibOrderCouldntCreateException()