T>qjN*dZddlZddlZddlZddlZddlZddlmZmZm Z m Z m Z m Z ddl mZddlmZddlmZddlmZmZmZddlmZmZmZmZmZmZmZmZm Z m!Z!m"Z"m#Z#m$Z$m%Z%m&Z&m'Z'm(Z(m)Z)m*Z*m+Z+m,Z,m-Z-m.Z.m/Z/m0Z0m1Z1m2Z2ddl3m4Z4m5Z5m6Z6m7Z7m8Z8m9Z9m:Z:dd l;mZ>Gd d Z?e@d k(rjejZBeBjdejeje?ZFeFjdddeFjyy)z,High-level interface to Interactive Brokers.N) AwaitableDictIteratorListOptionalUnion)Event)Client)ContractContractDescriptionContractDetails) AccountValue BarDataListDepthMktDataDescription ExecutionExecutionFilterFill HistogramDataHistoricalNewsHistoricalSchedule NewsArticle NewsBulletin NewsProviderNewsTick OptionChainOptionComputationPnL PnLSingle PortfolioItemPositionPriceIncrementRealTimeBarList ScanDataListScannerSubscriptionSmartComponentTagValue TradeLogEntry WshEventData) BracketOrder LimitOrderOrder OrderState OrderStatus StopOrderTrade)Ticker)WrapperceZdZUdZdZdZeed<dZe ed<dZ e ed<d Z e ed <d Zd Zd ZdZdZdZ dde de de dede de f dZdZde fdZdZeej4Zeej6Zeej8Zeej:Zeej<Zeej>Zde fdZ!ddede fdZ" ddede#e$fd!Z%ddefd#Z&de'e fd$Z(dde de'e)fd%Z*dde de'e)fd&Z+dde de'e,fd'Z-dde de'e.fd(Z/dde'e0fd)Z1 dde d*e d+e de'e2fd,Z3de'e4fd-Z5de'e4fd.Z6de'e7fd/Z8de'e7fd0Z9de'e:fd1Z;de'e<fd2Z=d3e>de?e@fd4ZAde'e@fd5ZBde'e@fd6ZCde'eDeEeFffd7ZGde'eHfd8ZIde'eJfd9ZKdd:d;e>dde'e>fd>ZMd?e d@edAedBedCedeNf dDZOedEe'e7dFe dGe de'e7fdHZPd3e>dIe7deQfdJZRd3e>dIe7de4fdKZSddIe7dLe de?e4fdMZTdNZUdeVjfdOZWdde fdPZX dde d*e fdQZYdRZZddSe fdTZ[de'e4fdUZ\de'e4fdVZ]dWe de'e4fdXZ^ ddYe?e_de'e:fdZZ`de'e.fd[Zadde d*e de0fd\Zbdd*e fd]Zcde d*e d+e de2fd^Zdde d*e d+e fd_Zed3e>de'effd`Zgdae de'ehfdbZidce dejfddZkgfd3e>dee dfe dge dhe'eldeFf diZmdjeFfdkZnddgd"fd3e>dleDeVjeVje d fdme dne dfe dge doe dpe dqe'eldedeEfdrZpdjeEfdsZq dd3e>dte dleDeVjeVje d fdge derf duZsdgfd3e>dveDe eVjfdleDe eVjfdwe dfe dxe dye dze'elde'fd{Ztd|e fd}Zu dd3e>dfe dge doe deVjf d~Zvd ddgfd3e>de de dfdZx dd3e>de dwe dye de@f dZyd3e>de fdZzde de'e{fdZ|de'e}fdZ~ dd3e>de de de@fdZdd3e>fdZd3e>dge de de'efdZgfd3e>de de'elde fdZggfdede'elde'eldefdZggfdede'elde'eldefdZdefdZde fdZgfd3e>dedede'eldef dZgfd3e>dedede'eldef dZde de de de de'ef dZd3e>de de de de f dZde'efdZgfde de de'eldefdZgfd+e de dveDe eVjfdleDe eVjfde de'eldefdZde fdZdZde fdZde de fdZdZdZdefdZdZde fdZdede fdZde fd„Z dde de de de?ede de f dÄZd;e>de'e>fdĄZdd:d;e>ddIe7de eQfdƄZde eVjfdDŽZde de d fdȄZ dde d*e de d fdɄZdde de'e)fdʄZde d fd˄Zde e'e4fd̄Zde e'e4fd̈́ZdWe de e'e4fd΄Z ddYe?e_de e'e:fdτZde e'e.fdЄZd3e>de e'effdфZdae de?e'ehfd҄Zdce de?e'ejfdӄZddgd"fd3e>dleDeVjeVje d fdme dne dfe dge doe dpe dqe'eldedeEfdԄZ dd3e>dte dleDeVjeVje d fdge de erf dՄZdgfd3e>dveDe eVjfdleDe eVjfdwe dfe dxe dye dze'elde e'fdքZd3e>dfe dge doe deVjf dׄZd؄Zde e'e}fdلZd3e>dge de de e'efdڄZgfd3e>de de'elde e fdۄZggfdede'elde'eldefd܄Zde e fd݄Zgfd3e>dedede'elde?ef dބZgfd3e>dedede'elde?ef d߄Zde de de de de e'ef dZde e'efdZgfde de de'elde efdZgfd+e de dveDe eVjfdleDe eVjfde de'elde?efdZde fdZde fdZdede fdZdZy )IBa Provides both a blocking and an asynchronous interface to the IB API, using asyncio networking and event loop. The IB class offers direct access to the current state, such as orders, executions, positions, tickers etc. This state is automatically kept in sync with the TWS/IBG application. This class has most request methods of EClient, with the same names and parameters (except for the reqId parameter which is not needed anymore). Request methods that return a result come in two versions: * Blocking: Will block until complete and return the result. The current state will be kept updated while the request is ongoing; * Asynchronous: All methods that have the "Async" postfix. Implemented as coroutines or methods that return a Future and intended for advanced users. **The One Rule:** While some of the request methods are blocking from the perspective of the user, the framework will still keep spinning in the background and handle all messages received from TWS/IBG. It is important to not block the framework from doing its work. If, for example, the user code spends much time in a calculation, or uses time.sleep() with a long delay, the framework will stop spinning, messages accumulate and things may go awry. The one rule when working with the IB class is therefore that **user code may not block for too long**. To be clear, the IB request methods are okay to use and do not count towards the user operation time, no matter how long the request takes to finish. So what is "too long"? That depends on the situation. If, for example, the timestamp of tick data is to remain accurate within a millisecond, then the user code must not spend longer than a millisecond. If, on the other extreme, there is very little incoming data and there is no desire for accurate timestamps, then the user code can block for hours. If a user operation takes a long time then it can be farmed out to a different process. Alternatively the operation can be made such that it periodically calls IB.sleep(0); This will let the framework handle any pending work and return when finished. The operation should be aware that the current state may have been updated during the sleep(0) call. For introducing a delay, never use time.sleep() but use :meth:`.sleep` instead. Parameters: RequestTimeout (float): Timeout (in seconds) to wait for a blocking request to finish before raising ``asyncio.TimeoutError``. The default value of 0 will wait indefinitely. Note: This timeout is not used for the ``*Async`` methods. RaiseRequestErrors (bool): Specifies the behaviour when certain API requests fail: * :data:`False`: Silently return an empty result; * :data:`True`: Raise a :class:`.RequestError`. MaxSyncedSubAccounts (int): Do not use sub-account updates if the number of sub-accounts exceeds this number (50 by default). TimezoneTWS (str): Specifies what timezone TWS (or gateway) is using. The default is to assume local system timezone. Events: * ``connectedEvent`` (): Is emitted after connecting and synchronzing with TWS/gateway. * ``disconnectedEvent`` (): Is emitted after disconnecting from TWS/gateway. * ``updateEvent`` (): Is emitted after a network packet has been handeled. * ``pendingTickersEvent`` (tickers: Set[:class:`.Ticker`]): Emits the set of tickers that have been updated during the last update and for which there are new ticks, tickByTicks or domTicks. * ``barUpdateEvent`` (bars: :class:`.BarDataList`, hasNewBar: bool): Emits the bar list that has been updated in real time. If a new bar has been added then hasNewBar is True, when the last bar has changed it is False. * ``newOrderEvent`` (trade: :class:`.Trade`): Emits a newly placed trade. * ``orderModifyEvent`` (trade: :class:`.Trade`): Emits when order is modified. * ``cancelOrderEvent`` (trade: :class:`.Trade`): Emits a trade directly after requesting for it to be cancelled. * ``openOrderEvent`` (trade: :class:`.Trade`): Emits the trade with open order. * ``orderStatusEvent`` (trade: :class:`.Trade`): Emits the changed order status of the ongoing trade. * ``execDetailsEvent`` (trade: :class:`.Trade`, fill: :class:`.Fill`): Emits the fill together with the ongoing trade it belongs to. * ``commissionReportEvent`` (trade: :class:`.Trade`, fill: :class:`.Fill`, report: :class:`.CommissionReport`): The commission report is emitted after the fill that it belongs to. * ``updatePortfolioEvent`` (item: :class:`.PortfolioItem`): A portfolio item has changed. * ``positionEvent`` (position: :class:`.Position`): A position has changed. * ``accountValueEvent`` (value: :class:`.AccountValue`): An account value has changed. * ``accountSummaryEvent`` (value: :class:`.AccountValue`): An account value has changed. * ``pnlEvent`` (entry: :class:`.PnL`): A profit- and loss entry is updated. * ``pnlSingleEvent`` (entry: :class:`.PnLSingle`): A profit- and loss entry for a single position is updated. * ``tickNewsEvent`` (news: :class:`.NewsTick`): Emit a new news headline. * ``newsBulletinEvent`` (bulletin: :class:`.NewsBulletin`): Emit a new news bulletin. * ``scannerDataEvent`` (data: :class:`.ScanDataList`): Emit data from a scanner subscription. * ``wshMetaEvent`` (dataJson: str): Emit WSH metadata. * ``wshEvent`` (dataJson: str): Emit WSH event data (such as earnings dates, dividend dates, options expiration dates, splits, spinoffs and conferences). * ``errorEvent`` (reqId: int, errorCode: int, errorString: str, contract: :class:`.Contract`): Emits the reqId/orderId and TWS error code and string (see https://interactivebrokers.github.io/tws-api/message_codes.html) together with the contract the error applies to (or None if no contract applies). * ``timeoutEvent`` (idlePeriod: float): Is emitted if no data is received for longer than the timeout period specified with :meth:`.setTimeout`. The value emitted is the period in seconds since the last update. Note that it is not advisable to place new requests inside an event handler as it may lead to too much recursion. )connectedEventdisconnectedEvent updateEventpendingTickersEventbarUpdateEvent newOrderEventorderModifyEventcancelOrderEventopenOrderEventorderStatusEventexecDetailsEventcommissionReportEventupdatePortfolioEvent positionEventaccountValueEventaccountSummaryEventpnlEventpnlSingleEventscannerDataEvent tickNewsEventnewsBulletinEvent wshMetaEventwshEvent errorEvent timeoutEventrRequestTimeoutFRaiseRequestErrors2MaxSyncedSubAccounts TimezoneTWSc<|jt||_t|j|_|xj |j z c_|jxj|jz c_tjd|_ y)Nz ib_insync.ib) _createEventsr1wrapperr clientrK_onErrorapiEndr5logging getLogger_loggerselfs K/opt/rentech/trading_bot/.venv/lib/python3.12/site-packages/ib_insync/ib.py__init__z IB.__init__sh t} T\\*  4==( d444((8 c$td|_td|_td|_td|_td|_td|_td|_td|_td |_ td |_ td |_ td |_ td |_ td|_td|_td|_td|_td|_td|_td|_td|_td|_td|_td|_td|_y)Nr4r5r6r7r8r9r:r;r<r=r>r?r@rArBrCrDrErFrGrHrIrJrKrL)r r4r5r6r7r8r9r:r;r<r=r>r?r@rArBrCrDrErFrGrHrIrJrKrLr\s r^rTzIB._createEventssT#$45!&':!; /#()>#? #$45"?3 %&8 9 %&8 9#$45 %&8 9 %&8 9%*+B%C"$)*@$A!"?3!&':!;#()>#? j) #$45 %&8 9"?3!&':!;!.1j)  -!.1r`c$|jyN disconnectr\s r^__del__z IB.__del__  r`c|Srcr\s r^ __enter__z IB.__enter__s r`c$|jyrcrd)r]_excs r^__exit__z IB.__exit__rgr`c|jjrGd|jjd|jjd|jjnd}d|j j d|dS)Nz connected to :z clientId=z not connected< >)rV isConnectedhostportclientId __class__ __qualname__)r]conns r^__repr__z IB.__repr__s{ '')  0 01;;##$Jt{{/C/C.DF/> 4>>../qa88r`rtrurvtimeoutreadonlyaccountc L|j|j||||||S)a8 Connect to a running TWS or IB gateway application. After the connection is made the client is fully synchronized and ready to serve requests. This method is blocking. Args: host: Host name or IP address. port: Port number. clientId: ID number to use for this client; must be unique per connection. Setting clientId=0 will automatically merge manual TWS trading with this client. timeout: If establishing the connection takes longer than ``timeout`` seconds then the ``asyncio.TimeoutError`` exception is raised. Set to 0 to disable timeout. readonly: Set to ``True`` when API is in read-only mode. account: Main account to receive updates for. )_run connectAsync)r]rtrurvr|r}r~s r^connectz IB.connects/,yy** $'8W>? ?r`c^|jjsy|jj}|jj d|jj d|jj dtj|jd|jdtj|jd|jdtj|jd |jj|jj!y) zm Disconnect from a TWS or IB gateway application. This will clear all session state. NzDisconnecting from roz, z B sent in z messages, zB received in z messages, session time zs.)rVrsconnectionStatsr[infortruutilformatSI numBytesSent numMsgSent numBytesRecv numMsgRecvdurationrer5emit)r]statss r^rez IB.disconnects {{&&(  ++- !$++"2"2!31T[[5E5E4Fb}}U//012""#;}}U//012""#$ MM%..9:"  > ?   ##%r`returnc6|jjS)z0Is there an API connection to TWS or IB gateway?)rVisReadyr\s r^rszIB.isConnected,s{{""$$r`cV|dk(r$tj|jyy)NiN)asyncio ensure_futurereqAccountSummaryAsync)r]reqId errorCode errorStringcontracts r^rWz IB._onError0s(    ! !$"="="? @ r` awaitablesc@tj|d|jiS)Nr|)rrunrM)r]rs r^rzIB._run=sxxAT-@-@AAr`c|r5 tjtj|j|ytj|jy#tj $rYywxYw)a^ Wait on any new update to arrive from the network. Args: timeout: Maximum time in seconds to wait. If 0 then no timeout is used. .. note:: A loop with ``waitOnUpdate`` should not be used to harvest tick data from tickers, since some ticks can go missing. This happens when multiple updates occur almost simultaneously; The ticks from the first update are then cleared. Use events instead to prevent this. Returns: ``True`` if not timed-out, ``False`` otherwise. FT)rrrwait_forr6 TimeoutErrorr]r|s r^ waitOnUpdatezIB.waitOnUpdate@sa$  ))$*:*:GDE  HHT%% & ''  s3AA.-A.Nc#Ktj|z} |xr|}|r|y|rtj|kDrdy||j|r|tjz nd_w)as Iterate until condition is met, with optional timeout in seconds. The yielded value is that of the condition or False when timed out. Args: condition: Predicate function that is tested after every network update. timeout: Maximum time in seconds to wait. If 0 then no timeout is used. NFr)timer)r] conditionr|endTimetests r^ loopUntilz IB.loopUntil[sq))+',D TYY[72    wg 3A FsA8A:<c:|jj|y)a? Set a timeout for receiving messages from TWS/IBG, emitting ``timeoutEvent`` if there is no incoming data for too long. The timeout fires once per connected session but can be set again after firing or after a reconnect. Args: timeout: Timeout in seconds. N)rU setTimeoutrs r^rz IB.setTimeoutts (r`c@t|jjS)zList of account names.)listrUaccountsr\s r^managedAccountszIB.managedAccountssDLL))**r`c|rA|jjjDcgc]}|j|k(r|c}St |jjjScc}w)z List of account values for the given account, or of all accounts if account is left blank. Args: account: If specified, filter for this account name. )rU accountValuesvaluesr~rr]r~vs r^rzIB.accountValuesse #||99@@B-!yyG+- - 2299;< <-sA1cB|j|j|S)a  List of account values for the given account, or of all accounts if account is left blank. This method is blocking on first run, non-blocking after that. Args: account: If specified, filter for this account name. )raccountSummaryAsyncr]r~s r^accountSummaryzIB.accountSummarysyy11':;;r`c|r0t|jj|jS|jjjDcgc]}|jD]}|c}}Scc}}w)z List of portfolio items for the given account, or of all retrieved portfolio items if account is left blank. Args: account: If specified, filter for this account name. )rrU portfoliorr]r~drs r^rz IB.portfoliot  ..w7>>@A A#||55<<>)!XXZ))A) ))A<c|r0t|jj|jS|jjjDcgc]}|jD]}|c}}Scc}}w)z List of positions for the given account, or of all accounts if account is left blank. Args: account: If specified, filter for this account name. )rrU positionsrrs r^rz IB.positionsrrc|jjjDcgc]&}|r|j|k(r|r|j|k(r|(c}Scc}w)aT List of subscribed :class:`.PnL` objects (profit and loss), optionally filtered by account and/or modelCode. The :class:`.PnL` objects are kept live updated. Args: account: If specified, filter for this account name. modelCode: If specified, filter for this account model. )rU reqId2PnLrr~ modelCode)r]r~rrs r^pnlzIB.pnlsV <<1188:Aa W 4"akkY&>A AAs+ArconIdc|jjjDcgc]7}|r|j|k(r$|r|j|k(r|r|j |k(r|9c}Scc}w)a List of subscribed :class:`.PnLSingle` objects (profit and loss for single positions). The :class:`.PnLSingle` objects are kept live updated. Args: account: If specified, filter for this account name. modelCode: If specified, filter for this account model. conId: If specified, filter for this contract ID. )rUreqId2PnlSinglerr~rr)r]r~rrrs r^ pnlSinglez IB.pnlSingles` <<77>>@5a W 4"akkY&>!''U"25 55szIB.orders..sC!EKKCrr\s r^ordersz IB.orderss3C%)\\%8%8%?%?%ACC Cr`c|jjjDcgc]4}|jjt j vr |j6c}Scc}w)zList of all open orders.)rUrrrrr-rr)r]rs r^ openOrdersz IB.openOrderssV)-)<)<)C)C)EK$$++;3I3II K KKs9A#c\t|jjjS)z$List of all fills from this session.rrUfillsrr\s r^rzIB.fillss DLL&&--/00r`cjtd|jjjDS)z)List of all executions from this session.c34K|]}|jywrc) execution)rfills r^rz IB.executions..sKtDNNKrrr\s r^ executionsz IB.executionss&Kt||/A/A/H/H/JKKKr`rc^|jjjt|S)a$ Get ticker of the given contract. It must have been requested before with reqMktData with the same contract object. The ticker may not be ready yet if called directly after :meth:`.reqMktData`. Args: contract: Contract to get ticker for. )rUtickersgetidr]rs r^tickerz IB.tickers#||##''8 55r`c\t|jjjS)zGet a list of all tickers.)rrUrrr\s r^rz IB.tickerss DLL((//122r`c@t|jjS)z>Get a list of all tickers that have pending ticks or domTicks.)rrUpendingTickersr\s r^rzIB.pendingTickerssDLL//00r`c\t|jjjS)z Get a list of all live updated bars. These can be 5 second realtime bars or live updated historical bars. )rrUreqId2Subscriberrr\s r^ realtimeBarszIB.realtimeBars s" DLL1188:;;r`c.|jjS)z} List of ticks with headline news. The article itself can be retrieved with :meth:`.reqNewsArticle`. )rU newsTicksr\s r^rz IB.newsTickss ||%%%r`c\t|jjjS)zList of IB news bulletins.)rrUmsgId2NewsBulletinrr\s r^ newsBulletinszIB.newsBulletinss DLL33::<==r`)regulatorySnapshot contractsrcD|j|j|d|iS)a) Request and return a list of snapshot tickers. The list is returned when all tickers are ready. This method is blocking. Args: contracts: Contracts to get tickers for. regulatorySnapshot: Request NBBO snapshots (may incur a fee). r)rreqTickersAsync)r]rrs r^ reqTickersz IB.reqTickerss4yy D  C/A CD Dr`c>|j|j|S)a; Fully qualify the given contracts in-place. This will fill in the missing fields in the contract, especially the conId. Returns a list of contracts that have been successfully qualified. This method is blocking. Args: contracts: Contracts to qualify. )rqualifyContractsAsync)r]rs r^qualifyContractszIB.qualifyContracts.s!yy333Y?@@r`actionquantity limitPricetakeProfitPrice stopLossPricec \|dvsJ|dk(rdnd}t|||f|jjdd|}t|||f|jjd|jd|} t |||f|jjd|jd|} t || | S)a6 Create a limit order that is bracketed by a take-profit order and a stop-loss order. Submit the bracket like: .. code-block:: python for o in bracket: ib.placeOrder(contract, o) https://interactivebrokers.github.io/tws-api/bracket_order.html Args: action: 'BUY' or 'SELL'. quantity: Size of order. limitPrice: Limit price of entry order. takeProfitPrice: Limit price of profit order. stopLossPrice: Stop price of loss order. )BUYSELLrrF)orderIdtransmit)rrparentIdT)r*rVgetReqIdrr.r)) r]rrrrrkwargs reverseActionparent takeProfitstopLosss r^ bracketOrderzIB.bracketOrder<s,(((!'6!1v  HjKK((*   8_KK((*^^     8]KK((*^^    FJ99r`rocaGroupocaTypec0|D]}||_||_|S)z Place the trades in the same One Cancels All (OCA) group. https://interactivebrokers.github.io/tws-api/oca.html Args: orders: The orders that are to be placed together. )r r)rr ros r^ oneCancelsAllzIB.oneCancelsAllgs( A!AJAI  r`rcD|j|j||S)a Retrieve commission and margin impact without actually placing the order. The given order will not be modified in any way. This method is blocking. Args: contract: Contract to test. order: Order to test. )rwhatIfOrderAsync)r]rrs r^ whatIfOrderzIB.whatIfOrderws yy..x?@@r`c|jxs|jj}|jj|||tjj tj j}|jj|jj||j}|jjj|}|r|jjt j"vsJt%||jjd}|j&j)||j*j-d||j.j1||j2j1||S|jj|_ ||_t!|t j4}t%||j}t7|||g|g}||jj|<|j*j-d||j8j1||S)a Place a new order or modify an existing order. Returns a Trade that is kept live updated with status changes, fills, etc. Args: contract: Contract to use for order. order: The order to be placed. ModifyzplaceOrder: Modify order )rrzplaceOrder: New order )rrVr placeOrderdatetimenowtimezoneutcrUorderKeyrvpermIdrrrrr-rr'logappendr[r modifyEventrr: PendingSubmitr/r9) r]rrrrkeyrlogEntryrs r^rz IB.placeOrders--94;;#7#7#9 w%8##H$5$5$9$9:ll## LL ! !7ELL: ##'', $$++;3I3II II$S%*;*;*B*BHMH II  X & LL   9%A B    " "5 )  ! ! & &u - "\\22EN#EM% (A(ACK$S+*<*<=H%b8*>E',DLL   $ LL   6ug> ?    # #E * r`manualCancelOrderTimec|jj|j|tjj tj j }|jj|j|j|j}|jjj|}|rl|jsY|jj}|t j"k(r |j$r|t j&k(rt j(}nt j*}t-||}|j.j1|||j_|j2j5d||j6j9||j:j9||j<j9||j>j9||t j(k(r|j@j9||S|j2jCd|j|S)z Cancel the order and return the Trade it belongs to. Args: order: The order to be canceled. manualCancelOrderTime: For audit trail. z cancelOrder: zcancelOrder: Unknown orderId )"rV cancelOrderrrrrrrUrrvrrrisDonerrr-r!rInactive Cancelled PendingCancelr'rrr[r cancelEventr statusEventr;r=cancelledEventerror) r]rr$rr"rr newStatusr#s r^r&zIB.cancelOrders  /DE##H$5$5$9$9:ll## NNEMM5<<9 ##'', <<>**11k777![%9%99 + 5 5I + 9 9I(i8   *+4!!( !!M%"9:!!&&u-!!&&u-%%**51%%**51 5 55((--e4  LL  !>u}}oN O r`cn|jj|jjdy)zm Cancel all active trades including those placed by other clients or TWS/IB gateway. reqGlobalCancelN)rVr1r[rr\s r^r1zIB.reqGlobalCancels' ##% +,r`c@|j|jS)zM Request TWS current time. This method is blocking. )rreqCurrentTimeAsyncr\s r^reqCurrentTimezIB.reqCurrentTimes yy11344r`cD|j|j|y)aP This is called at startup - no need to call again. Request account and portfolio values of the account and keep updated. Returns when both account values and portfolio are filled. This method is blocking. Args: account: If specified, filter for this account name. N)rreqAccountUpdatesAsyncrs r^reqAccountUpdateszIB.reqAccountUpdatess $--g67r`cF|j|j||y)aG It is recommended to use :meth:`.accountValues` instead. Request account values of multiple accounts and keep updated. This method is blocking. Args: account: If specified, filter for this account name. modelCode: If specified, filter for this account model. N)rreqAccountUpdatesMultiAsync)r]r~rs r^reqAccountUpdatesMultizIB.reqAccountUpdatesMultis $227IFGr`cB|j|jy)z It is recommended to use :meth:`.accountSummary` instead. Request account values for all accounts and keep them updated. Returns when account summary is filled. This method is blocking. N)rrr\s r^reqAccountSummaryzIB.reqAccountSummarys $--/0r`autoBindc:|jj|y)a Bind manual TWS orders so that they can be managed from this client. The clientId must be 0 and the TWS API setting "Use negative numbers to bind automatic orders" must be checked. This request is automatically called when clientId=0. https://interactivebrokers.github.io/tws-api/open_orders.html https://interactivebrokers.github.io/tws-api/modifying_orders.html Args: autoBind: Set binding on or off. N)rVreqAutoOpenOrders)r]r=s r^r?zIB.reqAutoOpenOrderss %%h/r`c@|j|jS)a Request and return a list of open orders. This method can give stale information where a new open order is not reported or an already filled or cancelled order is reported as open. It is recommended to use the more reliable and much faster :meth:`.openTrades` or :meth:`.openOrders` methods instead. This method is blocking. )rreqOpenOrdersAsyncr\s r^ reqOpenOrderszIB.reqOpenOrderssyy00233r`c@|j|jS)a Request and return a list of all open orders over all clients. Note that the orders of other clients will not be kept in sync, use the master clientId mechanism instead to see other client's orders that are kept in sync. )rreqAllOpenOrdersAsyncr\s r^reqAllOpenOrderszIB.reqAllOpenOrders$syy33566r`apiOnlycB|j|j|S)z Request and return a list of completed trades. Args: apiOnly: Request only API orders (not manually placed TWS orders). )rreqCompletedOrdersAsync)r]rFs r^reqCompletedOrderszIB.reqCompletedOrders-syy55g>??r` execFiltercB|j|j|S)a It is recommended to use :meth:`.fills` or :meth:`.executions` instead. Request and return a list of fills. This method is blocking. Args: execFilter: If specified, return executions that match the filter. )rreqExecutionsAsync)r]rJs r^ reqExecutionszIB.reqExecutions6syy00<==r`c@|j|jS)z It is recommended to use :meth:`.positions` instead. Request and return a list of positions for all accounts. This method is blocking. )rreqPositionsAsyncr\s r^ reqPositionszIB.reqPositionsEsyy//122r`c,||f}||jjvsJ|jj}||jj|<t ||}||jj |<|jj ||||S)a Start a subscription for profit and loss events. Returns a :class:`.PnL` object that is kept live updated. The result can also be queried from :meth:`.pnl`. https://interactivebrokers.github.io/tws-api/pnl.html Args: account: Subscribe to this account. modelCode: If specified, filter for this account model. )rU pnlKey2ReqIdrVrrrreqPnL)r]r~rr"rrs r^rSz IB.reqPnLOs "$,,33333 $$&). !!#&'9%(+ u% 5'95 r`c"||f}|jjj|d}|rB|jj ||jj j|dy|j jd|d|y)z Cancel PnL subscription. Args: account: Cancel for this account. modelCode: If specified, cancel for this account model. Nz'cancelPnL: No subscription for account , modelCode )rUrRpoprV cancelPnLrr[r.)r]r~rr"rs r^rWz IB.cancelPnLes " ))--c48  KK ! !% ( LL " " & &ud 3 LL  ")< {< =r`c2|||f}||jjvsJ|jj}||jj|<t |||}||jj |<|jj |||||S)a Start a subscription for profit and loss events for single positions. Returns a :class:`.PnLSingle` object that is kept live updated. The result can also be queried from :meth:`.pnlSingle`. https://interactivebrokers.github.io/tws-api/pnl.html Args: account: Subscribe to this account. modelCode: Filter for this account model. conId: Filter for this contract ID. )rUpnlSingleKey2ReqIdrVrrr reqPnLSingle)r]r~rrr"rrs r^rZzIB.reqPnLSinglews 5)$,,99999 $$&/4 '',gy%8 .7 $$U+   EBr`c*|||f}|jjj|d}|rB|jj ||jj j|dy|j jd|d|d|y)a  Cancel PnLSingle subscription for the given account, modelCode and conId. Args: account: Cancel for this account name. modelCode: Cancel for this account model. conId: Cancel for this contract ID. Nz-cancelPnLSingle: No subscription for account rUz, conId )rUrYrVrVcancelPnLSinglerr[r.)r]r~rrr"rs r^r\zIB.cancelPnLSingles 5) //33C>  KK ' ' . LL ( ( , ,UD 9 LL  ")< {(5'K Lr`cB|j|j|S)a Get a list of contract details that match the given contract. If the returned list is empty then the contract is not known; If the list has multiple values then the contract is ambiguous. The fully qualified contract is available in the the ContractDetails.contract attribute. This method is blocking. https://interactivebrokers.github.io/tws-api/contract_details.html Args: contract: The contract to get details for. )rreqContractDetailsAsyncrs r^reqContractDetailszIB.reqContractDetailss yy55h?@@r`patterncB|j|j|S)a Request contract descriptions of contracts that match a pattern. This method is blocking. https://interactivebrokers.github.io/tws-api/matching_symbols.html Args: pattern: The first few letters of the ticker symbol, or for longer strings a character sequence matching a word in the security name. )rreqMatchingSymbolsAsync)r]r`s r^reqMatchingSymbolszIB.reqMatchingSymbolssyy55g>??r` marketRuleIdcB|j|j|S)a Request price increments rule. https://interactivebrokers.github.io/tws-api/minimum_increment.html Args: marketRuleId: ID of market rule. The market rule IDs for a contract can be obtained via :meth:`.reqContractDetails` from :class:`.ContractDetails`.marketRuleIds, which contains a comma separated string of market rule IDs. )rreqMarketRuleAsync)r]rds r^ reqMarketRulezIB.reqMarketRulesyy00>??r`barSize whatToShowuseRTHrealTimeBarsOptionsc$|jj}t}||_||_||_||_||_|xsg|_|jj||||jj|||||||S)a Request realtime 5 second bars. https://interactivebrokers.github.io/tws-api/realtime_bars.html Args: contract: Contract of interest. barSize: Must be 5. whatToShow: Specifies the source for constructing bars. Can be 'TRADES', 'MIDPOINT', 'BID' or 'ASK'. useRTH: If True then only show data from within Regular Trading Hours, if False then show all data. realTimeBarsOptions: Unknown. ) rVrr"rrrhrirjrkrUstartSubscriptionreqRealTimeBars)r]rrhrirjrkrbarss r^rnzIB.reqRealTimeBarss$ $$&     $ #6#<"  &&udH= ## 8Wj&:M O r`roc|jj|j|jj |y)z Cancel the realtime bars subscription. Args: bars: The bar list that was obtained from ``reqRealTimeBars``. N)rVcancelRealTimeBarsrrUendSubscriptionr]ros r^rqzIB.cancelRealTimeBarss, &&tzz2 $$T*r` endDateTime durationStrbarSizeSetting formatDate keepUpToDate chartOptionsc T|j|j||||||||| | S)a Request historical bar data. This method is blocking. https://interactivebrokers.github.io/tws-api/historical_bars.html Args: contract: Contract of interest. endDateTime: Can be set to '' to indicate the current time, or it can be given as a datetime.date or datetime.datetime, or it can be given as a string in 'yyyyMMdd HH:mm:ss' format. If no timezone is given then the TWS login timezone is used. durationStr: Time span of all the bars. Examples: '60 S', '30 D', '13 W', '6 M', '10 Y'. barSizeSetting: Time period of one bar. Must be one of: '1 secs', '5 secs', '10 secs' 15 secs', '30 secs', '1 min', '2 mins', '3 mins', '5 mins', '10 mins', '15 mins', '20 mins', '30 mins', '1 hour', '2 hours', '3 hours', '4 hours', '8 hours', '1 day', '1 week', '1 month'. whatToShow: Specifies the source for constructing bars. Must be one of: 'TRADES', 'MIDPOINT', 'BID', 'ASK', 'BID_ASK', 'ADJUSTED_LAST', 'HISTORICAL_VOLATILITY', 'OPTION_IMPLIED_VOLATILITY', 'REBATE_RATE', 'FEE_RATE', 'YIELD_BID', 'YIELD_ASK', 'YIELD_BID_ASK', 'YIELD_LAST'. For 'SCHEDULE' use :meth:`.reqHistoricalSchedule`. useRTH: If True then only show data from within Regular Trading Hours, if False then show all data. formatDate: For an intraday request setting to 2 will cause the returned date fields to be timezone-aware datetime.datetime with UTC timezone, instead of local timezone as used by TWS. keepUpToDate: If True then a realtime subscription is started to keep the bars updated; ``endDateTime`` must be set empty ('') then. chartOptions: Unknown. timeout: Timeout in seconds after which to cancel the request and return an empty bar series. Set to ``0`` to wait indefinitely. )rreqHistoricalDataAsync) r]rrtrurvrirjrwrxryr|s r^reqHistoricalDatazIB.reqHistoricalDatas=byy  ' '+{NJ L, IJ Jr`c|jj|j|jj |y)z Cancel the update subscription for the historical bars. Args: bars: The bar list that was obtained from ``reqHistoricalData`` with a keepUpToDate subscription. N)rVcancelHistoricalDatarrUrrrss r^r~zIB.cancelHistoricalData3s, ((4 $$T*r`numDayscH|j|j||||S)a[ Request historical schedule. This method is blocking. Args: contract: Contract of interest. numDays: Number of days. endDateTime: Can be set to '' to indicate the current time, or it can be given as a datetime.date or datetime.datetime, or it can be given as a string in 'yyyyMMdd HH:mm:ss' format. If no timezone is given then the TWS login timezone is used. useRTH: If True then show schedule for Regular Trading Hours, if False then for extended hours. )rreqHistoricalScheduleAsync)r]rrrtrjs r^reqHistoricalSchedulezIB.reqHistoricalSchedule?s+(yy88 g{F45 5r` startDateTime numberOfTicksuseRth ignoreSize miscOptionsc P|j|j||||||||S)ap Request historical ticks. The time resolution of the ticks is one second. This method is blocking. https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html Args: contract: Contract to query. startDateTime: Can be given as a datetime.date or datetime.datetime, or it can be given as a string in 'yyyyMMdd HH:mm:ss' format. If no timezone is given then the TWS login timezone is used. endDateTime: One of ``startDateTime`` or ``endDateTime`` can be given, the other must be blank. numberOfTicks: Number of ticks to request (1000 max). The actual result can contain a bit more to accommodate all ticks in the latest second. whatToShow: One of 'Bid_Ask', 'Midpoint' or 'Trades'. useRTH: If True then only show data from within Regular Trading Hours, if False then show all data. ignoreSize: Ignore bid/ask ticks that only update the size. miscOptions: Unknown. )rreqHistoricalTicksAsync) r]rrrtrrirrrs r^reqHistoricalTickszIB.reqHistoricalTicksVs6@yy  ( (-mFJ  => >r`marketDataTypec:|jj|y)aC Set the market data type used for :meth:`.reqMktData`. Args: marketDataType: One of: * 1 = Live * 2 = Frozen * 3 = Delayed * 4 = Delayed frozen https://interactivebrokers.github.io/tws-api/market_data_type.html N)rVreqMarketDataType)r]rs r^rzIB.reqMarketDataType{s %%n5r`cH|j|j||||S)a Get the datetime of earliest available historical data for the contract. Args: contract: Contract of interest. useRTH: If True then only show data from within Regular Trading Hours, if False then show all data. formatDate: If set to 2 then the result is returned as a timezone-aware datetime.datetime with UTC timezone. )rreqHeadTimeStampAsync)r]rrirjrws r^reqHeadTimeStampzIB.reqHeadTimeStamps,yy  & &*fj :; ;r`genericTickListsnapshotmktDataOptionsc|jj}|jj||d}|jj |||||||S)a Subscribe to tick data or request a snapshot. Returns the Ticker that holds the market data. The ticker will initially be empty and gradually (after a couple of seconds) be filled. https://interactivebrokers.github.io/tws-api/md_request.html Args: contract: Contract of interest. genericTickList: Comma separated IDs of desired generic ticks that will cause corresponding Ticker fields to be filled: ===== ================================================ ID Ticker fields ===== ================================================ 100 ``putVolume``, ``callVolume`` (for options) 101 ``putOpenInterest``, ``callOpenInterest`` (for options) 104 ``histVolatility`` (for options) 105 ``avOptionVolume`` (for options) 106 ``impliedVolatility`` (for options) 162 ``indexFuturePremium`` 165 ``low13week``, ``high13week``, ``low26week``, ``high26week``, ``low52week``, ``high52week``, ``avVolume`` 221 ``markPrice`` 225 ``auctionVolume``, ``auctionPrice``, ``auctionImbalance`` 233 ``last``, ``lastSize``, ``rtVolume``, ``rtTime``, ``vwap`` (Time & Sales) 236 ``shortableShares`` 258 ``fundamentalRatios`` (of type :class:`ib_insync.objects.FundamentalRatios`) 293 ``tradeCount`` 294 ``tradeRate`` 295 ``volumeRate`` 375 ``rtTradeVolume`` 411 ``rtHistVolatility`` 456 ``dividends`` (of type :class:`ib_insync.objects.Dividends`) 588 ``futuresOpenInterest`` ===== ================================================ snapshot: If True then request a one-time snapshot, otherwise subscribe to a stream of realtime tick data. regulatorySnapshot: Request NBBO snapshot (may incur a fee). mktDataOptions: Unknown mktData)rVrrU startTicker reqMktData)r]rrrrrrrs r^rz IB.reqMktDatasVj $$&))%9E  8_h  0 r`c|j|}|r|jj|dnd}|r|jj |y|j j d|y)z Unsubscribe from realtime streaming tick data. Args: contract: The exact contract object that was used to subscribe with. rr+cancelMktData: No reqId found for contract N)rrU endTickerrV cancelMktDatar[r.)r]rrrs r^rzIB.cancelMktDatas^X&=C &&vy9  KK % %e , LL  @ K Mr`tickTypec|jj}|jj|||}|jj ||||||S)a Subscribe to tick-by-tick data and return the Ticker that holds the ticks in ticker.tickByTicks. https://interactivebrokers.github.io/tws-api/tick_data.html Args: contract: Contract of interest. tickType: One of 'Last', 'AllLast', 'BidAsk' or 'MidPoint'. numberOfTicks: Number of ticks or 0 for unlimited. ignoreSize: Ignore bid/ask ticks that only update the size. )rVrrUrreqTickByTickData)r]rrrrrrs r^rzIB.reqTickByTickDatasQ $$&))%8D %% 8X}j B r`c|j|}|r|jj||nd}|r|jj |y|j j d|y)z Unsubscribe from tick-by-tick data Args: contract: The exact contract object that was used to subscribe with. rrN)rrUrrVcancelTickByTickDatar[r.)r]rrrrs r^rzIB.cancelTickByTickDatas^X&D &&vz:! e KK & &ul ; NN " NN " LL  >xjI Kr`periodcF|j|j|||S)a Request histogram data. This method is blocking. https://interactivebrokers.github.io/tws-api/histograms.html Args: contract: Contract to query. useRTH: If True then only show data from within Regular Trading Hours, if False then show all data. period: Period of which data is being requested, for example '3 days'. )rreqHistogramDataAsync)r]rrjrs r^reqHistogramDatazIB.reqHistogramDataJs)"yy  & &x @B Br` reportTypefundamentalDataOptionscF|j|j|||S)a Get fundamental data of a contract in XML format. This method is blocking. https://interactivebrokers.github.io/tws-api/fundamentals.html Args: contract: Contract to query. reportType: * 'ReportsFinSummary': Financial summary * 'ReportsOwnership': Company's ownership * 'ReportSnapshot': Company's financial overview * 'ReportsFinStatements': Financial Statements * 'RESC': Analyst Estimates * 'CalendarReport': Company's calendar fundamentalDataOptions: Unknown )rreqFundamentalDataAsync)r]rrrs r^reqFundamentalDatazIB.reqFundamentalData^s+,yy  ( (*&< >? ?r` subscriptionscannerSubscriptionOptions scannerSubscriptionFilterOptionscF|j|j|||S)a Do a blocking market scan by starting a subscription and canceling it after the initial list of results are in. This method is blocking. https://interactivebrokers.github.io/tws-api/market_scanners.html Args: subscription: Basic filters. scannerSubscriptionOptions: Unknown. scannerSubscriptionFilterOptions: Advanced generic filters. )rreqScannerDataAsync)r]rrrs r^reqScannerDatazIB.reqScannerDataxs,$yy  $ $80 23 3r`c |jj}t}||_||_|xsg|_|xsg|_|jj|||jj|||||S)a Subscribe to market scan data. https://interactivebrokers.github.io/tws-api/market_scanners.html Args: subscription: What to scan for. scannerSubscriptionOptions: Unknown. scannerSubscriptionFilterOptions: Unknown. ) rVrr#rrrrrUrmreqScannerSubscription)r]rrrrdataLists r^rzIB.reqScannerSubscriptions $$&> ,.H.NB+ , 2 1 &&uh7 **  CD Dr` volatility optPrcOptionscH|j|j||||S)a Calculate the option price given the volatility. This method is blocking. https://interactivebrokers.github.io/tws-api/option_computations.html Args: contract: Option contract. volatility: Option volatility to use in calculation. underPrice: Price of the underlier to use in calculation implVolOptions: Unknown )rcalculateOptionPriceAsync)r]rrrrs r^calculateOptionPricezIB.calculateOptionPrices/"yy  * **j- AB Br`underlyingSymbolfutFopExchangeunderlyingSecTypeunderlyingConIdcH|j|j||||S)a Get the option chain. This method is blocking. https://interactivebrokers.github.io/tws-api/options.html Args: underlyingSymbol: Symbol of underlier contract. futFopExchange: Exchange (only for ``FuturesOption``, otherwise leave blank). underlyingSecType: The type of the underlying security, like 'STK' or 'FUT'. underlyingConId: conId of the underlying contract. )rreqSecDefOptParamsAsync)r]rrrrs r^reqSecDefOptParamszIB.reqSecDefOptParamss-&yy  ( ( .!? 45 5r`exerciseActionexerciseQuantityoverridecx|jj}|jj||||||y)a  Exercise an options contract. https://interactivebrokers.github.io/tws-api/options.html Args: contract: The option contract to be exercised. exerciseAction: * 1 = exercise the option * 2 = let the option lapse exerciseQuantity: Number of contracts to be exercised. account: Destination account. override: * 0 = no override * 1 = override the system's natural action N)rVrexerciseOptions)r]rrrr~rrs r^rzIB.exerciseOptionss7& $$& ## 8^-= X r`c@|j|jS)zQ Get a list of news providers. This method is blocking. )rreqNewsProvidersAsyncr\s r^reqNewsProviderszIB.reqNewsProviderss yy33566r` providerCode articleIdnewsArticleOptionscF|j|j|||S)aK Get the body of a news article. This method is blocking. https://interactivebrokers.github.io/tws-api/news.html Args: providerCode: Code indicating news provider, like 'BZ' or 'FLY'. articleId: ID of the specific article. newsArticleOptions: Unknown. )rreqNewsArticleAsync)r]rrrs r^reqNewsArticlezIB.reqNewsArticle"s+yy  $ $i); => >r` providerCodes totalResultshistoricalNewsOptionsc L|j|j||||||S)a Get historical news headline. https://interactivebrokers.github.io/tws-api/news.html This method is blocking. Args: conId: Search news articles for contract with this conId. providerCodes: A '+'-separated list of provider codes, like 'BZ+FLY'. startDateTime: The (exclusive) start of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in 'yyyyMMdd HH:mm:ss' format. If no timezone is given then the TWS login timezone is used. endDateTime: The (inclusive) end of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in 'yyyyMMdd HH:mm:ss' format. If no timezone is given then the TWS login timezone is used. totalResults: Maximum number of headlines to fetch (300 max). historicalNewsOptions: Unknown. )rreqHistoricalNewsAsync)r]rrrrtrrs r^reqHistoricalNewszIB.reqHistoricalNews5s2:yy  ' '}m[3 56 6r` allMessagesc:|jj|y)z Subscribe to IB news bulletins. https://interactivebrokers.github.io/tws-api/news.html Args: allMessages: If True then fetch all messages for the day. N)rVreqNewsBulletins)r]rs r^rzIB.reqNewsBulletinsWs $$[1r`c8|jjy)z)Cancel subscription to IB news bulletins.N)rVcancelNewsBulletinsr\s r^rzIB.cancelNewsBulletinsbs '')r` faDataTypecB|j|j|S)ak Requests to change the FA configuration. This method is blocking. Args: faDataType: * 1 = Groups: Offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. * 2 = Profiles: Let you allocate shares on an account-by-account basis using a predefined calculation value. * 3 = Account Aliases: Let you easily identify the accounts by meaningful names rather than account numbers. )rrequestFAAsync)r]rs r^ requestFAz IB.requestFAfs$yy,,Z899r`xmlcr|jj}|jj|||y)z Replaces Financial Advisor's settings. Args: faDataType: See :meth:`.requestFA`. xml: The XML-formatted configuration string. N)rVr replaceFA)r]rrrs r^rz IB.replaceFAzs, $$& eZ5r`c|jjr|jjdy|jj }||j_|jj |y)z Request Wall Street Horizon metadata. https://interactivebrokers.github.io/tws-api/fundamentals.html zreqWshMetaData already activeN)rU wshMetaReqIdr[warningrVrreqWshMetaDatar]rs r^rzIB.reqWshMetaDatasT << $ $ LL !@ AKK((*E(-DLL % KK & &u -r`c|jj}|s|jjdy|jj |d|j_y)zCancel WSH metadata.zreqWshMetaData not activerN)rUrr[rrVcancelWshMetaDatars r^rzIB.cancelWshMetaDatasE )) LL !< = KK ) )% 0()DLL %r`datac|jjr|jjdy|jj }||j_|jj ||y)a1 Request Wall Street Horizon event data. :meth:`.reqWshMetaData` must have been called first before using this method. Args: data: Filters for selecting the corporate event data. https://interactivebrokers.github.io/tws-api/wshe_filters.html zreqWshEventData already activeN)rU wshEventReqIdr[rrVrreqWshEventData)r]rrs r^rzIB.reqWshEventDatasV << % % LL !A BKK((*E).DLL & KK ' 't 4r`c|jj}|s|jjdy|jj |d|j_y)zCancel active WHS event data.zreqWshEventData not activerN)rUrr[rrVcancelWshEventDatars r^rzIB.cancelWshEventDatasE ** LL != > KK * *5 1)*DLL &r`c@|j|jS)ze Blocking convenience method that returns the WSH metadata as a JSON string. )rgetWshMetaDataAsyncr\s r^getWshMetaDatazIB.getWshMetaDatas yy11344r`cB|j|j|S)z Blocking convenience method that returns the WSH event data as a JSON string. The request is automatically cancelled after completion. )rgetWshEventDataAsync)r]rs r^getWshEventDatazIB.getWshEventDatas yy224899r`c@|j|jS)z&Get the White Branding ID of the user.)rreqUserInfoAsyncr\s r^ reqUserInfozIB.reqUserInfosyy..011r`cKt|}||j_|xsd} |jj ||||d{|dk(r|j d|jj }|st|dk(r|d}i}|j|d<|s|j|d<|s1|jjdk\r|jd|d<|r|j||d <t||jkr|D]} |j| |d | <|jD cgc]} t!j"| |} } t!j$| d did{} t'|| D]>\} }t)|t j*s!|j,j/| d @t!j"|j1|d{|jj3s t5d |j,j7d|j8j;|S7cc} w77j#t<$r|j?wxYww)NrTr{rz open ordersFzcompleted orderszaccount updateszaccount updates for return_exceptionsz request timed outz)Socket connection broken while connectingzSynchronization complete) intrUrvrVrr? getAccountslenrOrA serverVersionrHr6rPr9rrrgatherzip isinstancerr[r.rLrConnectionErrorrr4r BaseExceptionre)r]rtrurvr|r}r~rreqsaccreqtasksrespsnameresps r^rzIB.connectAsyncsyx= ( /T/ ++**4xI I I1}&&t,{{..0Hs8}1"1+D $ 6 6 8D &*&=&=&?]# 9 9 ;s B+/+G+G+N'(*.*E*Eg*N&'8} 9 99#>C88=/u56> ;;=*  g.*E*"..%H4HHE!$. D ddG$8$89LL&&$/A'BC D ""4#:#:#.s A!d**1- AszUnknown contract: r{zAmbiguous contract: z, possibles are rSMART) rrrr[rrrlastTradeDateOrContractMonthsplitexchangerdataclassUpdater) r]r detailsListsresultr detailsListdetails possiblesr'expirys ` r^rzIB.qualifyContractsAsyncs0$^^ Ay ACC %(L%A ( !Hk $$'9(%DE[!A%=HI'W--I I $$*8*5%%.K12 N++77#\\^A.F5;A2$$/!)!2!2AJ$$Xq1 h'' (( /CJs#D/D'A D/.D*B'D/*D/c Kg}g}g}|D]}|jj}|j||jj ||}|j||jj ||d} |j| |jj ||dd|gtj|d{|D]} |jj| d |S7)w)NrrQT) rVrrrUstartReqrrrrr) r]rrfuturesrreqIdsrrfuturers r^rzIB.reqTickersAsyncs! 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