T>qj)dZddlmZmZddlmZddlmZmZmZm Z ddl m Z m Z ddl mZddlmZmZmZmZmZmZmZmZmZddlmZmZed ZeGd d ZGd d e ZGdde Z Gdde Z!eGddZ"Gddee"Z#Gdde Z$Gdde Z%Gdde Z&y)z&Access to realtime market information.) dataclassfield)datetime)ClassVarListOptionalUnion)EventOp)Contract) DOMLevel DividendsFundamentalRatios MktDepthDataOptionComputationTickByTickAllLastTickByTickBidAskTickByTickMidPointTickData) dataclassReprisNannanceZdZUdZdZeed<dZee ed<dZ ee ed<dZ e ed<eZeed <eZeed <eZeed <d Zeed <eZeed<eZeed<d Zeed<eZeed<eZeed<d Zeed<eZeed<eZeed<eZeed<eZeed<eZeed<eZ eed<eZ!eed<eZ"eed<eZ#eed<eZ$eed<eZ%eed<eZ&eed<eZ'eed <eZ(eed!<eZ)eed"<eZ*eed#<eZ+eed$<eZ,eed%<eZ-eed&<eZ.eed'<eZ/eed(<eZ0eed)<eZ1eed*<eZ2eed+<eZ3eed,<eZ4eed-<dZ5ee ed.<eZ6eed/<eZ7eed0<eZ8eed1<eZ9eed2<eZ:eed3<eZ;eed4<eZeed7<eZ?eed8<eZ@eed9<eZAeed:<eZBeed;<eZCeed<<dZDeeEed=<dZFeeGed><eHeI?ZJeKeLed@<eHeI?ZMeKeNeOePeQfedA<eHeI?ZReKeSedB<eHeI?ZTeKeSedC<eHeI?ZUeKeVedD<dZWeeXedE<dZYeeXedF<dZZeeXedG<dZ[eeXedH<eZ\eedI<eZ]eedJ<eZ^eedK<eZ_eedL<d Z`eedM<dNZae edO<dPZbdQZcdRZdeeZfeeZgdSehfdTZidSefdUZjdSefdVZky)WTickera Current market data such as bid, ask, last price, etc. for a contract. Streaming level-1 ticks of type :class:`.TickData` are stored in the ``ticks`` list. Streaming level-2 ticks of type :class:`.MktDepthData` are stored in the ``domTicks`` list. The order book (DOM) is available as lists of :class:`.DOMLevel` in ``domBids`` and ``domAsks``. Streaming tick-by-tick ticks are stored in ``tickByTicks``. For options the :class:`.OptionComputation` values for the bid, ask, resp. last price are stored in the ``bidGreeks``, ``askGreeks`` resp. ``lastGreeks`` attributes. There is also ``modelGreeks`` that conveys the greeks as calculated by Interactive Brokers' option model. Events: * ``updateEvent`` (ticker: :class:`.Ticker`) ) updateEventeventsNcontracttimemarketDataTypeminTickbidbidSize bidExchangeaskaskSize askExchangelastlastSize lastExchangeprevBid prevBidSizeprevAsk prevAskSizeprevLast prevLastSizevolumeopenhighlowclosevwap low13week high13week low26week high26week low52week high52weekbidYieldaskYield lastYield markPricehaltedrtHistVolatilityrtVolume rtTradeVolumertTimeavVolume tradeCount tradeRate volumeRateshortableSharesindexFuturePremiumfuturesOpenInterestputOpenInterestcallOpenInterest putVolume callVolumeavOptionVolumehistVolatilityimpliedVolatility dividendsfundamentalRatios)default_factoryticks tickByTicksdomBidsdomAsksdomTicks bidGreeks askGreeks lastGreeks modelGreeks auctionVolume auctionPriceauctionImbalanceregulatoryImbalance bboExchangersnapshotPermissionsc$td|_yNr)TickerUpdateEventrselfs O/opt/rentech/trading_bot/.venv/lib/python3.12/site-packages/ib_insync/ticker.py __post_init__zTicker.__post_init__vs,];c ||uSNrkothers rl__eq__z Ticker.__eq__y u}rnct|Srpidrjs rl__hash__zTicker.__hash__| $xrnreturnc|jdk7xrat|j xrI|jdkDxr8|jdk7xr't|j xr|jdkDS)z+See if this ticker has a valid bid and ask.r)r"rr#r&r'rjs rl hasBidAskzTicker.hasBidAsksp HHN L5?2 Lt||a7G LB L',TXX#6 L;?<488#s*GCGrnc|jrL|j|jcxkr|jkrnn|j}|S|j }|S|j}|S)z Return the first available one of * last price if within current bid/ask or no bid/ask available; * average of bid and ask (midpoint). )r~r"r)r&r)rkprices rl marketPricezTicker.marketPrices[ >> xx49900     IIE rn)l__name__ __module__ __qualname____doc__rr__annotations__rrr rrr intrr!floatr"r#r%strr&r'r(r)r*r+r,r-r.r/r0r1r2r3r4r5r6r7r8r9r:r;r<r=r>r?r@rArBrCrDrErFrGrHrIrJrKrLrMrNrOrPrQrRrSrTrUrrVrrlistrXrrrYr rrrrZr r[r\rr]rr^r_r`rarbrcrdrerfrmrtryr__repr____str__boolr~rrrqrnrlrrs*(FH'#'Hhx '#D(8 #NCGUCGUKCGUKD%HeL#GUKGUKHeL%FED%D%CE5D%IuJIuJIuJHeHeIuIuFE!e!HeM5!%FHX %HeJIuJ OU ##!$$ OU !e!IuJNENE"u"%)Ix ")59x 129!$7E4>7 d#e+-??AB$$D9GT(^9#D9GT(^9#(#>Hd< >-1Ix)*1-1Ix)*1.2J*+2/3K+,3M5L%!e!!$$K  <HGM4M H%HUrnrc8eZdZdZddZddZddZddZddZy) rirqctd|S)zEmit trade ticks.)0DG Tickfilterrjs rltradeszTickerUpdateEvent.tradess,d33rnctd|S)zEmit bid ticks.)rrBErrjs rlbidszTickerUpdateEvent.bids.$//rnctd|S)zEmit ask ticks.)CFrrjs rlaskszTickerUpdateEvent.asksrrnctd|S)zEmit bid and ask ticks.)rrrrrrrrrrjs rlbidaskszTickerUpdateEvent.bidaskss6==rnctd|S)zEmit midpoint ticks.rq) Midpointsrjs rl midpointszTickerUpdateEvent.midpointssT""rnN)r{r) rrr __slots__rrrrrrqrnrlriris I400>#rnricReZdZdZdZddZdZdeddfd Zd e dd fd Z d e ddfdZ y)rz@Tick filtering event operators that ``emit(time, price, size)``.) _tickTypesNcPtj||t||_yrp)r __init__setr)rk tickTypessources rlrzTickfilter.__init__s D&!i.rnc|jD]L}|j|jvs|j|j|j |j Nyrp)rXtickTyperemitrrsize)rktickerts rl on_sourcezTickfilter.on_sourcesA 3AzzT__, !&&!''1662 3rntimerr{TimeBarsct||S)aK Aggregate ticks into time bars, where the timing of new bars is derived from a timer event. Emits a completed :class:`Bar`. This event stores a :class:`BarList` of all created bars in the ``bars`` property. Args: timer: Event for timing when a new bar starts. )rrkrs rltimebarszTickfilter.timebarsst$$rncountTickBarsct||S)a% Aggregate ticks into bars that have the same number of ticks. Emits a completed :class:`Bar`. This event stores a :class:`BarList` of all created bars in the ``bars`` property. Args: count: Number of ticks to use to form one bar. )r)rkrs rltickbarszTickfilter.tickbarsst$$rnr2 VolumeBarsct||S)a Aggregate ticks into bars that have the same volume. Emits a completed :class:`Bar`. This event stores a :class:`BarList` of all created bars in the ``bars`` property. Args: count: Number of ticks to use to form one bar. )r)rkr2s rl volumebarszTickfilter.volumebarss&$''rnrp) rrrrrrrr rrrrrqrnrlrrsMJI)3 %e % % %c %j % ( ( (rnrceZdZdZdZy)rrqct|jr,|j|j|jdyy)Nr)rXrrr)rkrs rlrzMidpoints.on_sources) << IIfkk6??#4a 8 rnN)rrrrrrqrnrlrrs I9rnrcreZdZUeeed<eZeed<eZ eed<eZ eed<eZ eed<dZ e ed<dZe ed<y ) Barrr3r4r5r6rr2rN)rrrrrrrr3rr4r5r6r2rrrqrnrlrrsG 8 D%D%CE5FCOE3Nrnrc*eZdZfdZdZdZxZS)BarListc>t||td|_yrh)superrr r)rkargs __class__s rlrzBarList.__init__s $ /rnc ||uSrprqrrs rlrtzBarList.__eq__rurnct|Srprwrjs rlryzBarList.__hash__ rzrn)rrrrrtry __classcell__)rs@rlrrs0rnrcbeZdZUdZej j Zeed<ddZ dZ dZ dZ y) r)_timerbarsrNctj||||_|jj|jd|j t |_yrp)r rrconnect _on_timer_on_timer_donerr)rkrrs rlrzTimeBars.__init__s@ D&!  DNND$2E2EFI rnc|jsy|jd}t|jr|x|_x|_|_t |j||_t |j||_||_|xj|z c_|xjdz c_ |jjj|jdy)Nr}rF) rrr3r4r5maxminr6r2rrrrkrrrbars rlrzTimeBars.on_sourcesyy iim ?,1 1CH 1sx#'sxx'cggu%  d  Q  ""499e4rnc|jr|jd}t|jrKt|jdkDr3|jdjx|_x|_x|_|_|jjj|jd|j||jjt|y)Nr}rT) rrr6lenr3r4r5rrappendr)rkrrs rlrzTimeBars._on_timer(s 99))B-CSYYC NQ$6IIbM''((38(cg II ! ! & &tyy$ 7 IIcN T#rnc2d|_|jyrp)rset_doners rlrzTimeBars._on_timer_done2s  rnrp) rrrrrrrrrrrrrrqrnrlrrs1#I!!))G M 5$rnrcVeZdZUdZej j Zeed<ddZ dZ y)r)_countrrNc\tj||||_t|_yrp)r rrrr)rkrrs rlrzTickBars.__init__=s  D&! I rnc x|jr&|jdj|jk(r-t||||||d}|jj |nv|jd}t |j ||_t|j||_||_ |xj|z c_ |xjdz c_|j|jk(rL|jjj|jd|j|jyyNr}rT) rrrrrrr4rr5r6r2rrrs rlrzTickBars.on_sourceBsyyDIIbM//4;;>dE5%a@C II  S !))B-C388U+CH#''5)CGCI JJ$ J IINI 99 # II ! ! & &tyy$ 7 IIdii  $rnrp) rrrrrrrrrrrrqrnrlrr7s'"I!!))G M !rnrcVeZdZUdZej j Zeed<ddZ dZ y)r)_volumerrNc\tj||||_t|_yrp)r rrrr)rkr2rs rlrzVolumeBars.__init__Xs  D&! I rnc x|jr&|jdj|jk\r-t||||||d}|jj |nv|jd}t |j ||_t|j||_||_ |xj|z c_|xjdz c_ |j|jk\rL|jjj|jd|j|jyyr) rr2rrrrr4rr5r6rrrrs rlrzVolumeBars.on_source]syyDIIbM00DLL@dE5%a@C II  S !))B-C388U+CH#''5)CGCI JJ$ J IINI :: % II ! ! & &tyy$ 7 IIdii  &rnrp) rrrrrrrrrrrrqrnrlrrRs'#I##++G M !rnrN)'r dataclassesrrrtypingrrrr eventkitr r ib_insync.contractr ib_insync.objectsr rrrrrrrrib_insync.utilrrrrrrirrrrrrrrqrnrlrs,(22'0 El II IX##04(4(n9 9   d3i %r%P!r!6!!rn