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hope to allow delayed streaming data
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rob committed Jul 13, 2023
1 parent 88a5a84 commit 23ce0dd
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Showing 2 changed files with 10 additions and 5 deletions.
6 changes: 4 additions & 2 deletions sysbrokers/IB/client/ib_price_client.py
Original file line number Diff line number Diff line change
Expand Up @@ -76,8 +76,10 @@ def get_ticker_object_with_BS(
) -> tickerWithBS:

ib_ticker = self.get_ib_ticker_object(contract_object_with_ib_data)

ib_BS_str, ib_qty = resolveBS_for_list(trade_list_for_multiple_legs)
if trade_list_for_multiple_legs is None:
ib_BS_str = ""
else:
ib_BS_str, __ = resolveBS_for_list(trade_list_for_multiple_legs)

ticker_with_bs = tickerWithBS(ib_ticker, ib_BS_str)

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9 changes: 6 additions & 3 deletions sysproduction/data/broker.py
Original file line number Diff line number Diff line change
Expand Up @@ -164,14 +164,17 @@ def get_recent_bid_ask_tick_data_for_contract_object(
self, contract: futuresContract
) -> dataFrameOfRecentTicks:

ticker = self.broker_futures_contract_price_data.get_ticker_object_for_contract(
contract
)
ticker = self.get_ticker_object_for_contract(contract)
ticker_df = get_df_of_ticks_from_ticker_object(ticker)
self.cancel_market_data_for_contract(contract)

return ticker_df

def get_ticker_object_for_contract(self, contract: futuresContract) -> tickerObject:
return self.broker_futures_contract_price_data.get_ticker_object_for_contract(
contract
)

def get_actual_expiry_date_for_single_contract(
self, contract_object: futuresContract
) -> expiryDate:
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