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Implement protobuf #185

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@gnzsnz gnzsnz commented Oct 27, 2025

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

import logging
import ib_async


ib_async.util.startLoop()
logging.basicConfig(
    level=logging.DEBUG,
    format='%(asctime)s %(levelname)s %(name)s: %(message)s',
    filename='debug_connection.log',
    filemode='w')
ib = ib_async.IB()

ib.connect('localhost',7497,clientId=0)
print("connection completed")

aapl = ib_async.Stock("AAPL",'SMART','USD')
aapl_details = ib.reqContractDetails(aapl)
print(aapl)
print(aapl_details)

ib.disconnect()
print("disconnected.")

@gnzsnz
Implement protobuf
da6a7dc 
works with protobuf ONLY, requires 10.40 or greater
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gnzsnz commented Oct 27, 2025 •
edited
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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 cancel counterpart:

  • reqHistoricalData, working for one-off requests. Subscription pending
  • reqHistoricalData keepUpToDate=True
  • reqHistoricalTicks,
  • reqHeadTimeStamp
  • reqHistogramData
  • reqHistoricalSchedule
  • reqTickByTickData
  • reqMarketDataType
  • calculateImpliedVolatilityAsync
  • calculateOptionPriceAsync
  • placeOrder
  • cancelOrder - breaking change, new data type OrderCancel in parameter
  • whatIfOrder
  • reqGlobalCancel
  • tests: i have a few tests in place. i need to do some clean-up and i will push.
  • tests for data converters from/to protobuf
  • reqMktData,
  • cancelMktData
  • reqRealTimeBars,
  • reqScannerSubscription,
  • reqScannerDataAsync
  • cancelScannerSubscription
  • reqScannerParameters
  • reqPnL,
  • reqPnLSingle.
  • reqUserInfoAsync
  • reqTickers
  • reqSmartComponentsAsync
  • reqFundamentalDataAsync
  • request throttling
  • reqMktDepthExchanges
  • reqMktDepth
  • cancelMktDepth
  • getWshMetaDataAsync
  • reqWshMetaData
  • getWshEventDataAsync
  • reqWshEventData
  • reqNewsProvidersAsync
  • reqNewsArticleAsync
  • reqHistoricalNewsAsync
  • reqNewsBulletins
  • newsTicks
  • newsBulletins
  • requestFAAsync
  • replaceFA
  • reqWshMetaData

@gnzsnz
Refactor ticker handling and improve tick data processing
fc67a99 
- 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.
@gnzsnz
disable extremely high volume logging on ticker
4573253
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gnzsnz commented Nov 10, 2025

added ticker protobuf support

@gnzsnz
Add IneligibilityReason dataclass and add historical schedule
c6787ea 
- 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.
@gnzsnz gnzsnz mentioned this pull request Nov 12, 2025
Open
gnzsnz added 9 commits December 3, 2025 19:41
@gnzsnz
Changes
f82026a 
- 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.
@gnzsnz
ruff format and checks
64e22f0
@gnzsnz
feat(ticker): Enhance Ticker class with additional ETF NAV fields and…
dcffb05 
… 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.
@gnzsnz
fix ruff linting
e40a49c
@gnzsnz
retrofit changes from 2.1.0
121ed66
@gnzsnz
Changes
5013f81 
- Update tests for utility functions in tests_util.py
- remove quantize_decimals from trade_converters
@gnzsnz
Changes
c564c54 
feat(news): Add news bulletin handling and related protobuf converters
fix: fix comboLegs contract protobuf converters
feat: implement __repr__ with dataclassRepr for ContractDetails
fix: align ticker with main branch. EFP can't be implemented as there is no proto message.
@gnzsnz
fix ContractDetails
b7f1c89
@gnzsnz
Changes:
8e3884a 
- refactor: reorganize imports, use relative imports consistenly
- feat: news methods implemented, reqNewsProviders, reqHistoricalNews, reqNewsArticle, reqNewsBulletins, cancelNewsBulletins
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