fix!: Support the recent ibapi changes (#132)

This pull request updates the documentation and example scripts to
improve virtual environment handling and contract definitions, refines
tick type usage, and makes API and error handling more precise. The
changes also clarify the order placement process and update various
contract parameters for accuracy.

**Virtual Environment and Documentation Improvements**
* Updated the `README.md` to recommend creating a temporary local
virtual environment for running the `dhib_env.py` installer script,
preventing system-wide package installations. Instructions for
activating, using, and cleaning up the environment are now included.

**Contract and Example Script Updates**
* Changed contract definitions in
`examples/example_all_functionality.py` and
`examples/example_read_only_functionality.py` to use updated symbols and
parameters (e.g., `ESM6`, new expiry dates, and strikes for options).
[[1]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL107-R107)
[[2]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL173-R174)
[[3]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L103-R103)
[[4]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L169-R170)
* Added `tif = "DAY"` to all sample orders for clarity and consistency
in both example scripts.
[[1]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eR493)
[[2]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eR505)
[[3]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eR517)
[[4]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7R489)
[[5]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7R507-R523)

**API and Error Handling Refinements**
* Modified the `request_account_pnl` method to require an explicit
account argument, removing the default "All" value, and updated example
scripts to pass the account parameter.
[[1]](diffhunk://#diff-2908a81036e0aa30f05a7491e9ba007a7be2622e6393c2fa22b67ad3fe49954dL737-R741)
[[2]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL250-R250)
[[3]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L246-R246)
* Added new error codes to `src/deephaven_ib/_internal/error_codes.py`
for improved feedback, including codes for indicative product valuation
and order TIF preset.
[[1]](diffhunk://#diff-3eec66c3648fafd75936057e023fccd38778770da1e6f9399d538383c6976c6fR36)
[[2]](diffhunk://#diff-3eec66c3648fafd75936057e023fccd38778770da1e6f9399d538383c6976c6fR46)

**Tick Type and Market Data Adjustments**
* Removed unsupported or deprecated tick types (`NEWS`,
`OPTION_VOLATILITY_HISTORICAL`) from the codebase and updated tick type
definitions to include delayed yield bid/ask.
[[1]](diffhunk://#diff-2908a81036e0aa30f05a7491e9ba007a7be2622e6393c2fa22b67ad3fe49954dL56-L58)
[[2]](diffhunk://#diff-2908a81036e0aa30f05a7491e9ba007a7be2622e6393c2fa22b67ad3fe49954dL98-R99)
[[3]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL418)
[[4]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL440)
[[5]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L414)
[[6]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L436)
* Updated example scripts to default to delayed market data type and
commented out real-time market data and news article requests for
clarity.
[[1]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL275-R282)
[[2]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L271-R278)

**Output and Logging Improvements**
* Improved output formatting in example scripts for readability by
adding newlines to contract print statements and clarifying order
placement logs.
[[1]](diffhunk://#diff-f4fb9199c484cedf1eda84e6adfe319200009a55ad49b25ab64b9bf2a79a709eL240-R240)
[[2]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7L236-R236)
[[3]](diffhunk://#diff-4ea80aca49ce3a9308c5f29615ec342c39a735c698576b90e9b849d03e6588c7R507-R523)

These changes enhance usability, maintainability, and clarity for users
and developers working with the deephaven-ib integration.

Author: chipkent

.github/workflows/build-and-publish.yml

@@ -30,7 +30,7 @@ jobs:
         python3 dhib_env.py ib-wheel --ib_version ${{ env.IB_VERSION }}
         find . -name \*.whl
     - name: Archive build artifacts
-      uses: actions/upload-artifact@v2
+      uses: actions/upload-artifact@v5
       with:
         name: ib-wheels
         path: |
@@ -45,7 +45,7 @@ jobs:
     - name: Setup Python
       uses: actions/setup-python@v1
       with:
-        python-version: 3.7
+        python-version: 3.9
     - name: Install dependencies
       run: |
         python -m pip install --upgrade pip
@@ -74,7 +74,7 @@ jobs:
       run: |
         python -m build
     - name: Archive build artifacts
-      uses: actions/upload-artifact@v2
+      uses: actions/upload-artifact@v5
       with:
         name: wheels
         path: |
@@ -87,7 +87,7 @@ jobs:
     if: ${{ github.event_name == 'release' && github.event.action == 'released' }}
     steps:
     - name: Download Build Artifacts
-      uses: actions/download-artifact@v3
+      uses: actions/download-artifact@v5
       with:
         name: wheels
         path: wheel/
@@ -112,13 +112,13 @@ jobs:
     - name: Pip installs
       run:  pip3 install --upgrade sphinx~=7.3.0 sphinx-autodoc-typehints furo==2024.5.6
     - name: Download IB wheels
-      uses: actions/download-artifact@v3
+      uses: actions/download-artifact@v5
       with:
         name: ib-wheels
     - name: Install IB Whl
       run: pip3 install *.whl
     - name: Download wheels
-      uses: actions/download-artifact@v3
+      uses: actions/download-artifact@v5
       with:
         name: wheels
     - name: Install Whl
@@ -131,12 +131,12 @@ jobs:
         make html
         touch build/html/.nojekyll
     - name: Archive Sphinx artifacts
-      uses: actions/upload-artifact@v1
+      uses: actions/upload-artifact@v5
       with:
         name: documentation-html
         path: sphinx/build/html/
     - name: Upload JVM Error Logs
-      uses: actions/upload-artifact@v3
+      uses: actions/upload-artifact@v5
       if: failure()
       with:
         name: check-ci-jvm-err
@@ -152,7 +152,7 @@ jobs:
     steps:
     - uses: actions/checkout@v1
     - name: Download Sphinx Artifacts
-      uses: actions/download-artifact@v3
+      uses: actions/download-artifact@v5
       with:
         name: documentation-html
         path: html/
@@ -162,7 +162,7 @@ jobs:
         branch: gh-pages
         folder: html/
     - name: Upload JVM Error Logs
-      uses: actions/upload-artifact@v3
+      uses: actions/upload-artifact@v5
       if: failure()
       with:
         name: sphinx-jvm-err
@@ -184,12 +184,12 @@ jobs:
         id: branch-name
         uses: tj-actions/[email protected]
       - name: Download IB wheels
-        uses: actions/download-artifact@v3
+        uses: actions/download-artifact@v5
         with:
           name: ib-wheels
           path: ib-wheels/
       - name: Download wheels
-        uses: actions/download-artifact@v3
+        uses: actions/download-artifact@v5
         with:
           name: wheels
           path: wheels/
@@ -242,12 +242,12 @@ jobs:
         id: branch-name
         uses: tj-actions/[email protected]
       - name: Download IB wheels
-        uses: actions/download-artifact@v3
+        uses: actions/download-artifact@v5
         with:
           name: ib-wheels
           path: ib-wheels/
       - name: Download wheels
-        uses: actions/download-artifact@v3
+        uses: actions/download-artifact@v5
         with:
           name: wheels
           path: wheels/

.gitignore

@@ -1,4 +1,6 @@
 .idea
+.venv
+.venv-*
 venv
 venv-*
 build
@@ -7,4 +9,5 @@ src/deephaven_ib.egg-info
 docker/data
 docker/*/data
 docker/*/build
+*.pyc
 

README.md

@@ -193,29 +193,43 @@ you can use the `--use_venv false` option to [./dhib_env.py](./dhib_env.py).
     ```
 4) Build a [deephaven-ib](https://github.com/deephaven-examples/deephaven-ib) virtual environment:
 
-   First, install the dependencies needed to run the script:
+   First, create a small, local virtual environment that will be used only to run the `dhib_env.py` script (this avoids installing packages system-wide):
     ```bash
-    python3 -m pip install -r requirements_dhib_env.txt
+    python3 -m venv .venv-installer
+    source .venv-installer/bin/activate
     ```
 
+   Install the dependencies needed to run the script into this installer virtual environment:
+    ```bash
+    pip install -r requirements_dhib_env.txt
+    ```
+
+   With the installer virtual environment still activated, use its `python` to run the script.
+
    To see all options:
     ```bash
-    python3 ./dhib_env.py --help
+    python ./dhib_env.py --help
     ```
 
    To install the latest production release version of [deephaven-ib](https://github.com/deephaven-examples/deephaven-ib) from PyPi plus the release-specified `ibapi` and `deephaven` versions: 
     ```bash
-    python3 ./dhib_env.py release
+    python ./dhib_env.py release
     ```
 
    To install the latest development version of [deephaven-ib](https://github.com/deephaven-examples/deephaven-ib) from source plus the default `ibapi` and `deephaven` versions:
     ```bash
-    python3 ./dhib_env.py dev
+    python ./dhib_env.py dev
     ```
 
    To create a venv for developing [deephaven-ib](https://github.com/deephaven-examples/deephaven-ib) in PyCharm: (This will not install `deephaven-ib`, but it will install the default `ibapi` and `deephaven` versions.)
     ```bash
-    python3 ./dhib_env.py dev --install_dhib false
+    python ./dhib_env.py dev --install_dhib false
+    ```
+
+   After the main `venv-<versiondetails>` has been created and noted from the logs, you can deactivate and optionally remove the temporary installer virtual environment:
+    ```bash
+    deactivate
+    rm -rf .venv-installer
     ```
 
 5) In the logs, take note of where the virtual environment is located.  It will be in a directory like `./venv-<versiondetails>`.

examples/example_all_functionality.py

@@ -104,7 +104,7 @@ def get_contracts() -> Dict[str, Contract]:
     contract.secType = "FUT"
     contract.exchange = "CME"
     contract.currency = "USD"
-    contract.localSymbol = "ESM4"
+    contract.localSymbol = "ESM6"
     rst["future_2"] = contract
 
     contract = Contract()
@@ -170,8 +170,8 @@ def get_contracts() -> Dict[str, Contract]:
     contract.secType = "FOP"
     contract.exchange = "CME"
     contract.currency = "USD"
-    contract.lastTradeDateOrContractMonth = "202409"
-    contract.strike = 5000
+    contract.lastTradeDateOrContractMonth = "202601"
+    contract.strike = 7000
     contract.right = "C"
     contract.multiplier = "50"
     rst["futureoption_1"] = contract
@@ -237,7 +237,7 @@ def get_contracts() -> Dict[str, Contract]:
 contracts = get_contracts()
 
 for name, contract in contracts.items():
-    print(f"{name} {contract}")
+    print(f"\n{name} {contract}")
     rc = client.get_registered_contract(contract)
     print(rc)
 
@@ -247,7 +247,7 @@ def get_contracts() -> Dict[str, Contract]:
 print("==== Request account pnl.")
 print("==============================================================================================================")
 
-client.request_account_pnl()
+client.request_account_pnl(account=account)
 
 print("==============================================================================================================")
 print("==== Request contracts matching.")
@@ -272,14 +272,14 @@ def get_contracts() -> Dict[str, Contract]:
 end = "2021-01-10T00:00:00 ET"
 client.request_news_historical(rc, start=start, end=end)
 
-client.request_news_article(provider_code="BRFUPDN", article_id="BRFUPDN$107d53ea")
+#client.request_news_article(provider_code="BRFUPDN", article_id="BRFUPDN$107d53ea")
 
 print("==============================================================================================================")
 print("==== Set market data type.")
 print("==============================================================================================================")
 
-# client.set_market_data_type(dhib.MarketDataType.DELAYED)
-client.set_market_data_type(dhib.MarketDataType.REAL_TIME)
+client.set_market_data_type(dhib.MarketDataType.DELAYED)
+# client.set_market_data_type(dhib.MarketDataType.REAL_TIME)
 
 print("==============================================================================================================")
 print("==== Request bars.")
@@ -415,7 +415,6 @@ def get_contracts() -> Dict[str, Contract]:
 print(contract)
 
 generic_tick_types = [
-    dhib.GenericTickType.NEWS,
     dhib.GenericTickType.DIVIDENDS,
     dhib.GenericTickType.AUCTION,
     dhib.GenericTickType.MARK_PRICE,
@@ -437,7 +436,6 @@ def get_contracts() -> Dict[str, Contract]:
     # dhib.GenericTickType.FUTURE_OPEN_INTEREST,
     # dhib.GenericTickType.FUTURE_INDEX_PREMIUM,
 
-    dhib.GenericTickType.OPTION_VOLATILITY_HISTORICAL,
     dhib.GenericTickType.OPTION_VOLATILITY_HISTORICAL_REAL_TIME,
     dhib.GenericTickType.OPTION_VOLATILITY_IMPLIED,
     dhib.GenericTickType.OPTION_VOLUME,
@@ -492,6 +490,7 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 100
+order.tif = "DAY"
 
 print("Placing order: START")
 client.order_place(rc, order)
@@ -503,17 +502,19 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 90
+order.tif = "DAY"
 
 print("Placing order: START")
 client.order_place(rc, order)
-print("Placing order: START")
+print("Placing order: END")
 
 order = Order()
 order.account = account
 order.action = "BUY"
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 91
+order.tif = "DAY"
 
 print("Placing order: START")
 req = client.order_place(rc, order)

examples/example_read_only_functionality.py

@@ -100,7 +100,7 @@ def get_contracts() -> Dict[str, Contract]:
     contract.secType = "FUT"
     contract.exchange = "CME"
     contract.currency = "USD"
-    contract.localSymbol = "ESM4"
+    contract.localSymbol = "ESM6"
     rst["future_2"] = contract
 
     contract = Contract()
@@ -166,8 +166,8 @@ def get_contracts() -> Dict[str, Contract]:
     contract.secType = "FOP"
     contract.exchange = "CME"
     contract.currency = "USD"
-    contract.lastTradeDateOrContractMonth = "202409"
-    contract.strike = 5000
+    contract.lastTradeDateOrContractMonth = "202601"
+    contract.strike = 7000
     contract.right = "C"
     contract.multiplier = "50"
     rst["futureoption_1"] = contract
@@ -233,7 +233,7 @@ def get_contracts() -> Dict[str, Contract]:
 contracts = get_contracts()
 
 for name, contract in contracts.items():
-    print(f"{name} {contract}")
+    print(f"\n{name} {contract}")
     rc = client.get_registered_contract(contract)
     print(rc)
 
@@ -243,7 +243,7 @@ def get_contracts() -> Dict[str, Contract]:
 print("==== Request account pnl.")
 print("==============================================================================================================")
 
-client.request_account_pnl()
+client.request_account_pnl(account=account)
 
 print("==============================================================================================================")
 print("==== Request contracts matching.")
@@ -268,14 +268,14 @@ def get_contracts() -> Dict[str, Contract]:
 end = "2021-01-10T00:00:00 ET"
 client.request_news_historical(rc, start=start, end=end)
 
-client.request_news_article(provider_code="BRFUPDN", article_id="BRFUPDN$107d53ea")
+#client.request_news_article(provider_code="BRFUPDN", article_id="BRFUPDN$107d53ea")
 
 print("==============================================================================================================")
 print("==== Set market data type.")
 print("==============================================================================================================")
 
-# client.set_market_data_type(dhib.MarketDataType.DELAYED)
-client.set_market_data_type(dhib.MarketDataType.REAL_TIME)
+client.set_market_data_type(dhib.MarketDataType.DELAYED)
+# client.set_market_data_type(dhib.MarketDataType.REAL_TIME)
 
 print("==============================================================================================================")
 print("==== Request bars.")
@@ -411,7 +411,6 @@ def get_contracts() -> Dict[str, Contract]:
 print(contract)
 
 generic_tick_types = [
-    dhib.GenericTickType.NEWS,
     dhib.GenericTickType.DIVIDENDS,
     dhib.GenericTickType.AUCTION,
     dhib.GenericTickType.MARK_PRICE,
@@ -433,7 +432,6 @@ def get_contracts() -> Dict[str, Contract]:
     # dhib.GenericTickType.FUTURE_OPEN_INTEREST,
     # dhib.GenericTickType.FUTURE_INDEX_PREMIUM,
 
-    dhib.GenericTickType.OPTION_VOLATILITY_HISTORICAL,
     dhib.GenericTickType.OPTION_VOLATILITY_HISTORICAL_REAL_TIME,
     dhib.GenericTickType.OPTION_VOLATILITY_IMPLIED,
     dhib.GenericTickType.OPTION_VOLUME,
@@ -488,6 +486,7 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 100
+order.tif = "DAY"
 
 print("Placing order -- confirm fail: START")
 try:
@@ -505,6 +504,7 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 90
+order.tif = "DAY"
 
 print("Placing order -- confirm fail: START")
 try:
@@ -514,24 +514,26 @@ def get_contracts() -> Dict[str, Contract]:
     raise e
 except Exception:
     pass
-print("Placing order -- confirm fail: START")
+print("Placing order -- confirm fail: END")
 
 order = Order()
 order.account = account
 order.action = "BUY"
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 91
+order.tif = "DAY"
 
 print("Placing order -- confirm fail: START")
 try:
-    req = client.order_place(rc, order)
+    client.order_place(rc, order)
     raise AssertionError("Operation should not be possible")
 except AssertionError as e:
     raise e
 except Exception:
     pass
 print("Placing order -- confirm fail: END")
+
 # req.cancel()
 
 # client.order_cancel_all()