Dh 0 16 release fixes (#94)

* Fix dev docker build.

* Add timezones to IB formatted times.

* Fix missing imports and Optional annotations.
Remove deprecated fields from logs.
Fix broken examples.

* Fix broken example.

Author: chipkent

docker/dev/build.sh

@@ -9,6 +9,7 @@ cd ${__dir}
 rm -rf build
 mkdir build
 rsync -av ../.. build --exclude docker
+rm -rf build/dist
 
 docker build --build-arg IB_VERSION=1016.01 -t deephaven-examples/deephaven-ib:dev -f Dockerfile .
 

examples/example_all_functionality.py

@@ -341,13 +341,13 @@ def get_contracts() -> Dict[str, Contract]:
 contract.exchange = "PAXOS"
 contract.currency = "USD"
 
-rc = client.get_registered_contract(c2)
-client.request_bars_historical(rc2, duration=dhib.Duration.days(253), 
+rc = client.get_registered_contract(contract)
+client.request_bars_historical(rc, duration=dhib.Duration.days(253),
   bar_size=dhib.BarSize.DAY_1, 
   bar_type=dhib.BarDataType.AGGTRADES, 
   keep_up_to_date = False
 )
-client.request_bars_realtime(rc2, bar_type=dhib.BarDataType.TRADES)
+client.request_bars_realtime(rc, bar_type=dhib.BarDataType.TRADES)
 
 client.request_bars_historical(rc, duration=dhib.Duration.days(10), bar_size=dhib.BarSize.MIN_5,
                                bar_type=dhib.BarDataType.MIDPOINT)
@@ -483,8 +483,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 3000
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order: START")
 client.order_place(rc, order)
@@ -496,8 +494,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 2600
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order: START")
 client.order_place(rc, order)
@@ -509,8 +505,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 2700
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order: START")
 req = client.order_place(rc, order)

examples/example_beta_calc.py

@@ -256,8 +256,6 @@ def check_table_size(dh_table, table_name, expected_size=1):
 order.orderType = "LIMIT"
 order.totalQuantity = hedge_qty
 order.lmtPrice = hedge_limit_px
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print('Order: ' + str(order))
 

examples/example_read_only_functionality.py

@@ -337,13 +337,13 @@ def get_contracts() -> Dict[str, Contract]:
 contract.exchange = "PAXOS"
 contract.currency = "USD"
 
-rc = client.get_registered_contract(c2)
-client.request_bars_historical(rc2, duration=dhib.Duration.days(253),
+rc = client.get_registered_contract(contract)
+client.request_bars_historical(rc, duration=dhib.Duration.days(253),
   bar_size=dhib.BarSize.DAY_1,
   bar_type=dhib.BarDataType.AGGTRADES,
   keep_up_to_date = False
 )
-client.request_bars_realtime(rc2, bar_type=dhib.BarDataType.TRADES)
+client.request_bars_realtime(rc, bar_type=dhib.BarDataType.TRADES)
 
 client.request_bars_historical(rc, duration=dhib.Duration.days(10), bar_size=dhib.BarSize.MIN_5,
                                bar_type=dhib.BarDataType.MIDPOINT)
@@ -479,8 +479,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 3000
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order -- confirm fail: START")
 try:
@@ -498,8 +496,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 2600
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order -- confirm fail: START")
 try:
@@ -517,8 +513,6 @@ def get_contracts() -> Dict[str, Contract]:
 order.orderType = "LIMIT"
 order.totalQuantity = 1
 order.lmtPrice = 2700
-order.eTradeOnly = False
-order.firmQuoteOnly = False
 
 print("Placing order -- confirm fail: START")
 try:

src/deephaven_ib/__init__.py

@@ -1,5 +1,6 @@
 from enum import Enum
-from typing import Dict, List, Callable
+from typing import Dict, List, Callable, Optional
+import json
 
 from deephaven.table import Table
 from deephaven.dtypes import DateTime
@@ -546,7 +547,7 @@ def annotate_ticks(t):
 
             return rst
 
-        def deephaven_ib_float_value(s: str) -> Union[float, None]:
+        def deephaven_ib_float_value(s: str) -> Optional[float]:
             if not s:
                 return NULL_DOUBLE
 
@@ -555,7 +556,7 @@ def deephaven_ib_float_value(s: str) -> Union[float, None]:
             except ValueError:
                 return NULL_DOUBLE
 
-        def deephaven_ib_parse_note(note:str, key:str) -> Union[str,None]:
+        def deephaven_ib_parse_note(note:str, key:str) -> Optional[str]:
             dict = json.loads(note)
 
             if key in dict:

src/deephaven_ib/_internal/tablewriter.py

@@ -1,7 +1,7 @@
 """Functionality for creating Deephaven tables."""
 
 import logging
-from typing import List, Any, Sequence, Union, Set
+from typing import List, Any, Sequence, Optional, Set
 import collections
 
 from deephaven.time import now
@@ -114,7 +114,7 @@ def map_values(value, map, default=lambda v: f"UNKNOWN({v})") -> Any:
         return default(value)
 
 
-def to_string_val(value) -> Union[str, None]:
+def to_string_val(value) -> Optional[str]:
     """ Converts a value to a string. """
 
     if value is None:
@@ -123,7 +123,7 @@ def to_string_val(value) -> Union[str, None]:
     return str(value)
 
 
-def to_string_set(value: Sequence) -> Union[ArrayStringSet, None]:
+def to_string_set(value: Sequence) -> Optional[ArrayStringSet]:
     """ Converts an iterable to a string set. """
 
     if value is None:

src/deephaven_ib/_tws/ib_type_logger.py

@@ -1,7 +1,7 @@
 """Functionality for logging IB types to Deephaven tables."""
 
 import sys
-from typing import Any, List, Tuple, Dict, Callable, Union
+from typing import Any, List, Tuple, Dict, Callable, Optional
 
 from deephaven import dtypes
 
@@ -73,7 +73,7 @@ def _details_family_code() -> List[Tuple]:
 def _details_contract() -> List[Tuple]:
     """ Details for logging Contract. """
 
-    def map_right(right: str) -> Union[str, None]:
+    def map_right(right: str) -> Optional[str]:
         if right == "?":
             return None
 
@@ -110,7 +110,7 @@ def map_right(right: str) -> Union[str, None]:
 def _details_contract_details() -> List[Tuple]:
     """Details for logging ContractDetails."""
 
-    def map_null_int(value: int) -> Union[int, None]:
+    def map_null_int(value: int) -> Optional[int]:
 
         if value == 2147483647:
             return None
@@ -445,9 +445,6 @@ def _details_order() -> List[Tuple]:
 
         # SMART routing only
         ("DiscretionaryAmt", dtypes.float64, lambda o: o.discretionaryAmt),
-        ("ETradeOnly", dtypes.bool_, lambda o: o.eTradeOnly),
-        ("FirmQuoteOnly", dtypes.bool_, lambda o: o.firmQuoteOnly),
-        ("NbboPriceCap", dtypes.float64, lambda o: o.nbboPriceCap),
         ("OptOutSmarRouting", dtypes.bool_, lambda o: o.optOutSmartRouting),
 
         # BOX exchange orders only
@@ -650,7 +647,7 @@ def _details_execution() -> List[Tuple]:
 def _details_commission_report() -> List[Tuple]:
     """ Details for logging CommissionReport. """
 
-    def format_yield_redemption_date(date: int) -> Union[str, None]:
+    def format_yield_redemption_date(date: int) -> Optional[str]:
         if date == 0:
             return None
 
@@ -660,7 +657,7 @@ def format_yield_redemption_date(date: int) -> Union[str, None]:
         y = int(date / 10000)
         return f"{y:04}-{m:02}-{d:02}"
 
-    def map_null_value(value: float) -> Union[float, None]:
+    def map_null_value(value: float) -> Optional[float]:
 
         if value == sys.float_info.max:
             return None

src/deephaven_ib/_tws/tws_client.py

@@ -9,7 +9,7 @@
 import xml.etree.ElementTree as ET
 from functools import wraps
 from threading import Thread
-from typing import Set
+from typing import Set, Optional
 
 import decimal
 from decimal import Decimal
@@ -392,8 +392,8 @@ def _subscribe(self) -> None:
     ####################################################################################################################
     ####################################################################################################################
 
-    def log_request(self, req_id: int, request_type: str, contract: Union[Contract, None],
-                    notes: Union[Dict[str, Any], None]):
+    def log_request(self, req_id: int, request_type: str, contract: Optional[Contract],
+                    notes: Optional[Dict[str, Any]]):
         """Log a data request."""
 
         if notes is None:

src/deephaven_ib/time.py

@@ -5,6 +5,7 @@
 from deephaven.dtypes import DateTime
 
 _SimpleDateFormat = jpy.get_type("java.text.SimpleDateFormat")
+_TimeZone = jpy.get_type("java.util.TimeZone")
 
 _ib_date_time_pattern_sec = "yyyyMMdd HH:mm:ss"
 _ib_date_time_pattern_subsec = "yyyyMMdd HH:mm:ss.S"
@@ -15,9 +16,13 @@
     "yyyy-MM-dd HH:mm:ss",
 ]
 _ib_date_time_formatter_sec = _SimpleDateFormat(_ib_date_time_pattern_sec)
+_ib_date_time_formatter_sec.setTimeZone(_TimeZone.getTimeZone("US/Eastern"))
 _ib_date_time_formatter_subsec = _SimpleDateFormat(_ib_date_time_pattern_subsec)
+_ib_date_time_formatter_subsec.setTimeZone(_TimeZone.getTimeZone("US/Eastern"))
 _ib_date_time_formatters = [_SimpleDateFormat(pattern) for pattern in _ib_date_time_patterns]
 
+for _f in _ib_date_time_formatters:
+    _f.setTimeZone(_TimeZone.getTimeZone("US/Eastern"))
 
 def dh_to_ib_datetime(time: DateTime, sub_sec: bool = True) -> str:
     """Convert a DH DateTime to an IB timestamp string.
@@ -31,9 +36,9 @@ def dh_to_ib_datetime(time: DateTime, sub_sec: bool = True) -> str:
         return ""
 
     if sub_sec:
-        return _ib_date_time_formatter_subsec.format(time.getDate())
+        return _ib_date_time_formatter_subsec.format(time.getDate()) + " US/Eastern"
     else:
-        return _ib_date_time_formatter_sec.format(time.getDate())
+        return _ib_date_time_formatter_sec.format(time.getDate()) + " US/Eastern"
 
 
 def ib_to_dh_datetime(time: str) -> DateTime: