Fix message sending with unqualified contracts

Error introduced during refactor of comparing against tuples to now
comparing against sets. Unqualified contracts aren't hashable so they
can't compare against sets, but they could compare against the previous
tuples without errors.

Fixed by refactoring the entire message sending logic to be faster and
use direct comparison of matching types instead of walking a 5-7 stage
if-else tree.

Also extended error message for contract hash errors (still needs some
improvements, contracts should probably hash by conId+exchange+currency
instead of only conId).

Fixes mattsta#4
Closes mattsta#5

.gitignore

@@ -13,3 +13,5 @@ html
 doctrees
 ib_async.egg-info
 poetry.lock
+*.csv
+*.json

docs/changelog.rst

@@ -4,8 +4,15 @@
 1.0
 ---
 
-Version 1.0.0
-^^^^^^^^^^^^^
+Version 1.0.1 (2024-03-20)
+^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+* Fixed :issue:`4`: Messaging sending bug for unresolved contracts due to cleanup in 1.0.0
+
+Solved this messaging sending bug by refactoring message parsing logic to be more stable. Also added a test case verifying it works as expected now.
+
+Version 1.0.0 (2024-03-18)
+^^^^^^^^^^^^^^^^^^^^^^^^^^
 
 This is the first version under new management after the unexpected passing of `Ewald de Wit <https://github.com/erdewit/ib_insync>`_ on March 11, 2024. We wish to maintain his legacy while continuing to improve the project going forward. We are resetting the project name, development practices, modernization levels, and project structure to hopefully grow more contributors over time.
 

ib_async/client.py

@@ -244,53 +244,82 @@ def disconnect(self):
         self.reset()
 
     def send(self, *fields, makeEmpty=True):
-        """Serialize and send the given fields using the IB socket protocol."""
+        """Serialize and send the given fields using the IB socket protocol.
+
+        if 'makeEmpty' is True (default), then the IBKR values representing "no value"
+        become the empty string."""
         if not self.isConnected():
             raise ConnectionError("Not connected")
 
+        # fmt: off
+        FORMAT_HANDLERS = {
+            # Contracts are formatted in IBKR null delimiter format
+            Contract: lambda c: "\0".join([
+                str(f)
+                for f in (
+                    c.conId,
+                    c.symbol,
+                    c.secType,
+                    c.lastTradeDateOrContractMonth,
+                    c.strike,
+                    c.right,
+                    c.multiplier,
+                    c.exchange,
+                    c.primaryExchange,
+                    c.currency,
+                    c.localSymbol,
+                    c.tradingClass,
+                )
+            ]),
+
+            # Float conversion has 3 stages:
+            #  - Convert 'IBKR unset' double to empty (if requested)
+            #  - Convert infinity to 'Infinite' string (if appropriate)
+            #  - else, convert float to string normally
+            float: lambda f: ""
+            if (makeEmpty and f == UNSET_DOUBLE)
+            else ("Infinite" if (f == math.inf) else str(f)),
+
+            # Int conversion has 2 stages:
+            #  - Convert 'IBKR unset' to empty (if requested)
+            #  - else, convert int to string normally
+            int: lambda f: "" if makeEmpty and f == UNSET_INTEGER else str(f),
+
+            # None is always just an empty string.
+            # (due to a quirk of Python, 'type(None)' is how you properly generate the NoneType value)
+            type(None): lambda _: "",
+
+            # Strings are always strings
+            str: lambda s: s,
+
+            # Bools become strings "1" or "0"
+            bool: lambda b: "1" if b else "0",
+
+            # Lists of tags become semicolon-appended KV pairs
+            list: lambda l: "".join([f"{v.tag}={v.value};" for v in l]),
+        }
+        # fmt: on
+
+        # start of new message
         msg = io.StringIO()
-        empty = {None, UNSET_INTEGER, UNSET_DOUBLE} if makeEmpty else {None}
+
         for field in fields:
-            typ = type(field)
-            if field in empty:
-                s = ""
-            elif typ is str:
-                s = field
-            elif typ is int:
-                s = str(field)
-            elif typ is float:
-                s = "Infinite" if field == math.inf else str(field)
-            elif typ is bool:
-                s = "1" if field else "0"
-            elif typ is list:
-                # list of TagValue
-                s = "".join(f"{v.tag}={v.value};" for v in field)
-            elif isinstance(field, Contract):
-                c = field
-                s = "\0".join(
-                    str(f)
-                    for f in (
-                        c.conId,
-                        c.symbol,
-                        c.secType,
-                        c.lastTradeDateOrContractMonth,
-                        c.strike,
-                        c.right,
-                        c.multiplier,
-                        c.exchange,
-                        c.primaryExchange,
-                        c.currency,
-                        c.localSymbol,
-                        c.tradingClass,
-                    )
-                )
-            else:
-                s = str(field)
+            # Fetch type converter for this field (falls back to 'str(field)' as a default for unmatched types)
+            # (extra `isinstance()` wrapper needed here because Contract subclasses are their own type, but we want
+            #  to only match against the Contract parent class for formatting operations)
+            convert = FORMAT_HANDLERS.get(
+                Contract if isinstance(field, Contract) else type(field), str
+            )
+
+            # Convert field to IBKR protocol string part
+            s = convert(field)
 
+            # Append converted IBKR protocol string to message buffer
             msg.write(s)
             msg.write("\0")
 
-        self.sendMsg(msg.getvalue())
+        generated = msg.getvalue()
+        self.sendMsg(generated)
 
     def sendMsg(self, msg: str):
         loop = getLoop()

ib_async/contract.py

@@ -153,7 +153,9 @@ def __eq__(self, other):
 
     def __hash__(self):
         if not self.isHashable():
-            raise ValueError(f"Contract {self} can't be hashed")
+            raise ValueError(
+                f"Contract {self} can't be hashed because no 'conId' value exists. Resolve contract to populate 'conId'."
+            )
 
         if self.secType == "CONTFUT":
             # CONTFUT gets the same conId as the front contract, invert it here

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "ib_async"
-version = "1.0.0"
+version = "1.0.1"
 description = "Python sync/async framework for Interactive Brokers API"
 authors = ["Ewald de Wit"]
 maintainers = ["Matt Stancliff <matt@matt.sh>"]
@@ -35,6 +35,7 @@ optional = true
 [tool.poetry.group.dev.dependencies]
 pytest = ">=8.0"
 pytest-asyncio = ">=0.23"
+pandas = "^2.2.1"
 
 
 [tool.poetry.group.docs]
@@ -51,6 +52,10 @@ ignore_missing_imports = true
 check_untyped_defs = true
 
 
+[tool.pytest.ini_options]
+asyncio_mode="auto"
+
+
 [build-system]
 requires = ["poetry-core"]
 build-backend = "poetry.core.masonry.api"

tests/test_contract.py

@@ -0,0 +1,53 @@
+import ib_async
+from ib_async import *
+
+import pandas as pd
+
+
+def test_contract_format_data_pd():
+    """Simple smoketest to verify everything still works minimally."""
+    ib = ib_async.IB()
+    ib.connect("127.0.0.1", 4001, clientId=90, readonly=True)
+
+    symbols = ["AMZN", "TSLA"]
+
+    # Method to get OHLCV
+    def get_OHLCV(
+        symbol,
+        endDateTime="",
+        durationStr="1 D",
+        barSizeSetting="1 hour",
+        whatToShow="TRADES",
+        useRTH=False,
+        formatDate=1,
+    ):
+        bars = ib.reqHistoricalData(
+            symbol,
+            endDateTime,
+            durationStr,
+            barSizeSetting,
+            whatToShow,
+            useRTH,
+            formatDate,
+        )
+        df = util.df(bars)
+        df["date"] = df["date"].dt.tz_convert("America/New_York")
+        df = df.drop(columns=["average", "barCount"])
+        # df.set_index("date", inplace=True)
+
+        print("\n", df)
+
+        # df = df.iloc[::-1]
+        # df.to_csv("{}.csv".format(symbol.symbol))
+        # df = pd.read_csv("{}.csv".format(symbol.symbol))
+        df.columns = ["date", "open", "high", "low", "close", "volume"]
+
+        df["date"] = pd.to_datetime(df["date"])
+        df.set_index("date", inplace=True)
+
+        print(f"Data for {symbol.symbol} downloaded OK with OLD")
+        return df
+
+    for symbol_str in symbols:
+        symbol = Stock(symbol_str, "SMART", "USD")
+        df = get_OHLCV(symbol)