more fixes; threads ib_account through the system to deal with multiple accounts

9600dev · 9600dev · commit 414fc06236fc · 2023-04-12T11:20:26.000-10:00
diff --git a/README.md b/README.md
@@ -33,7 +33,7 @@ It relies on:
 - [ ] Backtesting
 - [ ] Algorithmic Strategy API and extensibility hooks (started)
 - [ ] Strategy and portfolio risk analysis (started)
-- [ ] Add/remove strategies
+- [x] Add/remove strategies
 - [ ] Hyperparameter search on strategies
 
 There is still about 2-3 months of work left before MMR is 'shippable'. If you want to help speed that up, send me a message.
@@ -92,11 +92,11 @@ $ ssh trader@localhost -p 2222
 
 Enter your Trader Workstation username and password. The script will proceed to automatically install the latest Trader Workstation version.
 
-After this has completed, it will call a script `start_trader.sh` in the MMR root directory, which starts a [tmux](https://github.com/tmux/tmux/wiki) session with five commands:
+After this has completed, it will call a script `start_mmr.sh` in the MMR root directory, which starts a [tmux](https://github.com/tmux/tmux/wiki) session with five commands:
 
 * `pycron` (MMR's process spawner and scheduler) which handles the process scheduling, maintenance and uptime of the MMR trading runtime, ArcticDB, Redis, X Windows, and Trader Workstation, ready for automatic trading. You can manually call this by: ```python3 pycron/pycron.py --config ./configs/pycron.yaml```
 * `cli` which is command line interface to interact with the trading system (check portfolio, check systems, manually create orders etc). You can manually call this using ```python3 cli.py```.
-* `async_cli` TUI (terminal UI) based way to interact with the trading system. (this will replace the `cli` module in the future).
+* `tui_cli` TUI (terminal UI) based way to interact with the trading system. (this will replace the `cli` module in the future).
 * `trader_service_log` displays the trader service log real time (see below for information on this service).
 * `strategy_service_log` displays the trader service log real time.
 
@@ -156,7 +156,7 @@ Trading from your command line interface of choice is also supported:
 
 There's also a terminal based TUI to quickly inspect the runtime, orders, algos and prices [TODO: this is under significant active development].
 
-* ```python3 async_cli.py```
+* ```python3 tui_cli.py```
 
 ![](docs/2023-03-03-09-50-58.png)
 
diff --git a/configs/pycron.yaml b/configs/pycron.yaml
@@ -69,7 +69,7 @@ jobs:
       restart_if_finished: True
       depends_on:
         - tws
-      delay: 8
+      delay: 15
     - name: strategy_service
       description: service that loads, hosts and executes trading strategies and algorithms
       command: python3
@@ -81,4 +81,4 @@ jobs:
       depends_on:
         - tws
         - trader_service
-      delay: 12
+      delay: 20
diff --git a/configs/trader.yaml b/configs/trader.yaml
@@ -5,6 +5,10 @@ strategy_config_file: /home/trader/mmr/configs/strategy_runtime.yaml
 logfile: logs/trader.log
 strategies_directory: /home/trader/mmr/strategies
 trading_mode: live
+# your IB account can be set here, or via environment variable "IB_ACCOUNT"
+# if you're trading your paper account, you'll need to switch trading_mode: paper,
+# and set your paper account number here
+ib_account:
 ib_server_address: 127.0.0.1
 ib_server_port: 7496
 trading_runtime_ib_client_id: 5
diff --git a/scripts/installation/.bash_profile b/scripts/installation/.bash_profile
@@ -6,4 +6,4 @@ eval "$(pyenv init -)"
 
 export TRADER_CONFIG="/home/trader/mmr/configs/trader.yaml"
 cd /home/trader/mmr
-/home/trader/mmr/start_trader.sh
+/home/trader/mmr/start_mmr.sh
diff --git a/start_mmr.sh b/start_mmr.sh
@@ -65,12 +65,70 @@ function parse_yaml {
    }'
 }
 
+function rebuild_configuration () {
+    # deal with trading mode option
+    eval $(parse_yaml $TRADER_CONFIG "CONF_")
+
+    echo ""
+    echo ""
+    echo "TWS trading mode configured in $TRADER_CONFIG is: $CONF_trading_mode"
+    echo "Hit enter to keep, or type 'paper' or 'live' to change: "
+    read TRADING_MODE;
+
+    if [ -z "$TRADING_MODE" ]
+    then
+        echo "Using trading mode from $TRADER_CONFIG"
+        TRADING_MODE=$CONF_trading_mode
+    else
+        echo "Using trading mode from user input: $TRADING_MODE"
+        CONF_trading_mode=$TRADING_MODE
+    fi
+
+    echo ""
+    echo -n "Please enter Interactive Brokers username for trading mode $TRADING_MODE: "
+    read USERNAME;
+
+    echo ""
+    echo -n "Please enter Interactive Brokers password for trading mode $TRADING_MODE: "
+    read -s PASSWORD;
+
+    echo ""
+    echo "Please enter Interactive Brokers 'account number' for trading mode $TRADING_MODE "
+    echo -n "(starts with either U or DU, and may also be set as an environment variable IB_ACCOUNT): "
+    read -s IB_ACCOUNT;
+
+    sed -i "s/^TWSUSERID=.*/TWSUSERID=$USERNAME/" $IBC_DIR/twsstart.sh
+    sed -i "s/^TWSPASSWORD=.*/TWSPASSWORD=$PASSWORD/" $IBC_DIR/twsstart.sh
+
+    sed -i "s/^IbLoginId=.*/IbLoginId=$USERNAME/" $IBC_DIR/config.ini
+    sed -i "s/^IbPassword=.*/IbPassword=$PASSWORD/" $IBC_DIR/config.ini
+
+    CONF_trading_mode="$TRADING_MODE"
+    sed -i "s/^TradingMode=.*/TradingMode=$CONF_trading_mode/" $IBC_DIR/config.ini
+    sed -i "s/^trading_mode:.*/trading_mode: $CONF_trading_mode/" $TRADER_CONFIG
+
+    sed -i "s/^ib_account:.*/ib_account: $IB_ACCOUNT/" $TRADER_CONFIG
+
+    # deal with paper/live ports
+    if [ "$TRADING_MODE" = "paper" ]; then
+        sed -i "s/^ib_server_port:.*/ib_server_port: 7497/" $TRADER_CONFIG
+    else
+        sed -i "s/^ib_server_port:.*/ib_server_port: 7496/" $TRADER_CONFIG
+    fi
+}
+
+
+echo ""
+echo " $(tput setab 2)${BLACK}--------------------------------------------${RESET}"
+echo " $(tput setab 2)${BLACK}|${RESET}          start_mmr.sh started            $(tput setab 2)${BLACK}|${RESET}"
+echo " $(tput setab 2)${BLACK}--------------------------------------------${RESET}"
+echo ""
+echo " $(tput setab 2)${BLACK}|${RESET}  This script configures and runs MMR. There are three configuration files that it may read or modify: "
+echo " $(tput setab 2)${BLACK}|${RESET}    * $TRADER_CONFIG "
+echo " $(tput setab 2)${BLACK}|${RESET}    * $IBC_DIR/config.ini "
+echo " $(tput setab 2)${BLACK}|${RESET}    * $JTS_DIR/jts.ini "
 echo ""
-echo " $(tput setab 2)${BLACK}----------------------------------------${RESET}"
-echo " $(tput setab 2)${BLACK}|${RESET}     start_trader.sh started          $(tput setab 2)${BLACK}|${RESET}"
-echo " $(tput setab 2)${BLACK}----------------------------------------${RESET}"
 echo ""
-
 
 set -e
 
@@ -82,8 +140,6 @@ else
 fi
 
 # check for --live and --paper arguments, and update config files if everything is already installed
-# todo: refactor this all out into a singular function to deal with username/passwords and configuration
-
 if [ ! "$(grep -Fx TWSUSERID= $IBC_DIR/twsstart.sh)" ] && [ -f "$IBC_DIR/config.ini" ] && [ -f "$TRADER_CONFIG" ]; then
     eval $(parse_yaml $TRADER_CONFIG "CONF_")
     IBC_TRADING_MODE="$(grep -oP '(?<=TradingMode=).*$' $IBC_DIR/config.ini)"
@@ -98,29 +154,7 @@ if [ ! "$(grep -Fx TWSUSERID= $IBC_DIR/twsstart.sh)" ] && [ -f "$IBC_DIR/config.
         echo "resetting account configuration"
         echo ""
 
-        echo -n "Please enter Interactive Brokers username for trading account $TRADING_MODE: "
-        read USERNAME;
-
-        echo ""
-        echo -n "Please enter Interactive Brokers password for trading account $TRADING_MODE: "
-        read -s PASSWORD;
-
-        sed -i "s/^TWSUSERID=.*/TWSUSERID=$USERNAME/" $IBC_DIR/twsstart.sh
-        sed -i "s/^TWSPASSWORD=.*/TWSPASSWORD=$PASSWORD/" $IBC_DIR/twsstart.sh
-
-        sed -i "s/^IbLoginId=.*/IbLoginId=$USERNAME/" $IBC_DIR/config.ini
-        sed -i "s/^IbPassword=.*/IbPassword=$PASSWORD/" $IBC_DIR/config.ini
-
-        CONF_trading_mode="$TRADING_MODE"
-        sed -i "s/^TradingMode=.*/TradingMode=$CONF_trading_mode/" $IBC_DIR/config.ini
-        sed -i "s/^trading_mode:.*/trading_mode: $CONF_trading_mode/" $TRADER_CONFIG
-    fi
-
-    # deal with paper/live ports
-    if [ "$TRADING_MODE" = "paper" ]; then
-        sed -i "s/^ib_server_port:.*/ib_server_port: 7497/" $TRADER_CONFIG
-    else
-        sed -i "s/^ib_server_port:.*/ib_server_port: 7496/" $TRADER_CONFIG
+        rebuild_configuration
     fi
 fi
 
@@ -155,16 +189,15 @@ fi
 if [ ! -d $JTS_DIR ] || [ ! "$(ls -I *.ini $JTS_DIR)" ]; then
     # likely first time start
     echo "Can't find TWS, first time running? Let's download, install and configure Interactive Brokers!"
+    echo ""
 
     if [ ! -f $MMR_DIR/tws-latest-standalone-linux-x64.sh ]; then
-        echo "latest TWS linux installer not found, downloading"
         rm -f $MMR_DIR/tws-latest-standalone-linux-x64.sh
         wget https://download2.interactivebrokers.com/installers/tws/latest-standalone/tws-latest-standalone-linux-x64.sh -P $MMR_DIR/third_party
         chmod +x $MMR_DIR/third_party/tws-latest-standalone-linux-x64.sh
         chmod +x $MMR_DIR/scripts/installation/install_tws.sh
     fi
 
-    echo ""
     echo ""
     echo "Automating the installation of Trader Workstation to $JTS_DIR..."
     echo ""
@@ -184,57 +217,9 @@ if [ "$(grep -Fx TWSUSERID= $IBC_DIR/twsstart.sh)" ]; then
     echo ""
     echo ""
     echo "[Can't find a username set in $IBC_DIR/twsstart.sh, prompting for credentials]:"
-
-    # deal with trading mode option
-    eval $(parse_yaml $TRADER_CONFIG "CONF_")
-
     echo ""
-    echo "TWS trading mode configured in $TRADER_CONFIG is: $CONF_trading_mode"
-    echo "Hit enter to keep, or type 'paper' or 'live' to change: "
-    read TRADING_MODE;
-
-    if [ -z "$TRADING_MODE" ]
-    then
-        echo "Using trading mode from $TRADER_CONFIG"
-    else
-        echo "Using trading mode from user input: $TRADING_MODE"
-        CONF_trading_mode=$TRADING_MODE
-    fi
 
-    echo -n "Please enter Interactive Brokers username for trading account '$CONF_trading_mode': "
-    read USERNAME;
-
-    echo ""
-    echo -n "Please enter Interactive Brokers password for trading account '$CONF_trading_mode': "
-    read -s PASSWORD;
-
-    if [ -z "$USERNAME" ]
-    then
-        echo "Username is empty, script will fail, exiting"
-        exit 1
-    fi
-
-    if [ -z "$PASSWORD" ]
-    then
-        echo "Password is empty, script will fail, exiting"
-        exit 1
-    fi
-
-    sed -i "s/^TWSUSERID=.*/TWSUSERID=$USERNAME/" $IBC_DIR/twsstart.sh
-    sed -i "s/^TWSPASSWORD=.*/TWSPASSWORD=$PASSWORD/" $IBC_DIR/twsstart.sh
-
-    sed -i "s/^IbLoginId=.*/IbLoginId=$USERNAME/" $IBC_DIR/config.ini
-    sed -i "s/^IbPassword=.*/IbPassword=$PASSWORD/" $IBC_DIR/config.ini
-
-    sed -i "s/^TradingMode=.*/TradingMode=$CONF_trading_mode/" $IBC_DIR/config.ini
-    sed -i "s/^trading_mode:.*/trading_mode: $CONF_trading_mode/" $TRADER_CONFIG
-
-    # deal with paper/live ports
-    if [ "$CONF_trading_mode" = "paper" ]; then
-        sed -i "s/^ib_server_port:.*/ib_server_port: 7497/" $TRADER_CONFIG
-    else
-        sed -i "s/^ib_server_port:.*/ib_server_port: 7496/" $TRADER_CONFIG
-    fi
+    rebuild_configuration
 
     # defaults for IBC config.ini, feel free to change these
     sed -i "s/^ExistingSessionDetectedAction=.*/ExistingSessionDetectedAction=primaryoverride/" $IBC_DIR/config.ini
@@ -260,7 +245,7 @@ if [ "$(grep -Fx TWSUSERID= $IBC_DIR/twsstart.sh)" ]; then
     echo ""
     echo ""
     chmod +x $IBC_DIR/scripts/displaybannerandlaunch.sh
-    chmod +x $IBC_DIR/scripts/ibcstart.sh\
+    chmod +x $IBC_DIR/scripts/ibcstart.sh
 
     read NULL;
 fi
diff --git a/trader/container.py b/trader/container.py
@@ -27,7 +27,9 @@ def resolve(self, t: Type, **extra_args):
                 continue
             if extra_args and param.name in extra_args.keys():
                 args[param.name] = extra_args[param.name]
-            elif param.name in self.configuration:
+            elif os.getenv(param.name.upper()):
+                args[param.name] = os.getenv(param.name.upper())
+            elif param.name in self.configuration and self.configuration[param.name]:
                 args[param.name] = self.configuration[param.name]
         return t(**args)
 
diff --git a/trader/listeners/ibreactive.py b/trader/listeners/ibreactive.py
@@ -56,11 +56,13 @@ def __init__(
         ib_server_address: str,
         ib_server_port: int,
         ib_client_id: int,
+        ib_account: str = '',
         read_only: bool = False
     ):
         self.ib_server_address = ib_server_address
         self.ib_server_port = ib_server_port
         self.ib_client_id = ib_client_id
+        self.ib_account = ib_account
         self.read_only = read_only
 
         self.ib = IB()
@@ -144,20 +146,22 @@ def __handle_client_id_error(msg):
         net_client = cast(Client, self.ib.client)
         net_client.conn.disconnected += __handle_client_id_error
 
-        logging.debug('ibreactive.connect ib_server_address: {}, ib_server_port: {}, ib_client_id: {}'.format(
-            self.ib_server_address, self.ib_server_port, self.ib_client_id
+        logging.debug('ibreactive.connect ib_server_address: {}, ib_server_port: {}, ib_client_id: {} ib_account: {}'.format(
+            self.ib_server_address, self.ib_server_port, self.ib_client_id, self.ib_account
         ))
 
         self.ib.connect(
             host=self.ib_server_address,
             port=self.ib_server_port,
             clientId=self.ib_client_id,
             timeout=10,
-            readonly=self.read_only
+            readonly=self.read_only,
+            account=self.ib_account,
         )
 
         net_client.conn.disconnected -= __handle_client_id_error
 
+        # todo: check to see if we need to pass through 'ib_account' here.
         self.history_worker = IBHistoryWorker(
             self.ib_server_address,
             self.ib_server_port,
@@ -351,7 +355,7 @@ async def subscribe_positions(self) -> Observable[List[Position]]:
         await self.positions_subject.call_event_subscriber(self.ib.reqPositionsAsync())
 
         def get_positions() -> Iterator[List[Position]]:
-            yield self.ib.positions()
+            yield self.ib.positions(account=self.ib_account)
 
         # deferred observable, primed with the latest portfolio items
         deferred = rx.defer(lambda _: rx.from_iterable(get_positions()))
@@ -363,7 +367,7 @@ async def subscribe_portfolio(self) -> Observable[PortfolioItem]:
         # def reqAccountUpdates(self, account: str = '') is called at startup
         # so we don't need to call any particular self.ib.req* method
         def get_portfolio_items() -> Iterator[PortfolioItem]:
-            portfolio_items = self.ib.portfolio()
+            portfolio_items = self.ib.portfolio(account=self.ib_account)
             for item in portfolio_items:
                 yield item
 
@@ -373,14 +377,14 @@ def get_portfolio_items() -> Iterator[PortfolioItem]:
             ops.concat(self.portfolio_subject)
         )
 
-    async def subscribe_single_pnl(self, account: str, contract: Contract) -> Observable[PnLSingle]:
+    async def subscribe_single_pnl(self, contract: Contract) -> Observable[PnLSingle]:
         logging.debug('subscribe_single_pnl({})'.format(contract))
 
         # if not already subscribed
         if contract.conId not in self.pnl_cache:
             self.pnl_subject.call_event_subscriber_sync(
                 lambda: self.ib.reqPnLSingle(
-                    account=account,
+                    account=self.ib_account,
                     modelCode='',
                     conId=contract.conId
                 ),
@@ -434,10 +438,10 @@ async def __update(
         loop.call_later(1, asyncio.create_task, __update(subject, contract, start_date, end_date))
         return subject
 
-    async def cancel_single_pnl(self, account: str, contract: Contract):
+    async def cancel_single_pnl(self, contract: Contract):
         logging.debug('cancel_single_pnl({})'.format(contract))
         if contract.conId in self.pnl_cache:
-            self.ib.cancelPnLSingle(account=account, modelCode='', conId=contract.conId)
+            self.ib.cancelPnLSingle(account=self.ib_account, modelCode='', conId=contract.conId)
             del self.pnl_cache[contract.conId]
 
     async def get_open_orders(self) -> List[Order]:
diff --git a/trader/messaging/trader_service_api.py b/trader/messaging/trader_service_api.py
@@ -171,3 +171,7 @@ async def enable_strategy(self, name: str, paper: bool) -> SuccessFail[StrategyS
     @RPCHandler.rpcmethod
     async def disable_strategy(self, name: str) -> SuccessFail[StrategyState]:
         return await self.trader.disable_strategy(name)
+
+    @RPCHandler.rpcmethod
+    async def get_ib_account(self) -> str:
+        return self.trader.ib_account
diff --git a/trader/trading/executioner.py b/trader/trading/executioner.py
diff --git a/trader/trading/trading_runtime.py b/trader/trading/trading_runtime.py
diff --git a/tui_cli.py b/tui_cli.py
