Implement protobuf

.github/workflows/test.yml

@@ -8,7 +8,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: [ "3.10", "3.11", "3.12", "3.13", "pypy3.10", "pypy3.11" ]
+        python-version: [ "3.10", "3.11", "3.12", "3.13", "3.14", "pypy3.10", "pypy3.11" ]
 
     steps:
       - uses: actions/checkout@v4
@@ -18,10 +18,18 @@ jobs:
         with:
           python-version: ${{ matrix.python-version }}
 
+      - name: Install dependencies of dependencies
+        run: |
+          pip install pip poetry uv setuptools wheel -U
+
       - name: Install dependencies
         run: |
-          pip install mypy types-dataclasses .
+          poetry install --with=dev
 
       - name: MyPy static code analysis
         run: |
-          mypy -p ib_async
+          poetry run mypy --pretty ib_async
+
+      - name: Ruff check
+        run: |
+          poetry run ruff check

.gitignore

@@ -15,3 +15,7 @@ ib_async.egg-info
 poetry.lock
 *.csv
 *.json
+proto/*
+**/__pycache__/
+#pythonclient/*
+.coverage

.pre-commit-config.yaml

@@ -0,0 +1,22 @@
+# See https://pre-commit.com for more information
+# See https://pre-commit.com/hooks.html for more hooks
+repos:
+- repo: https://github.com/pre-commit/pre-commit-hooks
+  rev: v6.0.0
+  hooks:
+  - id: trailing-whitespace
+  - id: end-of-file-fixer
+  - id: check-yaml
+  - id: check-added-large-files
+  - id: check-toml
+- repo: https://github.com/astral-sh/ruff-pre-commit
+  rev: v0.14.13
+  hooks:
+  - id: ruff
+  - id: ruff-format
+- repo: https://github.com/pre-commit/mirrors-mypy
+  rev: v1.19.1
+  hooks:
+  - id: mypy
+    args: [ --config-file=pyproject.toml ]
+    exclude: '^ib_async/protobuf/'

README.md

@@ -496,26 +496,39 @@ poetry run ruff format
 poetry run ruff check --fix
 ```
 
+### Generate protobuf dependencies
+
+Build protobuf files
+
+Copy `*.proto` files from `twsapi` into `ib_async/proto`, then run:
+
+```bash
+poetry run python -m grpc_tools.protoc -I=proto --python_out=ib_async/protobuf --pyi_out=ib_async/protobuf proto/*.proto
+#
+poetry run python scripts/fix_proto_imports.py
+```
+
 ### Local Development
 
 1. Clone the repository:
+
 ```bash
 git clone https://github.com/ib-api-reloaded/ib_async.git
 cd ib_async
 ```
 
-2. Install dependencies:
+1. Install dependencies:
 ```bash
 poetry install --with=dev,docs
 ```
 
-3. Make your changes and run tests:
+1. Make your changes and run tests:
 ```bash
 poetry run pytest
 poetry run mypy ib_async
 ```
 
-4. Submit a pull request with:
+1. Submit a pull request with:
    - Clear description of changes
    - Tests for new functionality
    - Updated documentation if needed

docs/api.rst

@@ -63,4 +63,3 @@ IBC
 Watchdog
 --------
 .. autoclass:: ib_async.ibcontroller.Watchdog
-

docs/index.rst

@@ -14,5 +14,3 @@ Contents
 
 .. include:: ../README.md
    :parser: myst_parser.sphinx_
-
-

docs/notebooks.rst

@@ -18,5 +18,3 @@ Here are some recipe notebooks:
    Market depth <https://nbviewer.jupyter.org/github/ib-api-reloaded/ib_async/tree/main/notebooks/market_depth.ipynb>
    Ordering <https://nbviewer.jupyter.org/github/ib-api-reloaded/ib_async/tree/main/notebooks/ordering.ipynb>
    Scanners <https://nbviewer.jupyter.org/github/ib-api-reloaded/ib_async/tree/main/notebooks/scanners.ipynb>
-
-

docs/readme.rst

@@ -1,4 +1,2 @@
 .. include:: ../README.md
    :parser: myst_parser.sphinx_
-
-

ib_async/__init__.py

@@ -8,9 +8,9 @@
 from . import util
 from .client import Client
 from .contract import (
+    CFD,
     Bag,
     Bond,
-    CFD,
     ComboLeg,
     Commodity,
     ContFuture,
@@ -76,9 +76,6 @@
     TickAttrib,
     TickAttribBidAsk,
     TickAttribLast,
-    TickByTickAllLast,
-    TickByTickBidAsk,
-    TickByTickMidPoint,
     TickData,
     TradeLogEntry,
     WshEventData,
@@ -93,7 +90,6 @@
     OrderComboLeg,
     OrderCondition,
     OrderState,
-    OrderStateNumeric,
     OrderStatus,
     PercentChangeCondition,
     PriceCondition,
@@ -136,7 +132,6 @@
     "FlexReport",
     "IB",
     "IBDefaults",
-    "OrderStateNumeric",
     "IBC",
     "Watchdog",
     "AccountValue",
@@ -180,10 +175,7 @@
     "TickAttrib",
     "TickAttribBidAsk",
     "TickAttribLast",
-    "TickByTickAllLast",
     "WshEventData",
-    "TickByTickBidAsk",
-    "TickByTickMidPoint",
     "TickData",
     "TradeLogEntry",
     "BracketOrder",