Running async iterators with eventkit

[gnzsnz]

If you like itertools you're gonna love this. This small piece of code will use async methods and combine that with iterators.

import ib_async 
import eventkit as ev

async def req_data(contract):
    bars = await ib.reqHistoricalDataAsync(
        contract,
        endDateTime="",
        durationStr="5 Y",
        barSizeSetting="1 day",
        whatToShow="TRADES",
        useRTH=True,
    )
    return bars

# in case you are in a notebook
ib_async.util.startLoop()

ib = ib_async.IB().connect("localhost", 7497, clientId=200)

# let's get historical data in parallel
symbols = ['SPY','QQQ','TLT','GLD']
contracts = [ib_async.Stock(s,"SMART","USD") for s in symbols]

# let's qualify contracts, and as soon a contract is done start getting data
# we will limit concurrent historical data to 3
result = await (ev.Sequence(contracts)
       .map(ib.qualifyContractsAsync,ordered=False)
       .star() # why we need this?
       .map(req_data,ordered=False,task_limit=3)
       .list()
      )

# what did we get from this?
[(x.contract.symbol, len(x)) for x in result]

But how fast is this?

So we got 5 years of historical data for 4 tickers in 1.26 seconds

There are plenty of examples on eventkit documentation.