[WIP} Preliminary realtime bars support for new IB #671
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Review by Korbit AI
Korbit automatically attempts to detect when you fix issues in new commits.
| Category | Issue | Fix Detected |
|---|---|---|
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Unprotected WebSocket Callback Execution ▹ view | |
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Missing Error Propagation to Subscribers ▹ view | |
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Incorrect WebSocket Error Logging Level ▹ view | |
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Missing WebSocket Reconnection Logic ▹ view | |
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Specify version for 'websocket-client' dependency. ▹ view | |
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Insufficient JSONDecodeError Logging ▹ view |
Files scanned
| File Path | Reviewed |
|---|---|
| setup.py | ✅ |
| lumibot/brokers/interactive_brokers_rest.py | ✅ |
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| try: | ||
| data = json.loads(message) | ||
| topic = data.get("topic") | ||
| if topic and topic.startswith("smd+"): | ||
| conid = topic.split("+")[1] | ||
| if conid in self.callbacks: | ||
| self.callbacks[conid](data) |
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Unprotected WebSocket Callback Execution 
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What is the issue?
The callback execution is not protected against slow or blocking callbacks that could affect the WebSocket message processing loop.
Why this matters
If a callback takes too long to process, it will block the WebSocket message processing thread, potentially causing message queuing and memory issues.
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| logging.info(f"WebSocket error: {error}") | ||
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| def on_close(self, ws, close_status_code, close_msg): | ||
| logging.info("WebSocket connection closed.") | ||
| with self.lock: | ||
| self.ws = None |
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Missing Error Propagation to Subscribers
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What is the issue?
WebSocket error and close events are only logged but not propagated to the subscribers, leaving them unaware of connection issues.
Why this matters
Subscribers need to know about connection issues to implement appropriate error handling or retry logic in their applications.
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| logging.info(f"WebSocket error: {error}") |
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Incorrect WebSocket Error Logging Level 
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What is the issue?
WebSocket errors are logged at INFO level rather than ERROR level and without stack trace information.
Why this matters
WebSocket errors represent connection issues that could disrupt data flow and should be treated as errors with full context for proper debugging.
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| base_url = self.data_source.base_url | ||
| if base_url.startswith("https://"): | ||
| ws_url = base_url.replace("https", "wss", 1) | ||
| else: | ||
| ws_url = base_url.replace("http", "ws", 1) | ||
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| try: | ||
| if not hasattr(self, "wsc") or self.wsc is None: | ||
| self.wsc = IBKRWebSocketClient(f"{ws_url}/ws") | ||
| self.wsc.connect() | ||
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| self.wsc.subscribe_to_realtime_bars(conid, callback, fields) |
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Missing WebSocket Reconnection Logic
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What is the issue?
The WebSocket client is not properly handling reconnection scenarios. If the connection drops, there's no automatic reconnection mechanism.
Why this matters
In a production environment, network interruptions are common. Without automatic reconnection, real-time data feeds will stop working until manual intervention.
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setup.py
Outdated
| @@ -47,6 +47,7 @@ | |||
| "thetadata", | |||
| "holidays", | |||
| "psutil", | |||
| "websocket-client" | |||
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Specify version for 'websocket-client' dependency. 
Tell me more
It's great that you're adding the 'websocket-client' dependency to enable real-time data functionality! To ensure compatibility and reproducibility, I recommend specifying a version or version range for this dependency in the install_requires list, similar to how versions are specified for the other dependencies. For example, you could use 'websocket-client>=1.0.0' to require version 1.0.0 or higher.
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| data = json.loads(message) | ||
| topic = data.get("topic") | ||
| if topic and topic.startswith("smd+"): | ||
| conid = topic.split("+")[1] | ||
| if conid in self.callbacks: | ||
| self.callbacks[conid](data) | ||
| else: | ||
| logging.debug(f"Received message: {data}") | ||
| except json.JSONDecodeError: | ||
| logging.info("Received invalid JSON message.") |
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Insufficient JSONDecodeError Logging
Tell me more
What is the issue?
The JSONDecodeError exception handler logs at INFO level but provides no details about the invalid message that caused the error.
Why this matters
Without logging the raw message content, debugging invalid JSON messages becomes more difficult as there's no way to identify what caused the parsing failure.
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Description by Korbit AI
What change is being made?
Implement preliminary support for real-time market data bars using a WebSocket client in the Interactive Brokers (IB) API integration.
Why are these changes being made?
This change introduces a WebSocket-based solution for streaming real-time market data bars, addressing the need for timely market updates and overcoming the limitations of the previous polling mechanism. The
websocket-clientlibrary is added as a new dependency to manage WebSocket connections effectively.