Fix some current open issues

examples/qt_ticker_table.py

@@ -1,6 +1,6 @@
 import PyQt5.QtWidgets as qt
-# import PySide6.QtWidgets as qt
 
+# import PySide6.QtWidgets as qt
 from ib_async import IB, util
 from ib_async.contract import *  # noqa
 

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,

ib_async/client.py

@@ -7,15 +7,16 @@
 import struct
 import time
 from collections import deque
-from typing import Any, Callable, Deque, List, Optional
+from collections.abc import Callable
+from typing import Any
 
 from eventkit import Event
 
 from .connection import Connection
 from .contract import Contract
 from .decoder import Decoder
 from .objects import ConnectionStats, WshEventData
-from .util import dataclassAsTuple, getLoop, run, UNSET_DOUBLE, UNSET_INTEGER
+from .util import UNSET_DOUBLE, UNSET_INTEGER, dataclassAsTuple, getLoop, run
 
 
 class Client:
@@ -127,8 +128,8 @@ def reset(self):
         self._numBytesRecv = 0
         self._numMsgRecv = 0
         self._isThrottling = False
-        self._msgQ: Deque[str] = deque()
-        self._timeQ: Deque[float] = deque()
+        self._msgQ: deque[str] = deque()
+        self._timeQ: deque[float] = deque()
 
     def serverVersion(self) -> int:
         return self._serverVersion
@@ -171,7 +172,7 @@ def updateReqId(self, minReqId):
         """Update the next reqId to be at least ``minReqId``."""
         self._reqIdSeq = max(self._reqIdSeq, minReqId)
 
-    def getAccounts(self) -> List[str]:
+    def getAccounts(self) -> list[str]:
         """Get the list of account names that are under management."""
         if not self.isReady():
             raise ConnectionError("Not connected")
@@ -187,9 +188,7 @@ def setConnectOptions(self, connectOptions: str):
         """
         self.connectOptions = connectOptions.encode()
 
-    def connect(
-        self, host: str, port: int, clientId: int, timeout: Optional[float] = 2.0
-    ):
+    def connect(self, host: str, port: int, clientId: int, timeout: float | None = 2.0):
         """
         Connect to a running TWS or IB gateway application.
 

ib_async/connection.py

@@ -4,8 +4,6 @@
 
 from eventkit import Event
 
-from ib_async.util import getLoop
-
 
 class Connection(asyncio.Protocol):
     """
@@ -35,7 +33,8 @@ async def connectAsync(self, host, port):
             self.disconnect()
             await self.disconnected
         self.reset()
-        loop = getLoop()
+        # Use get_running_loop() directly for optimal performance in async context
+        loop = asyncio.get_running_loop()
         self.transport, _ = await loop.create_connection(lambda: self, host, port)
 
     def disconnect(self):

ib_async/contract.py

@@ -2,7 +2,7 @@
 
 import datetime as dt
 from dataclasses import dataclass, field
-from typing import List, NamedTuple, Optional
+from typing import NamedTuple, Optional
 
 import ib_async.util as util
 
@@ -100,7 +100,7 @@ class Contract:
     description: str = ""
     issuerId: str = ""
     comboLegsDescrip: str = ""
-    comboLegs: List["ComboLeg"] = field(default_factory=list)
+    comboLegs: list["ComboLeg"] = field(default_factory=list)
     deltaNeutralContract: Optional["DeltaNeutralContract"] = None
 
     @staticmethod
@@ -550,7 +550,7 @@ class TradingSession(NamedTuple):
 
 @dataclass
 class ContractDetails:
-    contract: Optional[Contract] = None
+    contract: Contract | None = None
     marketName: str = ""
     minTick: float = 0.0
     orderTypes: str = ""
@@ -572,7 +572,7 @@ class ContractDetails:
     underSymbol: str = ""
     underSecType: str = ""
     marketRuleIds: str = ""
-    secIdList: List[TagValue] = field(default_factory=list)
+    secIdList: list[TagValue] = field(default_factory=list)
     realExpirationDate: str = ""
     lastTradeTime: str = ""
     stockType: str = ""
@@ -596,13 +596,13 @@ class ContractDetails:
     nextOptionPartial: bool = False
     notes: str = ""
 
-    def tradingSessions(self) -> List[TradingSession]:
+    def tradingSessions(self) -> list[TradingSession]:
         return self._parseSessions(self.tradingHours)
 
-    def liquidSessions(self) -> List[TradingSession]:
+    def liquidSessions(self) -> list[TradingSession]:
         return self._parseSessions(self.liquidHours)
 
-    def _parseSessions(self, s: str) -> List[TradingSession]:
+    def _parseSessions(self, s: str) -> list[TradingSession]:
         """Parse the IBKR session date range text format into native Python objects.
 
         Note: The IBKR date range format looks like:
@@ -637,8 +637,8 @@ def _parseSessions(self, s: str) -> List[TradingSession]:
 
 @dataclass
 class ContractDescription:
-    contract: Optional[Contract] = None
-    derivativeSecTypes: List[str] = field(default_factory=list)
+    contract: Contract | None = None
+    derivativeSecTypes: list[str] = field(default_factory=list)
 
 
 @dataclass

ib_async/decoder.py

@@ -32,7 +32,7 @@
     TickAttribLast,
 )
 from .order import Order, OrderComboLeg, OrderCondition, OrderState
-from .util import parseIBDatetime, UNSET_DOUBLE, ZoneInfo
+from .util import UNSET_DOUBLE, ZoneInfo, parseIBDatetime
 from .wrapper import Wrapper
 
 

ib_async/ib.py

@@ -5,8 +5,9 @@
 import datetime
 import logging
 import time
-from enum import auto, Flag
-from typing import Any, Awaitable, Iterator, List, Optional, Union
+from collections.abc import Awaitable, Iterator
+from enum import Flag, auto
+from typing import Any
 
 from eventkit import Event
 
@@ -48,7 +49,6 @@
     LimitOrder,
     Order,
     OrderState,
-    OrderStateNumeric,
     OrderStatus,
     StopOrder,
     Trade,
@@ -623,7 +623,7 @@ def executions(self) -> list[Execution]:
         """List of all executions from this session."""
         return list(fill.execution for fill in self.wrapper.fills.values())
 
-    def ticker(self, contract: Contract) -> Optional[Ticker]:
+    def ticker(self, contract: Contract) -> Ticker | None:
         """
         Get ticker of the given contract. It must have been requested before
         with reqMktData with the same contract object. The ticker may not be
@@ -642,7 +642,7 @@ def pendingTickers(self) -> list[Ticker]:
         """Get a list of all tickers that have pending ticks or domTicks."""
         return list(self.wrapper.pendingTickers)
 
-    def realtimeBars(self) -> list[Union[BarDataList, RealTimeBarList]]:
+    def realtimeBars(self) -> list[BarDataList | RealTimeBarList]:
         """
         Get a list of all live updated bars. These can be 5 second realtime
         bars or live updated historical bars.
@@ -815,7 +815,7 @@ def placeOrder(self, contract: Contract, order: Order) -> Trade:
 
     def cancelOrder(
         self, order: Order, manualCancelOrderTime: str = ""
-    ) -> Optional[Trade]:
+    ) -> Trade | None:
         """
         Cancel the order and return the Trade it belongs to.
 
@@ -957,7 +957,7 @@ def reqCompletedOrders(self, apiOnly: bool) -> list[Trade]:
         """
         return self._run(self.reqCompletedOrdersAsync(apiOnly))
 
-    def reqExecutions(self, execFilter: Optional[ExecutionFilter] = None) -> list[Fill]:
+    def reqExecutions(self, execFilter: ExecutionFilter | None = None) -> list[Fill]:
         """
         It is recommended to use :meth:`.fills`  or
         :meth:`.executions` instead.
@@ -1167,7 +1167,7 @@ def cancelRealTimeBars(self, bars: RealTimeBarList):
     def reqHistoricalData(
         self,
         contract: Contract,
-        endDateTime: Union[datetime.datetime, datetime.date, str, None],
+        endDateTime: datetime.datetime | datetime.date | str | None,
         durationStr: str,
         barSizeSetting: str,
         whatToShow: str,
@@ -1250,7 +1250,7 @@ def reqHistoricalSchedule(
         self,
         contract: Contract,
         numDays: int,
-        endDateTime: Union[datetime.datetime, datetime.date, str, None] = "",
+        endDateTime: datetime.datetime | datetime.date | str | None = "",
         useRTH: bool = True,
     ) -> HistoricalSchedule:
         """
@@ -1275,14 +1275,14 @@ def reqHistoricalSchedule(
     def reqHistoricalTicks(
         self,
         contract: Contract,
-        startDateTime: Union[str, datetime.date],
-        endDateTime: Union[str, datetime.date],
+        startDateTime: str | datetime.date,
+        endDateTime: str | datetime.date,
         numberOfTicks: int,
         whatToShow: str,
         useRth: bool,
         ignoreSize: bool = False,
         miscOptions: list[TagValue] = [],
-    ) -> List:
+    ) -> list:
         """
         Request historical ticks. The time resolution of the ticks
         is one second.
@@ -1837,8 +1837,8 @@ def reqHistoricalNews(
         self,
         conId: int,
         providerCodes: str,
-        startDateTime: Union[str, datetime.date],
-        endDateTime: Union[str, datetime.date],
+        startDateTime: str | datetime.date,
+        endDateTime: str | datetime.date,
         totalResults: int,
         historicalNewsOptions: list[TagValue] = [],
     ) -> HistoricalNews:
@@ -2029,7 +2029,7 @@ async def connectAsync(
         host: str = "127.0.0.1",
         port: int = 7497,
         clientId: int = 1,
-        timeout: Optional[float] = 4,
+        timeout: float | None = 4,
         readonly: bool = False,
         account: str = "",
         raiseSyncErrors: bool = False,
@@ -2276,7 +2276,7 @@ def reqCompletedOrdersAsync(self, apiOnly: bool) -> Awaitable[list[Trade]]:
         return future
 
     def reqExecutionsAsync(
-        self, execFilter: Optional[ExecutionFilter] = None
+        self, execFilter: ExecutionFilter | None = None
     ) -> Awaitable[list[Fill]]:
         execFilter = execFilter or ExecutionFilter()
         reqId = self.client.getReqId()
@@ -2299,7 +2299,7 @@ def reqContractDetailsAsync(
 
     async def reqMatchingSymbolsAsync(
         self, pattern: str
-    ) -> Optional[list[ContractDescription]]:
+    ) -> list[ContractDescription] | None:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId)
         self.client.reqMatchingSymbols(reqId, pattern)
@@ -2312,7 +2312,7 @@ async def reqMatchingSymbolsAsync(
 
     async def reqMarketRuleAsync(
         self, marketRuleId: int
-    ) -> Optional[list[PriceIncrement]]:
+    ) -> list[PriceIncrement] | None:
         future = self.wrapper.startReq(f"marketRule-{marketRuleId}")
         try:
             self.client.reqMarketRule(marketRuleId)
@@ -2325,7 +2325,7 @@ async def reqMarketRuleAsync(
     async def reqHistoricalDataAsync(
         self,
         contract: Contract,
-        endDateTime: Union[datetime.datetime, datetime.date, str, None],
+        endDateTime: datetime.datetime | datetime.date | str | None,
         durationStr: str,
         barSizeSetting: str,
         whatToShow: str,
@@ -2377,7 +2377,7 @@ def reqHistoricalScheduleAsync(
         self,
         contract: Contract,
         numDays: int,
-        endDateTime: Union[datetime.datetime, datetime.date, str, None] = "",
+        endDateTime: datetime.datetime | datetime.date | str | None = "",
         useRTH: bool = True,
     ) -> Awaitable[HistoricalSchedule]:
         reqId = self.client.getReqId()
@@ -2401,14 +2401,14 @@ def reqHistoricalScheduleAsync(
     def reqHistoricalTicksAsync(
         self,
         contract: Contract,
-        startDateTime: Union[str, datetime.date],
-        endDateTime: Union[str, datetime.date],
+        startDateTime: str | datetime.date,
+        endDateTime: str | datetime.date,
         numberOfTicks: int,
         whatToShow: str,
         useRth: bool,
         ignoreSize: bool = False,
         miscOptions: list[TagValue] = [],
-    ) -> Awaitable[List]:
+    ) -> Awaitable[list]:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
         start = util.formatIBDatetime(startDateTime)
@@ -2502,7 +2502,7 @@ async def calculateImpliedVolatilityAsync(
         optionPrice: float,
         underPrice: float,
         implVolOptions: list[TagValue] = [],
-    ) -> Optional[OptionComputation]:
+    ) -> OptionComputation | None:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
         self.client.calculateImpliedVolatility(
@@ -2523,7 +2523,7 @@ async def calculateOptionPriceAsync(
         volatility: float,
         underPrice: float,
         optPrcOptions: list[TagValue] = [],
-    ) -> Optional[OptionComputation]:
+    ) -> OptionComputation | None:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
         self.client.calculateOptionPrice(
@@ -2571,11 +2571,11 @@ async def reqHistoricalNewsAsync(
         self,
         conId: int,
         providerCodes: str,
-        startDateTime: Union[str, datetime.date],
-        endDateTime: Union[str, datetime.date],
+        startDateTime: str | datetime.date,
+        endDateTime: str | datetime.date,
         totalResults: int,
         historicalNewsOptions: list[TagValue] = [],
-    ) -> Optional[HistoricalNews]:
+    ) -> HistoricalNews | None:
         reqId = self.client.getReqId()
 
         future = self.wrapper.startReq(reqId)