Deephaven recently introduced major updates to deephaven-ib, our Python package that allows users to interact with Interactive Brokers (IB) using Deephaven. This update includes a new build and deployment process, bug fixes, and updates to the Java, Deephaven, and Interactive Brokers versions used by deephaven-ib.
Deephaven-IB now uses the latest versions of Java, Deephaven, and Interactive Brokers, and can be run without Docker.
Updates and upgrades
- Updated examples that demonstrate what
deephaven-ibcan do. deephaven-ibnow uses the latest versions of Java, Deephaven, and Interactive Brokers:- Java has been updated from version 11 to 17.
- Interactive Brokers has been updated from version 10.19.01 to 10.19.04.
- Deephaven has been updated from version 0.28.1 to 0.34.x. From now on,
deephaven-ibwill use the most recent compatible Deephaven version rather than being locked to the specific version listed.
Fixes and improvements
- A broken calculation in the bars
bars_historicalmethod was fixed and now works as expected. - The short rate downloader was fixed after a temporary interruption due to changes in the IB FTP server.
- Improved error messages for better debugging and troubleshooting.
New build and deployment process
These new updates include major changes to the deephaven-ib build and deployment process. The new process no longer uses Docker. Instead, a script is provided to create properly configured Python virtual environments to run deephaven-ib from. See the README for a step-by-step guide on how to set up and run deephaven-ib.