""" birdseye_feed.py — pulls IBKR snapshots for the Bird's Eye dashboard and serves them locally. No Claude calls. Requires TWS running with the API enabled (port 7496, read-only is fine). Setup once: pip install ib_insync Run: python birdseye_feed.py (refresh every 60s, serve on http://localhost:8765) python birdseye_feed.py --every 30 --port 8765 Then open: http://localhost:8765/birdseye-dashboard.html (keep this file and the HTML in the same folder) Writes quotes.json next to this script: {"asof": ISO time, "quotes": {"SYM": {"last","open","prev","high","low","adr","vol","avgvol"}}} Writes roster.json next to this script: the latest Daily Log rows from core_shortlist_log.xlsx (priority, play, coil, structure, direction) — re-read only when the workbook's modified time changes. python birdseye_feed.py --xlsx "C:\\path\\to\\core_shortlist_log.xlsx" (default: ..\\Bernie_s Shortlist\\) """ import argparse, json, os, re, sys, threading, time from datetime import datetime, timezone, date from http.server import ThreadingHTTPServer, SimpleHTTPRequestHandler import asyncio asyncio.set_event_loop(asyncio.new_event_loop()) # Python 3.12+: eventkit expects a loop to exist at import time try: from ib_insync import IB, Contract except ImportError: sys.exit("ib_insync not installed — run: pip install ib_insync") HERE = os.path.dirname(os.path.abspath(__file__)) OUT = os.path.join(HERE, "quotes.json") ROSTER_OUT = os.path.join(HERE, "roster.json") XLSX_DEFAULT = os.path.join(os.path.dirname(HERE), "Bernie_s Shortlist", "core_shortlist_log.xlsx") # CORE50 (IBKR watchlist 106) + index/sector ETFs — contract ids as pinned in the dashboard STOCKS = {"AXTI":4726868,"MRNA":344809106,"AEHR":4725941,"AAOI":135423662,"TEM":709237125,"SMTC":3655896,"HUT":669228291,"MXL":73342855,"TWST":339974449,"DOCN":478483393,"CRCL":789044667,"RBRK":699030013,"SEI":275582621,"P":208813725,"TTMI":10311716,"FROG":445419999,"MSTR":272110,"MP":455592408,"TXG":382846993,"INTC":270639,"WING":196892722,"CRWV":771759702,"EIX":11899,"AFRM":465119069,"DKS":16310970,"ASTS":480745767,"PBF":118786560,"VSXY":502415513,"AVAV":42464367,"HOOD":504546674,"HPE":209411798,"HNGE":786034490,"SYRE":652828849,"ANF":2585399,"DAR":6604385,"RKLB":787273575,"VSAT":6746554,"NOW":109911821,"SWKS":4726021,"KGS":639336275,"CAVA":636387343,"CVNA":274144952,"FLUT":680895249,"ESTC":335844146,"MCHP":271568,"SFM":132310192,"FLR":11218575,"CART":655310909,"CTSH":4728759,"FCX":7089} ETFS = {"SPY":756733,"QQQ":320227571,"IWM":9579970,"DIA":73128548,"XLK":4215230,"XLF":4215220,"XLE":4215217,"XLV":4215205,"XLY":4215215,"XLP":4215210,"XLI":4215227,"XLU":4215235,"XLB":4215200,"XLRE":209048377,"XLC":322317077,"SOXX":12658194,"IGV":12658199,"XME":45540699} ALL = {**STOCKS, **ETFS} def num(x): try: x = float(x) return None if x != x or x <= 0 else x # NaN or -1 sentinel -> None except Exception: return None def pull(ib, debug=False, data_type=4): contracts = [Contract(conId=cid) for cid in ALL.values()] ib.qualifyContracts(*contracts) if ADR_DAY != datetime.now().date(): compute_adr(ib, contracts) ib.reqMarketDataType(data_type) # 1 live, 2 frozen, 3 delayed, 4 delayed-frozen (live where subscribed, delayed otherwise) tickers = [ib.reqMktData(c, "", False, False) for c in contracts] # streaming, not snapshot for _ in range(20): # wait up to ~10s, stop early once nearly all have a price ib.sleep(0.5) have = sum(1 for t in tickers if num(t.last) or num(t.close)) if have >= len(tickers) - 2: break out = {} for sym, c, t in zip(ALL.keys(), contracts, tickers): last = num(t.last) or num(t.close) out[sym] = {"last": last, "open": num(t.open), "prev": num(t.close), "high": num(t.high), "low": num(t.low), "vol": num(t.volume)} if debug and sym in ("SPY", "RKLB"): print(f" {sym}: last={t.last} close={t.close} open={t.open} high={t.high} low={t.low} bid={t.bid} ask={t.ask}") for c in contracts: ib.cancelMktData(c) # Fallback: fill anything still empty from daily bars (works after hours; also a safety net intraday) missing = [(sym, c) for sym, c in zip(ALL.keys(), contracts) if not out[sym]["last"]] if missing: print(f" {len(missing)} names empty from ticks — filling from daily bars") for sym, c in missing: try: bars = ib.reqHistoricalData(c, "", "3 D", "1 day", "TRADES", useRTH=True, formatDate=1) if bars: b = bars[-1]; pv = bars[-2].close if len(bars) > 1 else None out[sym] = {"last": num(b.close), "open": num(b.open), "prev": num(pv), "high": num(b.high), "low": num(b.low), "vol": num(b.volume), "bars": True} if debug and sym in ("SPY", "RKLB"): print(f" {sym} bars: {[(x.date.isoformat(), x.close) for x in bars]}") except Exception as e: if debug: print(f" {sym} bars failed: {e}") ib.sleep(0.15) # keep under IBKR's historical-data pacing for sym in out: if sym in ADR: out[sym]["adr"] = ADR[sym] if sym in AVGVOL: out[sym]["avgvol"] = AVGVOL[sym] return out ADR = {} # sym -> 20-session average daily range, % of close AVGVOL = {} # sym -> 20-session average daily volume (same unit as the daily bars; RVOL = vol/avgvol) ADR_DAY = None # date the ADR set was last computed def compute_adr(ib, contracts): global ADR, AVGVOL, ADR_DAY print(" computing 20-session ADR% and average volume for all names (once per day)") for sym, c in zip(ALL.keys(), contracts): try: bars = ib.reqHistoricalData(c, "", "30 D", "1 day", "TRADES", useRTH=True, formatDate=1) bars = [b for b in bars if b.close and b.close > 0][-20:] if len(bars) >= 5: ADR[sym] = round(sum((b.high - b.low) / b.close for b in bars) / len(bars) * 100, 2) vols = [b.volume for b in bars if b.volume and b.volume > 0] if vols: AVGVOL[sym] = round(sum(vols) / len(vols)) except Exception as e: print(f" ADR {sym} failed: {e}") ib.sleep(0.15) ADR_DAY = datetime.now().date() print(f" ADR ready for {len(ADR)}/{len(ALL)} names") # ---------- Daily Log -> roster.json ---------- LOG_MTIME = None LANE_KEYS = ["Date", "Time (ET)", "Rank (RVOL)", "Ticker", "% Chg", "RVOL", "Zone Position", "Trade Priority", "Play", "Coil", "Structure", "Alignment", "Universe", "MA Spread %"] def read_log(xlsx): """Latest Log date from the workbook -> dict of per-ticker rows. Read-only; never writes the workbook.""" try: import openpyxl except ImportError: print(" openpyxl not installed — run: pip install openpyxl (roster.json will not be written)"); return None wb = openpyxl.load_workbook(xlsx, read_only=True, data_only=True) if "Log" not in wb.sheetnames: print(" workbook has no 'Log' sheet"); return None rows = wb["Log"].iter_rows(values_only=True) header = next(rows) col = {h: i for i, h in enumerate(header) if h in LANE_KEYS} missing = [k for k in ("Date", "Ticker", "Trade Priority", "Play", "Coil", "Structure") if k not in col] if missing: print(f" Log sheet is missing columns {missing} — roster.json not written"); return None latest, picked = None, [] for r in rows: d = r[col["Date"]] if not isinstance(d, datetime) and not isinstance(d, date): continue d = d.date() if isinstance(d, datetime) else d if latest is None or d > latest: latest, picked = d, [] if d == latest: picked.append(r) wb.close() if not picked: return None names = {} for r in picked: g = lambda k: r[col[k]] if k in col else None sym = str(g("Ticker")).strip().upper() zone = str(g("Zone Position") or "") m = re.search(r"\b(LONG|SHORT)\b", zone) bm = re.search(r"\((PRIME|OK)\)|\bINSIDE\b", zone) sp = g("MA Spread %") pr = g("Trade Priority") names[sym] = {"priority": int(pr) if isinstance(pr, (int, float)) else None, "play": g("Play"), "coil": g("Coil"), "structure": g("Structure"), "alignment": g("Alignment"), "dir": m.group(1) if m else None, "rvol_rank": g("Rank (RVOL)"), "zone": zone, "spread": round(float(sp), 3) if isinstance(sp, (int, float)) else None, # 2-min SMA20–200 spread, % of price "band": (bm.group(1) or "INSIDE") if bm else None} ranked = sorted((v["priority"], s) for s, v in names.items() if v["priority"] is not None) for i, (_, s) in enumerate(ranked): names[s]["top15"] = i < 15 t = picked[0][col["Time (ET)"]] if "Time (ET)" in col else None return {"log_date": latest.isoformat(), "log_time": str(t) if t else None, "universe": picked[0][col["Universe"]] if "Universe" in col else None, "count": len(names), "names": names} def write_roster(xlsx, force=False): global LOG_MTIME if not os.path.exists(xlsx): if LOG_MTIME is None: print(f" workbook not found: {xlsx} (roster.json will not be written)"); LOG_MTIME = -1 return mt = os.path.getmtime(xlsx) if not force and mt == LOG_MTIME: return LOG_MTIME = mt try: doc = read_log(xlsx) except Exception as e: print(f" Log read failed: {e}"); return if not doc: return doc["asof"] = datetime.now(timezone.utc).isoformat(timespec="seconds") doc["source"] = os.path.basename(xlsx) tmp = ROSTER_OUT + ".tmp" with open(tmp, "w") as f: json.dump(doc, f, separators=(",", ":")) os.replace(tmp, ROSTER_OUT) top = [s for s, v in doc["names"].items() if v.get("top15")] print(f"{datetime.now():%H:%M:%S} wrote roster.json — Log {doc['log_date']} {doc['log_time'] or ''}, {doc['count']} names, top15: {', '.join(sorted(top, key=lambda s: doc['names'][s]['priority']))}") def write(quotes): doc = {"asof": datetime.now(timezone.utc).isoformat(timespec="seconds"), "quotes": quotes} tmp = OUT + ".tmp" with open(tmp, "w") as f: json.dump(doc, f, separators=(",", ":")) os.replace(tmp, OUT) got = sum(1 for q in quotes.values() if q["last"]) print(f"{datetime.now():%H:%M:%S} wrote {got}/{len(quotes)} quotes -> {OUT}") class Quiet(SimpleHTTPRequestHandler): def log_message(self, *a): pass def end_headers(self): self.send_header("Cache-Control", "no-store"); super().end_headers() def serve(port): os.chdir(HERE) ThreadingHTTPServer(("127.0.0.1", port), Quiet).serve_forever() def main(): ap = argparse.ArgumentParser() ap.add_argument("--every", type=int, default=60, help="seconds between pulls") ap.add_argument("--port", type=int, default=8765, help="local web port for the dashboard") ap.add_argument("--tws", type=int, default=7496, help="TWS API socket port") ap.add_argument("--once", action="store_true", help="pull once and exit") ap.add_argument("--debug", action="store_true", help="print raw ticker fields for SPY and RKLB") ap.add_argument("--data", type=int, default=4, choices=[1,2,3,4], help="market data type: 1 live, 2 frozen, 3 delayed, 4 delayed-frozen (default)") ap.add_argument("--xlsx", default=XLSX_DEFAULT, help="path to core_shortlist_log.xlsx (Daily Log source for roster.json)") ap.add_argument("--roster-only", action="store_true", help="write roster.json from the workbook and exit (no TWS needed)") a = ap.parse_args() if a.roster_only: write_roster(a.xlsx, force=True); return threading.Thread(target=serve, args=(a.port,), daemon=True).start() print(f"dashboard: http://localhost:{a.port}/birdseye-dashboard.html") ib = IB() while True: write_roster(a.xlsx) # cheap: re-reads only when the workbook's mtime changes try: if not ib.isConnected(): ib.connect("127.0.0.1", a.tws, clientId=17, readonly=True, timeout=10) print("connected to TWS") write(pull(ib, a.debug, a.data)) except Exception as e: print(f"{datetime.now():%H:%M:%S} error: {e} (is TWS running with the API enabled?)") if a.once: break time.sleep(a.every) if __name__ == "__main__": main()