Wait for a last price tick before delivering quote
parent
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commit
24596022f9
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@ -26,6 +26,7 @@ from dataclasses import asdict
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from datetime import datetime
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from functools import partial
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import itertools
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from math import isnan
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from typing import (
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Any, Optional,
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AsyncIterator, Awaitable,
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@ -502,7 +503,11 @@ class Client:
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contract,
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snapshot=True,
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)
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# ensure a last price gets filled in before we deliver quote
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while isnan(ticker.last):
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ticker = await ticker.updateEvent
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details = (await details_fute)[0]
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return contract, ticker, details
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