.clearing._ems: Don't require `first_quote['last']`
Instead just check for the field (which i'm not huge on the key-name for anyway) and if not found get the "last price" from the real-time shm buffer's latest 'close' sample. Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop such that if a `client_stream` is popped on connection failure, we don't RTE for the "size changed on iteration".kucoin_and_binance_fix
parent
df34791d2f
commit
27df649fbf
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@ -653,7 +653,11 @@ class Router(Struct):
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flume = feed.flumes[fqme]
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first_quote: dict = flume.first_quote
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book: DarkBook = self.get_dark_book(broker)
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book.lasts[fqme]: float = float(first_quote['last'])
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if not (last := first_quote.get('last')):
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last: float = flume.rt_shm.array[-1]['close']
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book.lasts[fqme]: float = float(last)
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async with self.maybe_open_brokerd_dialog(
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brokermod=brokermod,
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@ -716,7 +720,7 @@ class Router(Struct):
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subs = self.subscribers[sub_key]
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sent_some: bool = False
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for client_stream in subs:
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for client_stream in subs.copy():
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try:
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await client_stream.send(msg)
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sent_some = True
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@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
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status_msg.brokerd_msg = msg
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status_msg.src = msg.broker_details['name']
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await router.client_broadcast(
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status_msg.req.symbol,
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status_msg,
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)
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if not status_msg.req:
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# likely some order change state?
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await tractor.pause()
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else:
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await router.client_broadcast(
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status_msg.req.symbol,
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status_msg,
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)
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if status == 'closed':
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log.info(f'Execution for {oid} is complete!')
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