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.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
Tyler Goodlet 2024-10-09 16:04:34 -04:00
parent df34791d2f
commit 27df649fbf
1 changed files with 14 additions and 6 deletions
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20
piker/clearing/_ems.py
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@ -653,7 +653,11 @@ class Router(Struct):
flume = feed.flumes[fqme] flume = feed.flumes[fqme]
first_quote: dict = flume.first_quote first_quote: dict = flume.first_quote
book: DarkBook = self.get_dark_book(broker) book: DarkBook = self.get_dark_book(broker)
book.lasts[fqme]: float = float(first_quote['last'])
if not (last := first_quote.get('last')):
last: float = flume.rt_shm.array[-1]['close']
book.lasts[fqme]: float = float(last)
async with self.maybe_open_brokerd_dialog( async with self.maybe_open_brokerd_dialog(
brokermod=brokermod, brokermod=brokermod,
@ -716,7 +720,7 @@ class Router(Struct):
subs = self.subscribers[sub_key] subs = self.subscribers[sub_key]
sent_some: bool = False sent_some: bool = False
for client_stream in subs: for client_stream in subs.copy():
try: try:
await client_stream.send(msg) await client_stream.send(msg)
sent_some = True sent_some = True
@ -1010,10 +1014,14 @@ async def translate_and_relay_brokerd_events(
status_msg.brokerd_msg = msg status_msg.brokerd_msg = msg
status_msg.src = msg.broker_details['name'] status_msg.src = msg.broker_details['name']
await router.client_broadcast( if not status_msg.req:
status_msg.req.symbol, # likely some order change state?
status_msg, await tractor.pause()
) else:
await router.client_broadcast(
status_msg.req.symbol,
status_msg,
)
if status == 'closed': if status == 'closed':
log.info(f'Execution for {oid} is complete!') log.info(f'Execution for {oid} is complete!')