Add symbol field to ib quotes

piker/brokers/ib.py

@@ -33,6 +33,7 @@ from ..data import (
     subscribe_ohlc_for_increment,
 )
 from ..data._source import from_df
+from ._util import SymbolNotFound
 
 
 log = get_logger(__name__)
@@ -88,8 +89,7 @@ class NonShittyWrapper(Wrapper):
 
 
 class NonShittyIB(ibis.IB):
-    """The beginning of overriding quite a few quetionable decisions
-    in this lib.
+    """The beginning of overriding quite a few decisions in this lib.
 
     - Don't use datetimes
     - Don't use named tuples
@@ -117,12 +117,14 @@ class Client:
     """IB wrapped for our broker backend API.
 
     Note: this client requires running inside an ``asyncio`` loop.
+
     """
     def __init__(
         self,
         ib: ibis.IB,
     ) -> None:
         self.ib = ib
+        self.ib.RaiseRequestErrors = True
 
     async def bars(
         self,
@@ -563,6 +565,9 @@ async def stream_quotes(
                     symbol=sym,
                 )
 
+                if bars is None:
+                    raise SymbolNotFound(sym)
+
                 # write historical data to buffer
                 shm.push(bars)
                 shm_token = shm.token
@@ -576,7 +581,9 @@ async def stream_quotes(
 
             # first quote can be ignored as a 2nd with newer data is sent?
             first_ticker = await stream.__anext__()
+
             quote = normalize(first_ticker)
+
             # ugh, clear ticks since we've consumed them
             # (ahem, ib_insync is stateful trash)
             first_ticker.ticks = []
@@ -608,9 +615,11 @@ async def stream_quotes(
                 calc_price = True
                 ticker = first_ticker
 
-            con = quote['contract']
             quote = normalize(ticker, calc_price=calc_price)
+            con = quote['contract']
             topic = '.'.join((con['symbol'], con[suffix])).lower()
+            quote['symbol'] = topic
+
             first_quote = {topic: quote}
             ticker.ticks = []
 
@@ -623,6 +632,7 @@ async def stream_quotes(
                     ticker,
                     calc_price=calc_price
                 )
+                quote['symbol'] = topic
                 # TODO: in theory you can send the IPC msg *before*
                 # writing to the sharedmem array to decrease latency,
                 # however, that will require `tractor.msg.pub` support
@@ -648,6 +658,7 @@ async def stream_quotes(
 
                 con = quote['contract']
                 topic = '.'.join((con['symbol'], con[suffix])).lower()
+                quote['symbol'] = topic
 
                 await ctx.send_yield({topic: quote})