Finally solve the last-price-is-`nan` issue..
Not sure why I put this off for so long but the check is in now such that if the market isn't open or no rt quote comes in from the first query, we just pull from the last shm history 'close' value. Includes another fix to avoid raising when a double remove on the client side stream from the registry sometimes happens.null_last_quote_fix
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756249ff70
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4bcb791161
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@ -20,6 +20,7 @@ In da suit parlances: "Execution management systems"
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"""
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"""
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from contextlib import asynccontextmanager
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from contextlib import asynccontextmanager
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from dataclasses import dataclass, field
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from dataclasses import dataclass, field
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from math import isnan
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from pprint import pformat
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from pprint import pformat
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import time
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import time
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from typing import AsyncIterator, Callable
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from typing import AsyncIterator, Callable
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@ -951,6 +952,12 @@ async def process_client_order_cmds(
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# like every other shitty tina platform that makes
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# like every other shitty tina platform that makes
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# the user choose the predicate operator.
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# the user choose the predicate operator.
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last = dark_book.lasts[fqsn]
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last = dark_book.lasts[fqsn]
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# sometimes the real-time feed hasn't come up
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# so just pull from the latest history.
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if isnan(last):
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last = feed.shm.array[-1]['close']
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pred = mk_check(trigger_price, last, action)
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pred = mk_check(trigger_price, last, action)
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spread_slap: float = 5
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spread_slap: float = 5
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@ -1138,8 +1145,14 @@ async def _emsd_main(
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)
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)
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finally:
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finally:
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# remove client from "registry"
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# try to remove client from "registry"
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try:
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_router.clients.remove(ems_client_order_stream)
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_router.clients.remove(ems_client_order_stream)
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except KeyError:
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log.warning(
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f'Stream {ems_client_order_stream._ctx.chan.uid}'
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' was already dropped?'
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)
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dialogues = _router.dialogues
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dialogues = _router.dialogues
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