Properly teardown data feed on cancel

piker/brokers/ib.py

@@ -21,6 +21,7 @@ from ib_insync.ticker import Ticker
 import ib_insync as ibis
 from ib_insync.wrapper import Wrapper
 from ib_insync.client import Client as ib_Client
+import trio
 import tractor
 
 from ..log import get_logger, get_console_log
@@ -141,7 +142,7 @@ class Client:
             # durationStr='1 D',
 
             # time length calcs
-            durationStr='{count} S'.format(count=3000 * 5),
+            durationStr='{count} S'.format(count=2000 * 5),
             barSizeSetting='5 secs',
 
             # always use extended hours
@@ -256,11 +257,19 @@ class Client:
         """
         contract = await self.find_contract(symbol)
         ticker: Ticker = self.ib.reqMktData(contract, ','.join(opts))
-        # ticker.updateEvent.connect(lambda t: to_trio.send_nowait(t))
 
         def push(t):
             log.debug(t)
-            to_trio.send_nowait(t)
+            try:
+                to_trio.send_nowait(t)
+            except trio.BrokenResourceError:
+                # XXX: eventkit's ``Event.emit()`` for whatever redic
+                # reason will catch and ignore regular exceptions
+                # resulting in tracebacks spammed to console..
+                # Manually do the dereg ourselves.
+                ticker.updateEvent.disconnect(push)
+                log.error(f"Disconnected stream for `{symbol}`")
+                self.ib.cancelMktData(contract)
 
         ticker.updateEvent.connect(push)
 
@@ -440,16 +449,18 @@ def normalize(
     # add time stamps for downstream latency measurements
     data['brokerd_ts'] = time.time()
     if ticker.rtTime:
-        data['rtTime_s'] = float(ticker.rtTime) / 1000.
+        data['broker_ts'] = data['rtTime_s'] = float(ticker.rtTime) / 1000.
 
     return data
 
 
-@tractor.msg.pub
+# @tractor.msg.pub
 async def stream_quotes(
-    get_topics: Callable,
     symbols: List[str],
     loglevel: str = None,
+    # compat for @tractor.msg.pub
+    topics: Any = None,
+    get_topics: Callable = None,
 ) -> AsyncGenerator[str, Dict[str, Any]]:
     """Stream symbol quotes.
 
@@ -483,6 +494,10 @@ async def stream_quotes(
             topic = '.'.join((con['symbol'], con[suffix])).lower()
             yield {topic: quote}
 
+            # ugh, clear ticks since we've consumed them
+            # (ahem, ib_insync is stateful trash)
+            first_ticker.ticks = []
+
             async for ticker in stream:
                 # spin consuming tickers until we get a real market datum
                 if not ticker.rtTime:
@@ -494,6 +509,10 @@ async def stream_quotes(
                     topic = '.'.join((con['symbol'], con[suffix])).lower()
                     yield {topic: quote}
 
+                    # ugh, clear ticks since we've consumed them
+                    # (ahem, ib_insync is stateful trash)
+                    ticker.ticks = []
+
                     # XXX: this works because we don't use
                     # ``aclosing()`` above?
                     break