`kraken`: only do unsub if connected
Trying to send a message in the `NoBsWs.fixture()` exit when the ws is not currently disconnected causes a double `._stack.close()` call which will corrupt `trio`'s coro stack. Instead only do the unsub if we detect the ws is still up. Also drops the legacy `backfill_bars()` module endpoint. Fixes #437epoch_index_backup
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61c4147b73
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@ -303,24 +303,6 @@ async def open_history_client(
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yield get_ohlc, {'erlangs': 1, 'rate': 1}
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async def backfill_bars(
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sym: str,
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shm: ShmArray, # type: ignore # noqa
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count: int = 10, # NOTE: any more and we'll overrun the underlying buffer
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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) -> None:
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'''
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Fill historical bars into shared mem / storage afap.
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'''
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with trio.CancelScope() as cs:
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async with open_cached_client('kraken') as client:
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bars = await client.bars(symbol=sym)
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shm.push(bars)
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task_status.started(cs)
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async def stream_quotes(
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send_chan: trio.abc.SendChannel,
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@ -419,14 +401,15 @@ async def stream_quotes(
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yield
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# unsub from all pairs on teardown
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await ws.send_msg({
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'pair': list(ws_pairs.values()),
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'event': 'unsubscribe',
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'subscription': ['ohlc', 'spread'],
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})
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if ws.connected():
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await ws.send_msg({
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'pair': list(ws_pairs.values()),
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'event': 'unsubscribe',
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'subscription': ['ohlc', 'spread'],
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})
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# XXX: do we need to ack the unsub?
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# await ws.recv_msg()
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# XXX: do we need to ack the unsub?
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# await ws.recv_msg()
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# see the tips on reconnection logic:
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# https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
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