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ib.feed: drop legacy "quote-with-vlm" polling 

Since now we explicitly check each mkt's venue hours now we don't need
this mega hacky "waiting on a quote with real vlm" stuff to determing
whether historical data should be loaded immediately. This approach also
had the added complexity that we needed to handle edge cases for tickers
(like xauusd.cmdty) which never have vlm.. so it's nice to be rid of it
all ;p
multiaddrs
Gud Boi 2026-01-30 14:47:11 -05:00
parent 205058de21
commit ec4e6ec742
1 changed files with 1 additions and 43 deletions
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44
piker/brokers/ib/feed.py
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@ -1246,54 +1246,12 @@ async def stream_quotes(
tn.start_soon(reset_on_feed) tn.start_soon(reset_on_feed)
async with aclosing(iter_quotes): async with aclosing(iter_quotes):
# if syminfo.get('no_vlm', False):
if not init_msg.shm_write_opts['has_vlm']:
# generally speaking these feeds don't
# include vlm data.
atype: str = mkt.dst.atype
log.info(
f'No-vlm {mkt.fqme}@{atype}, skipping quote poll'
)
else:
# wait for real volume on feed (trading might be
# closed)
while True:
ticker = await iter_quotes.receive()
# for a real volume contract we rait for
# the first "real" trade to take place
if (
# not calc_price
# and not ticker.rtTime
False
# not ticker.rtTime
):
# spin consuming tickers until we
# get a real market datum
log.debug(f"New unsent ticker: {ticker}")
continue
else:
log.debug("Received first volume tick")
# ugh, clear ticks since we've
# consumed them (ahem, ib_insync is
# truly stateful trash)
# ticker.ticks = []
# XXX: this works because we don't use
# ``aclosing()`` above?
break
quote = normalize(ticker)
log.debug(f"First ticker received {quote}")
# tell data-layer spawner-caller that live # tell data-layer spawner-caller that live
# quotes are now active desptie not having # quotes are now active desptie not having
# necessarily received a first vlm/clearing # necessarily received a first vlm/clearing
# tick. # tick.
ticker = await iter_quotes.receive() ticker = await iter_quotes.receive()
quote = normalize(ticker)
feed_is_live.set() feed_is_live.set()
fqme: str = quote['fqme'] fqme: str = quote['fqme']
await send_chan.send({fqme: quote}) await send_chan.send({fqme: quote})