Merge pull request #356 from pikers/null_last_quote_fix

Finally solve the last-price-is-`nan` issue..
paper_eng_msg_fixes
goodboy 2022-07-08 17:47:45 -04:00 committed by GitHub
commit f5236f658b
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1 changed files with 15 additions and 2 deletions

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@ -20,6 +20,7 @@ In da suit parlances: "Execution management systems"
""" """
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
from dataclasses import dataclass, field from dataclasses import dataclass, field
from math import isnan
from pprint import pformat from pprint import pformat
import time import time
from typing import AsyncIterator, Callable from typing import AsyncIterator, Callable
@ -951,6 +952,12 @@ async def process_client_order_cmds(
# like every other shitty tina platform that makes # like every other shitty tina platform that makes
# the user choose the predicate operator. # the user choose the predicate operator.
last = dark_book.lasts[fqsn] last = dark_book.lasts[fqsn]
# sometimes the real-time feed hasn't come up
# so just pull from the latest history.
if isnan(last):
last = feed.shm.array[-1]['close']
pred = mk_check(trigger_price, last, action) pred = mk_check(trigger_price, last, action)
spread_slap: float = 5 spread_slap: float = 5
@ -1138,8 +1145,14 @@ async def _emsd_main(
) )
finally: finally:
# remove client from "registry" # try to remove client from "registry"
try:
_router.clients.remove(ems_client_order_stream) _router.clients.remove(ems_client_order_stream)
except KeyError:
log.warning(
f'Stream {ems_client_order_stream._ctx.chan.uid}'
' was already dropped?'
)
dialogues = _router.dialogues dialogues = _router.dialogues