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ems_no_last_required: don't require last field to boot dark-pool engine #38

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goodboy wants to merge 7 commits from ems_no_last_required into tsp_gaps
pull from: ems_no_last_required
merge into: pikers:tsp_gaps
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goodboy commented 2025-02-20 16:41:09 +00:00
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Adjust .clearing._ems.Router.open_trade_relays() to use the last row of the Flume.rt_shm: ShmArray’s 'close' column when the received live-quote msg’s 'last' field is null or DNE.

This allows the dark order engine to boot and be how to condition the submitted limit orders despite the last live quote msg not defining the last clearing price.

Adjust `.clearing._ems.Router.open_trade_relays()` to use the last row of the `Flume.rt_shm: ShmArray`'s `'close'` column when the received live-quote msg's `'last'` field is null or DNE. This allows the dark order engine to boot and be how to condition the submitted limit orders despite the last live quote msg not defining the last clearing price.
goodboy added 2 commits 2025-02-20 16:41:09 +00:00
aac0d79b6c .clearing._ems: Don't require `first_quote['last']` 
Instead just check for the field (which i'm not huge on the key-name for
anyway) and if not found get the "last price" from the real-time shm
buffer's latest 'close' sample.

Unrelatedly, use a `subs.copy()` in the `Router.client_broadcast()` loop
such that if a `client_stream` is popped on connection failure, we don't
RTE for the "size changed on iteration".
goodboy force-pushed ems_no_last_required from 4bef6677a7 to 60390ae596 2025-02-21 21:25:32 +00:00 Compare
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git checkout -b ems_no_last_required tsp_gaps
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Reference: pikers/piker#38
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