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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
Conversation 0 Commits 7 Files Changed 5

7 Commits (310_plus)

Author SHA1 Message Date
Tyler Goodlet 60390ae596 Various `.clearing` todos/notes on potential issues with loglevel settings.. 2025-02-21 16:25:22 -05:00
Tyler Goodlet 9592735aaa .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".
 2025-02-21 16:25:22 -05:00
goodboy 5e371f1d73 Merge pull request 'jsonrpc_err_in_rent' (#41) from jsonrpc_err_in_rent into gitea_feats 
Reviewed-on: #41
 2025-02-21 21:21:02 +00:00
goodboy 6c221bb348 Merge pull request 'tsp_gaps: fixes for fault-less OHLCV time-series loads' (#35) from tsp_gaps into gitea_feats 
Reviewed-on: #35
 2025-02-21 20:46:37 +00:00
Tyler Goodlet e391c896f8 Mk jsronrpc's underlying ws timeout `float('inf')` 
Since currently we're only using this IPC subsys for `deribit`, and
generally speaking we're primarly supporting options markets (which are
fairly "slow moving"), flip to a default of NOT resetting the `NoBsWs`
on timeout since doing so normally breaks the jsron-rpc IPC session.
Without a proper `fixture` passed to `open_autorecon_ws()` (which we
should eventually implement!!) relying on a timeout-to-reset more or
less will just cause breakage issues - a proper reconnect sequence must
be implemented before using that feature.

Deats,
- expose and proxy through the `msg_recv_timeout` from
  `open_jsonrpc_session()` into the underlying `open_autorecon_ws()`
  call.
 2025-02-19 17:05:13 -05:00
Tyler Goodlet 5633f5614d Doc-n-clean `.data._web_bs.open_jsonrpc_session()` 
Add a doc-string reflecting recent refinements, drop all the old hook
params, rename `n: trio.Nursery` -> `tn` for "task nursery" fitting with
code base's naming style.
 2025-02-19 17:05:13 -05:00
Tyler Goodlet 76735189de data._web_bs: try to raise jsonrpc errors in parent task 2025-02-19 17:05:13 -05:00