tastyware/tastytrade:v9.4

What's Changed

• fix datetime bug by @Graeme22 in #184

The datetime-related utilities in tastytrade.utils suffered from a hard-to-detect bug related to variable Python default arguments. These utilities will work correctly now, whereas previously something like this:

from tastytrade.utils import is_market_open_on
print(is_market_open_on())
# 5 hours later...
print(is_market_open_on())

could potentially yield incorrect results in long-running programs. This now behaves as expected, and no code changes are required.

• candles default to 0, add event flags by @Graeme22 in #185

This partially reverts the changes in v9.3 which excluded all Candle events without OHLC fields. @JBlohm brought to attention that these "empty" candles can still contain important information in the event_flags field. This was solved by re-allowing the empty candles (while still ensuring None values provided will be set to 0, which allows for filtering them out without messing with the types), and as a bonus a new class, tastytrade.dxfeed.IndexedEvent, was added which allows for easily parsing the event_flags field, which otherwise required some bitwise math. So upgrading will look something like this:

candles = []
async for candle in streamer.listen(Candle):
    if not Decimal.is_zero(candle.open):  # filter out invalid candles
        candles.append(candle)
    else:
        print(candle.snapshot_end)  # handle event flags

• update websockets, add autoreconnect by @Graeme22 in #180

This updates the websockets dependency to >=14.1 and uses the new async websockets features to implement auto-reconnect functionality upon certain connection errors. This takes effect automatically and doesn't require any code changes. However, the reconnection algorithm's behavior can be modified through environment variables, documented here.

• add streamer reconnection callbacks by @Graeme22 in #186

Building on the auto-reconnection functionality, this PR introduces callback functions that can be ran upon reconnection to handle common tasks, for example, re-subscribing to alerts or events. Here's how this looks:

async def callback(streamer: DXLinkStreamer, arg1, arg2):
    await streamer.subscribe(Trade, ["SPX"])
    print(arg1 + arg2)

async with DXLinkStreamer(session, reconnect_args=(arg1, arg2), reconnect_fn=callback) as streamer:
    pass

The first argument for the callback will always be the streamer itself; after that, the number and type of arguments is determined by your use case.
Additionally, a small change was made to the existing AlertStreamer.create and DXLinkStreamer.create functions. They have been switched to a simpler syntax that allows you to await the constructor directly. So this code:

streamer = await AlertStreamer.create(session)

becomes:

streamer = await AlertStreamer(session)

Full Changelog: v9.3...v9.4