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Fix IB bid/ask sentinel value handling#4

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brycedbjork merged 1 commit into
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bryce/fix-negative-bid-ask
Feb 23, 2026
Merged

Fix IB bid/ask sentinel value handling#4
brycedbjork merged 1 commit into
mainfrom
bryce/fix-negative-bid-ask

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IB's TWS/Gateway returns -1.0 for bid/ask when market data is unavailable (e.g., market closed or no data subscription). The daemon was passing these through as valid prices instead of filtering them as sentinel values.

This fix adds filtering for -1.0 in the _to_float_or_none() function, treating it as "no data" and converting it to None. This allows the existing fallback logic to correctly retry with delayed market data when live quotes contain sentinel values.

The test fixture was also enhanced to support custom bid/ask values for future test scenarios.

Co-Authored-By: Bryce Bjork brycedbjork@gmail.com

IB's TWS/Gateway returns -1.0 for bid/ask when market data is unavailable. Added filtering to treat -1.0 as a "no data" sentinel, converting it to None. This allows the fallback logic to correctly retry with delayed data when live quotes are unavailable. Also enhanced test fixture to support custom bid/ask values.

Co-Authored-By: Bryce Bjork <brycedbjork@gmail.com>
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@brycedbjork brycedbjork merged commit fbb1954 into main Feb 23, 2026
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