Fix IB 0.0 sentinel handling and add warnings to quote response#7
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Treat 0.0 as an IB sentinel value for price fields (bid, ask, last). IB returns 0.0 during off-hours when market data is unavailable; no exchange-traded instrument trades at $0.00. This fix ensures the delayed/delayed_frozen fallback cascade triggers instead of showing a nonsensical $0.00 price. Changes: - Add reject_zero parameter to _to_float_or_none() for price field handling - Apply reject_zero=True to bid, ask, last in _ticker_to_quote() - Apply reject_zero=True to underlying price lookups in option_chain() - Add test cases for zero sentinel detection and fallback triggering Additionally, add warnings to JSON response envelope so clients can programmatically access warning messages alongside stderr output. Co-authored-by: Bryce Bjork <brycedbjork@gmail.com>
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Summary
Treat 0.0 as an IB sentinel value for price fields (bid, ask, last). IB returns 0.0 during off-hours when market data is unavailable; no exchange-traded instrument trades at $0.00. This ensures the delayed/delayed_frozen fallback cascade triggers instead of showing a nonsensical $0.00 price.
Additionally adds warnings to the JSON response envelope so clients can programmatically access warning messages alongside stderr output.
Changes
reject_zeroparameter to_to_float_or_none()to filter 0.0 sentinel for price fieldsreject_zero=Trueto bid, ask, last in_ticker_to_quote()reject_zero=Trueto underlying price lookups inoption_chain()warningsfield to quote JSON response🤖 Generated with Claude Code