feat: preserve extra bar fields; diagonal concat for realtime bars#95
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rupurt wants to merge 1 commit into
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feat: preserve extra bar fields; diagonal concat for realtime bars#95rupurt wants to merge 1 commit into
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The bars API can return fields beyond OHLCV. Rather than dropping them, get_bars now keeps any extra fields (canonical timestamp/open/high/low/close/ volume first), so callers retain the richer data. To keep the realtime data manager schema-safe, its three bar-append sites now use diagonal concatenation, so a six-column realtime bar can extend a wider historical frame (extra fields become null on the realtime bar) instead of raising "unable to append to a DataFrame of width N with a DataFrame of width 6".
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Problem
When the bars API response includes fields beyond OHLCV,
get_barsreturned a frame wider than the six-column bars the realtime data manager constructs. Seeding a timeframe fromget_barsand then appending a new realtime bar failed withpl.exceptions.ShapeError: unable to append to a DataFrame of width N with a DataFrame of width 6, spamming errors and freezing realtime timeframes (most visibly the fast ones like 5min).Fix
get_barspreserves any extra API fields (canonical OHLCV columns first) instead of dropping them.pl.concat(..., how="diagonal_relaxed"), so a six-column realtime bar extends a wider historical frame (extra fields become null) rather than raising a width mismatch.Tests
tests/client/test_market_data.py(17) pass; realtime_data_manager suite unaffected; ruff + mypy clean.