FIX: Live client stream flush on timeout

CHANGELOG.md

@@ -1,10 +1,13 @@
 # Changelog
 
-### 0.24.0 - TBD
+## 0.24.0 - TBD
 
-##### Enhancements
+#### Enhancements
 - Added new publishers for consolidated DBEQ.BASIC and DBEQ.PLUS
 
+#### Bug fixes
+- Fixed an issue where `Live.block_for_close` and `Live.wait_for_close` would not flush streams if the timeout was reached.
+
 ## 0.23.0 - 2023-10-26
 
 #### Enhancements

databento/live/client.py

@@ -498,6 +498,7 @@ def terminate(self) -> None:
         if self._session is None:
             raise ValueError("cannot terminate a live client before it is connected")
         self._session.abort()
+        self._cleanup_client()
 
     def block_for_close(
         self,
@@ -539,6 +540,8 @@ def block_for_close(
             raise
         except Exception:
             raise BentoError("connection lost") from None
+        finally:
+            self._cleanup_client()
 
     async def wait_for_close(
         self,
@@ -581,9 +584,13 @@ async def wait_for_close(
             self.terminate()
             if isinstance(exc, KeyboardInterrupt):
                 raise
+        except BentoError:
+            raise
         except Exception:
             logger.exception("exception encountered waiting for close")
             raise BentoError("connection lost") from None
+        finally:
+            self._cleanup_client()
 
     async def _shutdown(self) -> None:
         """
@@ -597,6 +604,12 @@ async def _shutdown(self) -> None:
             return
         await self._session.wait_for_close()
 
+    def _cleanup_client(self) -> None:
+        """
+        Cleanup any stateful client data.
+        """
+        self._symbology_map.clear()
+
         to_remove = []
         for stream in self._user_streams:
             stream_name = getattr(stream, "name", str(stream))
@@ -609,8 +622,6 @@ async def _shutdown(self) -> None:
         for key in to_remove:
             self._user_streams.pop(key)
 
-        self._symbology_map.clear()
-
     def _map_symbol(self, record: DBNRecord) -> None:
         if isinstance(record, databento_dbn.SymbolMappingMsg):
             out_symbol = record.stype_out_symbol

tests/test_live_client.py

@@ -525,6 +525,31 @@ def test_live_block_for_close_timeout(
     live_client.terminate.assert_called_once()  # type: ignore
 
 
+@pytest.mark.usefixtures("mock_live_server")
+def test_live_block_for_close_timeout_stream(
+    live_client: client.Live,
+    monkeypatch: pytest.MonkeyPatch,
+    tmp_path: pathlib.Path,
+) -> None:
+    """
+    Test that block_for_close flushes user streams on timeout.
+    """
+    live_client.subscribe(
+        dataset=Dataset.GLBX_MDP3,
+        schema=Schema.MBO,
+        stype_in=SType.INSTRUMENT_ID,
+        symbols="ALL_SYMBOLS",
+        start=None,
+    )
+    path = tmp_path / "test.dbn"
+    stream = path.open("wb")
+    monkeypatch.setattr(stream, "flush", MagicMock())
+    live_client.add_stream(stream)
+
+    live_client.block_for_close(timeout=0)
+    stream.flush.assert_called()  # type: ignore [attr-defined]
+
+
 @pytest.mark.usefixtures("mock_live_server")
 async def test_live_wait_for_close(
     live_client: client.Live,
@@ -571,6 +596,32 @@ async def test_live_wait_for_close_timeout(
     live_client.terminate.assert_called_once()  # type: ignore
 
 
+@pytest.mark.usefixtures("mock_live_server")
+async def test_live_wait_for_close_timeout_stream(
+    live_client: client.Live,
+    monkeypatch: pytest.MonkeyPatch,
+    tmp_path: pathlib.Path,
+) -> None:
+    """
+    Test that wait_for_close flushes user streams on timeout.
+    """
+    live_client.subscribe(
+        dataset=Dataset.GLBX_MDP3,
+        schema=Schema.MBO,
+        stype_in=SType.INSTRUMENT_ID,
+        symbols="ALL_SYMBOLS",
+        start=None,
+    )
+
+    path = tmp_path / "test.dbn"
+    stream = path.open("wb")
+    monkeypatch.setattr(stream, "flush", MagicMock())
+    live_client.add_stream(stream)
+
+    await live_client.wait_for_close(timeout=0)
+    stream.flush.assert_called()  # type: ignore [attr-defined]
+
+
 def test_live_add_callback(
     live_client: client.Live,
 ) -> None:
@@ -615,6 +666,7 @@ def test_live_add_stream_invalid(
     with pytest.raises(ValueError):
         live_client.add_stream(readable_file.open(mode="rb"))
 
+
 def test_live_add_stream_path_directory(
     tmp_path: pathlib.Path,
     live_client: client.Live,
@@ -625,6 +677,7 @@ def test_live_add_stream_path_directory(
     with pytest.raises(OSError):
         live_client.add_stream(tmp_path)
 
+
 @pytest.mark.skipif(platform.system() == "Windows", reason="flaky on windows runner")
 async def test_live_async_iteration(
     live_client: client.Live,