MOD: Raise disconnection exception in iteration

Author: nmacholl

CHANGELOG.md

@@ -2,8 +2,12 @@
 
 ## 0.19.2 - TBD
 
-### Enhancements
+#### Enhancements
 - Added `ARCX.PILLAR.ARCX` publisher
+- Added `map_symbols` option for `batch.submit_job(...)`, default `False`. When `True` this appends a requested symbol field to each record (available for CSV and JSON text encodings)
+
+#### Bug fixes
+- Fixed an issue where no disconnection exception were raised when iterating the `Live` client.
 
 ## 0.19.1 - 2023-09-08
 

databento/live/client.py

@@ -156,6 +156,7 @@ def __next__(self) -> DBNRecord:
                     self._session.resume_reading()
 
         self._dbn_queue._enabled.clear()
+        self.block_for_close()
         raise StopIteration
 
     def __repr__(self) -> str:
@@ -528,8 +529,9 @@ def block_for_close(
             self.terminate()
             if isinstance(exc, KeyboardInterrupt):
                 raise
+        except BentoError:
+            raise
         except Exception:
-            logger.exception("exception encountered blocking for close")
             raise BentoError("connection lost") from None
 
     async def wait_for_close(

databento/live/protocol.py

@@ -194,7 +194,7 @@ def connection_made(self, transport: asyncio.BaseTransport) -> None:
 
     def connection_lost(self, exc: Exception | None) -> None:
         """
-        Override of `connection_list`.
+        Override of `connection_lost`.
 
         See Also
         --------
@@ -356,6 +356,9 @@ def _process_dbn(self, data: bytes) -> None:
                         "gateway error: %s",
                         record.err,
                     )
+                    self.disconnected.set_exception(
+                        BentoError(record.err),
+                    )
                 if isinstance(record, databento_dbn.SystemMsg):
                     if record.is_heartbeat:
                         logger.debug("gateway heartbeat")

tests/test_live_client.py

@@ -730,7 +730,6 @@ def test_live_sync_iteration(
     assert isinstance(records[2], databento_dbn.MBOMsg)
     assert isinstance(records[3], databento_dbn.MBOMsg)
 
-
 async def test_live_callback(
     live_client: client.Live,
 ) -> None: