Repair after hours `.marketPrice()` logic

https://github.com/erdewit/ib_insync/blob/ddf86d398bef88a3877309fb74f37a08f493a0da/ib_insync/ticker.py#L151-L156

During non-market-hours the bid and ask are both -1 (or nan), so the range check fails, then the .midpoint() also fails (because bid and asks are combinations of -1 and nan), so .marketPrice() returns the previous day close instead of the most recent last price seen (example: currently for Sunday night, .marketPrice() is returning the Thursday close price because of how the IBKR quote/ticker system updates open/close only at new market sessions).

Looks like the logic could be updated to either:

• just change the nan override to .last instead of .close
• or check for full accuracy:
  • if (bid is nan or -1) and (ask is nan or -1), use last
  • if bids and asks are active, and if price is outside the spread, return synthetic .midpoint()

[erdewit]

@mattsta What I notice is that you still get a last value even without bid/ask. So the last value is still useful by itself and I will update the logic to take this into account.

When I try today (Monday morning, European servers), I get a ticker with only ticker.close=157.28. This is visible in TWS as well, there’s no grayed-out bid/ask anymore.

[mattsta]

also for reference using .reqTickers():

>>> ib.connect(port=4001)
<IB connected to 127.0.0.1:4001 clientId=1>
>>> ib.reqMarketDataType(2)
>>> contract = Stock('AAPL', 'SMART', 'USD')
>>> [ticker] = ib.reqTickers(contract)
>>> print(f'{ticker.bid=}, {ticker.ask=}, {ticker.last=}, {ticker.close=}, {ticker.marketPrice()=}')
ticker.bid=-1.0, ticker.ask=-1.0, ticker.last=157.15, ticker.close=156.54, ticker.marketPrice()=156.54