market book release HOW

market_book_release — How it works¶

📌 Overview¶

The market_book_release() method is designed for explicitly terminating work with the Depth of Market (DOM) for a symbol.

It does not exist for data retrieval or market analysis, but for correct lifecycle management of DOM as a resource.

This method must be called always when work with the order book is completed.

Why market_book_release exists¶

DOM is not a one-time request, but an active resource:

it is opened by calling market_book_add()
maintained by the server and terminal
consumes resources
exists over time

market_book_release() is needed to explicitly tell the system that:

"This order book is no longer needed, resources can be freed"

Without this call, DOM is considered active.

Method Signature¶

async def market_book_release(
    symbol: str,
    deadline: Optional[datetime] = None,
    cancellation_event: Optional[asyncio.Event] = None,
):

Key points:

the method is asynchronous
works within an already established connection
does not return market data
does not close the connection to the server

🧩 Code Example — Guaranteed Unsubscribe via Context Manager¶

from contextlib import asynccontextmanager

@asynccontextmanager
async def dom_subscription(account, symbol):
    try:
        result = await account.market_book_add(symbol)
        if not result.opened_successfully:
            raise Exception(f"Failed to subscribe to {symbol} DOM")

        print(f"[SUBSCRIBED] {symbol} DOM")
        yield
    finally:
        await account.market_book_release(symbol)
        print(f"[RELEASED] {symbol} DOM")

This example demonstrates the correct usage pattern for market_book_release().

🟢 Detailed Explanation¶

1️⃣ Opening DOM¶

await account.market_book_add(symbol)

DOM is transferred to active state:

the terminal starts maintaining the order book
data becomes available through market_book_get()

2️⃣ Working with Order Book Inside Context¶

yield

In this block:

DOM is guaranteed to be open
you can safely request its state
user code can terminate in any way

3️⃣ Automatic Unsubscribe¶

await account.market_book_release(symbol)

This code is executed always:

on normal exit
on return
on exception

This is a key guarantee of correct resource release.

What market_book_release does and does NOT do¶

Does:

closes DOM for the symbol
releases terminal and server resources
terminates order book subscription

Does NOT:

does not close the connection
does not terminate the trading session
does not affect other symbols
does not return data

The Role of Low-Level Method¶

Clear boundary of responsibility:

market_book_release():

manages DOM lifecycle
terminates resource work

User code:

decides when DOM is no longer needed
guarantees the release call
defines architecture (try/finally, context manager, etc.)

Summary¶

The market_book_release() method was created for one specific purpose:

explicitly and safely terminate work with the order book

It is not optional and should be considered a mandatory step in any work with DOM.

Correct usage pattern:

open DOM → work → always release resource