databento
`HistoricalClient` may ignore truncated responses on unexpected EOF?
When a process crashes, its open TCP connections close cleanly with an FIN/EOF (not an RST) [1]. Protocols built on TCP typically include explicit end-of-response framing or delimiting so clients can distinguish a complete response from a truncated one.
From a cursory look at the source, it appears that HistoricalClient may not handle this properly? It seems to ignore unexpected EOFs, so truncated responses would not trigger any errors. This may cause data to be lost, if the client was requesting a range in chunks, and one of the chunks was actually truncated.
Expected behavior:
HistoricalClient should detect and raise an error when an unexpected EOF occurs.
Actual behavior: Unexpected EOFs appear to be silently ignored?
[1] https://internals.rust-lang.org/t/tcpstream-always-terminates-connections-successfully-even-on-panic/15109
