Qubx 0.6.26__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.29__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/backtester/ome.py

@@ -52,6 +52,7 @@ class OrdersManagementEngine:
     _fill_stops_at_price: bool
     _tick_size: float
     _last_update_time: dt_64
+    _last_data_update_time_ns: int
 
     def __init__(
         self,
@@ -74,6 +75,7 @@ class OrdersManagementEngine:
         self._fill_stops_at_price = fill_stop_order_at_price
         self._tick_size = instrument.tick_size
         self._last_update_time = np.datetime64(0, "ns")
+        self._last_data_update_time_ns = 0
 
         if not debug:
             self._dbg = lambda message, **kwargs: None
@@ -99,6 +101,11 @@ class OrdersManagementEngine:
         timestamp = self.time_service.time()
         _exec_report = []
 
+        # - pass through data if it's older than previous update
+        if mdata.time < self._last_data_update_time_ns:
+            return _exec_report
+        self._last_data_update_time_ns = mdata.time
+
         # - new quote
         if isinstance(mdata, Quote):
             _b, _a = mdata.bid, mdata.ask

qubx/connectors/ccxt/data.py

@@ -574,9 +574,13 @@ class CcxtDataProvider(IDataProvider):
             ob = ccxt_convert_orderbook(ccxt_ob, instrument, levels=depth, tick_size_pct=tick_size_pct)
             if ob is None:
                 return
+
             self._health_monitor.record_data_arrival(sub_type, dt_64(ob.time, "ns"))
-            quote = ob.to_quote()
-            self._last_quotes[instrument] = quote
+
+            if not self.has_subscription(instrument, DataType.QUOTE):
+                quote = ob.to_quote()
+                self._last_quotes[instrument] = quote
+
             channel.send((instrument, sub_type, ob, False))
 
         async def un_watch_orderbook(instruments: list[Instrument]):

{qubx-0.6.26.dist-info → qubx-0.6.29.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.26
+Version: 0.6.29
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.26.dist-info → qubx-0.6.29.dist-info}/RECORD

@@ -5,7 +5,7 @@ qubx/backtester/account.py,sha256=0yvE06icSeK2ymovvaKkuftY8Ou3Z7Y2JrDa6VtkINw,30
 qubx/backtester/broker.py,sha256=JMasxycLqCT99NxN50uyQ1uxtpHYL0wpp4sJ3hB6v2M,2688
 qubx/backtester/data.py,sha256=De2ioNv3Zh-cCGakzK0igb2caDcqbibZ_tsYmF7sTTQ,6601
 qubx/backtester/management.py,sha256=HuyzFsBPgR7j-ei78Ngcx34CeSn65c9atmaii1aTsYg,14900
-qubx/backtester/ome.py,sha256=hfqwvaMBccDpy6eMe04QupEA6BjfjAodbm707fbQUb0,14984
+qubx/backtester/ome.py,sha256=Uus6xdcWwhb_G0a6hJSLuRTgMcbFA_zJxYkH6kF22Gw,15268
 qubx/backtester/optimization.py,sha256=HHUIYA6Y66rcOXoePWFOuOVX9iaHGKV0bGt_4d5e6FM,7619
 qubx/backtester/runner.py,sha256=zF56lXVRYJCBiwdqnylob-yf48r_aVK9gHpf8aT49cQ,20471
 qubx/backtester/simulated_data.py,sha256=niujaMRj__jf4IyzCZrSBR5ZoH1VUbvsZHSewHftdmI,17240
@@ -20,7 +20,7 @@ qubx/cli/release.py,sha256=JYdNt_ZM9jarmYiRDtKqbRqqllzm2Qwi6VggokB2j8A,28167
 qubx/connectors/ccxt/__init__.py,sha256=HEQ7lM9HS8sED_zfsAHrhFT7F9E7NFGAecwZwNr-TDE,65
 qubx/connectors/ccxt/account.py,sha256=HILqsSPfor58NrlP0qYwO5lkNZzUBG-SR5Hy1OSa7_M,24308
 qubx/connectors/ccxt/broker.py,sha256=UMAytmDCwELUv4-R4WmrEQdPnZjjF89XlgJst15WVSs,15305
-qubx/connectors/ccxt/data.py,sha256=jd6jeygq_3j5D3JkzQu_D-6ft0O5X-hRF6_RBTgl_as,29970
+qubx/connectors/ccxt/data.py,sha256=-5ysiERXC6Ip5Hp9N6Lq4bTQVyMZvFFMMPcS6RfwmYk,30051
 qubx/connectors/ccxt/exceptions.py,sha256=OfZc7iMdEG8uLorcZta2NuEuJrSIqi0FG7IICmwF54M,262
 qubx/connectors/ccxt/exchanges/__init__.py,sha256=2Po4YfvLOcpXHCS9Q2SSy3TMUejkcd9RhQ-oyGaxcEc,1504
 qubx/connectors/ccxt/exchanges/binance/broker.py,sha256=BB2V82zaOm1EjP3GrsOqQQMeGpml6-w23iv7goKrjyU,2111
@@ -51,11 +51,11 @@ qubx/core/mixins/processing.py,sha256=dqehukrfqcLy5BeILKnkpHCvva4SbLKj1ZbQdnByu1
 qubx/core/mixins/subscription.py,sha256=V_g9wCPQ8S5SHkU-qOZ84cV5nReAUrV7DoSNAGG0LPY,10372
 qubx/core/mixins/trading.py,sha256=6XK712ZHECZnI-lleJfQ8taXfaBagPQBVqNoBxAkEyM,7204
 qubx/core/mixins/universe.py,sha256=L3s2Jw46_J1iDh4622Gk_LvCjol4W7mflBwEHrLfZEw,9899
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=Plj8Ib9Fh7sOrRnXkmlo6Hye0j-ROvgAnD1AtYkQEL4,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=fsbUVYNqAS42tjo3ZbPvyXTUO9hw1d-9nZcIXepfd4U,978280
 qubx/core/series.pxd,sha256=jBdMwgO8J4Zrue0e_xQ5RlqTXqihpzQNu6V3ckZvvpY,3978
 qubx/core/series.pyi,sha256=RaHm_oHHiWiNUMJqVfx5FXAXniGLsHxUFOUpacn7GC0,4604
 qubx/core/series.pyx,sha256=7cM3zZThW59waHiYcZmMxvYj-HYD7Ej_l7nKA4emPjE,46477
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=kQawfZtib9u8klFkguewIUuJoV-hzKeJQ58B6_NesrU,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=0AJgqHjRH-SBlVonHtpvhHITa0qCj-AxpT6ZHZOSHrA,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=k5QHfEFvqhqWfCob89ANiJDKNG8gGbOh-O4CVoneZ8M,1696
 qubx/data/__init__.py,sha256=ELZykvpPGWc5rX7QoNyNQwMLgdKMG8MACOByA4pM5hA,549
@@ -116,7 +116,7 @@ qubx/restorers/signal.py,sha256=DBLqA7vDhoMTAzUC4N9UerrO0GbjeHdTeMoCz7U7iI8,6621
 qubx/restorers/state.py,sha256=duXyEHQhS1zdNdo3VKscMhieZ5sYNlfE4S_pPXQ1Tuw,4109
 qubx/restorers/utils.py,sha256=We2gfqwQKWziUYhuUnjb-xo-5tSlbuHWpPQn0CEMTn0,1155
 qubx/ta/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=8JPrt_9nOLHvmcnvqEBwq8DPyJr9PQgdMQ4k5aMA4zo,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=Mss8usOoL6hmmXTTcoOH5yIUN0bRcFOEgWYsIueYlRo,654440
 qubx/ta/indicators.pxd,sha256=Goo0_N0Xnju8XGo3Xs-3pyg2qr_0Nh5C-_26DK8U_IE,4224
 qubx/ta/indicators.pyi,sha256=19W0uERft49In5bf9jkJHkzJYEyE9gzudN7_DJ5Vdv8,1963
 qubx/ta/indicators.pyx,sha256=Xgpew46ZxSXsdfSEWYn3A0Q35MLsopB9n7iyCsXTufs,25969
@@ -153,8 +153,8 @@ qubx/utils/runner/factory.py,sha256=vQ2dBTbrQE9YH__-TvuFzGF-E1li-vt_qQum9GHa11g,
 qubx/utils/runner/runner.py,sha256=iJsxTU9ne43Seh5rMfZLrXnV-RtA4BwzZYsjHeXajLs,29067
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.26.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.26.dist-info/METADATA,sha256=Nnq0lh5xRBXKd5i1qvlJRuz7Uo1MF7Ckrw5lFXAMKdI,4444
-qubx-0.6.26.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
-qubx-0.6.26.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.26.dist-info/RECORD,,
+qubx-0.6.29.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.29.dist-info/METADATA,sha256=a7FpGiZmBlGzYdt3GrAuWr6skM_ow-yWuAkZHmCiBTM,4444
+qubx-0.6.29.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
+qubx-0.6.29.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.29.dist-info/RECORD,,