Qubx 0.6.29__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.30__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/connectors/ccxt/data.py

@@ -616,9 +616,10 @@ class CcxtDataProvider(IDataProvider):
             for exch_symbol, ccxt_ticker in ccxt_tickers.items():  # type: ignore
                 instrument = ccxt_find_instrument(exch_symbol, self._exchange, _symbol_to_instrument)
                 quote = ccxt_convert_ticker(ccxt_ticker)
-                self._health_monitor.record_data_arrival(sub_type, dt_64(quote.time, "ns"))
-                self._last_quotes[instrument] = quote
-                channel.send((instrument, sub_type, quote, False))
+                if self._last_quotes[instrument] is None or quote.time > self._last_quotes[instrument].time:
+                    self._health_monitor.record_data_arrival(sub_type, dt_64(quote.time, "ns"))
+                    self._last_quotes[instrument] = quote
+                    channel.send((instrument, sub_type, quote, False))
 
         async def un_watch_quote(instruments: list[Instrument]):
             symbols = [_instr_to_ccxt_symbol[i] for i in instruments]

qubx/core/context.py

@@ -430,8 +430,8 @@ class StrategyContext(IStrategyContext):
     def close_positions(self, market_type: MarketType | None = None) -> None:
         return self._trading_manager.close_positions(market_type)
 
-    def cancel_order(self, order_id: str) -> None:
-        return self._trading_manager.cancel_order(order_id)
+    def cancel_order(self, order_id: str, exchange: str | None = None) -> None:
+        return self._trading_manager.cancel_order(order_id, exchange)
 
     def cancel_orders(self, instrument: Instrument):
         return self._trading_manager.cancel_orders(instrument)

qubx/core/helpers.py

@@ -202,6 +202,8 @@ class CachedMarketDataHolder:
         series = self._ohlcvs.get(instrument)
         if series:
             for ser in series.values():
+                if len(ser) > 0 and ser[0].time > quote.time:
+                    continue
                 ser.update(quote.time, quote.mid_price(), 0)
 
     @SW.watch("CachedMarketDataHolder")

qubx/data/tardis.py

@@ -529,6 +529,7 @@ class TardisMachineReader(DataReader):
             raise ValueError(f"Invalid data_id format: {data_id}. Expected format: 'exchange:symbol'")
 
         exchange = TARDIS_EXCHANGE_MAPPERS.get(exchange.lower(), exchange)
+        symbol = self._map_symbol(symbol, exchange)
 
         start_date, end_date = handle_start_stop(start, stop)
         if not start_date:
@@ -607,6 +608,7 @@ class TardisMachineReader(DataReader):
                             try:
                                 chunk = chunk_queue.get()
                                 if chunk is None:  # End of chunks
+                                    logger.info(f"End of chunks for {data_id}")
                                     break
 
                                 # Process and yield the chunk
@@ -877,3 +879,10 @@ class TardisMachineReader(DataReader):
     def _stream_data(self, url: str, line_queue: Queue, stop_event: threading.Event):
         """Submit the streaming coroutine to the asyncio loop"""
         return self._async_loop.submit(self._fetch_stream(url, line_queue, stop_event))
+
+    def _map_symbol(self, symbol: str, exchange: str) -> str:
+        """Map symbol to Tardis Machine API format"""
+        if exchange.lower() == "bitfinex-derivatives":
+            return f"{symbol[:3]}F0:USTF0"
+        else:
+            return symbol

{qubx-0.6.29.dist-info → qubx-0.6.30.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.29
+Version: 0.6.30
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.29.dist-info → qubx-0.6.30.dist-info}/RECORD

@@ -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=-5ysiERXC6Ip5Hp9N6Lq4bTQVyMZvFFMMPcS6RfwmYk,30051
+qubx/connectors/ccxt/data.py,sha256=COVUh37ZdCUjiDB0a38Cj9SNSV8P95mqG2B3Gc_fQ2U,30172
 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
@@ -35,11 +35,11 @@ qubx/connectors/tardis/utils.py,sha256=epThu9DwqbDb7BgScH6fHa_FVpKUaItOqp3JwtKGc
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=4_XskMLR9Uh-rpJBDYMrceYiGMvAZw56k1ve-unIW8w,19417
 qubx/core/basics.py,sha256=PaprFa6sscrYPZfxImWOPLfVoVlu3PtcXTWbz0ZMtEk,28864
-qubx/core/context.py,sha256=-kzDxzsZtu2kO1eBxi5iVUoSmWB3tIZOp4JTCiEZZE0,22277
+qubx/core/context.py,sha256=R6otCA09Eqb4d0xA-HOGDAv4NjpLwJc3RzLs4QHXzg4,22316
 qubx/core/deque.py,sha256=3PsmJ5LF76JpsK4Wp5LLogyE15rKn6EDCkNOOWT6EOk,6203
 qubx/core/errors.py,sha256=kWCK6o0-mm87VUhhlGKqwTpvdDXAza7YRRjeyz-vwfI,609
 qubx/core/exceptions.py,sha256=11wQC3nnNLsl80zBqbE6xiKCqm31kctqo6W_gdnZkg8,581
-qubx/core/helpers.py,sha256=9nl9L_ZzT1HsMC9VthMqXfmuRS_37crB-9bVfIRHeOs,19631
+qubx/core/helpers.py,sha256=qzRsttt4sMYMarDWMzWvc3b2W-Qp9qAQwFiQBljAsA0,19722
 qubx/core/initializer.py,sha256=PUiD_cIjvGpuPjYyRpUjpwm3xNQ2Kipa8bAhbtxCQRo,3935
 qubx/core/interfaces.py,sha256=VKIgEhRaDj9EMf1UUcMlai2BLrw0UNPU1-2akU5q0Ng,57955
 qubx/core/loggers.py,sha256=eYhJANHYwz1heeFMa5V7jYCL196wkTSvj6c-8lkPj1Y,19567
@@ -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=fsbUVYNqAS42tjo3ZbPvyXTUO9hw1d-9nZcIXepfd4U,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=tqo8lBc1v1fsfExyomqrV6EExYDa5NeyxcgT2RG8A5Y,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=0AJgqHjRH-SBlVonHtpvhHITa0qCj-AxpT6ZHZOSHrA,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=hBgSBMWNTQX0D4sWQdHD42SJ8GJ6P3rIZ7fsOY52M00,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=k5QHfEFvqhqWfCob89ANiJDKNG8gGbOh-O4CVoneZ8M,1696
 qubx/data/__init__.py,sha256=ELZykvpPGWc5rX7QoNyNQwMLgdKMG8MACOByA4pM5hA,549
@@ -64,7 +64,7 @@ qubx/data/helpers.py,sha256=VcXBl1kfWzAOqrjadKrP9WemGjJIB0q3xascbesErh4,16268
 qubx/data/hft.py,sha256=Y1QVg3eXDt9ZtdnrNk7xreblEa0Mc4Jrprt0dVaoOn0,32797
 qubx/data/readers.py,sha256=Y6bU4jyeRGB9mPdQwi9dD0PTuiQH-OVAY9N-6cM3HVo,62527
 qubx/data/registry.py,sha256=45mjy5maBSO6cf-0zfIRRDs8b0VDW7wHSPn43aRjv-o,3883
-qubx/data/tardis.py,sha256=aQeNKUu2jKQpTSRyzCtTqDhxWW8hUp2If7Yr5mMaaYA,33360
+qubx/data/tardis.py,sha256=VMw13tIIlrGZwermKvdFRSNtLUiJDGOKW4l6WuAMQSA,33747
 qubx/emitters/__init__.py,sha256=tpJ9OoW-gycTBXGJ0647tT8-dVBmq23T2wMX_kmk3nM,565
 qubx/emitters/base.py,sha256=z0CiEnIGkizd-4Btvq9Auxg3BpnkKN6M8-ksAH2enQc,7745
 qubx/emitters/composite.py,sha256=8DsPIUtaJ95Oww9QTVVB6LR7Wcb6TJ-c1jIHMGuttz4,2784
@@ -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=Mss8usOoL6hmmXTTcoOH5yIUN0bRcFOEgWYsIueYlRo,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=bILNsZrjMikfxgSeCxMuPgKOtAlvPZ2wsXLekHFrTAg,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-0.6.29.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,,
+qubx-0.6.30.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.30.dist-info/METADATA,sha256=oE-cnQjyrtY7PeSVMWN91kwDDiFm0dZkTaTr829lWkM,4444
+qubx-0.6.30.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
+qubx-0.6.30.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.30.dist-info/RECORD,,