Qubx 0.6.29__tar.gz → 0.6.30__tar.gz

{qubx-0.6.29 → qubx-0.6.30}/PKG-INFO

@@ -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 → qubx-0.6.30}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.29"
+version = "0.6.30"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"

{qubx-0.6.29 → qubx-0.6.30}/src/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-0.6.29 → qubx-0.6.30}/src/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-0.6.29 → qubx-0.6.30}/src/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-0.6.29 → qubx-0.6.30}/src/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