Qubx 0.6.31__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.35__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/connectors/ccxt/broker.py

@@ -168,7 +168,7 @@ class CcxtBroker(IBroker):
                 raise error
 
             # If there was no error but also no order, something went wrong
-            if not order:
+            if not order and not self.enable_create_order_ws:
                 raise ExchangeError("Order creation failed with no specific error")
 
             return order
@@ -224,6 +224,9 @@ class CcxtBroker(IBroker):
                 logger.error(msg)
                 return None, ExchangeError(msg)
 
+            if r["id"] is None:
+                return None, None
+
             order = ccxt_convert_order_info(instrument, r)
             logger.info(f"New order {order}")
             return order, None

qubx/connectors/ccxt/exchanges/__init__.py

@@ -6,6 +6,7 @@ from functools import partial
 
 import ccxt.pro as cxp
 
+from ..broker import CcxtBroker
 from .binance.broker import BinanceCcxtBroker
 from .binance.exchange import BINANCE_UM_MM, BinancePortfolioMargin, BinanceQV, BinanceQVUSDM
 from .bitfinex.bitfinex import BitfinexF
@@ -27,6 +28,7 @@ CUSTOM_BROKERS = {
     "binance.um": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=False),
     "binance.cm": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=False),
     "binance.pm": partial(BinanceCcxtBroker, enable_create_order_ws=False, enable_cancel_order_ws=False),
+    "bitfinex.f": partial(CcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=True),
 }
 
 CUSTOM_ACCOUNTS = {

qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py

@@ -1,6 +1,11 @@
+import asyncio
+from dataclasses import asdict
 from typing import Dict, List
 
 import ccxt.pro as cxp
+from bfxapi import REST_HOST
+from bfxapi import Client as BfxClient
+from bfxapi.types import Order as BfxOrder
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheByTimestamp
 from ccxt.async_support.base.ws.client import Client
 from ccxt.base.errors import ArgumentsRequired, BadRequest, NotSupported
@@ -19,12 +24,26 @@ from ccxt.base.types import (
     Tickers,
 )
 
+from qubx import logger
+
 
 class BitfinexF(cxp.bitfinex):
     """
     Extended binance exchange to provide quote asset volumes support
     """
 
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+        # we are adding here the official bitfinex client to extend missing functionality
+        self.bfx = BfxClient(rest_host=REST_HOST, api_key=self.apiKey, api_secret=self.secret)
+
+        @self.bfx.wss.on("authenticated")
+        def on_authenticated(data: dict[str, Any]):
+            logger.info(f"Successful login for user {data['userId']}.")
+
+        asyncio.run_coroutine_threadsafe(self.bfx.wss.start(), self.asyncio_loop)
+
     def describe(self):
         """
         Overriding watchTrades to use aggTrade instead of trade.
@@ -34,6 +53,8 @@ class BitfinexF(cxp.bitfinex):
             {
                 "has": {
                     "watchBidsAsks": True,
+                    "createOrderWs": True,
+                    "cancelOrderWs": True,
                 }
             },
         )
@@ -60,13 +81,42 @@ class BitfinexF(cxp.bitfinex):
         response = await super().create_order(symbol, type, side, amount, price, params)
         return response
 
+    async def create_order_ws(
+        self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}
+    ) -> Order:
+        params.pop("type", None)
+        if "timeInForce" in params and params["timeInForce"] == "GTX":
+            # GTX is not supported by bitfinex, so we need to convert it to PO
+            params["timeInForce"] = "PO"
+            params["postOnly"] = True
+
+        await self.load_markets()
+        market = self.market(symbol)
+        request = self.create_order_request(symbol, type, side, amount, price, params)
+
+        # if "newClientOrderId" in request:
+        #     request["cid"] = request["newClientOrderId"]
+        #     del request["newClientOrderId"]
+
+        await self.bfx.wss.inputs.submit_order(
+            type=request["type"],
+            symbol=request["symbol"],
+            amount=float(request["amount"]),
+            price=float(request["price"]),
+            flags=request["flags"],
+            # cid=int(request["cid"]),
+        )
+        return self.safe_order({"info": {}}, market)  # type: ignore
+
+    async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order | None:
+        await self.bfx.wss.inputs.cancel_order(id=int(id))
+        return None
+
     async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
         response = await super().watch_orders(symbol, since, limit, params)
-        print(response)
         return response
 
     def parse_ws_order_status(self, status):
-        print(status)
         statuses: dict = {
             "ACTIVE": "open",
             "CANCELED": "canceled",
@@ -167,3 +217,42 @@ class BitfinexF(cxp.bitfinex):
                 "takeProfitPrice": None,
             }
         )
+
+    def _bfx_order_to_ccxt_order(self, bfx_order: BfxOrder, market: Market = None) -> Order:
+        flags = self.parse_order_flags(bfx_order.flags)
+        postOnly = False
+        if flags is not None:
+            for i in range(0, len(flags)):
+                if flags[i] == "postOnly":
+                    postOnly = True
+
+        side = "sell" if Precise.string_lt(bfx_order.amount, "0") else "buy"
+        timeInForce = self.parse_time_in_force(bfx_order.order_type)
+        type = self.safe_string(self.safe_value(self.options, "exchangeTypes"), bfx_order.order_type)
+
+        return self.safe_order(
+            {
+                "info": asdict(bfx_order),
+                "id": str(bfx_order.id),
+                "clientOrderId": str(bfx_order.cid),
+                "timestamp": bfx_order.mts_create,
+                "datetime": self.iso8601(bfx_order.mts_create),
+                "lastTradeTimestamp": None,
+                "symbol": self.safe_symbol(bfx_order.symbol, market),
+                "type": type,
+                "timeInForce": timeInForce,
+                "postOnly": postOnly,
+                "side": side,
+                "price": bfx_order.price,
+                "triggerPrice": None,
+                "amount": bfx_order.amount,
+                "cost": None,
+                "average": bfx_order.price_avg,
+                "filled": None,
+                "remaining": None,
+                "status": None,
+                "fee": None,
+                "trades": None,
+            },
+            market,
+        )  # type: ignore

qubx/connectors/ccxt/exchanges/bitfinex/bitfinex_account.py

@@ -24,9 +24,7 @@ class BitfinexAccountProcessor(CcxtAccountProcessor):
             trades = await self.exchange.watch_my_trades()
             for trade in trades:  # type: ignore
                 instrument = ccxt_find_instrument(trade["symbol"], self.exchange, _symbol_to_instrument)
-                print(trade)
                 deals = ccxt_extract_deals_from_exec({"trades": [trade]})
-                print(deals)
                 channel.send((instrument, "deals", deals, False))
 
         await asyncio.gather(

qubx/connectors/tardis/data.py

@@ -20,7 +20,7 @@ from qubx.core.interfaces import IDataProvider, IHealthMonitor
 from qubx.core.series import Bar, Quote, Trade
 from qubx.data.tardis import TARDIS_EXCHANGE_MAPPERS
 from qubx.health import DummyHealthMonitor
-from qubx.utils.misc import AsyncThreadLoop
+from qubx.utils.misc import AsyncThreadLoop, synchronized
 
 from .utils import (
     tardis_convert_orderbook,
@@ -354,6 +354,7 @@ class TardisDataProvider(IDataProvider):
         self._symbol_to_instrument[tardis_symbol] = instrument
         return tardis_symbol
 
+    @synchronized
     async def _start_websocket_connection(self):
         """Start the WebSocket connection to Tardis Machine."""
         if not self._subscriptions:
@@ -420,6 +421,7 @@ class TardisDataProvider(IDataProvider):
         except Exception as e:
             logger.error(f"{self.__prefix()} WebSocket error: {e}")
         finally:
+            logger.info(f"{self.__prefix()} WebSocket connection closed")
             self._ws = None
 
     async def _close_websocket_connection(self):
@@ -452,6 +454,7 @@ class TardisDataProvider(IDataProvider):
 
         # Record data arrival for health monitoring
         tardis_type = data["type"]
+        tardis_name = data["name"]
         qubx_type = self._map_tardis_type_to_data_type(tardis_type)
         if qubx_type:
             self._health_monitor.record_data_arrival(qubx_type, dt_64(msg_time, "ns"))
@@ -468,7 +471,7 @@ class TardisDataProvider(IDataProvider):
                 # This is a simplified implementation
                 pass
 
-        elif tardis_type == "quote":
+        elif tardis_type == "quote" or tardis_name == "quote":
             if DataType.QUOTE in self._subscriptions and instrument in self._subscriptions[DataType.QUOTE]:
                 quote = tardis_convert_quote(data, instrument)
                 if quote:

qubx/utils/runner/runner.py

@@ -463,10 +463,10 @@ def _create_account_processor(
     restored_state: RestoredState | None = None,
     read_only: bool = False,
 ) -> IAccountProcessor:
-    if exchange_config.account is not None:
-        connector = exchange_config.account.connector
-    elif paper:
+    if paper:
         connector = "paper"
+    elif exchange_config.account is not None:
+        connector = exchange_config.account.connector
     else:
         connector = exchange_config.connector
 
@@ -514,12 +514,12 @@ def _create_broker(
     account_manager: AccountConfigurationManager,
     paper: bool,
 ) -> IBroker:
-    if exchange_config.broker is not None:
-        connector = exchange_config.broker.connector
-        params = exchange_config.broker.params
-    elif paper:
+    if paper:
         connector = "paper"
         params = {}
+    elif exchange_config.broker is not None:
+        connector = exchange_config.broker.connector
+        params = exchange_config.broker.params
     else:
         connector = exchange_config.connector
         params = exchange_config.params

{qubx-0.6.31.dist-info → qubx-0.6.35.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.31
+Version: 0.6.35
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
@@ -11,6 +11,7 @@ Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Requires-Dist: aiohttp (>=3.10.11,<3.11.0)
+Requires-Dist: bitfinex-api-py (>=3.0.4,<4.0.0)
 Requires-Dist: ccxt (>=4.2.68,<5.0.0)
 Requires-Dist: croniter (>=2.0.5,<3.0.0)
 Requires-Dist: cython (==3.0.8)

{qubx-0.6.31.dist-info → qubx-0.6.35.dist-info}/RECORD

@@ -19,19 +19,19 @@ qubx/cli/misc.py,sha256=tP28QxLEzuP8R2xnt8g3JTs9Z7aYy4iVWY4g3VzKTsQ,14777
 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/broker.py,sha256=PqGQU1CfwpGtjahynzIZul2hCOpVdkqu3B03aCulpcM,15408
 qubx/connectors/ccxt/data.py,sha256=COVUh37ZdCUjiDB0a38Cj9SNSV8P95mqG2B3Gc_fQ2U,30172
 qubx/connectors/ccxt/exceptions.py,sha256=OfZc7iMdEG8uLorcZta2NuEuJrSIqi0FG7IICmwF54M,262
-qubx/connectors/ccxt/exchanges/__init__.py,sha256=wtRH7g2PWyX-AT_LkM29UHpq021L5dFi2SVvdbUpLCk,1756
+qubx/connectors/ccxt/exchanges/__init__.py,sha256=eOWj-VN1ZpMX89hSzsVxdl1Knxae-29kPl_bUHbX--k,1885
 qubx/connectors/ccxt/exchanges/binance/broker.py,sha256=BB2V82zaOm1EjP3GrsOqQQMeGpml6-w23iv7goKrjyU,2111
 qubx/connectors/ccxt/exchanges/binance/exchange.py,sha256=ywmf373kVkXXw0h1PTqi7dg_3-sb7ZYKC8Y3qTmDtsY,24561
-qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=14Mh0H05tMAAcf6ass55YqGckEOUIPp6o750DPxAuV8,6825
-qubx/connectors/ccxt/exchanges/bitfinex/bitfinex_account.py,sha256=TgRK5i99Fil5XgB9Hxfw53-Ngx-3L2M_xiyje2jwuDY,1661
+qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=SoMXtcPhuPU2Bi1kAymaq9VA9vHWPNt7l40EJMehMsk,10381
+qubx/connectors/ccxt/exchanges/bitfinex/bitfinex_account.py,sha256=zrnA6GJiNddoM5JF-SlFFO4FpITDO5rGaU9ipshUvAY,1603
 qubx/connectors/ccxt/exchanges/kraken/kraken.py,sha256=RFrnvr1L1NZYoKYWR5_L8vVkpMXtY7UDkWRnHeoasDU,351
 qubx/connectors/ccxt/factory.py,sha256=T0cMSH5m6-T2LXrbZHM9uCSOYOfZf-bh1fAOXAoFhF4,3226
 qubx/connectors/ccxt/reader.py,sha256=qaZIaOZkRf3Rz31ZrEqqAv4kATk5zDlSq-LK1jziBs8,8314
 qubx/connectors/ccxt/utils.py,sha256=hin4NgFJCH8fwQMZsjnMCwtP4KiITm5xgkiBnWgzMkI,11733
-qubx/connectors/tardis/data.py,sha256=VJJXSe6xb4jsa88VVj1lwI7VkEYknIXuM4End3t852M,30752
+qubx/connectors/tardis/data.py,sha256=S8YjJ35_GXc3o8_VRPAM3L4GSnADPPdV46y0EgFd0NU,30919
 qubx/connectors/tardis/utils.py,sha256=epThu9DwqbDb7BgScH6fHa_FVpKUaItOqp3JwtKGc5g,9092
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=4_XskMLR9Uh-rpJBDYMrceYiGMvAZw56k1ve-unIW8w,19417
@@ -52,11 +52,11 @@ qubx/core/mixins/processing.py,sha256=dqehukrfqcLy5BeILKnkpHCvva4SbLKj1ZbQdnByu1
 qubx/core/mixins/subscription.py,sha256=V_g9wCPQ8S5SHkU-qOZ84cV5nReAUrV7DoSNAGG0LPY,10372
 qubx/core/mixins/trading.py,sha256=idfRPaqrvkfMxzu9mXr9i_xfqLee-ZAOrERxkxv6Ruo,7256
 qubx/core/mixins/universe.py,sha256=L3s2Jw46_J1iDh4622Gk_LvCjol4W7mflBwEHrLfZEw,9899
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=3j9cBsksD9HcJZ6NNNCaqgIFvM8q3HPDLMpT1lbCkeA,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=FnN1en4og23NDYguU3uOYcYa-kt6m6-kH3UrVXCniLE,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=icPDYxV83A3kNlrgxzCnhzxtMhGqh07sfSTgsmIbdTg,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=btF3eoTRmCq9jLbwBm7ZvM4U-7W0pGUo7DXxQop3ZZs,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
@@ -117,7 +117,7 @@ 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=OYg0HP0g9sc1OFuUCw16x6L8j7xd6TFa809WGe7ni2E,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=lmn5jOH43-uSKHjA3wwcQP6-WHZYAzPsx3Yeo5xoOxg,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
@@ -151,11 +151,11 @@ qubx/utils/runner/_jupyter_runner.pyt,sha256=41dLQeI2EL4wJjBDht2qKbgISgS5DtmJ6Xt
 qubx/utils/runner/accounts.py,sha256=mpiv6oxr5z97zWt7STYyARMhWQIpc_XFKungb_pX38U,3270
 qubx/utils/runner/configs.py,sha256=4lonQgksh4wDygsN67lIidVRIUksskWuhL25A2IZwho,3694
 qubx/utils/runner/factory.py,sha256=vQ2dBTbrQE9YH__-TvuFzGF-E1li-vt_qQum9GHa11g,11666
-qubx/utils/runner/runner.py,sha256=X6KxzcrnBFhS9nyyid7M9dYGiZ_2f1_b_j5Ksa3DRn8,29314
+qubx/utils/runner/runner.py,sha256=DWc85M5thSQsuiV9FQiowJ3VF9DbwPiG9RE5Lc-7XEk,29314
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.31.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.31.dist-info/METADATA,sha256=xcwgxs5jjEL4HrPbEUjdKq9uUbwjfFS2YNeMWm2J3Z4,4444
-qubx-0.6.31.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
-qubx-0.6.31.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.31.dist-info/RECORD,,
+qubx-0.6.35.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.35.dist-info/METADATA,sha256=vhl17QmSnb0raya3HhxLpxOPNDOi1YTXdQdvlpmxGH8,4492
+qubx-0.6.35.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
+qubx-0.6.35.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.35.dist-info/RECORD,,