Qubx 0.6.32__tar.gz → 0.6.35__tar.gz

{qubx-0.6.32 → qubx-0.6.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.32
+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-0.6.32 → qubx-0.6.35}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.32"
+version = "0.6.35"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -72,6 +72,7 @@ ipywidgets = "^8.1.5"
 questdb = "^2.0.3"
 orjson = "^3.10.15"
 aiohttp = "~3.10.11"
+bitfinex-api-py = "^3.0.4"
 
 [tool.ruff.lint]
 extend-select = [ "I",]

{qubx-0.6.32 → qubx-0.6.35}/src/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-0.6.32 → qubx-0.6.35}/src/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-0.6.32 → qubx-0.6.35}/src/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,
                 }
             },
         )
@@ -60,6 +81,37 @@ 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)
         return response
@@ -165,3 +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-0.6.32 → qubx-0.6.35}/src/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-0.6.32 → qubx-0.6.35}/src/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