Qubx 0.6.35__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.36__cp312-cp312-manylinux_2_39_x86_64.whl

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

@@ -78,6 +78,10 @@ class BitfinexF(cxp.bitfinex):
             # GTX is not supported by bitfinex, so we need to convert it to PO
             params["timeInForce"] = "PO"
             params["postOnly"] = True
+
+        if "lev" not in params:
+            params["lev"] = 2
+
         response = await super().create_order(symbol, type, side, amount, price, params)
         return response
 
@@ -90,6 +94,9 @@ class BitfinexF(cxp.bitfinex):
             params["timeInForce"] = "PO"
             params["postOnly"] = True
 
+        if "lev" not in params:
+            params["lev"] = 2
+
         await self.load_markets()
         market = self.market(symbol)
         request = self.create_order_request(symbol, type, side, amount, price, params)
@@ -98,14 +105,22 @@ class BitfinexF(cxp.bitfinex):
         #     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"]),
-        )
+        _params = {
+            "type": request["type"],
+            "symbol": request["symbol"],
+            "amount": float(request["amount"]),
+            "lev": request["lev"],
+        }
+
+        if "price" in request:
+            _params["price"] = float(request["price"])
+        else:
+            _params["price"] = None
+
+        if "flags" in request:
+            _params["flags"] = request["flags"]
+
+        await self.bfx.wss.inputs.submit_order(**_params)
         return self.safe_order({"info": {}}, market)  # type: ignore
 
     async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order | None:

qubx/connectors/ccxt/utils.py

@@ -54,7 +54,7 @@ def ccxt_convert_order_info(instrument: Instrument, raw: dict[str, Any]) -> Orde
         type=_type,
         instrument=instrument,
         time=pd.Timestamp(raw["timestamp"], unit="ms"),  # type: ignore
-        quantity=amnt,
+        quantity=abs(amnt) * (-1 if side == "SELL" else 1),
         price=float(price) if price is not None else 0.0,
         side=side,
         status=status.upper(),
@@ -157,7 +157,7 @@ def ccxt_convert_positions(
         )
         pos = Position(
             instrument=instr,
-            quantity=info["contracts"] * (-1 if info["side"] == "short" else 1),
+            quantity=abs(info["contracts"]) * (-1 if info["side"] == "short" else 1),
             pos_average_price=info["entryPrice"],
         )
         if info.get("markPrice", None) is not None:

qubx/connectors/tardis/data.py

@@ -454,7 +454,7 @@ class TardisDataProvider(IDataProvider):
 
         # Record data arrival for health monitoring
         tardis_type = data["type"]
-        tardis_name = data["name"]
+        tardis_name = data["name"] if "name" in data else ""
         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"))

qubx/utils/runner/runner.py

@@ -536,7 +536,7 @@ def _create_broker(
                 enable_mm=_enable_mm,
             )
             return get_ccxt_broker(
-                exchange_name, exchange, channel, time_provider, account, data_provider, **exchange_config.params
+                exchange_name, exchange, channel, time_provider, account, data_provider, **params
             )
         case "paper":
             assert isinstance(account, SimulatedAccountProcessor)

{qubx-0.6.35.dist-info → qubx-0.6.36.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.35
+Version: 0.6.36
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.35.dist-info → qubx-0.6.36.dist-info}/RECORD

@@ -25,13 +25,13 @@ qubx/connectors/ccxt/exceptions.py,sha256=OfZc7iMdEG8uLorcZta2NuEuJrSIqi0FG7IICm
 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=SoMXtcPhuPU2Bi1kAymaq9VA9vHWPNt7l40EJMehMsk,10381
+qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=Q6inz-43fDrl--UsnTaDMGHWWkUlcmzbuMLMkcQDVyk,10682
 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=S8YjJ35_GXc3o8_VRPAM3L4GSnADPPdV46y0EgFd0NU,30919
+qubx/connectors/ccxt/utils.py,sha256=7BRmVT3hbGFbhRpJXTJ3lYX7R6VXi5aPxNYj1EjxObY,11775
+qubx/connectors/tardis/data.py,sha256=JYkU9PTxIL4m0L2bLROzKtiiJSRbk48GDR4wnrL9ENM,30945
 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=FnN1en4og23NDYguU3uOYcYa-kt6m6-kH3UrVXCniLE,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=LFmJpcBqlXuSBDKyT_vd9ZPJkBOmQu44w2npmICqNWc,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=btF3eoTRmCq9jLbwBm7ZvM4U-7W0pGUo7DXxQop3ZZs,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=JgYB_6ZJ8HwHPHUxUUvdmxygQnMbUvBIAy1tFCcCJ2g,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=lmn5jOH43-uSKHjA3wwcQP6-WHZYAzPsx3Yeo5xoOxg,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=t8YvA1PtEcC-ORaGIhhiB0JEIyPlEzcm36TEZSDFPZk,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=DWc85M5thSQsuiV9FQiowJ3VF9DbwPiG9RE5Lc-7XEk,29314
+qubx/utils/runner/runner.py,sha256=TF-nD-EH8k1U2Wkjk70eEVketU6HtWpTFmFH7vjE9Z8,29298
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-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,,
+qubx-0.6.36.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.36.dist-info/METADATA,sha256=qrcaXiH2YR8EG6dGQFDeovwGCaZYat-ehfsK9vvXih0,4492
+qubx-0.6.36.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
+qubx-0.6.36.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.36.dist-info/RECORD,,