Qubx 0.6.35__tar.gz → 0.6.36__tar.gz

{qubx-0.6.35 → qubx-0.6.36}/PKG-INFO

@@ -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 → qubx-0.6.36}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.35"
+version = "0.6.36"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"

{qubx-0.6.35 → qubx-0.6.36}/src/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-0.6.35 → qubx-0.6.36}/src/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-0.6.35 → qubx-0.6.36}/src/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-0.6.35 → qubx-0.6.36}/src/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)