Qubx 0.6.44__tar.gz → 0.6.47__tar.gz

{qubx-0.6.44 → qubx-0.6.47}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.44
+Version: 0.6.47
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
@@ -11,7 +11,6 @@ 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)
@@ -40,6 +39,7 @@ Requires-Dist: pymongo (>=4.6.1,<5.0.0)
 Requires-Dist: python-binance (>=1.0.19,<2.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)
+Requires-Dist: qubx-bitfinex-api (>=3.0.7,<4.0.0)
 Requires-Dist: questdb (>=2.0.3,<3.0.0)
 Requires-Dist: redis (>=5.2.1,<6.0.0)
 Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
@@ -50,6 +50,7 @@ Requires-Dist: statsmodels (>=0.14.2,<0.15.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
 Requires-Dist: toml (>=0.10.2,<0.11.0)
 Requires-Dist: tqdm
+Requires-Dist: websockets (==15.0.1)
 Project-URL: Repository, https://github.com/xLydianSoftware/Qubx
 Description-Content-Type: text/markdown
 

{qubx-0.6.44 → qubx-0.6.47}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.44"
+version = "0.6.47"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -72,7 +72,8 @@ ipywidgets = "^8.1.5"
 questdb = "^2.0.3"
 orjson = "^3.10.15"
 aiohttp = "~3.10.11"
-bitfinex-api-py = "^3.0.4"
+websockets = "15.0.1"
+qubx-bitfinex-api = "^3.0.7"
 
 [tool.ruff.lint]
 extend-select = [ "I",]

{qubx-0.6.44 → qubx-0.6.47}/src/qubx/core/context.py

@@ -198,6 +198,9 @@ class StrategyContext(IStrategyContext):
             self.strategy.on_init(self.initializer)
             self._strategy_state.is_on_init_called = True
 
+        if subscription_warmup := self.initializer.get_subscription_warmup():
+            self.set_warmup(subscription_warmup)
+
         if base_sub := self.initializer.get_base_subscription():
             self.set_base_subscription(base_sub)
 

{qubx-0.6.44 → qubx-0.6.47}/src/qubx/core/initializer.py

@@ -31,6 +31,7 @@ class BasicStrategyInitializer(IStrategyInitializer):
     mismatch_resolver: Optional[StateResolverProtocol] = None
     auto_subscribe: Optional[bool] = None
     simulation: Optional[bool] = None
+    subscription_warmup: Optional[dict[Any, str]] = None
 
     # Additional configuration that might be needed
     config: Dict[str, Any] = field(default_factory=dict)
@@ -106,3 +107,9 @@ class BasicStrategyInitializer(IStrategyInitializer):
 
     def get_pending_instrument_subscriptions(self) -> dict[str, set[Instrument]]:
         return self._pending_instrument_subscriptions
+
+    def set_subscription_warmup(self, configs: dict[Any, str]) -> None:
+        self.subscription_warmup = configs
+
+    def get_subscription_warmup(self) -> dict[Any, str]:
+        return self.subscription_warmup if self.subscription_warmup else {}

{qubx-0.6.44 → qubx-0.6.47}/src/qubx/core/interfaces.py

@@ -1695,6 +1695,24 @@ class IStrategyInitializer:
         """
         ...
 
+    def set_subscription_warmup(self, configs: dict[Any, str]) -> None:
+        """
+        Set the warmup period for the subscription.
+
+        This method is used to set the warmup period for the subscription in on_init stage.
+        Then this config is used to translate warmup configs to StrategyContext
+
+        Args:
+            configs: A dictionary of subscription types and their warmup periods.
+        """
+        ...
+
+    def get_subscription_warmup(self) -> dict[Any, str]:
+        """
+        Get the warmup period for the subscription.
+        """
+        ...
+
 
 class IStrategy(metaclass=Mixable):
     """Base class for trading strategies."""