Qubx 0.7.8__tar.gz → 0.7.35__tar.gz

{qubx-0.7.8 → qubx-0.7.35}/PKG-INFO

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 0.7.8
+Version: 0.7.35
 Summary: Qubx - Quantitative Trading Framework
 License-File: LICENSE
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
-Requires-Python: >=3.10,<4.0
+Requires-Python: >=3.11,<4.0
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
@@ -43,21 +42,22 @@ 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: qubx-lighter-api (>=0.1.4,<0.2.0)
+Requires-Dist: qubx-lighter-api (>=0.1.5,<0.2.0)
 Requires-Dist: questdb (>=2.0.3,<3.0.0)
 Requires-Dist: redis (>=5.2.1,<6.0.0)
 Requires-Dist: rich (>=13.9.4,<14.0.0)
-Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
+Requires-Dist: scikit-learn (>=1.8.0)
 Requires-Dist: scipy (>=1.12.0,<2.0.0)
 Requires-Dist: sortedcontainers (>=2.4.0,<3.0.0)
 Requires-Dist: stackprinter (>=0.2.10,<0.3.0)
-Requires-Dist: statsmodels (>=0.14.2,<0.15.0)
+Requires-Dist: statsmodels (>=0.14.6,<0.15.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
 Requires-Dist: textual-autocomplete (>=4.0.0,<5.0.0)
 Requires-Dist: textual-serve (>=1.0.0,<2.0.0)
 Requires-Dist: textual[syntax] (>=6.0.0,<7.0.0)
 Requires-Dist: toml (>=0.10.2,<0.11.0)
 Requires-Dist: tqdm
+Requires-Dist: uvloop (>=0.22.1,<0.23.0)
 Requires-Dist: websockets (==15.0.1)
 Project-URL: Repository, https://github.com/xLydianSoftware/Qubx
 Description-Content-Type: text/markdown
@@ -69,20 +69,33 @@ Description-Content-Type: text/markdown
 ```
 ⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
 ⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment
-⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2024, by Dmytro Mariienko
+⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2026, by xLydian
 ⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀
 ```
 
 Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.
 
+**Qubx is under active development.** We are continuously improving the framework and will update our documentation in the coming days/weeks. This will include comprehensive end-to-end examples for running simulations and live trading.
+
+### Supported Data Types
+
+Qubx supports a wide range of market data:
+- OHLC (candlestick data)
+- L2 Orderbook
+- Liquidations
+- Funding rates
+- And more...
+
 ## Quick Start
 
 ### 1. Install Dependencies
+
 ```bash
 poetry install
 ```
 
 ### 2. Create a Strategy
+
 ```bash
 # Create a simple strategy template (default)
 poetry run qubx init
@@ -92,6 +105,7 @@ poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
 ```
 
 ### 3. Run Your Strategy
+
 ```bash
 cd my_strategy
 
@@ -103,6 +117,7 @@ poetry run qubx run config.yml --paper
 ```
 
 ### Available Templates
+
 ```bash
 # List available strategy templates
 poetry run qubx init --list-templates
@@ -112,6 +127,7 @@ poetry run qubx init --template project --name my_project
 ```
 
 ### Strategy Development Workflow
+
 1. **Initialize**: `poetry run qubx init` - Create strategy from template
 2. **Develop**: Edit `strategy.py` to implement your trading logic
 3. **Test**: `poetry run qubx run config.yml --paper` - Run in paper mode
@@ -192,6 +208,18 @@ just test
 - Build package: `just build`
 - Run verbose tests: `just test-verbose`
 
+## In Production
+
+Qubx powers the [AllegedAlpha](https://app.lighter.xyz/public-pools/281474976625478) public pool on Lighter. Public pools allow users to deposit funds from their blockchain wallet into a smart contract. The pool operator manages the trading strategy, and a performance fee is taken from profits (X: [@allegedalpha](https://x.com/allegedalpha)).
+
+## About xLydian
+
+Qubx is developed by [xLydian](https://xlydian.com/).
+
+- Website: [xlydian.com](https://xlydian.com/)
+- X: [@xLydian_xyz](https://x.com/xLydian_xyz)
+- Contact: [info@xlydian.com](mailto:info@xlydian.com)
+
 ## Contributing
 
 Contributions are welcome! Please feel free to submit a Pull Request.

{qubx-0.7.8 → qubx-0.7.35}/README.md

@@ -5,20 +5,33 @@
 ```
 ⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
 ⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment
-⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2024, by Dmytro Mariienko
+⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2026, by xLydian
 ⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀
 ```
 
 Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.
 
+**Qubx is under active development.** We are continuously improving the framework and will update our documentation in the coming days/weeks. This will include comprehensive end-to-end examples for running simulations and live trading.
+
+### Supported Data Types
+
+Qubx supports a wide range of market data:
+- OHLC (candlestick data)
+- L2 Orderbook
+- Liquidations
+- Funding rates
+- And more...
+
 ## Quick Start
 
 ### 1. Install Dependencies
+
 ```bash
 poetry install
 ```
 
 ### 2. Create a Strategy
+
 ```bash
 # Create a simple strategy template (default)
 poetry run qubx init
@@ -28,6 +41,7 @@ poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
 ```
 
 ### 3. Run Your Strategy
+
 ```bash
 cd my_strategy
 
@@ -39,6 +53,7 @@ poetry run qubx run config.yml --paper
 ```
 
 ### Available Templates
+
 ```bash
 # List available strategy templates
 poetry run qubx init --list-templates
@@ -48,6 +63,7 @@ poetry run qubx init --template project --name my_project
 ```
 
 ### Strategy Development Workflow
+
 1. **Initialize**: `poetry run qubx init` - Create strategy from template
 2. **Develop**: Edit `strategy.py` to implement your trading logic
 3. **Test**: `poetry run qubx run config.yml --paper` - Run in paper mode
@@ -128,6 +144,18 @@ just test
 - Build package: `just build`
 - Run verbose tests: `just test-verbose`
 
+## In Production
+
+Qubx powers the [AllegedAlpha](https://app.lighter.xyz/public-pools/281474976625478) public pool on Lighter. Public pools allow users to deposit funds from their blockchain wallet into a smart contract. The pool operator manages the trading strategy, and a performance fee is taken from profits (X: [@allegedalpha](https://x.com/allegedalpha)).
+
+## About xLydian
+
+Qubx is developed by [xLydian](https://xlydian.com/).
+
+- Website: [xlydian.com](https://xlydian.com/)
+- X: [@xLydian_xyz](https://x.com/xLydian_xyz)
+- Contact: [info@xlydian.com](mailto:info@xlydian.com)
+
 ## Contributing
 
 Contributions are welcome! Please feel free to submit a Pull Request.

{qubx-0.7.8 → qubx-0.7.35}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.7.8"
+version = "0.7.35"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -32,13 +32,13 @@ generate-setup-file = false
 qubx = "qubx.cli.commands:main"
 
 [tool.poetry.dependencies]
-python = ">=3.10,<4.0"
+python = ">=3.11,<4.0"
 numpy = "^1.26.3"
 pandas = "^2.2.2"
 pyarrow = "^15.0.0"
 scipy = "^1.12.0"
-scikit-learn = "^1.4.2"
-statsmodels = "^0.14.2"
+scikit-learn = ">=1.8.0"
+statsmodels = "^0.14.6"
 numba = "^0.59.1"
 sortedcontainers = "^2.4.0"
 ntplib = "^0.4.0"
@@ -78,7 +78,8 @@ textual-autocomplete = "^4.0.0"
 textual-serve = "^1.0.0"
 rich = "^13.9.4"
 jinja2 = "^3.1.0"
-qubx-lighter-api = "^0.1.4"
+qubx-lighter-api = "^0.1.5"
+uvloop = "^0.22.1"
 
 [tool.ruff.lint]
 extend-select = [ "I",]
@@ -119,6 +120,7 @@ jinja2 = "3.1.5"
 mike = "2.1.3"
 mkdocs-jupyter = "0.25.1"
 debugpy = "^1.8.12"
+py-spy = "^0.4.1"
 
 [tool.poetry.group.test.dependencies]
 pytest-asyncio = "^0.24.0"

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/account.py

@@ -8,6 +8,7 @@ from qubx.core.basics import (
     Timestamped,
     dt_64,
 )
+from qubx.core.interfaces import IHealthMonitor
 from qubx.core.series import OrderBook, Quote, Trade, TradeArray
 from qubx.restorers import RestoredState
 
@@ -21,7 +22,9 @@ class SimulatedAccountProcessor(BasicAccountProcessor):
         account_id: str,
         exchange: ISimulatedExchange,
         channel: CtrlChannel,
+        health_monitor: IHealthMonitor,
         base_currency: str,
+        exchange_name: str,
         initial_capital: float,
         restored_state: RestoredState | None = None,
     ) -> None:
@@ -29,6 +32,8 @@ class SimulatedAccountProcessor(BasicAccountProcessor):
             account_id=account_id,
             time_provider=exchange.get_time_provider(),
             base_currency=base_currency,
+            health_monitor=health_monitor,
+            exchange=exchange_name,
             tcc=exchange.get_transaction_costs_calculator(),
             initial_capital=initial_capital,
         )
@@ -37,7 +42,9 @@ class SimulatedAccountProcessor(BasicAccountProcessor):
         self._channel = channel
 
         if restored_state is not None:
-            self._balances.update(restored_state.balances)
+            # Convert list of AssetBalance to dict for internal storage
+            for balance in restored_state.balances:
+                self._balances[balance.currency] = balance
             for instrument, position in restored_state.positions.items():
                 _pos = self.get_position(instrument)
                 _pos.reset_by_position(position)

qubx-0.7.35/src/qubx/backtester/broker.py

@@ -0,0 +1,168 @@
+from qubx import logger
+from qubx.backtester.ome import SimulatedExecutionReport
+from qubx.backtester.simulated_exchange import ISimulatedExchange
+from qubx.core.basics import (
+    CtrlChannel,
+    Instrument,
+    Order,
+    OrderRequest,
+)
+from qubx.core.exceptions import BadRequest, OrderNotFound
+from qubx.core.interfaces import IBroker
+
+from .account import SimulatedAccountProcessor
+
+
+class SimulatedBroker(IBroker):
+    channel: CtrlChannel
+
+    _account: SimulatedAccountProcessor
+    _exchange: ISimulatedExchange
+
+    def __init__(
+        self,
+        channel: CtrlChannel,
+        account: SimulatedAccountProcessor,
+        simulated_exchange: ISimulatedExchange,
+    ) -> None:
+        self.channel = channel
+        self._account = account
+        self._exchange = simulated_exchange
+
+    @property
+    def is_simulated_trading(self) -> bool:
+        return True
+
+    def send_order(self, request: OrderRequest) -> Order:
+        """Submit order synchronously in simulation."""
+        instrument = request.instrument
+        order_side = request.side
+        order_type = request.order_type
+        amount = request.quantity
+        price = request.price
+        client_id = request.client_id
+        time_in_force = request.time_in_force
+        options = request.options
+
+        self._send_execution_report(
+            report := self._exchange.place_order(
+                instrument, order_side, order_type, amount, price, client_id, time_in_force, **options
+            )
+        )
+        return report.order
+
+    def send_order_async(self, request: OrderRequest) -> str | None:
+        """Submit order asynchronously (same as sync in simulation)."""
+        self.send_order(request)
+        return request.client_id
+
+    def _validate_order_ids(self, order_id: str | None, client_order_id: str | None) -> None:
+        if (order_id is None and client_order_id is None) or (order_id is not None and client_order_id is not None):
+            raise ValueError("Exactly one of order_id or client_order_id must be provided")
+
+    def _resolve_order_id(self, order_id: str | None, client_order_id: str | None) -> str | None:
+        if order_id is not None:
+            return order_id
+        if client_order_id is not None:
+            order = self._account.find_order_by_client_id(client_order_id)
+            return order.id if order is not None else None
+        return None
+
+    def cancel_order(self, order_id: str | None = None, client_order_id: str | None = None) -> bool:
+        """Cancel an order synchronously and return success status."""
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return False
+        try:
+            self._send_execution_report(order_update := self._exchange.cancel_order(resolved_id))
+            return order_update is not None
+        except OrderNotFound:
+            # Order was already cancelled or doesn't exist
+            logger.debug(f"Order {resolved_id} not found")
+            return False
+
+    def cancel_order_async(self, order_id: str | None = None, client_order_id: str | None = None) -> None:
+        """Cancel an order asynchronously (fire-and-forget)."""
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return
+        self.cancel_order(order_id=resolved_id)
+
+    def cancel_orders(self, instrument: Instrument) -> None:
+        raise NotImplementedError("Not implemented yet")
+
+    def update_order(
+        self, price: float, amount: float, order_id: str | None = None, client_order_id: str | None = None
+    ) -> Order:
+        """Update an existing limit order using cancel+recreate strategy.
+
+        Args:
+            order_id: The ID of the order to update
+            price: New price for the order
+            amount: New amount for the order
+
+        Returns:
+            Order: The updated (newly created) order object
+
+        Raises:
+            OrderNotFound: If the order is not found
+            BadRequest: If the order is not a limit order
+        """
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            raise OrderNotFound(f"Order {order_id or client_order_id} not found")
+
+        # Get the existing order from account
+        active_orders = self._account.get_orders()
+        existing_order = active_orders.get(resolved_id)
+        if not existing_order:
+            raise OrderNotFound(f"Order {resolved_id} not found")
+
+        # Validate that it's a limit order
+        if existing_order.type != "LIMIT":
+            raise BadRequest(
+                f"Order {resolved_id} is not a limit order (type: {existing_order.type}). "
+                "Only limit orders can be updated."
+            )
+
+        self.cancel_order(order_id=resolved_id)
+
+        request = OrderRequest(
+            instrument=existing_order.instrument,
+            quantity=abs(amount),
+            price=price,
+            order_type="LIMIT",
+            side=existing_order.side,
+            time_in_force=existing_order.time_in_force or "gtc",
+            client_id=existing_order.client_id,
+            options={},
+        )
+
+        updated_order = self.send_order(request)
+
+        return updated_order
+
+    def update_order_async(
+        self, price: float, amount: float, order_id: str | None = None, client_order_id: str | None = None
+    ) -> str | None:
+        """Update order asynchronously (same as sync in simulation)."""
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return None
+        updated_order = self.update_order(order_id=resolved_id, price=price, amount=amount)
+        return updated_order.client_id
+
+    def _send_execution_report(self, report: SimulatedExecutionReport | None):
+        if report is None:
+            return
+
+        self.channel.send((report.instrument, "order", report.order, False))
+        if report.exec is not None:
+            self.channel.send((report.instrument, "deals", [report.exec], False))
+
+    def exchange(self) -> str:
+        return self._exchange.exchange_id

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/data.py

@@ -1,5 +1,5 @@
 from collections import defaultdict
-from typing import Any, TypeVar
+from typing import TypeVar
 
 import pandas as pd
 
@@ -74,16 +74,35 @@ class SimulatedDataProvider(IDataProvider):
     def is_simulation(self) -> bool:
         return True
 
+    def is_connected(self) -> bool:
+        """
+        Check if the data provider is currently connected to the exchange.
+
+        For simulated data provider, always returns True since data is loaded from files.
+
+        Returns:
+            bool: Always True for simulated data
+        """
+        return True
+
     def subscribe(self, subscription_type: str, instruments: set[Instrument], reset: bool) -> None:
         _new_instr = [i for i in instruments if not self.has_subscription(i, subscription_type)]
+
         self._data_source.add_instruments_for_subscription(subscription_type, list(instruments))
 
         # - provide historical data and last quote for subscribed instruments
         for i in _new_instr:
-            # Check if the instrument was actually subscribed (not filtered out)
+            # - check if the instrument was actually subscribed (not filtered out)
             if not self.has_subscription(i, subscription_type):
                 continue
 
+            # - notify simulating exchange that instrument is subscribed
+            self._account._exchange.on_subscribe(i)
+
+            # - we need to clear last quote as it can be staled
+            self._last_quotes.pop(i, None)
+
+            # - try to peek most recent market data
             h_data = self._data_source.peek_historical_data(i, subscription_type)
             if h_data:
                 # _s_type = DataType.from_str(subscription_type)[0]
@@ -103,9 +122,16 @@ class SimulatedDataProvider(IDataProvider):
     def unsubscribe(self, subscription_type: str, instruments: set[Instrument] | Instrument | None = None) -> None:
         # logger.debug(f" | unsubscribe: {subscription_type} -> {instruments}")
         if instruments is not None:
-            self._data_source.remove_instruments_from_subscription(
-                subscription_type, [instruments] if isinstance(instruments, Instrument) else list(instruments)
-            )
+            _instruments = [instruments] if isinstance(instruments, Instrument) else list(instruments)
+            self._data_source.remove_instruments_from_subscription(subscription_type, _instruments)
+
+            # - Clear last quotes for unsubscribed instruments
+            for instr in _instruments:
+                # - clear last quote
+                self._last_quotes.pop(instr, None)
+
+                # - Notify simulating exchange that instrument is unsubscribed
+                self._account._exchange.on_unsubscribe(instr)
 
     def has_subscription(self, instrument: Instrument, subscription_type: str) -> bool:
         return self._data_source.has_subscription(instrument, subscription_type)
@@ -174,11 +200,11 @@ class SimulatedDataProvider(IDataProvider):
             high_price = r.data["high"]
             low_price = r.data["low"]
             close_price = r.data["close"]
-            
+
             # Skip this record if any OHLC value is None
             if open_price is None or high_price is None or low_price is None or close_price is None:
                 continue
-            
+
             bars.append(
                 Bar(
                     _b_ts_0,

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/management.py

@@ -382,7 +382,7 @@ class BacktestsResultsManager:
                     _mtrx[_nm] = v.get("performance", {})
 
                 _m_repr = pd.DataFrame.from_dict(_mtrx, orient="index")[
-                    ["gain", "cagr", "sharpe", "qr", "max_dd_pct", "mdd_usd", "fees", "execs"]
+                    ["gain", "cagr", "sharpe", "qr", "mdd_pct", "mdd_usd", "fees", "execs"]
                 ].astype(float)
                 _m_repr = _m_repr.round(3)
                 _m_repr = _m_repr.sort_values(by=sort_by, ascending=ascending) if sort_by else _m_repr

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/ome.py

@@ -79,8 +79,11 @@ class OrdersManagementEngine:
         self.active_orders = dict()
         self.stop_orders = dict()
         self.bbo = None
-        self.__order_id = 100000
-        self.__trade_id = 100000
+        # - 2025-12-09: OME always started with fixed order_id / trade_id
+        #   executions stopped to be accounted in portfolio when OME re-created
+        _start_id = int(time_provider.time().view("i8")) + 1000
+        self.__order_id = _start_id
+        self.__trade_id = _start_id
         self._fill_stops_at_price = fill_stop_order_at_price
         self._tick_size = instrument.tick_size
         self._last_update_time = np.datetime64(0, "ns")

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/runner.py

@@ -16,6 +16,7 @@ from qubx.core.initializer import BasicStrategyInitializer
 from qubx.core.interfaces import (
     CtrlChannel,
     IDataProvider,
+    IHealthMonitor,
     IMetricEmitter,
     IStrategy,
     IStrategyContext,
@@ -26,6 +27,7 @@ from qubx.core.interfaces import (
 from qubx.core.loggers import StrategyLogging
 from qubx.core.lookups import lookup
 from qubx.data.helpers import CachedPrefetchReader
+from qubx.health import DummyHealthMonitor
 from qubx.loggers.inmemory import InMemoryLogsWriter
 from qubx.pandaz.utils import _frame_to_str
 from qubx.utils.time import now_ns
@@ -140,18 +142,20 @@ class SimulationRunner:
 
         self._prefetch_aux_data()
 
-        # Start the context
+        # - Apply warmup periods before the start
+        # - merge default warmups with strategy warmups (strategy warmups take precedence)
+        _merged_warmups = {
+            **(self.data_config.default_warmups or {}),
+            **self.ctx.initializer.get_subscription_warmup(),
+        }
+        if _merged_warmups:
+            logger.debug(f"[<y>SimulationRunner</y>] :: Setting warmups: {_merged_warmups}")
+            self.ctx.set_warmup(_merged_warmups)
+
+        # - Start the context
         self.ctx.start()
 
-        # Apply default warmup periods if strategy didn't set them
-        for s in self.ctx.get_subscriptions():
-            if not self.ctx.get_warmup(s) and (_d_wt := self.data_config.default_warmups.get(s)):
-                logger.debug(
-                    f"[<y>SimulationRunner</y>] :: Strategy didn't set warmup period for <c>{s}</c> so default <c>{_d_wt}</c> will be used"
-                )
-                self.ctx.set_warmup({s: _d_wt})
-
-        # Subscribe to any custom data types if needed
+        # - Subscribe to any custom data types if needed
         def _is_known_type(t: str):
             try:
                 DataType(t)
@@ -387,9 +391,14 @@ class SimulationRunner:
 
         channel = SimulatedCtrlChannel("databus", sentinel=(None, None, None, None))
         simulated_clock = SimulatedTimeProvider(np.datetime64(self.start, "ns"))
+        health_monitor = DummyHealthMonitor()
 
         account = self._construct_account_processor(
-            self.setup.exchanges, self.setup.commissions, simulated_clock, channel
+            self.setup.exchanges,
+            self.setup.commissions,
+            simulated_clock,
+            channel,
+            health_monitor,
         )
 
         scheduler = SimulatedScheduler(channel, lambda: simulated_clock.time().item())
@@ -528,6 +537,7 @@ class SimulationRunner:
         commissions: str | dict[str, str | None] | None,
         time_provider: ITimeProvider,
         channel: CtrlChannel,
+        health_monitor: IHealthMonitor,
     ) -> CompositeAccountProcessor:
         _exchange_to_tcc = self._construct_tcc(exchanges, commissions)
         for tcc in _exchange_to_tcc.values():
@@ -555,7 +565,9 @@ class SimulationRunner:
                 account_id=self.account_id,
                 exchange=_exchange_to_simulated_exchange[exchange],
                 channel=channel,
+                health_monitor=health_monitor,
                 base_currency=self.setup.base_currency,
+                exchange_name=exchange,
                 initial_capital=_initial_capital,
             )
 

{qubx-0.7.8 → qubx-0.7.35}/src/qubx/backtester/simulated_exchange.py

@@ -47,6 +47,10 @@ class ISimulatedExchange:
 
     def get_open_orders(self, instrument: Instrument | None = None) -> dict[str, Order]: ...
 
+    def on_unsubscribe(self, instrument: Instrument) -> None: ...
+
+    def on_subscribe(self, instrument: Instrument) -> None: ...
+
     def process_market_data(
         self, instrument: Instrument, data: Quote | OrderBook | Trade | TradeArray
     ) -> Generator[SimulatedExecutionReport]: ...
@@ -93,6 +97,7 @@ class BasicSimulatedExchange(ISimulatedExchange):
     """
 
     _ome: dict[Instrument, OrdersManagementEngine]
+    _half_tick_size: dict[Instrument, float]
     _order_to_instrument: dict[str, Instrument]
     _fill_stop_order_at_price: bool
     _time_provider: ITimeProvider
@@ -112,6 +117,7 @@ class BasicSimulatedExchange(ISimulatedExchange):
         self._fill_stop_order_at_price = accurate_stop_orders_execution
         self._time_provider = time_provider
         self._tcc = tcc
+
         if self._fill_stop_order_at_price:
             logger.info(
                 f"[<y>{self.__class__.__name__}</y>] :: emulation of stop orders executions at exact price is ON"
@@ -193,6 +199,23 @@ class BasicSimulatedExchange(ISimulatedExchange):
 
         return {o.id: o for ome in self._ome.values() for o in ome.get_open_orders()}
 
+    def on_unsubscribe(self, instrument: Instrument) -> None:
+        """
+        Called when an instrument is unsubscribed.
+        """
+        # - clears the OME to remove stale BBO data.
+        self._ome.pop(instrument, None)
+        self._half_tick_size.pop(instrument, None)
+
+    def on_subscribe(self, instrument: Instrument) -> None:
+        """
+        Called when new instrument is subscribed.
+        """
+        # - just for sanity: remove OME for this instrument if it wasn't removed in on_unsubscribe call
+        if instrument in self._ome:
+            self._ome.pop(instrument, None)
+            self._half_tick_size.pop(instrument, None)
+
     def _get_ome(self, instrument: Instrument) -> OrdersManagementEngine:
         if (ome := self._ome.get(instrument)) is None:
             self._half_tick_size[instrument] = instrument.tick_size / 2  # type: ignore