Qubx 1.1.1.dev2__tar.gz → 1.1.2.dev1__tar.gz

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.1.1.dev2
+Version: 1.1.2.dev1
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/src/qubx/_version.py

@@ -28,7 +28,7 @@ version_tuple: VERSION_TUPLE
 commit_id: COMMIT_ID
 __commit_id__: COMMIT_ID
 
-__version__ = version = '1.1.1.dev2'
-__version_tuple__ = version_tuple = (1, 1, 1, 'dev2')
+__version__ = version = '1.1.2.dev1'
+__version_tuple__ = version_tuple = (1, 1, 2, 'dev1')
 
 __commit_id__ = commit_id = None

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/src/qubx/cli/commands.py

@@ -824,8 +824,9 @@ def kernel_stop(connection_file: Path):
 
 
 def _resolve_storage_path(ctx: click.Context, param: click.Parameter, value: str) -> str:
-    # - S3 and other cloud paths are returned as-is
-    if value and not (value.startswith("s3://") or value.startswith("gs://") or value.startswith("az://")):
+    from qubx.utils.s3 import is_account_uri, is_cloud_path
+
+    if value and not is_cloud_path(value) and not is_account_uri(value):
         return os.path.abspath(os.path.expanduser(value))
     return value
 

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/src/qubx/connectors/ccxt/account.py

@@ -1,5 +1,6 @@
 import asyncio
 import concurrent.futures
+import math
 from asyncio.exceptions import CancelledError
 from collections import defaultdict
 from typing import TYPE_CHECKING, Awaitable, Callable
@@ -419,6 +420,18 @@ class CcxtAccountProcessor(BasicAccountProcessor):
                 instr = _symbol_to_instrument.get(symbol)
                 if instr is not None:
                     quote = ccxt_convert_ticker(ticker)
+                    if not (
+                        math.isfinite(quote.bid)
+                        and math.isfinite(quote.ask)
+                        and quote.bid > 0
+                        and quote.ask > 0
+                        and quote.bid < quote.ask
+                    ):
+                        logger.debug(
+                            f"Skipping invalid ticker for {instr.symbol}: "
+                            f"bid={quote.bid}, ask={quote.ask}"
+                        )
+                        continue
                     self.update_position_price(_current_time, instr, quote)
 
     async def _init_spot_positions(self) -> None:

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/src/qubx/connectors/ccxt/handlers/quote.py

@@ -4,6 +4,7 @@ Quote data type handler for CCXT data provider.
 Handles subscription and warmup for quote (bid/ask) data.
 """
 
+import math
 from typing import Set
 
 from qubx import logger
@@ -64,6 +65,19 @@ class QuoteDataHandler(BaseDataTypeHandler):
                 instrument = ccxt_find_instrument(exch_symbol, self._exchange_manager.exchange, _symbol_to_instrument)
                 quote = ccxt_convert_ticker(ccxt_ticker)
 
+                if not (
+                    math.isfinite(quote.bid)
+                    and math.isfinite(quote.ask)
+                    and quote.bid > 0
+                    and quote.ask > 0
+                    and quote.bid < quote.ask
+                ):
+                    logger.debug(
+                        f"<yellow>{self._exchange_id}</yellow> Skipping invalid quote for "
+                        f"{instrument.symbol}: bid={quote.bid}, ask={quote.ask}"
+                    )
+                    continue
+
                 # Only emit if quote is newer than the last one
                 last_quote = self._data_provider._last_quotes[instrument]
                 if last_quote is None or quote.time > last_quote.time:

{qubx-1.1.1.dev2 → qubx-1.1.2.dev1}/src/qubx/connectors/ccxt/utils.py

@@ -312,8 +312,8 @@ def ccxt_convert_ticker(ticker: dict[str, Any]) -> Quote:
     """
     return Quote(
         time=recognize_time(ticker["datetime"]) if ticker["datetime"] is not None else recognize_time(now_utc().asm8),
-        bid=ticker["bid"],
-        ask=ticker["ask"],
+        bid=ticker["bid"] if ticker["bid"] is not None else 0.0,
+        ask=ticker["ask"] if ticker["ask"] is not None else 0.0,
         bid_size=ticker["bidVolume"] if ticker["bidVolume"] is not None else 0.0,
         ask_size=ticker["askVolume"] if ticker["askVolume"] is not None else 0.0,
     )