Qubx 1.2.3.dev3__tar.gz → 1.2.3.dev5__tar.gz

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.2.3.dev3
+Version: 1.2.3.dev5
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx
@@ -58,7 +58,7 @@ Requires-Dist: python-binance<2,>=1.0.19; extra == 'binance'
 Provides-Extra: bitfinex
 Requires-Dist: qubx-bitfinex-api<4,>=3.0.7; extra == 'bitfinex'
 Provides-Extra: connectors
-Requires-Dist: ccxt<5,>=4.2.68; extra == 'connectors'
+Requires-Dist: ccxt<5,>=4.5.46; extra == 'connectors'
 Provides-Extra: jupyter
 Requires-Dist: jupyter-console<7,>=6.6.3; extra == 'jupyter'
 Requires-Dist: jupyter<2,>=1.1.1; extra == 'jupyter'

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/pyproject.toml

@@ -81,7 +81,7 @@ qubx = "qubx.cli.commands:main"
 # ============================================================
 [project.optional-dependencies]
 # Exchange connectors (ccxt-based)
-connectors = ["ccxt>=4.2.68,<5"]
+connectors = ["ccxt>=4.5.46,<5"]
 # Binance-specific (historical data utilities)
 binance = ["python-binance>=1.0.19,<2"]
 # Bitfinex-specific (custom API client)

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/src/qubx/_version.py

@@ -18,7 +18,7 @@ version_tuple: tuple[int | str, ...]
 commit_id: str | None
 __commit_id__: str | None
 
-__version__ = version = '1.2.3.dev3'
-__version_tuple__ = version_tuple = (1, 2, 3, 'dev3')
+__version__ = version = '1.2.3.dev5'
+__version_tuple__ = version_tuple = (1, 2, 3, 'dev5')
 
 __commit_id__ = commit_id = None

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/src/qubx/connectors/ccxt/exchanges/binance/exchange.py

@@ -4,7 +4,7 @@ import ccxt.pro as cxp
 import pandas as pd
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheByTimestamp
 from ccxt.async_support.base.ws.client import Client
-from ccxt.base.errors import ArgumentsRequired, BadRequest, InsufficientFunds, NotSupported
+from ccxt.base.errors import BadRequest, InsufficientFunds
 from ccxt.base.precise import Precise
 from ccxt.base.types import (
     Any,
@@ -52,76 +52,19 @@ class BinanceQV(CcxtFuturePatchMixin, cxp.binance):
 
     async def un_watch_bids_asks(self, symbols: Strings = None, params: dict = {}) -> Any:
         """
-        unwatches best bid & ask for symbols
-
-        https://developers.binance.com/docs/binance-spot-api-docs/web-socket-api#symbol-order-book-ticker
-        https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream
-        https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Book-Tickers-Stream
-
-        :param str[] symbols: unified symbol of the market to fetch the ticker for
-        :param dict [params]: extra parameters specific to the exchange API endpoint
-        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        Unsubscribes from the bookTicker stream for the given symbols.
+
+        Upstream ccxt ships un_watch_bids_asks as a NotSupported stub, but the
+        companion watch_multi_ticker_helper has a working isUnsubscribe branch
+        that mirrors the subscribe path exactly (URL, sub-hashes, request body).
+        Delegating keeps us aligned with upstream's 2026-04 USDⓈ-M URL split
+        (/public/ws) and avoids duplicating internals that have already been
+        refactored once (get_message_hash was removed in ccxt 4.5.20).
         """
         await self.load_markets()
-        methodName = "watchBidsAsks"
-        channelName = "bookTicker"
         symbols = self.market_symbols(symbols, None, True, False, True)
-        firstMarket = None
-        marketType = None
-        symbolsDefined = symbols is not None
-        if symbolsDefined:
-            firstMarket = self.market(symbols[0])
-        marketType, params = self.handle_market_type_and_params(methodName, firstMarket, params)
-        subType = None
-        subType, params = self.handle_sub_type_and_params(methodName, firstMarket, params)
-        rawMarketType = None
-        if self.isLinear(marketType, subType):
-            rawMarketType = "future"
-        elif self.isInverse(marketType, subType):
-            rawMarketType = "delivery"
-        elif marketType == "spot":
-            rawMarketType = marketType
-        else:
-            raise NotSupported(str(self.id) + " " + methodName + "() does not support options markets")
-        isBidAsk = True
-        subscriptionArgs = []
-        subMessageHashes = []
-        messageHashes = []
-        if symbolsDefined:
-            for i in range(0, len(symbols)):
-                symbol = symbols[i]
-                market = self.market(symbol)
-                subscriptionArgs.append(market["lowercaseId"] + "@" + channelName)
-                subMessageHashes.append(self.get_message_hash(channelName, market["symbol"], isBidAsk))
-                messageHashes.append("unsubscribe:bidsasks:" + symbol)
-        else:
-            if marketType == "spot":
-                raise ArgumentsRequired(
-                    str(self.id) + " " + methodName + "() requires symbols for this channel for spot markets"
-                )
-            subscriptionArgs.append("!" + channelName)
-            subMessageHashes.append(self.get_message_hash(channelName, None, isBidAsk))
-            messageHashes.append("unsubscribe:bidsasks")
-        streamHash = channelName
-        if symbolsDefined:
-            streamHash = channelName + "::" + ",".join(symbols)
-        url = self.urls["api"]["ws"][rawMarketType] + "/" + self.stream(rawMarketType, streamHash)
-        requestId = self.request_id(url)
-        request: dict = {
-            "method": "UNSUBSCRIBE",
-            "params": subscriptionArgs,
-            "id": requestId,
-        }
-        subscription: dict = {
-            "unsubscribe": True,
-            "id": str(requestId),
-            "subMessageHashes": subMessageHashes,
-            "messageHashes": subMessageHashes,
-            "symbols": symbols,
-            "topic": "bidsasks",
-        }
-        return await self.watch_multiple(
-            url, subMessageHashes, self.extend(request, params), subMessageHashes, subscription
+        return await self.watch_multi_ticker_helper(
+            "watchBidsAsks", "bookTicker", symbols, params, isUnsubscribe=True
         )
 
     def parse_ohlcv(self, ohlcv, market=None):

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/src/qubx/ta/indicators.pxd

@@ -198,7 +198,8 @@ cdef class Rsi(Indicator):
     cdef object down_moves
     cdef object smooth_up
     cdef object smooth_down
-    cdef double prev_value
+    cdef double prev_value    # - close of the previous COMPLETED bar (reference for diff)
+    cdef double last_value    # - current bar's working value (updates on every tick)
 
     cpdef double calculate(self, long long time, double value, short new_item_started)
 

{qubx-1.2.3.dev3 → qubx-1.2.3.dev5}/src/qubx/ta/indicators.pyx

@@ -1264,6 +1264,7 @@ cdef class Rsi(Indicator):
     def __init__(self, str name, TimeSeries series, int period, str smoother="ema"):
         self.period = period
         self.prev_value = np.nan
+        self.last_value = np.nan
 
         # - create internal series for up and down moves
         self.up_moves = TimeSeries("up_moves", series.timeframe, series.max_series_length)
@@ -1278,20 +1279,33 @@ cdef class Rsi(Indicator):
     cpdef double calculate(self, long long time, double value, short new_item_started):
         cdef double diff, up_move, down_move, smooth_u, smooth_d
 
-        # - for the first value, store it and return NaN
-        if np.isnan(self.prev_value):
-            self.prev_value = value
+        # - very first tick ever: initialize working value, emit 0 up/down moves,
+        # - keep prev_value = NaN so no diff is computed until the first bar finalizes
+        if np.isnan(self.last_value):
+            self.last_value = value
             self.up_moves.update(time, 0.0)
             self.down_moves.update(time, 0.0)
             return np.nan
 
-        # - calculate price change
+        # - on new bar: the previously tracked working value (last_value) has just
+        # - been finalized as the previous bar's close — promote it to prev_value
+        # - so diff is measured against the true previous-bar close, not against
+        # - any intrabar tick we may have seen earlier.
         if new_item_started:
-            diff = value - self.prev_value
-            self.prev_value = value
-        else:
-            # - when updating the same bar, calculate diff from previous closed bar
-            diff = value - self.prev_value
+            self.prev_value = self.last_value
+
+        # - track current working value for the bar (updates on every tick)
+        self.last_value = value
+
+        # - still in the first bar (no finalized prev close yet): emit 0 moves
+        # - and NaN — matches the single-call init path from batch replay
+        if np.isnan(self.prev_value):
+            self.up_moves.update(time, 0.0)
+            self.down_moves.update(time, 0.0)
+            return np.nan
+
+        # - diff is always against the previous COMPLETED bar's close
+        diff = value - self.prev_value
 
         # - calculate up and down moves
         if diff > 0: