pyqqq 0.12.186__tar.gz → 0.12.187__tar.gz

{pyqqq-0.12.186 → pyqqq-0.12.187}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.186
+Version: 0.12.187
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.186 → pyqqq-0.12.187}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.186"
+version = "0.12.187"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.186 → pyqqq-0.12.187}/pyqqq/brokerage/tracker.py

@@ -474,15 +474,7 @@ class TradingTracker:
         self.positions = self.simple_api.get_positions()
 
     def _refresh_pending_orders(self):
-        old_pending_orders = {}
-        for o in self.pending_orders:
-            old_pending_orders[o.order_no] = o
-
         self.pending_orders = self.simple_api.get_pending_orders(exchanges=list(OrderExchange))
-        for o in self.pending_orders:
-            old_pending_order = old_pending_orders.get(o.order_no)
-            if old_pending_order is not None:
-                o.average_purchase_price = old_pending_order.average_purchase_price
 
     def _notify_pending_order_update(self, status: str, order: StockOrder):
         # deprecated

{pyqqq-0.12.186 → pyqqq-0.12.187}/pyqqq/data/realtime.py

@@ -8,10 +8,11 @@ from typing import List, Union
 import websockets
 
 import pyqqq.config as c
-from pyqqq.datatypes import DataExchange
+from pyqqq.datatypes import DataExchange, Exchange
 from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.logger import get_logger
 from pyqqq.utils.singleton import singleton
+from pyqqq.utils.market_schedule import is_trading_time, get_next_trading_day, get_market_schedule
 
 logger = get_logger(__name__)
 
@@ -136,6 +137,7 @@ class TickEventListener:
         self.retry_cnt = 0
         self.ws = None
         self.tot_retry_cnt = 0
+        self.reconnect_datetime = None
         logger.info(f"{self.LOG_TAG}init")
 
         if "event_add_delay" in config:
@@ -143,12 +145,12 @@ class TickEventListener:
 
         if "health_ping_delay" in config:
             self.health_ping_delay = config["health_ping_delay"]
-
+        now_int_str = str(int(dtm.datetime.now().timestamp()))
         if client_id is not None:
             api_key = os.getenv("PYQQQ_API_KEY") or ""
-            self.client_id = client_id + api_key
+            self.client_id = client_id + api_key + "_" + now_int_str
         else:
-            self.client_id = api_key
+            self.client_id = api_key + "_" + now_int_str
 
         self.url = url
         if self.url is None:
@@ -186,13 +188,37 @@ class TickEventListener:
                     async for message in websocket:
                         # logger.debug(f"{self.LOG_TAG}message: {message}")
                         await self.handle_response(message)
+
+                    logger.warning(f"{self.LOG_TAG}Websocket connection closed by server. code: {websocket.close_code}, reason: {websocket.close_reason}")
                 except websockets.exceptions.ConnectionClosed:
                     logger.info(f"{self.LOG_TAG}Connection closed")
-                    await self.on_connect_failed()
+                    if websocket.close_code == 4409:
+                        logger.info(f"{self.LOG_TAG}Connection closed by server with code: {websocket.close_code}, reason: {websocket.close_reason}")
+
+                        self.move_events_to_pending()
+
+                        if is_trading_time(dtm.datetime.now()):
+                            logger.info("try reconnect next minute")
+                            self.reconnect_datetime = dtm.datetime.now() + dtm.timedelta(minutes=1)
+                        else:
+                            logger.info("not trading time")
+                            next_trading_day = get_next_trading_day(dtm.datetime.now().date())
+                            next_market_schedule = get_market_schedule(next_trading_day, Exchange.NXT)
+                            next_start_time = dtm.datetime.combine(next_trading_day, next_market_schedule.open_time)
+                            logger.info(f"reconnect at {next_start_time}")
+                            self.reconnect_datetime = next_start_time
+                        
+                        await asyncio.sleep(self.reconnect_datetime.timestamp() - dtm.datetime.now().timestamp())
+
+                        await self.connect_ws()
+
+                    else:
+                        await self.on_connect_failed()
         except Exception as e:
             logger.info(f"{self.LOG_TAG}Connection failed. error: {e}")
             await self.on_connect_failed()
         finally:
+            logger.info(f"{self.LOG_TAG}Websocket connection closed")
             self.ws_connected = False
 
     async def health_ping(self):
@@ -321,7 +347,8 @@ class TickEventListener:
                     logger.debug(f"{self.LOG_TAG} try connect events:{cur_pending_event_ids}, connected: {res}")
 
             else:
-                logger.debug(f"{self.LOG_TAG}not connected")
+                logger.info(f"{self.LOG_TAG} not connected. stop process_events_appending")
+                return
 
             await asyncio.sleep(self.event_add_delay)