walrasquant-lib 0.4.23__tar.gz → 0.4.25__tar.gz

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: walrasquant-lib
-Version: 0.4.23
+Version: 0.4.25
 Summary: fastest python trading bot
 Author: River-Shi
 Author-email: River-Shi <nachuan.shi.quant@gmail.com>
@@ -23,13 +23,13 @@ Requires-Dist: dynaconf[redis]>=3.2.12
 Requires-Dist: aiohttp>=3.13.3
 Requires-Dist: rich>=14.0.0
 Requires-Dist: picows>=2.1.1
-Requires-Dist: ccxt>=4.5.63
-Requires-Dist: nexuscore-lib>=0.2.0
+Requires-Dist: nexuscore-lib>=0.2.1
 Requires-Dist: flashduty-lib>=0.2.0
-Requires-Dist: nexuslog-lib>=0.5.0
+Requires-Dist: nexuslog-lib>=0.7.0
 Requires-Dist: msgspec>=0.21.1
 Requires-Dist: pandas<3.0.0
 Requires-Dist: numpy>=2.2.0
+Requires-Dist: ccxt>=4.5.64
 Requires-Python: >=3.11, <3.15
 Description-Content-Type: text/markdown
 

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "walrasquant-lib"
-version = "0.4.23"
+version = "0.4.25"
 description = "fastest python trading bot"
 authors = [
     {name = "River-Shi",email = "nachuan.shi.quant@gmail.com"}
@@ -27,13 +27,13 @@ dependencies = [
     "aiohttp>=3.13.3",
     "rich>=14.0.0",
     "picows>=2.1.1",
-    "ccxt>=4.5.63",
-    "nexuscore-lib>=0.2.0",
+    "nexuscore-lib>=0.2.1",
     "flashduty-lib>=0.2.0",
-    "nexuslog-lib>=0.5.0",
+    "nexuslog-lib>=0.7.0",
     "msgspec>=0.21.1",
     "pandas<3.0.0",
     "numpy>=2.2.0",
+    "ccxt>=4.5.64",
 ]
 
 [project.scripts]

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/src/walrasquant/aggregation.py

@@ -396,7 +396,10 @@ class TimeKlineAggregator(KlineAggregator):
             callback=self._build_bar,
         )
         self._log.debug(
-            f"Timer set: {self._timer_name}, start={start_time}, interval={interval_td}"
+            "Timer set: %s, start=%s, interval=%s",
+            self._timer_name,
+            start_time,
+            interval_td,
         )
 
     def _get_start_time(self):
@@ -446,4 +449,4 @@ class TimeKlineAggregator(KlineAggregator):
 
         # # Build and send kline (only if trades were received)
         self._build_and_send(ts_event, ts_init)
-        self._log.debug(f"Kline built: ts_event={ts_event}, ts_init={ts_init}")
+        self._log.debug("Kline built: ts_event=%s, ts_init=%s", ts_event, ts_init)

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/src/walrasquant/backends/db_postgresql.py

@@ -139,7 +139,8 @@ class PostgreSQLBackend(StorageBackend):
                         str(symbol),
                     )
                 self._log.debug(
-                    f"Deleted {len(positions_to_delete)} stale positions from database"
+                    "Deleted %s stale positions from database",
+                    len(positions_to_delete),
                 )
 
             for symbol, position in mem_positions.copy().items():
@@ -219,7 +220,7 @@ class PostgreSQLBackend(StorageBackend):
                     return order
                 return None
         except psycopg2.DatabaseError as error:
-            self._log.error(f"Error getting order from PostgreSQL: {error}")
+            self._log.error("Error getting order from PostgreSQL: %s", error)
             return None
 
     def get_symbol_orders(self, symbol: str) -> Set[str]:
@@ -277,9 +278,9 @@ class PostgreSQLBackend(StorageBackend):
                         serialized_value,
                     )
                 except msgspec.EncodeError as e:
-                    self._log.error(f"Error serializing parameter {key}: {e}")
+                    self._log.error("Error serializing parameter %s: %s", key, e)
                 except Exception as e:
-                    self._log.error(f"Error storing parameter {key}: {e}")
+                    self._log.error("Error storing parameter %s: %s", key, e)
 
     def get_param(self, key: str, default: Any = None) -> Any:
         import msgspec
@@ -296,11 +297,11 @@ class PostgreSQLBackend(StorageBackend):
                 try:
                     return self._decode_param(row[0])
                 except msgspec.DecodeError as e:
-                    self._log.error(f"Error deserializing parameter {key}: {e}")
+                    self._log.error("Error deserializing parameter %s: %s", key, e)
                     return default
             return default
         except Exception as e:
-            self._log.error(f"Error getting parameter {key}: {e}")
+            self._log.error("Error getting parameter %s: %s", key, e)
             return default
 
     def get_all_params(self) -> Dict[str, Any]:
@@ -314,8 +315,8 @@ class PostgreSQLBackend(StorageBackend):
                 try:
                     params[row[0]] = self._decode_param(row[1])
                 except msgspec.DecodeError as e:
-                    self._log.error(f"Error deserializing parameter {row[0]}: {e}")
+                    self._log.error("Error deserializing parameter %s: %s", row[0], e)
             cursor.close()
         except Exception as e:
-            self._log.error(f"Error getting all parameters: {e}")
+            self._log.error("Error getting all parameters: %s", e)
         return params

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/src/walrasquant/backends/db_sqlite.py

@@ -142,7 +142,8 @@ class SQLiteBackend(StorageBackend):
                     [(symbol,) for symbol in positions_to_delete],
                 )
                 self._log.debug(
-                    f"Deleted {len(positions_to_delete)} stale positions from database"
+                    "Deleted %s stale positions from database",
+                    len(positions_to_delete),
                 )
 
             for symbol, position in mem_positions.copy().items():
@@ -217,7 +218,7 @@ class SQLiteBackend(StorageBackend):
             return None
 
         except sqlite3.Error as e:
-            self._log.error(f"Error getting order from SQLite: {e}")
+            self._log.error("Error getting order from SQLite: %s", e)
             return None
 
     def get_symbol_orders(self, symbol: str) -> Set[str]:
@@ -269,9 +270,9 @@ class SQLiteBackend(StorageBackend):
                         (key, serialized_value),
                     )
                 except msgspec.EncodeError as e:
-                    self._log.error(f"Error serializing parameter {key}: {e}")
+                    self._log.error("Error serializing parameter %s: %s", key, e)
                 except sqlite3.Error as e:
-                    self._log.error(f"Error storing parameter {key}: {e}")
+                    self._log.error("Error storing parameter %s: %s", key, e)
             await self._async_conn.commit()
 
     def get_param(self, key: str, default: Any = None) -> Any:
@@ -286,11 +287,11 @@ class SQLiteBackend(StorageBackend):
                 try:
                     return self._decode_param(row[0])
                 except msgspec.DecodeError as e:
-                    self._log.error(f"Error deserializing parameter {key}: {e}")
+                    self._log.error("Error deserializing parameter %s: %s", key, e)
                     return default
             return default
         except sqlite3.Error as e:
-            self._log.error(f"Error getting parameter {key}: {e}")
+            self._log.error("Error getting parameter %s: %s", key, e)
             return default
 
     def get_all_params(self) -> Dict[str, Any]:
@@ -304,7 +305,7 @@ class SQLiteBackend(StorageBackend):
                 try:
                     params[row[0]] = self._decode_param(row[1])
                 except msgspec.DecodeError as e:
-                    self._log.error(f"Error deserializing parameter {row[0]}: {e}")
+                    self._log.error("Error deserializing parameter %s: %s", row[0], e)
         except sqlite3.Error as e:
-            self._log.error(f"Error getting all parameters: {e}")
+            self._log.error("Error getting all parameters: %s", e)
         return params

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/src/walrasquant/base/api_client.py

@@ -29,8 +29,18 @@ class ApiClient(ABC):
 
     async def _init_session(self, base_url: str | None = None):
         if self._session is None:
+            # The default TCPConnector drops idle connections after 15s and
+            # resolves DNS on a thread pool, so intermittent traders pay a
+            # fresh DNS + TCP + TLS handshake on the order path.
+            connector = aiohttp.TCPConnector(
+                limit=64,
+                ttl_dns_cache=300,
+                keepalive_timeout=60,
+                resolver=aiohttp.AsyncResolver(),
+            )
             kwargs: Dict[str, Any] = {
                 "timeout": aiohttp.ClientTimeout(total=self._timeout),
+                "connector": connector,
             }
             if base_url:
                 kwargs["base_url"] = base_url

{walrasquant_lib-0.4.23 → walrasquant_lib-0.4.25}/src/walrasquant/base/connector.py

@@ -223,7 +223,7 @@ class PublicConnector(ABC):
         self._add_aggregator(symbol, aggregator)
 
         self._log.info(
-            f"Time kline aggregator created for {symbol} with interval {interval}"
+            "Time kline aggregator created for %s with interval %s", symbol, interval
         )
 
     def unsubscribe_kline_aggregator(
@@ -247,7 +247,9 @@ class PublicConnector(ABC):
                 aggregator.stop()
                 aggregators.remove(aggregator)
                 self._log.info(
-                    f"Time kline aggregator stopped for {symbol} with interval {interval}"
+                    "Time kline aggregator stopped for %s with interval %s",
+                    symbol,
+                    interval,
                 )
         if not aggregators:
             self._aggregators.pop(symbol, None)
@@ -275,7 +277,10 @@ class PublicConnector(ABC):
         self._add_aggregator(symbol, aggregator)
 
         self._log.info(
-            f"Volume kline aggregator created for {symbol} with threshold {volume_threshold} and type {volume_type}"
+            "Volume kline aggregator created for %s with threshold %s and type %s",
+            symbol,
+            volume_threshold,
+            volume_type,
         )
 
     def unsubscribe_volume_kline_aggregator(
@@ -296,7 +301,10 @@ class PublicConnector(ABC):
             ):
                 aggregators.remove(aggregator)
                 self._log.info(
-                    f"Volume kline aggregator stopped for {symbol} with threshold {volume_threshold} and type {volume_type}"
+                    "Volume kline aggregator stopped for %s with threshold %s and type %s",
+                    symbol,
+                    volume_threshold,
+                    volume_type,
                 )
         if not aggregators:
             self._aggregators.pop(symbol, None)
@@ -690,7 +698,7 @@ class MockLinearConnector:
             )
             return order
         except OrderError as e:
-            self._log.error(f"Error creating order: {e}")
+            self._log.error("Error creating order: %s", e)
             return Order(
                 exchange=self._exchange_id,
                 timestamp=self._clock.timestamp_ms(),
@@ -726,7 +734,8 @@ class MockLinearConnector:
             book = self._cache.bookl1(symbol)
             if not book:
                 self._log.warning(
-                    f"Please subscribe to the `bookl1` data for {symbol} or data not ready"
+                    "Please subscribe to the `bookl1` data for %s or data not ready",
+                    symbol,
                 )
                 continue
             notional += float(position.amount) * book.mid
@@ -739,7 +748,8 @@ class MockLinearConnector:
             book = self._cache.bookl1(symbol)
             if not book:
                 self._log.warning(
-                    f"Please subscribe to the `bookl1` data for {symbol} or data not ready"
+                    "Please subscribe to the `bookl1` data for %s or data not ready",
+                    symbol,
                 )
                 return
 
@@ -851,7 +861,7 @@ class MockLinearConnector:
         self._apply_fee(order)
 
     async def connect(self):
-        self._log.debug(f"Starting mock connector for {self._account_type}")
+        self._log.debug("Starting mock connector for %s", self._account_type)
         await self._init_position()
         await self._init_balance()