progress 0.0.3
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@@ -145,7 +145,7 @@ class PairTrader(NamedObject):
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self.latest_history_[exch_inst] = history
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if len(self.latest_history_) == 2:
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from itertools import chain
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all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.time_ns_)
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all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.aggr_time_ns_)
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await self.live_strategy_.on_mkt_data_hist_snapshot(hist_aggr=all_aggrs)
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self.latest_history_ = {}
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