progress 0.0.3

This commit is contained in:
Oleg Sheynin
2026-01-22 23:52:17 +00:00
parent 170e48d646
commit e6ae62ebb6
5 changed files with 24 additions and 19 deletions
+1 -1
View File
@@ -145,7 +145,7 @@ class PairTrader(NamedObject):
self.latest_history_[exch_inst] = history
if len(self.latest_history_) == 2:
from itertools import chain
all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.time_ns_)
all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.aggr_time_ns_)
await self.live_strategy_.on_mkt_data_hist_snapshot(hist_aggr=all_aggrs)
self.latest_history_ = {}