From ba220f2380e16ff76da435f718e149264e0f9a07 Mon Sep 17 00:00:00 2001 From: HJ Normey Date: Fri, 5 Sep 2025 13:23:34 +0200 Subject: [PATCH] feat(fix): symmbol throttle now limits symbols *before* running info data-fetch. Before this, full symbol info would be fetched for all. --- nautilus_actor_test_implementation_5x.py | 126 +++++++++++++---------- 1 file changed, 71 insertions(+), 55 deletions(-) diff --git a/nautilus_actor_test_implementation_5x.py b/nautilus_actor_test_implementation_5x.py index 43ede78..e487d49 100644 --- a/nautilus_actor_test_implementation_5x.py +++ b/nautilus_actor_test_implementation_5x.py @@ -412,61 +412,77 @@ class SILOQYSymbolDiscoveryActor(Actor): self.log.error(f"Nautilus ActorExecutor: Failed to complete symbol discovery: {e}") # Don't re-raise, let system continue - async def _discover_all_symbols(self): - """PRESERVED: Original Binance symbol discovery algorithm""" - self.log.info("Starting dynamic symbol discovery from Binance...") - url = "https://api.binance.com/api/v3/exchangeInfo" - - async with httpx.AsyncClient() as client: - self.log.info("Fetching exchange info from Binance API...") - response = await client.get(url, timeout=10) - if response.status_code == 200: - self.log.info("Successfully received exchange info") - data = response.json() - - # Combined symbol discovery and tick size extraction - self.log.info("Processing symbols and extracting tick sizes...") - full_symbols = [] - for symbol_info in data['symbols']: - if symbol_info['status'] == 'TRADING' and symbol_info['symbol'].endswith('USDT'): - symbol = symbol_info['symbol'] - full_symbols.append(symbol) - - # Extract tick size while processing # Extract tick size while processing - tick_size = None - for filter_info in symbol_info['filters']: - if filter_info['filterType'] == 'PRICE_FILTER': - tick_size = float(filter_info['tickSize']) - break - - # If no PRICE_FILTER found, try other filter types - if tick_size is None: - for filter_info in symbol_info['filters']: - if filter_info['filterType'] == 'TICK_SIZE': - tick_size = float(filter_info['tickSize']) - break - - # Fallback to default if still not found - if tick_size is None: - tick_size = 1e-8 # Default fallback - self.log.warning(f"No tick size found for {symbol}, using fallback {tick_size}") - - self.tick_sizes[symbol] = tick_size - - self.log.info(f"Processed {len(full_symbols)} symbols, extracted {len(self.tick_sizes)} tick sizes") - - # Apply throttle mode symbol limiting - if self.throttle_mode: - self.symbols = full_symbols[:self.max_symbols_throttled] - self.log.warning(f"THROTTLE MODE: Limited to {len(self.symbols)} symbols (from {len(full_symbols)} available)") - else: - self.symbols = full_symbols - - self.log.info(f"Discovered {len(self.symbols)} trading symbols") - self.log.info(f"First 10 symbols: {self.symbols[:10]}") +async def _discover_all_symbols(self): + """PRESERVED: Original Binance symbol discovery algorithm""" + self.log.info("Starting dynamic symbol discovery from Binance...") + url = "https://api.binance.com/api/v3/exchangeInfo" + + async with httpx.AsyncClient() as client: + self.log.info("Fetching exchange info from Binance API...") + response = await client.get(url, timeout=10) + if response.status_code == 200: + self.log.info("Successfully received exchange info") + data = response.json() + + # STEP 1: Collect all symbol names first + self.log.info("Collecting all available symbols...") + full_symbols = [] + for symbol_info in data['symbols']: + if symbol_info['status'] == 'TRADING' and symbol_info['symbol'].endswith('USDT'): + symbol = symbol_info['symbol'] + full_symbols.append(symbol) + + # Log the full symbols list obtained from exchange + self.log.info(f"Full symbols discovered from exchange: {len(full_symbols)} total") + self.log.info(f"First 10 symbols: {full_symbols[:10]}") + + # STEP 2: Apply throttle mode symbol limiting BEFORE processing + if self.throttle_mode: + symbols_to_process = full_symbols[:self.max_symbols_throttled] + self.log.warning(f"THROTTLE MODE: Will process {len(symbols_to_process)} symbols (from {len(full_symbols)} available)") else: - self.log.error(f"Failed to fetch exchange info: {response.status_code}") - raise Exception(f"Failed to fetch exchange info: {response.status_code}") + symbols_to_process = full_symbols + + # STEP 3: Process tick sizes only for selected symbols + self.log.info("Processing symbols and extracting tick sizes...") + symbols_to_process_set = set(symbols_to_process) # For O(1) lookup + for symbol_info in data['symbols']: + symbol = symbol_info['symbol'] + + # Only process symbols that are in our selected list + if symbol not in symbols_to_process_set: + continue + + # Extract tick size while processing + tick_size = None + for filter_info in symbol_info['filters']: + if filter_info['filterType'] == 'PRICE_FILTER': + tick_size = float(filter_info['tickSize']) + break + + # If no PRICE_FILTER found, try other filter types + if tick_size is None: + for filter_info in symbol_info['filters']: + if filter_info['filterType'] == 'TICK_SIZE': + tick_size = float(filter_info['tickSize']) + break + + # Fallback to default if still not found + if tick_size is None: + tick_size = 1e-8 # Default fallback + self.log.warning(f"No tick size found for {symbol}, using fallback {tick_size}") + + self.tick_sizes[symbol] = tick_size + + # Set final symbols list + self.symbols = symbols_to_process + + self.log.info(f"Processed {len(symbols_to_process)} symbols, extracted {len(self.tick_sizes)} tick sizes") + self.log.info(f"Discovered {len(self.symbols)} trading symbols") + self.log.info(f"First 10 symbols: {self.symbols[:10]}") + else: + self.log.error(f"Failed to fetch exchange info: {response.status_code}") + raise Exception(f"Failed to fetch exchange info: {response.status_code}") async def _fetch_stats_and_reconstruct_candles(self): """PRESERVED: All original rate limiting with Nautilus async patterns""" @@ -1430,7 +1446,7 @@ def test_siloqy_actors_with_nautilus_process_management(): "candle_interval_ms": 15 * 60 * 1000, "throttle_mode": True, # ENABLED: Safe for dual instance testing "throttle_rate_limit_seconds": 10.0, # 10s between batches (vs 2.5s) - "max_symbols_throttled": 414 # Only 100 symbols (vs 2000+) + "max_symbols_throttled": 400 # Only 100 symbols (vs 2000+) } )