nautilus_actor_test_implementation_5x.py

@@ -424,15 +424,36 @@ class SILOQYSymbolDiscoveryActor(Actor):
             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...")
+            # 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)
             
-                        # Extract tick size while processing # Extract tick size while processing
+            # 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:
+                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':
@@ -453,15 +474,10 @@ class SILOQYSymbolDiscoveryActor(Actor):
                 
                 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
+            # 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:
@@ -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+)
         }
     )