Allow quote sources to update independently of price sources being up…

…dated
taoshidev · Feb 24, 2025 · 5cd6ad5 · 5cd6ad5
1 parent 9e6fa58
commit 5cd6ad5
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Showing 3 changed files with 10 additions and 5 deletions.
diff --git a/vali_objects/utils/mdd_checker.py b/vali_objects/utils/mdd_checker.py
@@ -160,9 +160,10 @@ def _get_sources_for_order(order, trade_pair, is_last_order):
                                      f"issue persist, alert the team.")
                     continue
                 else:
-                    if (price_sources and PriceSource.update_order_with_newest_price_sources(order, price_sources, hotkey, position.trade_pair.trade_pair)) or (
-                            quote_sources and QuoteSource.update_order_with_newest_quote_sources(order, quote_sources, hotkey, position.trade_pair.trade_pair)):
-                        n_orders_updated += 1
+                    any_order_updates = False
+                    any_order_updates |= PriceSource.update_order_with_newest_price_sources(order, price_sources, hotkey, position.trade_pair.trade_pair)
+                    any_order_updates |= QuoteSource.update_order_with_newest_quote_sources(order, quote_sources, hotkey, position.trade_pair.trade_pair)
+                    n_orders_updated += int(any_order_updates)
 
             # Rebuild the position with the newest price
             if n_orders_updated:

diff --git a/vali_objects/vali_dataclasses/price_source.py b/vali_objects/vali_dataclasses/price_source.py
@@ -67,7 +67,9 @@ def parse_best_price(self, now_ms: int) -> float:
                 return self.close
 
     @staticmethod
-    def update_order_with_newest_price_sources(order, candidate_price_sources, hotkey, trade_pair_str):
+    def update_order_with_newest_price_sources(order, candidate_price_sources, hotkey, trade_pair_str) -> bool:
+        if not candidate_price_sources:
+            return False
         order_time_ms = order.processed_ms
         existing_dict = {ps.source: ps for ps in order.price_sources}
         candidates_dict = {ps.source: ps for ps in candidate_price_sources}

diff --git a/vali_objects/vali_dataclasses/quote_source.py b/vali_objects/vali_dataclasses/quote_source.py
@@ -37,7 +37,9 @@ def time_delta_from_now_ms(self, now_ms: int) -> int:
         return abs(now_ms - self.timestamp_ms)
 
     @staticmethod
-    def update_order_with_newest_quote_sources(order, candidate_quote_sources, hotkey, trade_pair_str):
+    def update_order_with_newest_quote_sources(order, candidate_quote_sources, hotkey, trade_pair_str) -> bool:
+        if not candidate_quote_sources:
+            return False
         from vali_objects.utils.price_slippage_model import PriceSlippageModel
         order_time_ms = order.processed_ms
         existing_dict = {ps.source: ps for ps in order.quote_sources}