diff --git a/robocom-zero.cabal b/robocom-zero.cabal index 37514b8..9496e51 100644 --- a/robocom-zero.cabal +++ b/robocom-zero.cabal @@ -29,7 +29,7 @@ library , ATrade.Driver.Backtest , ATrade.BarAggregator build-depends: base >= 4.7 && < 5 - , libatrade >= 0.8.0.0 && < 0.9.0.0 + , libatrade >= 0.9.0.0 && < 0.10.0.0 , text , text-icu , errors diff --git a/src/ATrade/BarAggregator.hs b/src/ATrade/BarAggregator.hs index bcd2e4c..55c54c0 100644 --- a/src/ATrade/BarAggregator.hs +++ b/src/ATrade/BarAggregator.hs @@ -227,7 +227,7 @@ handleBar bar = runState $ do emptyBarFrom bar' = Bar { barSecurity = barSecurity bar', - barTimestamp = barTimestamp bar', + barTimestamp = 0.000001 `addUTCTime` barTimestamp bar', barOpen = barClose bar', barHigh = barClose bar', barLow = barClose bar', diff --git a/src/ATrade/Driver/Real/QuoteSourceThread.hs b/src/ATrade/Driver/Real/QuoteSourceThread.hs index e33dc2e..769ee91 100644 --- a/src/ATrade/Driver/Real/QuoteSourceThread.hs +++ b/src/ATrade/Driver/Real/QuoteSourceThread.hs @@ -28,7 +28,7 @@ import System.ZMQ4 hiding (Event) startQuoteSourceThread :: Context -> T.Text -> Strategy c s -> BoundedChan Event -> IORef BarAggregator -> (Tick -> Bool) -> Maybe Int -> IO ThreadId startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTimeframe = forkIO $ do tickChan <- newBoundedChan 1000 - bracket (startQuoteSourceClient tickChan (fmap applyTimeframeSpec tickersList) ctx qsEp) + bracket (startQuoteSourceClient tickChan tickersList ctx qsEp defaultClientSecurityParams) (\qs -> do stopQuoteSourceClient qs debugM "Strategy" "Quotesource client: stop")