Files
ftdt-quant-lab/data
ramseshk 00bb06434e fix: collector WebSocket trade parsing + DuckDB 1.5 API compatibility
data/collectors/hyperliquid.py:
- Fixed _handle_trades to handle HL WebSocket trade data as list[dict]
  (each trade dict has its own 'coin' field) instead of assuming single dict
- Fixed _poll_funding and _poll_open_interest to guard against
  data[0] being list vs dict (mainnet vs testnet response format difference)

data/duckdb_load.py:
- Replaced deprecated duckdb.from_sequence() with executemany() for
  l2_snapshots, trades, and funding table inserts (DuckDB 1.5.x API)

Tick runner verified on real mainnet BTC data:
- 324 events (45 L2 + 279 trades), VPIN-gated A-S MM, 1 trade, 98 cancels
- HFT dashboard generated with 8 panels from real tick data
2026-08-11 14:45:48 +08:00
..