quantplay 2.0.33__tar.gz → 2.0.35__tar.gz

{quantplay-2.0.33 → quantplay-2.0.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.33
+Version: 2.0.35
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/aliceblue.py

@@ -134,7 +134,7 @@ class Aliceblue(Broker):
             return TransactionType.Sell
 
         raise InvalidArgumentException(
-            "transaction type {} not supported for trading".format(transaction_type)
+            f"transaction type {transaction_type} not supported for trading"
         )
 
     def get_order_type(self, order_type):
@@ -170,9 +170,7 @@ class Aliceblue(Broker):
         ]:
             return product
 
-        raise InvalidArgumentException(
-            "Product {} not supported for trading".format(product)
-        )
+        raise InvalidArgumentException(f"Product {product} not supported for trading")
 
     def place_order(
         self,

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/angelone.py

@@ -5,7 +5,7 @@ import json
 import pickle
 from queue import Queue
 import traceback
-from typing import Callable, Dict
+from typing import Any, Callable, Dict
 
 from SmartApi.smartExceptions import DataException
 import polars as pl
@@ -157,9 +157,7 @@ class AngelOne(Broker):
         elif product in ["BO", "MARGIN", "INTRADAY", "CARRYFORWARD", "DELIVERY"]:
             return product
 
-        raise InvalidArgumentException(
-            "Product {} not supported for trading".format(product)
-        )
+        raise InvalidArgumentException(f"Product {product} not supported for trading")
 
     def ltp(self, exchange, tradingsymbol: str) -> float:
         if tradingsymbol in MarketConstants.INDEX_SYMBOL_TO_DERIVATIVE_SYMBOL_MAP:
@@ -224,7 +222,7 @@ class AngelOne(Broker):
                 "ordertag": tag,
             }
 
-            Constants.logger.info("[PLACING_ORDER] {}".format(json.dumps(order)))
+            Constants.logger.info(f"[PLACING_ORDER] {json.dumps(order)}")
             return self.invoke_angelone_api(self.wrapper.placeOrder, orderparams=order)
 
         except (TimeoutError, ConnectTimeout):
@@ -563,22 +561,28 @@ class AngelOne(Broker):
         stop_max_attempt_number=3,
         retry_on_exception=retry_exception,
     )
-    def invoke_angelone_api(self, fn: Callable, *args, **kwargs) -> Dict:
+    def invoke_angelone_api(self, fn: Callable, *args, **kwargs) -> Any:
         try:
             response = fn(*args, **kwargs)
             if "errorCode" in response and response["errorCode"] == "AG8001":
                 raise TokenException(f"{self.user_id}: Invalid Token")
-            if isinstance(response, bytes):
+
+            elif isinstance(response, bytes):
                 raise InvalidArgumentException(
                     "Invalid data response. AngelOne sent incorrect data, Please check."
                 )
 
             return response
+
         except (TokenException, InvalidArgumentException):
             raise
+
         except DataException as e:
-            # TODO: Catch and Check for Others Exceptions
+            if "Access denied because of exceeding access rate" in str(e):
+                raise RetryableException(str(e))
+
             raise BrokerException(str(e))
-        except Exception:
+
+        except Exception as e:
             traceback.print_exc()
-            raise RetryableException("Failed to fetch user profile")
+            raise RetryableException(str(e))

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/five_paisa.py

@@ -5,7 +5,7 @@ from typing import Dict
 
 import polars as pl
 import pyotp
-from py5paisa import FivePaisaClient
+from py5paisa import FivePaisaClient  # type: ignore
 from retrying import retry  # type: ignore
 
 from quantplay.broker.generics.broker import Broker

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/generics/broker.py

@@ -147,7 +147,7 @@ class Broker:
         if not input:
             raise InvalidArgumentException(message)
 
-    def symbol_attribute(self, exchange: ExchangeType, symbol, value):
+    def symbol_attribute(self, exchange: ExchangeType, symbol: str, value):
         try:
             return_value = self.symbol_data[f"{exchange}:{symbol}"][value]
             return return_value
@@ -307,6 +307,7 @@ class Broker:
         file_name = url.split(".txt")[0].split("/")[-1]
         os.system("cp /tmp/{}.txt /tmp/{}.csv".format(file_name, file_name))
         time.sleep(2)
+
         return pd.read_csv("/tmp/{}.csv".format(file_name))
 
     def initialize_expiry_fields(self):
@@ -1166,13 +1167,13 @@ class Broker:
                 if modification_count[order_id] > max_modification_count:
                     order["order_type"] = "MARKET"
                     order["price"] = 0
-                    Constants.logger.info("Placing MARKET order [{}]".format(order))
+                    Constants.logger.info(f"Placing MARKET order [{order}]")
                     self.modify_order(order)  # type: ignore
 
                 elif modification_count[order_id] > 20:
                     self.cancel_order(order_id)
                     Constants.logger.error(
-                        "Max Modification Limit Exceeded : [{}]".format(order_id)
+                        f"Max Modification Limit Exceeded : [{order_id}]"
                     )
 
     def log_event(

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/uplink/uplink_utils.py

@@ -71,7 +71,6 @@ class UplinkUtils:
 
             time.sleep(2)
             url = f"{UplinkUtils.auth_url}dialog?response_type=code&client_id={api_key}&redirect_uri={redirect_url}"
-            print("Upstox Url {}".format(url))
 
             driver.get(url)
             time.sleep(1)

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/upstox.py

@@ -142,8 +142,8 @@ class Upstox(Broker):
                 f"{self.get_exchange(symbol_info['exchange'])}:{tradingsymbol}"
             ].last_price
         except ApiException as e:
-            Constants.logger.error("Exception when calling MarketQuoteApi->ltp: %s\n" % e)
             self.handle_exception(e)
+            Constants.logger.error("Exception when calling MarketQuoteApi->ltp: %s\n" % e)
         return ltp
 
     @retry(
@@ -172,6 +172,7 @@ class Upstox(Broker):
             api_response = api_instance.modify_order(body, self.api_version)
             return api_response.status  # type:ignore
         except ApiException as e:
+            self.handle_exception(e)
             Constants.logger.error(
                 "Exception when calling OrderApi->modify_order: %s\n" % e
             )
@@ -181,10 +182,9 @@ class Upstox(Broker):
                     order_to_modify["order_id"], order_to_modify["price"]
                 )
             )
-            self.handle_exception(e)
         return order_to_modify["order_id"]
 
-    def cancel_order(self, order_id: str, variety=None) -> None:
+    def cancel_order(self, order_id: str, variety: str | None = None) -> None:
         api_instance = upstox_client.OrderApi(self.api_client)
 
         try:
@@ -289,8 +289,8 @@ class Upstox(Broker):
             self.email = response["email"]
             self.enabled_exchanges = response["exchanges"]
         except ApiException as e:
-            Constants.logger.info("error when calling UserApi->get_profile: %s\n" % e)
             self.handle_exception(e)
+            Constants.logger.info("error when calling UserApi->get_profile: %s\n" % e)
 
         self.user_id = response["user_id"]
         return response
@@ -305,10 +305,10 @@ class Upstox(Broker):
             holdings = [holding.to_dict() for holding in api_response.data]  # type:ignore
             holdings_df = pl.DataFrame(holdings)
         except ApiException as e:
+            self.handle_exception(e)
             Constants.logger.error(
                 "Exception when calling PortfolioApi->get_holdings: %s\n" % e
             )
-            self.handle_exception(e)
 
         if len(holdings_df) == 0:
             return pl.DataFrame(schema=self.holidings_schema)
@@ -359,10 +359,10 @@ class Upstox(Broker):
             ]
             positions_df = pl.DataFrame(positions)
         except ApiException as e:
+            self.handle_exception(e)
             Constants.logger.error(
                 "Exception when calling PortfolioApi->get_positions: %s\n" % e
             )
-            self.handle_exception(e)
 
         if len(positions_df) == 0:
             return pl.DataFrame(schema=self.positions_schema)
@@ -451,10 +451,10 @@ class Upstox(Broker):
             orders = [order.to_dict() for order in api_response.data]  # type:ignore
             orders_df = pl.DataFrame(orders)
         except ApiException as e:
+            self.handle_exception(e)
             Constants.logger.error(
                 "Exception when calling OrderApi->get_order_book: %s\n" % e
             )
-            self.handle_exception(e)
 
         if len(orders_df) == 0:
             return pl.DataFrame(schema=self.orders_schema)
@@ -570,10 +570,10 @@ class Upstox(Broker):
                 api_response.data["equity"].available_margin  # type:ignore
             )
         except ApiException as e:
+            self.handle_exception(e)
             Constants.logger.error(
                 "Exception when calling UserApi->get_user_fund_margin: %s\n" % e
             )
-            self.handle_exception(e)
 
         margins = {
             "margin_used": margin_used,

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/xts.py

@@ -8,9 +8,7 @@ from typing import Dict
 
 import pandas as pd
 import polars as pl
-import requests
 from retrying import retry  # type: ignore
-from urllib3.exceptions import InsecureRequestWarning
 
 from quantplay.broker.generics.broker import Broker
 from quantplay.broker.xts_utils.Connect import XTSConnect
@@ -32,9 +30,6 @@ from quantplay.model.order_event import OrderUpdateEvent
 from quantplay.utils.constant import Constants, OrderType
 from quantplay.utils.pickle_utils import InstrumentData, PickleUtils
 
-# -# Suppress only the single warning from urllib3 needed.
-requests.packages.urllib3.disable_warnings(category=InsecureRequestWarning)  # type: ignore
-
 
 class XTS(Broker):
     source = "WebAPI"
@@ -57,7 +52,7 @@ class XTS(Broker):
         self.root_url = root_url
 
         try:
-            if wrapper:
+            if wrapper and ClientID:
                 self.set_wrapper(wrapper, md_wrapper)
                 self.ClientID = ClientID
                 self.wrapper.root = root_url
@@ -169,7 +164,7 @@ class XTS(Broker):
         ):
             raise TokenException(response["description"])
         if "type" in response and response["type"] == "error":
-            raise Exception("[XTS_Error]: " + response["description"])
+            raise Exception(f"[XTS_Error]: {response["description"]}")
 
     @retry(
         wait_exponential_multiplier=3000,
@@ -703,6 +698,9 @@ class XTS(Broker):
         )
 
     def stream_order_updates(self):
+        if self.wrapper.token is None:
+            raise InvalidArgumentException("XTS Token Missing")
+
         socket = OrderSocket_io(
             userID=self.ClientID,
             token=self.wrapper.token,

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/xts_utils/Connect.py

@@ -3,8 +3,6 @@ Connect.py
 
 API wrapper for XTS Connect REST APIs.
 
-:copyright:
-:license: see LICENSE for details.
 """
 
 import json
@@ -14,6 +12,7 @@ import traceback
 from typing import Any, Dict, Literal
 
 import requests
+import urllib3
 import requests.adapters
 
 from six.moves.urllib.parse import urljoin  # type:ignore
@@ -24,6 +23,9 @@ from quantplay.exception.exceptions import BrokerException
 
 log = logging.getLogger(__name__)
 
+# Disable requests SSL warning
+urllib3.disable_warnings(category=urllib3.exceptions.InsecureRequestWarning)
+
 
 class XTSCommon:
     """
@@ -192,9 +194,6 @@ class XTSConnect(XTSCommon):
         else:
             self.reqsession = requests
 
-        # disable requests SSL warning
-        requests.packages.urllib3.disable_warnings()  # type:ignore
-
     def _set_common_variables(
         self, access_token: str, userID: str, isInvestorClient: bool
     ):

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/broker/xts_utils/InteractiveSocketClient.py

@@ -1,4 +1,4 @@
-from typing import Literal
+from typing import Dict, List, Literal
 import socketio
 
 
@@ -38,16 +38,16 @@ class OrderSocket_io(socketio.Client):
 
     def __init__(
         self,
-        token,
-        userID,
-        root_url,
-        reconnection=True,
-        reconnection_attempts=0,
-        reconnection_delay=1,
-        reconnection_delay_max=50000,
-        randomization_factor=0.5,
-        logger=False,
-        binary=False,
+        token: str,
+        userID: str,
+        root_url: str,
+        reconnection: bool = True,
+        reconnection_attempts: int = 0,
+        reconnection_delay: float = 1,
+        reconnection_delay_max: float = 50000,
+        randomization_factor: float = 0.5,
+        logger: bool = False,
+        binary: bool = False,
         json=None,
         **kwargs,
     ):
@@ -80,9 +80,9 @@ class OrderSocket_io(socketio.Client):
 
     def connect(  # type: ignore
         self,
-        headers={},
+        headers: Dict[str, str] = {},
         transports: Literal["polling", "websocket"] = "websocket",
-        namespaces=None,
+        namespaces: List[str] | None = None,
         socketio_path: str = "/interactive/socket.io",
         verify: bool = False,
     ):

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/utils/pickle_utils.py

@@ -8,12 +8,12 @@ from quantplay.model.instrument_data import InstrumentDataType
 class PickleUtils:
     @staticmethod
     def save_data(data: Any, file_name: str):
-        with open("/tmp/{}.pickle".format(file_name), "wb") as handle:
+        with open(f"/tmp/{file_name}.pickle", "wb") as handle:
             pickle.dump(data, handle, protocol=pickle.HIGHEST_PROTOCOL)
 
     @staticmethod
     def load_data(file_name: str):
-        with open("/tmp/{}.pickle".format(file_name), "rb") as disk_data:
+        with open(f"/tmp/{file_name}.pickle", "rb") as disk_data:
             unserialized_data = pickle.load(disk_data)
 
         return unserialized_data
@@ -44,7 +44,7 @@ class InstrumentData:
 
         try:
             self.lock.acquire()
-            with open("/tmp/{}.pickle".format(file_name), "rb") as disk_data:
+            with open(f"/tmp/{file_name}.pickle", "rb") as disk_data:
                 unserialized_data = pickle.load(disk_data)
             self.instrument_data[file_name] = unserialized_data
             self.lock.release()

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay/wrapper/aws/s3.py

@@ -37,15 +37,15 @@ class S3Utils:
                 lock.release()
 
         except Exception:
-            print("Data not found for {}".format(key))
+            print(f"Data not found for {key}")
 
-        print("fetching bucket from s3 {} key {}".format(bucket, key))
+        print(f"fetching bucket from s3 {bucket} key {key}")
 
         client = boto3.client("s3")  # type: ignore
         raw_stream = client.get_object(Bucket=bucket, Key=key)
         content = raw_stream["Body"].read().decode("utf-8")
 
-        print("Saving data at {}".format("/tmp/" + key))
+        print(f"Saving data at /tmp/{key}")
         full_folder_path = full_path[0 : full_path.rfind("/")]
         if not os.path.exists(full_folder_path):
             os.makedirs(full_folder_path)

{quantplay-2.0.33 → quantplay-2.0.35}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.33
+Version: 2.0.35
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.33 → quantplay-2.0.35}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.33",
+    version="2.0.35",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],