quantplay 2.0.35__tar.gz → 2.0.36__tar.gz

{quantplay-2.0.35 → quantplay-2.0.36}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.35
+Version: 2.0.36
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay/broker/five_paisa.py

@@ -1,3 +1,4 @@
+from ast import alias
 import codecs
 import pickle
 import traceback
@@ -147,9 +148,8 @@ class FivePaisa(Broker):
         return self.client.fetch_market_feed_scrip(req_list_)["Data"][0]["LastRate"]  # type: ignore
 
     def add_exchange(self, data: pl.DataFrame):
-        data["exchange"] = None
-
         return data.with_columns(
+            pl.lit(None).alias("exchange"),
             pl.when((pl.col("Exch").eq("N")) & (pl.col("ExchType").eq("D")))
             .then(pl.lit("NFO"))
             .alias("exchange"),

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay/broker/xts.py

@@ -668,7 +668,7 @@ class XTS(Broker):
         disclosed_quantity = 0
 
         api_response = self.wrapper.modify_order(
-            appOrderID=order_id,
+            appOrderID=int(order_id),
             modifiedTimeInForce=time_in_force,
             modifiedDisclosedQuantity=disclosed_quantity,
             modifiedLimitPrice=price,

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay/broker/xts_utils/Connect.py

@@ -9,7 +9,7 @@ import json
 import logging
 import os
 import traceback
-from typing import Any, Dict, Literal
+from typing import Any, Dict, List, Literal
 
 import requests
 import urllib3
@@ -20,6 +20,7 @@ from six.moves.urllib.parse import urljoin  # type:ignore
 from quantplay.broker.xts_utils import Exception as ex
 from quantplay.broker.xts_utils.Exception import XTSDataException
 from quantplay.exception.exceptions import BrokerException
+from quantplay.model.xts import ExchangeSegmentType
 
 log = logging.getLogger(__name__)
 
@@ -346,15 +347,15 @@ class XTSConnect(XTSCommon):
 
     def modify_order(
         self,
-        appOrderID,
+        appOrderID: int,
         modifiedProductType,
         modifiedOrderType,
-        modifiedOrderQuantity,
-        modifiedDisclosedQuantity,
-        modifiedLimitPrice,
-        modifiedStopPrice,
+        modifiedOrderQuantity: int,
+        modifiedDisclosedQuantity: int,
+        modifiedLimitPrice: float,
+        modifiedStopPrice: float,
         modifiedTimeInForce,
-        orderUniqueIdentifier,
+        orderUniqueIdentifier: str,
         clientID: str | None = None,
     ):
         """The facility to modify your open orders by allowing you to change limit order to market or vice versa,
@@ -468,7 +469,7 @@ class XTSConnect(XTSCommon):
             raise BrokerException("convert_position Failed for XTS")
 
     def cancel_order(
-        self, appOrderID, orderUniqueIdentifier, clientID: str | None = None
+        self, appOrderID: int, orderUniqueIdentifier: str, clientID: str | None = None
     ):
         """This API can be called to cancel any open order of the user by providing correct appOrderID matching with
         the chosen open order to cancel."""
@@ -485,7 +486,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("cancel_order Failed for XTS")
 
-    def cancelall_order(self, exchangeSegment, exchangeInstrumentID):
+    def cancelall_order(self, exchangeSegment: ExchangeSegmentType, exchangeInstrumentID):
         """This API can be called to cancel all open order of the user by providing exchange segment and exchange instrument ID"""
         try:
             params: Dict[str, Any] = {
@@ -506,10 +507,10 @@ class XTSConnect(XTSCommon):
         exchangeInstrumentID,
         orderSide,
         orderType,
-        orderQuantity,
-        disclosedQuantity,
-        limitPrice,
-        stopPrice,
+        orderQuantity: int,
+        disclosedQuantity: int,
+        limitPrice: float,
+        stopPrice: float,
         orderUniqueIdentifier,
         clientID: str | None = None,
     ):
@@ -537,7 +538,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("place_cover_order Failed for XTS")
 
-    def exit_cover_order(self, appOrderID, clientID: str | None = None):
+    def exit_cover_order(self, appOrderID: int, clientID: str | None = None):
         """Exit Cover API is a functionality to enable user to easily exit an open stoploss order by converting it
         into Exit order."""
         try:
@@ -583,7 +584,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("squareoff_position Failed for XTS")
 
-    def get_order_history(self, appOrderID, clientID: str | None = None):
+    def get_order_history(self, appOrderID: int, clientID: str | None = None):
         """Order history will provide particular order trail chain. This indicate the particular order & its state
         changes. i.e.Pending New to New, New to PartiallyFilled, PartiallyFilled, PartiallyFilled & PartiallyFilled
         to Filled etc"""
@@ -677,7 +678,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("send_unsubscription Failed for XTS")
 
-    def get_master(self, exchangeSegmentList):
+    def get_master(self, exchangeSegmentList: List[ExchangeSegmentType]):
         try:
             params: Dict[str, Any] = {"exchangeSegmentList": exchangeSegmentList}
             response = self._post("market.instruments.master", json.dumps(params))
@@ -688,7 +689,7 @@ class XTSConnect(XTSCommon):
 
     def get_ohlc(
         self,
-        exchangeSegment,
+        exchangeSegment: ExchangeSegmentType,
         exchangeInstrumentID,
         startTime,
         endTime,
@@ -708,7 +709,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_ohlc Failed for XTS")
 
-    def get_series(self, exchangeSegment):
+    def get_series(self, exchangeSegment: ExchangeSegmentType):
         try:
             params: Dict[str, Any] = {"exchangeSegment": exchangeSegment}
             response = self._get("market.instruments.instrument.series", params)
@@ -717,7 +718,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_series Failed for XTS")
 
-    def get_equity_symbol(self, exchangeSegment, series, symbol):
+    def get_equity_symbol(self, exchangeSegment: ExchangeSegmentType, series, symbol):
         try:
             params: Dict[str, Any] = {
                 "exchangeSegment": exchangeSegment,
@@ -730,7 +731,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_equity_symbol Failed for XTS")
 
-    def get_expiry_date(self, exchangeSegment, series, symbol):
+    def get_expiry_date(self, exchangeSegment: ExchangeSegmentType, series, symbol):
         try:
             params: Dict[str, Any] = {
                 "exchangeSegment": exchangeSegment,
@@ -743,7 +744,9 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_expiry_date Failed for XTS")
 
-    def get_future_symbol(self, exchangeSegment, series, symbol, expiryDate):
+    def get_future_symbol(
+        self, exchangeSegment: ExchangeSegmentType, series, symbol, expiryDate
+    ):
         try:
             params: Dict[str, Any] = {
                 "exchangeSegment": exchangeSegment,
@@ -758,7 +761,13 @@ class XTSConnect(XTSCommon):
             raise BrokerException("get_future_symbol Failed for XTS")
 
     def get_option_symbol(
-        self, exchangeSegment, series, symbol, expiryDate, optionType, strikePrice
+        self,
+        exchangeSegment: ExchangeSegmentType,
+        series,
+        symbol,
+        expiryDate,
+        optionType,
+        strikePrice,
     ):
         try:
             params: Dict[str, Any] = {
@@ -775,7 +784,9 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_option_symbol Failed for XTS")
 
-    def get_option_type(self, exchangeSegment, series, symbol, expiryDate):
+    def get_option_type(
+        self, exchangeSegment: ExchangeSegmentType, series, symbol, expiryDate
+    ):
         try:
             params: Dict[str, Any] = {
                 "exchangeSegment": exchangeSegment,
@@ -789,7 +800,7 @@ class XTSConnect(XTSCommon):
             traceback.print_exc()
             raise BrokerException("get_option_type Failed for XTS")
 
-    def get_index_list(self, exchangeSegment):
+    def get_index_list(self, exchangeSegment: ExchangeSegmentType):
         try:
             params: Dict[str, Any] = {"exchangeSegment": exchangeSegment}
             response = self._get("market.instruments.indexlist", params)

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay/broker/xts_utils/InteractiveSocketClient.py

@@ -1,5 +1,5 @@
-from typing import Dict, List, Literal
-import socketio
+from typing import Any, Dict, List, Literal
+import socketio  # type: ignore
 
 
 class OrderSocket_io(socketio.Client):
@@ -48,8 +48,8 @@ class OrderSocket_io(socketio.Client):
         randomization_factor: float = 0.5,
         logger: bool = False,
         binary: bool = False,
-        json=None,
-        **kwargs,
+        json: Any | None = None,
+        **kwargs: Any,
     ):
         self.sid = socketio.Client(logger=False, engineio_logger=False)
         self.eventlistener = self.sid
@@ -65,17 +65,17 @@ class OrderSocket_io(socketio.Client):
             port + self.token + "&userID=" + self.userID + "&apiType=INTERACTIVE"
         )
 
-    def setup_event_listners(self, on_order):
-        self.sid.on("order", on_order)
+    def setup_event_listners(self, on_order: Any):
+        self.sid.on("order", on_order)  # type: ignore
 
         # self.sid.on("connect", self.on_connect)
-        self.sid.on("message", self.on_message)
+        self.sid.on("message", self.on_message)  # type: ignore
         # self.sid.on("joined", self.on_joined)
-        self.sid.on("error", self.on_error)
-        self.sid.on("trade", self.on_trade)
-        self.sid.on("position", self.on_position)
-        self.sid.on("tradeConversion", self.on_tradeconversion)
-        self.sid.on("logout", self.on_messagelogout)
+        self.sid.on("error", self.on_error)  # type: ignore
+        self.sid.on("trade", self.on_trade)  # type: ignore
+        self.sid.on("position", self.on_position)  # type: ignore
+        self.sid.on("tradeConversion", self.on_tradeconversion)  # type: ignore
+        self.sid.on("logout", self.on_messagelogout)  # type: ignore
         # self.sid.on("disconnect", self.on_disconnect)
 
     def connect(  # type: ignore
@@ -108,7 +108,7 @@ class OrderSocket_io(socketio.Client):
         url = self.connection_url
 
         """Connected to the socket."""
-        self.sid.connect(url, headers, transports, namespaces, socketio_path)
+        self.sid.connect(url, headers, transports, namespaces, socketio_path)  # type: ignore
         self.sid.wait()
         """Disconnect from the socket."""
         # self.sid.disconnect()
@@ -121,33 +121,33 @@ class OrderSocket_io(socketio.Client):
         """On message from socket"""
         print("I received a message!")
 
-    def on_joined(self, data):
+    def on_joined(self, data: Any):
         """On socket joined"""
-        print("Interactive socket joined successfully!" + data)
+        print(f"Interactive socket joined successfully!{data}")
 
-    def on_error(self, data):
+    def on_error(self, data: Any):
         """On receiving error from socket"""
-        print("Interactive socket error!" + data)
+        print(f"Interactive socket error!{data}")
 
-    def on_order(self, data):
+    def on_order(self, data: Any):
         """On receiving order placed data from socket"""
-        print("Order placed!" + data)
+        print(f"Order placed!{data}")
 
-    def on_trade(self, data):
+    def on_trade(self, data: Any):
         """On receiving trade data from socket"""
-        print("Trade Received!" + data)
+        print(f"Trade Received!{data}")
 
-    def on_position(self, data):
+    def on_position(self, data: Any):
         """On receiving position data from socket"""
-        print("Position Retrieved!" + data)
+        print(f"Position Retrieved!{data}")
 
-    def on_tradeconversion(self, data):
+    def on_tradeconversion(self, data: Any):
         """On receiving trade conversion data from socket"""
-        print("Trade Conversion Received!" + data)
+        print(f"Trade Conversion Received!{data}")
 
-    def on_messagelogout(self, data):
+    def on_messagelogout(self, data: Any):
         """On receiving user logout message"""
-        print("User logged out!" + data)
+        print(f"User logged out!{data}")
 
     def on_disconnect(self):
         """On receiving disconnection from socket"""

quantplay-2.0.36/quantplay/model/xts.py

@@ -0,0 +1,7 @@
+from typing import Literal
+
+
+ExchangeSegmentType = Literal[1, 2, 3, 11, 12]
+XTSMessageCodeType = Literal[1501, 1502, 1505, 1507, 1510, 1512, 1105]
+PublishFormatType = Literal["JSON", "Binary"]
+ExchangeType = Literal["NSECM", "NSEFO", "NSECD", "BSECM", "BSEFO"]

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.35
+Version: 2.0.36
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.35 → quantplay-2.0.36}/quantplay.egg-info/SOURCES.txt

@@ -43,6 +43,7 @@ quantplay/model/broker.py
 quantplay/model/generics.py
 quantplay/model/instrument_data.py
 quantplay/model/order_event.py
+quantplay/model/xts.py
 quantplay/utils/__init__.py
 quantplay/utils/constant.py
 quantplay/utils/exchange.py

{quantplay-2.0.35 → quantplay-2.0.36}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.35",
+    version="2.0.36",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],