quantplay 2.0.73__tar.gz → 2.0.74__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {quantplay-2.0.73 → quantplay-2.0.74}/PKG-INFO +1 -1
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/dhan.py +20 -4
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/noren.py +1 -1
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.73 → quantplay-2.0.74}/setup.py +1 -1
- {quantplay-2.0.73 → quantplay-2.0.74}/README.md +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/pyproject.toml +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/broker_factory.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/generics/broker.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/kotak.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/model/broker.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/model/generics.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/model/instrument_data.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/model/order_event.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/py.typed +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/caching.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/setup.cfg +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/tests/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/tests/conftest.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.73 → quantplay-2.0.74}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -62,16 +62,32 @@ class Dhan(Broker):
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def modify_order(self, order: Any) -> str:
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# TODO
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order_id = order["order_id"]
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+
existing_order: Dict[str, Any] = self.invoke_dhan_api(
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self.dhan.get_order_by_id, # type: ignore
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order_id,
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)
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if "quantity" not in order:
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order["quantity"] = existing_order["data"]["quantity"]
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if "trigger_price" not in order:
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order["trigger_price"] = None
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try:
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order["variety"] = "regular"
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if "trigger_price" not in order:
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order["trigger_price"] = None
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Constants.logger.info(
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"Modifying order [{}] new price [{}]".format(
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order["order_id"], order["price"]
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)
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)
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self.dhan.modify_order( # type: ignore
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order_id,
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order["order_type"],
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None,
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order["quantity"],
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order["price"],
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order["trigger_price"],
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None,
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self.dhan.DAY,
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)
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response = self.wrapper.modify_order( # type: ignore
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order_id=order_id,
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variety=order["variety"],
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@@ -94,7 +110,7 @@ class Dhan(Broker):
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return order_id
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def cancel_order(self, order_id: str, variety: str | None = "regular"):
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self.
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self.dhan.cancel_order(order_id=order_id) # type: ignore
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def get_order_type(self, order_type: OrderTypeType) -> DhanTypes.OrderTypeType:
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if order_type == OrderType.market:
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