quantplay 2.0.86__tar.gz → 2.0.90__tar.gz

{quantplay-2.0.86 → quantplay-2.0.90}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.86
+Version: 2.0.90
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/aliceblue.py

@@ -607,6 +607,7 @@ class Aliceblue(Broker):
                 "margin_used": 0.0,
                 "total_balance": 0.0,
                 "margin_available": 0.0,
+                "cash": 0,
             }
 
         margins = [a for a in margins if a["segment"] == "ALL"][0]
@@ -615,6 +616,7 @@ class Aliceblue(Broker):
             "margin_used": float(margins["debits"]),
             "total_balance": float(margins["credits"]),
             "margin_available": float(margins["net"]),
+            "cash": 0,
         }
 
     def invoke_aliceblue_api(self, fn: Any, *args: Any, **kwargs: Any) -> Any:

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/angelone.py

@@ -532,15 +532,24 @@ class AngelOne(Broker):
             if "errorcode" in api_margins and api_margins["errorcode"] == "AB1004":
                 raise TokenException("Angelone server not not responding")
 
-            return {"margin_used": 0.0, "margin_available": 0.0, "total_balance": 0.0}
+            return {
+                "margin_used": 0.0,
+                "margin_available": 0.0,
+                "total_balance": 0.0,
+                "cash": 0,
+            }
 
         api_margins = api_margins["data"]
 
         try:
+            margin_used = float(api_margins["utiliseddebits"])
+            margin_available = float(api_margins["net"])
+
             margins: MarginsResponse = {
-                "margin_used": float(api_margins["net"]),
-                "margin_available": float(api_margins["net"]),
-                "total_balance": float(api_margins["net"]),
+                "margin_used": margin_used,
+                "margin_available": margin_available,
+                "cash": float(api_margins["availablecash"]),
+                "total_balance": margin_used + margin_available,
             }
 
             return margins

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/dhan.py

@@ -435,6 +435,7 @@ class Dhan(Broker):
             "margin_available": margin_available,
             "margin_used": margin_used,
             "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
 
     def profile(self) -> UserBrokerProfileResponse:

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/finvasia_utils/fa_noren.py

@@ -13,6 +13,7 @@ import requests
 import websocket
 
 from quantplay.model.generics import ExchangeType, NorenTypes
+from quantplay.exception import TokenException
 
 logger = logging.getLogger(__name__)
 
@@ -294,6 +295,8 @@ class FA_NorenApi:
 
         self.__username = userid
         self.__accountid = userid
+        if "stat" in resDict and resDict["stat"].lower() == "not_ok":
+            raise TokenException(resDict["emsg"])
         self.__susertoken = resDict["susertoken"]
 
         return resDict

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/five_paisa.py

@@ -544,6 +544,7 @@ class FivePaisa(Broker):
             "margin_used": margins["MarginUtilized"],
             "margin_available": margins["NetAvailableMargin"],
             "total_balance": margins["NetAvailableMargin"] + margins["MarginUtilized"],
+            "cash": 0,
         }
 
     def cancel_order(self, order_id: str, variety: str | None = None) -> None:

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/ft_utils/ft_noren.py

@@ -12,6 +12,7 @@ from typing import Any, Callable, Dict, List, Literal, TypedDict
 import requests
 import websocket
 
+from quantplay.exception.exceptions import TokenException
 from quantplay.model.generics import ExchangeType, NorenTypes
 
 logger = logging.getLogger(__name__)
@@ -291,6 +292,10 @@ class FT_NorenApi:
 
         self.__username = userid
         self.__accountid = userid
+
+        if "stat" in resDict and resDict["stat"].lower() == "not_ok":
+            raise TokenException(resDict["emsg"])
+
         self.__susertoken = resDict["susertoken"]
 
         return resDict

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/kotak.py

@@ -192,6 +192,7 @@ class Kotak(Broker):
             "margin_used": limits_resp["MarginUsed"],
             "margin_available": limits_resp["Net"],
             "total_balance": limits_resp["MarginUsed"] + limits_resp["Net"],
+            "cash": 0,
         }
 
     # **

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/motilal.py

@@ -396,6 +396,7 @@ class Motilal(Broker):
             "margin_available": margin_available,
             "margin_used": margin_used,
             "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
 
     def place_order(

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/noren.py

@@ -739,6 +739,7 @@ class Noren(Broker):
             margins: MarginsResponse = {
                 "margin_used": api_margins["margin_used"],
                 "margin_available": margin_available,
+                "cash": cash,
                 "total_balance": float(cash) + float(holdings_val),
             }
 
@@ -748,4 +749,4 @@ class Noren(Broker):
             logger.error(f"[NOREN_MARGIN_ERROR] {e}")
             RetryableException("[NOREN] Failed to fetch account margin")
 
-        return {"margin_available": 0, "margin_used": 0, "total_balance": 0}
+        return {"margin_available": 0, "margin_used": 0, "total_balance": 0, "cash": 0}

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/upstox.py

@@ -585,6 +585,7 @@ class Upstox(Broker):
             "margin_used": margin_used,
             "margin_available": margin_available,
             "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
 
     def stream_order_data(self):

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/xts.py

@@ -182,6 +182,7 @@ class XTS(Broker):
                 "margin_used": 0,
                 "margin_available": 0,
                 "total_balance": 0,
+                "cash": 0,
             }
         api_response = api_response["result"]["BalanceList"][0]["limitObject"]
         margin_used = api_response["RMSSubLimits"]["marginUtilized"]
@@ -190,6 +191,7 @@ class XTS(Broker):
             "margin_used": margin_used,
             "margin_available": margin_available,
             "total_balance": margin_used + margin_available,
+            "cash": 0,
         }
 
     @retry(

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/broker/zerodha.py

@@ -381,7 +381,16 @@ class Zerodha(Broker):
                 [self.get_token(x) for x in holdings_df["instrument_token"].to_list()],
             )
         )
+        if "collateral_quantity" in holdings_df.columns:
+            holdings_df = holdings_df.with_columns(
+                pl.col("collateral_quantity").alias("pledged_quantity")
+            )
+        else:
+            holdings_df = holdings_df.with_columns(pl.lit(0).alias("pledged_quantity"))
 
+        holdings_df = holdings_df.with_columns(
+            (pl.col("pledged_quantity") + pl.col("quantity")).alias("quantity")
+        )
         holdings_df = holdings_df.with_columns(
             (pl.col("quantity") * pl.col("price")).alias("value"),
             pl.lit(0).alias("pledged_quantity"),
@@ -531,6 +540,7 @@ class Zerodha(Broker):
                 "margin_used": margin_used,
                 "margin_available": margin_available,
                 "total_balance": margin_used + margin_available,
+                "cash": float(margins["equity"]["available"]["cash"]),
             }
             return response
 

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay/model/broker.py

@@ -36,3 +36,4 @@ class MarginsResponse(TypedDict):
     total_balance: float
     margin_available: float
     margin_used: float
+    cash: float

{quantplay-2.0.86 → quantplay-2.0.90}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.86
+Version: 2.0.90
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.86 → quantplay-2.0.90}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.86",
+    version="2.0.90",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],