quantplay 2.0.86__tar.gz → 2.0.91__tar.gz

{quantplay-2.0.86 → quantplay-2.0.91}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.86
+Version: 2.0.91
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.86 → quantplay-2.0.91}/quantplay/broker/aliceblue.py

@@ -328,7 +328,7 @@ class Aliceblue(Broker):
             "order_id": order_id,
             "price": price,
         }
-        if trigger_price is not None:
+        if order_type is not None:
             data["order_type"] = order_type
 
         if trigger_price is not None and trigger_price > 0:
@@ -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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/quantplay/broker/motilal.py

@@ -285,38 +285,53 @@ class Motilal(Broker):
         Constants.logger.info(f"[GET_LTP_RESPONSE] response {response}")
         return response["data"]["ltp"] / 100.0
 
-    def modify_price(
-        self,
-        order_id: str,
-        price: float,
-        trigger_price: float | None = None,
-        order_type: OrderTypeType | None = None,
-    ):
+    def add_existing_order_details(self, order_to_modify: Dict[str, str]):
+        order_id = order_to_modify["order_id"]
         orders = self.orders()
         orders = orders.filter(pl.col("order_id") == order_id)
 
         if len(orders) != 1:
-            Constants.logger.error(
-                "[ORDER_NOT_FOUND] invalid modify request for {}".format(order_id)
+            raise InvalidArgumentException(
+                f"Invalid modify request, order_id {order_id} not found"
             )
-            return
 
         order = orders.to_dicts()[0]
         order["last_modified_time"] = str(order["last_modified_time"])
 
-        order["price"] = price
-        if trigger_price is not None:
-            order["trigger_price"] = trigger_price
+        if "price" in order_to_modify:
+            order["price"] = order_to_modify["price"]
+        if (
+            "trigger_price" in order_to_modify
+            and order_to_modify["trigger_price"] is not None  # type:ignore
+        ):
+            order["trigger_price"] = order_to_modify["trigger_price"]
 
-        if order["order_type"] == "SL":
+        if "order_type" in order_to_modify and order_to_modify["order_type"] == "SL":
             order["order_type"] = "STOPLOSS"
 
-        print(order)
-        self.modify_order(order)  # type: ignore
+        return order
+
+    def modify_price(
+        self,
+        order_id: str,
+        price: float,
+        trigger_price: float | None = None,
+        order_type: OrderTypeType | None = None,
+    ):
+        order_to_modify = {
+            "order_id": order_id,
+            "price": price,
+            "trigger_price": trigger_price,
+            "order_type": order_type,
+        }
+
+        self.modify_order(order_to_modify)  # type: ignore
 
     # TODO
     def modify_order(self, order: Any) -> str:
         order = copy.deepcopy(order)  # type:ignore
+        order = self.add_existing_order_details(order)
+
         data = {
             "uniqueorderid": order["order_id"],
             "newordertype": order["order_type"].upper(),
@@ -396,6 +411,7 @@ 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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/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-2.0.91}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.86
+Version: 2.0.91
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.86 → quantplay-2.0.91}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.86",
+    version="2.0.91",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],