quantplay 2.0.91__tar.gz → 2.0.93__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-2.0.91 → quantplay-2.0.93}/PKG-INFO +1 -1
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/dhan.py +12 -14
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay.egg-info/PKG-INFO +1 -1
- {quantplay-2.0.91 → quantplay-2.0.93}/setup.py +1 -1
- {quantplay-2.0.91 → quantplay-2.0.93}/README.md +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/pyproject.toml +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/aliceblue.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/angelone.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/auto_login/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/auto_login/aliceblue.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/broker_factory.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/finvasia_utils/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/finvasia_utils/fa_noren.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/five_paisa.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/flattrade.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/ft_utils/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/ft_utils/flattrade_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/ft_utils/ft_noren.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/generics/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/generics/broker.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/iifl_xts.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/kite_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/kotak.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/motilal.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/noren.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/shoonya.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/uplink/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/uplink/uplink_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/upstox.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/xts.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/xts_utils/Connect.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/xts_utils/Exception.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/xts_utils/InteractiveSocketClient.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/xts_utils/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/broker/zerodha.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/exception/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/exception/exceptions.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/model/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/model/broker.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/model/generics.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/model/instrument_data.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/model/order_event.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/py.typed +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/caching.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/constant.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/exchange.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/number_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/pickle_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/utils/selenium_utils.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/wrapper/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay/wrapper/aws/s3.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay.egg-info/SOURCES.txt +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay.egg-info/dependency_links.txt +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay.egg-info/requires.txt +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/quantplay.egg-info/top_level.txt +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/setup.cfg +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/tests/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/tests/conftest.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/tests/wrapper/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/tests/wrapper/aws/__init__.py +0 -0
- {quantplay-2.0.91 → quantplay-2.0.93}/tests/wrapper/aws/s3_test.py +0 -0
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@@ -102,14 +102,6 @@ class Dhan(Broker):
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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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price=order["price"],
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trigger_price=order["trigger_price"],
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order_type=order["order_type"],
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)
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return response # type:ignore
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except Exception as e:
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exception_message = (
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"OrderModificationFailed for {} failed with exception {}".format(
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@@ -182,19 +174,25 @@ class Dhan(Broker):
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trigger_price: float | None = None,
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) -> str | None:
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try:
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Constants.logger.info(
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f"[PLACING_ORDER] {tradingsymbol} {exchange} {quantity} {tag}"
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)
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tradingsymbol = self.get_symbol(tradingsymbol)
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security_id = self.symbol_data[f"{exchange}:{tradingsymbol}"]["token"]
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exchange_segment = self.get_exchange_segment(exchange)
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dhan_order_type = self.get_order_type(order_type)
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product_type = self.get_product(product)
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Constants.logger.info(
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f"[DHAN_PLACING_ORDER] {security_id} {exchange} {transaction_type} {quantity} {dhan_order_type} {product_type} {price} {trigger_price}"
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)
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if trigger_price is None:
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trigger_price = 0
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order_id: str = self.dhan.place_order( # type:ignore
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security_id=security_id, # hdfcbank
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exchange_segment=
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exchange_segment=exchange_segment,
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transaction_type=transaction_type,
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quantity=quantity,
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order_type=
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product_type=
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order_type=dhan_order_type,
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product_type=product_type,
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price=price,
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trigger_price=trigger_price, # type:ignore
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)
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return order_id # type:ignore
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