quantplay 2.0.98__tar.gz → 2.0.100__tar.gz

{quantplay-2.0.98 → quantplay-2.0.100}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.98
+Version: 2.0.100
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay/broker/broker_factory.py

@@ -11,6 +11,7 @@ from quantplay.broker.dhan import Dhan
 from quantplay.broker.five_paisa import FivePaisa
 from quantplay.broker.flattrade import FlatTrade
 from quantplay.broker.iifl_xts import IIFL as IIFL_XTS
+from quantplay.broker.jainam_xts import Jainam
 from quantplay.broker.kotak import Kotak
 from quantplay.broker.motilal import Motilal
 from quantplay.broker.shoonya import FinvAsia
@@ -32,6 +33,7 @@ BrokerType = (
     | FivePaisa
     | Kotak
     | Dhan
+    | Jainam
 )
 
 instrument_cache = InstrumentCache()
@@ -46,6 +48,7 @@ class Broker:
     FINVASIA = "Finvasia"
     FLATTRADE = "Flattrade"
     IIFL_XTS = "IIFL_XTS"
+    JAINAM = "Jainam"
     MOTILAL = "Motilal"
     ANGELONE = "Angelone"
     KOTAK = "Kotak"
@@ -57,6 +60,7 @@ broker_instruments_map = {
     Broker.FINVASIA: "shoonya_instruments",
     Broker.FLATTRADE: "shoonya_instruments",
     Broker.IIFL_XTS: "xts_instruments",
+    Broker.JAINAM: "xts_instruments",
     Broker.MOTILAL: "motilal_instruments",
     Broker.ANGELONE: "angelone_instruments",
     Broker.ALICEBLUE: "aliceblue_instruments",
@@ -71,6 +75,7 @@ broker_required_args = {
     Broker.FINVASIA: set(["user_id", "user_token"]),
     Broker.FLATTRADE: set(["user_id", "user_token"]),
     Broker.IIFL_XTS: set(["user_id", "wrapper", "md_wrapper"]),
+    Broker.JAINAM: set(["user_id", "wrapper", "md_wrapper"]),
     Broker.MOTILAL: set(["user_id", "headers"]),
     Broker.ALICEBLUE: set(["user_id", "client"]),
     Broker.UPSTOX: set(["user_id", "access_token"]),
@@ -92,6 +97,7 @@ broker_generate_args = {
     Broker.ZERODHA: set(["user_id", "api_key", "api_secret"]),
     Broker.FLATTRADE: set(["user_id", "api_secret", "password", "totp", "api_key"]),
     Broker.IIFL_XTS: set(["api_key", "api_secret", "md_api_key", "md_api_secret"]),
+    Broker.JAINAM: set(["api_key", "api_secret", "md_api_key", "md_api_secret"]),
     Broker.MOTILAL: set(["user_id", "password", "api_key", "two_fa", "totp"]),
     Broker.ALICEBLUE: set(["user_id", "api_key"]),
     Broker.DHAN: set(["user_id", "access_token"]),
@@ -297,6 +303,25 @@ class BrokerFactory:
                 pickle.dumps(broker_client.md_wrapper), "base64"
             ).decode()
 
+        elif broker == Broker.JAINAM:
+            broker_client = Jainam(
+                api_secret=broker_data["api_secret"],
+                api_key=broker_data["api_key"],
+                md_api_key=broker_data["md_api_key"],
+                md_api_secret=broker_data["md_api_secret"],
+                client_id=broker_data["user_id"],
+                load_instrument=False,
+            )
+            broker_data["user_id"] = broker_client.ClientID
+
+            broker_data["wrapper"] = codecs.encode(
+                pickle.dumps(broker_client.wrapper), "base64"
+            ).decode()
+
+            broker_data["md_wrapper"] = codecs.encode(
+                pickle.dumps(broker_client.md_wrapper), "base64"
+            ).decode()
+
         else:
             raise InvalidArgumentException(f"Broker '{broker}' not supported")
 

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay/broker/generics/broker.py

@@ -603,6 +603,7 @@ class Broker(ABC):
                     )
 
                     orders = orders.to_dicts()
+                    orders = sorted(orders, key=lambda d: d["transaction_type"])
                     for order in orders:
                         order_id = order["order_id"]
                         if "status" in order and order["status"].lower() in [

quantplay-2.0.100/quantplay/broker/jainam_xts.py

@@ -0,0 +1,33 @@
+from quantplay.broker.xts import XTS
+
+
+class Jainam(XTS):
+    def __init__(
+        self,
+        api_secret: str | None = None,
+        api_key: str | None = None,
+        md_api_key: str | None = None,
+        md_api_secret: str | None = None,
+        wrapper: str | None = None,
+        md_wrapper: str | None = None,
+        client_id: str | None = None,
+        load_instrument: bool = True,
+        is_dealer: bool = False,
+    ):
+        super().__init__(
+            root_url=f"http://ctrade.jainam.in:{3000 if is_dealer else 3001}",
+            api_key=api_key,
+            api_secret=api_secret,
+            md_api_key=md_api_key,
+            md_api_secret=md_api_secret,
+            wrapper=wrapper,
+            md_wrapper=md_wrapper,
+            ClientID=client_id,
+            is_dealer=is_dealer,
+            load_instrument=load_instrument,
+        )
+
+
+# c = Jainam(api_key="263c59f6f4819ccbebf318", api_secret="Kqkp821@Jd", md_api_key="534366e91e9bcf84115624", md_api_secret="Yvnf855@bn", client_id="DLL11257")
+
+# c = Jainam(api_key="cfd1d450a247a68bfc4447", api_secret="Wvvi122$ST", md_api_key="7e83f15231a2e249938492", md_api_secret="Uyfk361#cn", client_id="DLL9814", is_dealer=True)

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay/broker/xts.py

@@ -52,11 +52,13 @@ class XTS(Broker):
         wrapper: str | None = None,
         md_wrapper: str | None = None,
         ClientID: str | None = None,
+        is_dealer: bool = False,
         load_instrument: bool = True,
     ):
         super().__init__()
         self.order_updates: Queue[OrderUpdateEvent] | None = order_updates
         self.root_url = root_url
+        self.is_dealer = is_dealer
 
         try:
             if wrapper and md_wrapper and ClientID:
@@ -213,7 +215,12 @@ class XTS(Broker):
 
     def orders(self, tag: str | None = None, add_ltp: bool = True) -> pl.DataFrame:
         api_response = self.invoke_xts_api(
-            self.wrapper.get_order_book, clientID=self.ClientID
+            (
+                self.wrapper.get_dealer_orderbook
+                if self.is_dealer
+                else self.wrapper.get_order_book
+            ),
+            clientID=None if self.is_dealer else self.ClientID,
         )
 
         api_response = api_response["result"]
@@ -343,7 +350,12 @@ class XTS(Broker):
 
     def positions(self, drop_cnc: bool = True) -> pl.DataFrame:
         api_response = self.invoke_xts_api(
-            self.wrapper.get_position_daywise, clientID=self.ClientID
+            (
+                self.wrapper.get_dealerposition_daywise
+                if self.is_dealer
+                else self.wrapper.get_position_daywise
+            ),
+            clientID=None if self.is_dealer else self.ClientID,
         )
 
         api_response = api_response["result"]["positionList"]

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay/broker/xts_utils/Connect.py

@@ -266,6 +266,43 @@ class XTSConnect(XTSCommon):
         response = self._post("order.place", json.dumps(params))
         return response
 
+    def get_dealer_orderbook(self, clientID: str | None = None):
+        """Request Order book gives states of all the orders placed by an user"""
+        params: Dict[str, Any] = {}
+        if not self.isInvestorClient:
+            params["clientID"] = clientID
+
+        response = self._get("order.dealer.status", params)
+        return response
+
+    def get_dealer_tradebook(self, clientID: str | None = None):
+        """Trade book returns a list of all trades executed on a particular day , that were placed by the user . The
+        trade book will display all filled and partially filled orders."""
+        params: Dict[str, Any] = {}
+        if not self.isInvestorClient:
+            params["clientID"] = clientID
+        response = self._get("dealer.trades", params)
+        return response
+
+    def get_dealerposition_netwise(self, clientID: str | None = None):
+        """The positions API positions by net. Net is the actual, current net position portfolio."""
+        params: Dict[str, Any] = {"dayOrNet": "NetWise"}
+        if not self.isInvestorClient:
+            params["clientID"] = clientID
+        response = self._get("portfolio.dealerpositions", params)
+        return response
+
+    def get_dealerposition_daywise(self, clientID: str | None = None):
+        """The positions API returns positions by day, which is a snapshot of the buying and selling activity for
+        that particular day."""
+        params: Dict[str, Any] = {"dayOrNet": "DayWise"}
+        if not self.isInvestorClient:
+            params["clientID"] = clientID
+
+        response = self._get("portfolio.dealerpositions", params)
+
+        return response
+
     def place_bracketorder(
         self,
         exchangeSegment: XTSTypes.ExchangeType,

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.98
+Version: 2.0.100
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.0.98 → quantplay-2.0.100}/quantplay.egg-info/SOURCES.txt

@@ -16,6 +16,7 @@ quantplay/broker/dhan.py
 quantplay/broker/five_paisa.py
 quantplay/broker/flattrade.py
 quantplay/broker/iifl_xts.py
+quantplay/broker/jainam_xts.py
 quantplay/broker/kite_utils.py
 quantplay/broker/kotak.py
 quantplay/broker/motilal.py

{quantplay-2.0.98 → quantplay-2.0.100}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.0.98",
+    version="2.0.100",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],