quantplay 2.1.73__tar.gz → 2.1.74__tar.gz

{quantplay-2.1.73 → quantplay-2.1.74}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantplay
-Version: 2.1.73
+Version: 2.1.74
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.1.73 → quantplay-2.1.74}/quantplay/broker/generics/broker.py

@@ -141,6 +141,8 @@ class Broker(ABC):
         self.lock = Lock()
         self.square_off_lock = Lock()
 
+        self.ORDER_POLLING_INTERVAL = 3
+
     def symbol_attribute(self, exchange: ExchangeType, symbol: str, value: str) -> Any:
         try:
             return_value: Any = self.symbol_data[f"{exchange}:{symbol}"][value]
@@ -627,7 +629,7 @@ class Broker(ABC):
 
     def stream_order_updates(self) -> None:
         self.order_log: dict[str, Any] = {}
-        while 1:
+        while True:
             try:
                 orders = self.orders(add_ltp=False)
 
@@ -661,13 +663,16 @@ class Broker(ABC):
                                 self.convert_to_event(order)
 
                         self.order_log[order_id] = copy.deepcopy(order)
-                time.sleep(3)
+                time.sleep(self.ORDER_POLLING_INTERVAL)
             except Exception:
                 traceback.print_exc()
                 print(f"Unable to process order stream for {self.user_id}")
-                time.sleep(5)
+                time.sleep(self.ORDER_POLLING_INTERVAL + 2)
 
     def stream_order_data(self) -> None:
+        if self.order_updates is None:
+            raise Exception("Event Queue Not Initalised")
+
         th = threading.Thread(target=self.stream_order_updates, daemon=True)
         th.start()
 

{quantplay-2.1.73 → quantplay-2.1.74}/quantplay/broker/jainam_xts.py

@@ -1,6 +1,8 @@
 import traceback
 from typing import Literal
 
+import polars as pl
+
 from quantplay.broker.xts import XTS
 from quantplay.broker.xts_utils_v2.ConnectV2 import XTSConnectV2
 from quantplay.broker.xts_utils_v2.InteractiveSocketClientV2 import (
@@ -39,7 +41,11 @@ class Jainam(XTS):
         if is_dealer:
             self.ClientID = "*****"
 
-    def login(self, api_key: str, api_secret: str, md_api_key: str, md_api_secret: str):
+        self.ORDER_POLLING_INTERVAL = 5
+
+    def login(
+        self, api_key: str, api_secret: str, md_api_key: str, md_api_secret: str
+    ) -> None:
         try:
             self.wrapper = XTSConnectV2(
                 apiKey=api_key,
@@ -79,7 +85,7 @@ class Jainam(XTS):
             traceback.print_exc()
             raise InvalidArgumentException("Invalid api key/secret")
 
-    def stream_order_updates(self):
+    def stream_order_updates_ws(self) -> None:
         if self.wrapper.token is None:
             raise InvalidArgumentException("XTS Token Missing")
 
@@ -90,3 +96,23 @@ class Jainam(XTS):
         )
         socket.setup_event_listners(on_order=self.order_event_handler)
         socket.connect()
+
+    def stream_order_updates(self) -> None:
+        self.stream_order_updates_legacy()
+
+    def orders(self, tag: str | None = None, add_ltp: bool = True) -> pl.DataFrame:
+        orders = super().orders(tag, add_ltp)
+        orders = orders.with_columns(
+            pl.when(
+                pl.col("status").eq("CANCELLED")
+                & pl.col("status_message")
+                .str.to_lowercase()
+                .str.replace_all(" ", "")
+                .str.contains("selftrade")
+            )
+            .then(pl.lit("REJECTED"))
+            .otherwise(pl.col("status"))
+            .alias("status")
+        )
+
+        return orders

{quantplay-2.1.73 → quantplay-2.1.74}/quantplay/broker/xts.py

@@ -746,7 +746,10 @@ class XTS(Broker):
     def get_product(self, product: ProductType) -> Any:
         return product
 
-    def stream_order_updates(self):
+    def stream_order_updates_legacy(self) -> None:
+        return super().stream_order_updates()
+
+    def stream_order_updates(self) -> None:
         if self.wrapper.token is None:
             raise InvalidArgumentException("XTS Token Missing")
 

{quantplay-2.1.73 → quantplay-2.1.74}/quantplay.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantplay
-Version: 2.1.73
+Version: 2.1.74
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 

{quantplay-2.1.73 → quantplay-2.1.74}/setup.py

@@ -21,7 +21,7 @@ requirements = [
 setup(
     name="quantplay",
     long_description=Path("README.md").read_text(),
-    version="2.1.73",
+    version="2.1.74",
     setup_requires=["pytest-runner"],
     install_requires=requirements,
     tests_require=[],