tradingapi 0.3.8__tar.gz → 0.3.10__tar.gz

{tradingapi-0.3.8 → tradingapi-0.3.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradingapi
-Version: 0.3.8
+Version: 0.3.10
 Summary: Trade integration with brokers
 Author-email: Pankaj Sharma <sharma.pankaj.kumar@gmail.com>
 License-Expression: MIT

{tradingapi-0.3.8 → tradingapi-0.3.10}/pyproject.toml

@@ -28,7 +28,7 @@ packages = ["tradingapi"]
 
 [project]
 name = "tradingapi"
-version = "0.3.8"
+version = "0.3.10"
 description = "Trade integration with brokers"
 readme = "README.md"
 license = "MIT"

tradingapi-0.3.10/tests/test_broker_side_terminal_order.py

@@ -0,0 +1,30 @@
+from tradingapi.broker_base import (
+    is_broker_side_terminal_message,
+    is_broker_side_terminal_order,
+    is_missing_exchange_order_id,
+)
+
+
+def test_is_missing_exchange_order_id():
+    assert is_missing_exchange_order_id("0")
+    assert is_missing_exchange_order_id(0)
+    assert is_missing_exchange_order_id(None)
+    assert is_missing_exchange_order_id("")
+    assert not is_missing_exchange_order_id("2700000201461104")
+
+
+def test_is_broker_side_terminal_message():
+    assert is_broker_side_terminal_message("Trading not allowed in illiquid  contract")
+    assert is_broker_side_terminal_message("Order rejected by RMS")
+    assert is_broker_side_terminal_message(
+        "RMS:23226063020407:You have insufficient funds. Please add Rs.71301.37 to trade."
+    )
+    assert is_broker_side_terminal_message("Cancelled by user")
+    assert not is_broker_side_terminal_message("")
+    assert not is_broker_side_terminal_message("Success")
+
+
+def test_is_broker_side_terminal_order_requires_missing_exchange_id():
+    msg = "Trading not allowed in illiquid contract"
+    assert is_broker_side_terminal_order("0", msg)
+    assert not is_broker_side_terminal_order("12345", msg)

{tradingapi-0.3.8 → tradingapi-0.3.10}/tradingapi/broker_base.py

@@ -95,6 +95,49 @@ class OrderStatus(Enum):
     CANCELLED = 7  # Cancelled by Exchange
 
 
+_BROKER_SIDE_TERMINAL_KEYWORDS = (
+    "illiquid",
+    "not allowed",
+    "not permitted",
+    "barred",
+    "freeze",
+    "frozen",
+    "restricted",
+    "invalid contract",
+    "invalid scrip",
+    "security not available",
+    "order rejected",
+    "rejected by",
+    "cannot place",
+    "unable to place",
+    "trading disabled",
+    "not tradable",
+    "not tradeable",
+    "margin shortfall",
+    "insufficient margin",
+    "insufficient funds",
+    "rms reject",
+)
+
+
+def is_missing_exchange_order_id(exch_order_id) -> bool:
+    value = str(exch_order_id or "").strip()
+    return value in {"", "0", "None", "NONE", "null", "nan", "NaN"}
+
+
+def is_broker_side_terminal_message(message: str) -> bool:
+    msg = str(message or "").strip().lower()
+    if not msg:
+        return False
+    if "reject" in msg or "cancel" in msg:
+        return True
+    return any(keyword in msg for keyword in _BROKER_SIDE_TERMINAL_KEYWORDS)
+
+
+def is_broker_side_terminal_order(exch_order_id, message: str) -> bool:
+    return is_missing_exchange_order_id(exch_order_id) and is_broker_side_terminal_message(message)
+
+
 def _validate_quantity(quantity):
     """
     Validate quantity parameter that can be int, float, or string representation.
@@ -528,6 +571,7 @@ class Price:
         high: float = float("nan"),
         low: float = float("nan"),
         volume: int = 0,
+        oi: int = 0,
         symbol: str = "",
         exchange: str = "",
         src: str = "",
@@ -546,6 +590,7 @@ class Price:
             high: High price
             low: Low price
             volume: Total volume
+            oi: Open interest
             symbol: Trading symbol
             exchange: Exchange name
             src: Source of the price data
@@ -563,6 +608,7 @@ class Price:
         self.high = high
         self.low = low
         self.volume = volume
+        self.oi = oi
         self.symbol = symbol
         self.exchange = exchange
         self.src = src
@@ -590,6 +636,7 @@ class Price:
             high=safe_add(self.high, other.high),
             low=safe_add(self.low, other.low),
             volume=safe_add_volume(self.volume, other.volume),
+            oi=safe_add_volume(self.oi, other.oi),
         )
         # dont change symbol
 
@@ -603,6 +650,7 @@ class Price:
         self.high = other.high * size if other.high * size is not float("nan") else self.high
         self.low = other.low * size if other.low * size is not float("nan") else self.low
         self.volume = other.volume if other.volume is not float("nan") else self.volume
+        self.oi = other.oi if other.oi is not float("nan") else self.oi
         self.symbol = other.symbol
         self.exchange = other.exchange
         self.src = other.src
@@ -619,6 +667,7 @@ class Price:
             "high": self.high,
             "low": self.low,
             "volume": self.volume,
+            "oi": self.oi,
             "symbol": self.symbol,
             "exchange": self.exchange,
             "src": self.src,
@@ -637,6 +686,7 @@ class Price:
             high=data.get("high", float("nan")),
             low=data.get("low", float("nan")),
             volume=data.get("volume", 0),
+            oi=data.get("oi", 0),
             symbol=data.get("symbol", ""),
             exchange=data.get("exchange", ""),
             src=data.get("src", ""),
@@ -756,6 +806,86 @@ class BrokerBase(ABC):
             "symbol_map_reversed": {},
         }
 
+    def _request_cancel_broker_side_terminal_order(self, order: "Order") -> bool:
+        """Send an explicit broker cancel when the order may still be live."""
+        broker_order_id = str(getattr(order, "broker_order_id", "") or "").strip()
+        if not broker_order_id or broker_order_id == "0" or broker_order_id.upper().endswith("P"):
+            return False
+        if getattr(order, "paper", False) in (True, "True", "true"):
+            return False
+        try:
+            self.cancel_order(broker_order_id=broker_order_id, resolve_terminal=False)
+            return True
+        except Exception as e:
+            _get_trading_logger().log_warning(
+                "Cancel request failed for broker-side terminal order",
+                {"broker_order_id": broker_order_id, "error": str(e)},
+            )
+            return False
+
+    def _resolve_broker_side_terminal_order(
+        self,
+        order: "Order",
+        message: str,
+        *,
+        order_size=None,
+        order_price=None,
+    ) -> OrderInfo:
+        """Cancel if possible and return a zero-fill CANCELLED OrderInfo."""
+        broker_order_id = str(getattr(order, "broker_order_id", "") or "").strip()
+        if message:
+            order.message = message
+            if broker_order_id:
+                try:
+                    self.redis_o.hset(broker_order_id, "message", message)
+                except Exception:
+                    pass
+
+        cancel_requested = self._request_cancel_broker_side_terminal_order(order)
+        order.status = OrderStatus.CANCELLED
+        if broker_order_id:
+            try:
+                self.redis_o.hset(broker_order_id, "status", OrderStatus.CANCELLED.name)
+            except Exception:
+                pass
+
+        _get_trading_logger().log_info(
+            "Broker-side terminal order resolved as cancelled",
+            {
+                "broker_order_id": broker_order_id,
+                "long_symbol": getattr(order, "long_symbol", ""),
+                "message": message,
+                "cancel_requested": cancel_requested,
+            },
+        )
+        return OrderInfo(
+            order_size=order_size if order_size is not None else order.quantity,
+            order_price=order_price if order_price is not None else order.price,
+            fill_size=0,
+            fill_price=0,
+            status=OrderStatus.CANCELLED,
+            broker_order_id=broker_order_id,
+            exchange_order_id=getattr(order, "exch_order_id", ""),
+            broker=getattr(order, "broker", None) or self.broker,
+        )
+
+    def _apply_broker_side_terminal_resolution(
+        self,
+        order: "Order",
+        order_info: OrderInfo,
+        message: Optional[str] = None,
+    ) -> OrderInfo:
+        msg = str(message if message is not None else getattr(order, "message", "") or "").strip()
+        exch_id = order_info.exchange_order_id or getattr(order, "exch_order_id", "")
+        if not is_broker_side_terminal_order(exch_id, msg):
+            return order_info
+        return self._resolve_broker_side_terminal_order(
+            order,
+            msg,
+            order_size=order_info.order_size,
+            order_price=order_info.order_price,
+        )
+
     @abstractmethod
     def update_symbology(self, **kwargs):
         """

{tradingapi-0.3.8 → tradingapi-0.3.10}/tradingapi/config/config_sample.yaml

@@ -2,13 +2,14 @@
 bhavcopy_folder : /home/psharma/onedrive/rfiles/data/bhavcopy
 
 # Optional: proxy for broker HTTP requests (e.g. connect, save_symbol_data).
-# When a broker has USE_PROXY: true, proxies are fetched from the source (e.g. webshare).
+# USE_PROXY: trading API calls. USE_PROXY_SYMBOL_DOWNLOAD: symbol master download only.
 proxy:
   source: webshare
   api_key: # Webshare API key (or set WEBSHARE_PROXY_API_KEY env)
   username: # Optional: override per-proxy username from API
   password: # Optional: override per-proxy password from API
   country_code: # Optional: e.g. IN
+  max_proxies: 30 # NordVPN servers to try when rotating (symbol download)
   mode: direct
 
 commissions:
@@ -22,6 +23,7 @@ commissions:
 FIVEPAISA:
   EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
+  USE_PROXY_SYMBOL_DOWNLOAD: false
   APP_NAME:
   APP_SOURCE:
   USER_ID:
@@ -41,6 +43,7 @@ FIVEPAISA:
 SHOONYA:
   EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
+  USE_PROXY_SYMBOL_DOWNLOAD: false
   USER:
   PWD:
   VC:
@@ -56,6 +59,7 @@ SHOONYA:
 ICICIDIRECT:
   EXCHANGES: [NSE, BSE, MCX]
   USE_PROXY: false
+  USE_PROXY_SYMBOL_DOWNLOAD: false
   API_KEY:
   API_SECRET:
   USER_ID: # Optional: used by icicidirect-generate-session (AUTO_SESSION_TOKEN_CMD)
@@ -91,6 +95,7 @@ ICICIDIRECT:
 DHAN:
   EXCHANGES: [NSE, BSE]
   USE_PROXY: false
+  USE_PROXY_SYMBOL_DOWNLOAD: false
   CLIENT_ID:
   ACCESS_TOKEN: # Optional fallback if TOTP/PIN flow is not used
   TOTP_TOKEN: # Optional: used for auto token refresh
@@ -107,6 +112,7 @@ DHAN:
 DHAN_ACCOUNT2:
   EXCHANGES: [NSE, BSE]
   USE_PROXY: false
+  USE_PROXY_SYMBOL_DOWNLOAD: false
   CLIENT_ID:
   ACCESS_TOKEN:
   TOTP_TOKEN:

{tradingapi-0.3.8 → tradingapi-0.3.10}/tradingapi/dhan.py

@@ -287,11 +287,21 @@ def save_symbol_data(saveToFolder: bool = False):
         dest_file = f"{bhavcopyfolder}/{dt.datetime.today().strftime('%Y%m%d')}_dhan_codes.csv"
 
         headers = {"User-Agent": "Mozilla/5.0", "Accept": "*/*"}
-        response = requests.get(DHAN_SECURITY_LIST_URL, headers=headers, timeout=(10, 300))
-        if response.status_code != 200:
-            raise Exception(f"Failed to fetch Dhan symbol data. Status: {response.status_code}")
-
-        df = pd.read_csv(io.BytesIO(response.content), low_memory=False)
+        if os.path.exists(dest_file):
+            df = pd.read_csv(dest_file, low_memory=False)
+        else:
+            from .proxy_utils import request_get_with_broker_proxy
+
+            response = request_get_with_broker_proxy(
+                DHAN_SECURITY_LIST_URL,
+                "DHAN",
+                purpose="symbol_download",
+                headers=headers,
+                timeout=(10, 300),
+            )
+            with open(dest_file, "wb") as f:
+                f.write(response.content)
+            df = pd.read_csv(dest_file, low_memory=False)
         df.columns = [col.strip() for col in df.columns]
         object_cols = df.select_dtypes(include=["object"]).columns
         for col in object_cols:
@@ -1476,7 +1486,11 @@ class Dhan(BrokerBase):
 
             fills = None
             try:
-                fills = self.get_order_info(broker_order_id=broker_order_id, order=order)
+                fills = self.get_order_info(
+                    broker_order_id=broker_order_id,
+                    order=order,
+                    resolve_terminal=kwargs.get("resolve_terminal", False),
+                )
             except Exception:
                 pass
 
@@ -1617,15 +1631,7 @@ class Dhan(BrokerBase):
             if order is not None and error_message:
                 order.message = error_message
 
-            if status == OrderStatus.REJECTED:
-                try:
-                    internal_order_id = self.redis_o.hget(broker_order_id, "orderRef")
-                    if internal_order_id:
-                        delete_broker_order_id(self, internal_order_id, broker_order_id)
-                except Exception:
-                    pass
-
-            return OrderInfo(
+            order_info = OrderInfo(
                 order_size=order_qty,
                 order_price=order_price,
                 fill_size=fill_size,
@@ -1635,6 +1641,20 @@ class Dhan(BrokerBase):
                 exchange_order_id=exch_order_id,
                 broker=self.broker,
             )
+            if kwargs.get("resolve_terminal", True):
+                order_info = self._apply_broker_side_terminal_resolution(
+                    order, order_info, message=error_message or order.message
+                )
+
+            if order_info.status == OrderStatus.REJECTED:
+                try:
+                    internal_order_id = self.redis_o.hget(broker_order_id, "orderRef")
+                    if internal_order_id:
+                        delete_broker_order_id(self, internal_order_id, broker_order_id)
+                except Exception:
+                    pass
+
+            return order_info
 
         except (ValidationError, OrderError, BrokerConnectionError):
             raise
@@ -1975,6 +1995,11 @@ class Dhan(BrokerBase):
                 market_feed.low = float(ohlc.get("low", data.get("dayLow", float("nan"))) or float("nan"))
                 market_feed.prior_close = float(ohlc.get("close", data.get("previousClosePrice", float("nan"))) or float("nan"))
                 market_feed.volume = int(data.get("volume", data.get("totalTradedVolume", 0)) or 0)
+                raw_oi = data.get("OI", data.get("oi", data.get("open_interest", data.get("openInterest", 0))))
+                try:
+                    market_feed.oi = int(str(raw_oi).strip() or 0)
+                except (TypeError, ValueError):
+                    market_feed.oi = int(float(raw_oi or 0))
                 depth = data.get("depth", {})
                 buy_qty = depth.get("buy", [{}])
                 sell_qty = depth.get("sell", [{}])
@@ -2330,9 +2355,12 @@ class Dhan(BrokerBase):
                 if value in (None, "", "nan"):
                     return 0
                 try:
-                    return int(float(value))
+                    return int(str(value).strip())
                 except (TypeError, ValueError):
-                    return 0
+                    try:
+                        return int(float(value))
+                    except (TypeError, ValueError):
+                        return 0
 
             def _apply_if_valid(current: float, value: Any) -> float:
                 parsed = _to_float(value)
@@ -2381,6 +2409,9 @@ class Dhan(BrokerBase):
                     volume = _to_int(response.get("volume"))
                     if volume:
                         price.volume = volume
+                    oi = _to_int(response.get("OI") or response.get("oi") or response.get("open_interest") or response.get("openInterest"))
+                    if oi:
+                        price.oi = oi
                     price.bid = _apply_if_valid(price.bid, response.get("bidPrice"))
                     price.ask = _apply_if_valid(price.ask, response.get("askPrice"))
                     bid_qty = _to_int(response.get("bidQty"))