tradingapi 0.3.9__tar.gz → 0.3.11__tar.gz

{tradingapi-0.3.9 → tradingapi-0.3.11}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradingapi
-Version: 0.3.9
+Version: 0.3.11
 Summary: Trade integration with brokers
 Author-email: Pankaj Sharma <sharma.pankaj.kumar@gmail.com>
 License-Expression: MIT

{tradingapi-0.3.9 → tradingapi-0.3.11}/pyproject.toml

@@ -28,7 +28,7 @@ packages = ["tradingapi"]
 
 [project]
 name = "tradingapi"
-version = "0.3.9"
+version = "0.3.11"
 description = "Trade integration with brokers"
 readme = "README.md"
 license = "MIT"

tradingapi-0.3.11/tests/test_fivepaisa_stream_reconnect.py

@@ -0,0 +1,135 @@
+import json
+import sys
+import threading
+import time
+from unittest.mock import patch
+
+sys.path.insert(0, "/home/psharma/onedrive/code/tradingapi2")
+
+from tradingapi.broker_base import Brokers
+from tradingapi.fivepaisa import FivePaisa
+from tradingapi import fivepaisa as fivepaisa_module
+
+
+class _SocketState:
+    connected = True
+
+
+class _WebSocket:
+    def __init__(self, sent_requests):
+        self.sock = _SocketState()
+        self.on_open = None
+        self.sent_requests = sent_requests
+
+    def send(self, payload):
+        self.sent_requests.append(json.loads(payload))
+
+
+class _DelayedStreamingApi:
+    def __init__(self, connect_started, allow_connect, stop_stream):
+        self.ws = None
+        self.connect_started = connect_started
+        self.allow_connect = allow_connect
+        self.stop_stream = stop_stream
+        self.connect_calls = 0
+        self.sent_requests = []
+
+    def Request_Feed(self, feed_type, operation, symbols):
+        return {"feed": feed_type, "operation": operation, "symbols": symbols}
+
+    def connect(self, _request):
+        self.connect_calls += 1
+        self.connect_started.set()
+        assert self.allow_connect.wait(timeout=2)
+        self.ws = _WebSocket(self.sent_requests)
+
+    def error_data(self, callback):
+        self.error_callback = callback
+
+    def receive_data(self, callback):
+        callback(self.ws, json.dumps({"Token": 1, "LastRate": 100.0}))
+        self.stop_stream.wait(timeout=2)
+
+    def close_data(self):
+        if self.ws is not None:
+            self.ws.sock.connected = False
+
+
+def _make_broker(api, fresh_login):
+    broker = object.__new__(FivePaisa)
+    broker.api = api
+    broker.broker = Brokers.FIVEPAISA
+    broker.account_key = broker.broker.name
+    broker.subscribe_thread = None
+    broker.subscribed_symbols = []
+    broker._stream_reconnect_lock = threading.Lock()
+    broker._stream_reconnect_serial_lock = threading.Lock()
+    broker._stream_subscriptions_lock = threading.Lock()
+    broker._stream_reconnect_active = False
+    broker._suppress_stream_reconnect = False
+    broker._last_stream_tick_ts = time.time() - 1
+    broker._fp_susertoken_path = "/tmp/fivepaisa-token"
+    broker._fp_restore_session_from_token = lambda _path: True
+    broker._fp_fresh_login = fresh_login
+    broker._wait_for_stream_request_rate_limit = lambda: None
+    broker.map_exchange_for_api = lambda _symbol, _exchange: "N"
+    broker.map_exchange_for_db = lambda _symbol, exchange: exchange
+    broker.exchange_mappings = {
+        "N": {
+            "symbol_map": {"TEST": 1, "TEST2": 2},
+            "symbol_map_reversed": {1: "TEST", 2: "TEST2"},
+            "exchangetype_map": {"TEST": "C", "TEST2": "C"},
+        }
+    }
+    return broker
+
+
+def test_reconnect_waits_for_startup_and_coalesces_queued_callers():
+    connect_started = threading.Event()
+    allow_connect = threading.Event()
+    stop_stream = threading.Event()
+    api = _DelayedStreamingApi(connect_started, allow_connect, stop_stream)
+    fresh_login_calls = []
+    broker = _make_broker(api, lambda path: fresh_login_calls.append(path))
+    errors = []
+
+    def start_stream(symbol):
+        try:
+            broker.start_quotes_streaming("s", [symbol], exchange="NSE")
+        except Exception as exc:
+            errors.append(exc)
+
+    first_caller = threading.Thread(target=start_stream, args=("TEST",))
+    second_caller = threading.Thread(target=start_stream, args=("TEST2",))
+    with patch.object(fivepaisa_module.config, "get", return_value="/tmp/fivepaisa-token"):
+        first_caller.start()
+        assert connect_started.wait(timeout=2)
+        second_caller.start()
+        time.sleep(0.05)
+        allow_connect.set()
+        first_caller.join(timeout=2)
+        second_caller.join(timeout=2)
+        broker.start_quotes_streaming("s", ["TEST"], exchange="NSE")
+
+    stop_stream.set()
+    if broker.subscribe_thread is not None:
+        broker.subscribe_thread.join(timeout=2)
+
+    assert not first_caller.is_alive()
+    assert not second_caller.is_alive()
+    assert not errors
+    assert api.connect_calls == 1
+    assert fresh_login_calls == ["/tmp/fivepaisa-token"]
+    assert broker.subscribed_symbols == ["TEST", "TEST2"]
+    assert api.sent_requests == [
+        {
+            "feed": "mf",
+            "operation": "s",
+            "symbols": [{"Exch": "N", "ExchType": "C", "ScripCode": 2}],
+        },
+        {
+            "feed": "mf",
+            "operation": "s",
+            "symbols": [{"Exch": "N", "ExchType": "C", "ScripCode": 1}],
+        },
+    ]

{tradingapi-0.3.9 → tradingapi-0.3.11}/tradingapi/broker_base.py

@@ -571,6 +571,7 @@ class Price:
         high: float = float("nan"),
         low: float = float("nan"),
         volume: int = 0,
+        oi: int = 0,
         symbol: str = "",
         exchange: str = "",
         src: str = "",
@@ -589,6 +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
@@ -606,6 +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
@@ -633,6 +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
 
@@ -646,6 +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
@@ -662,6 +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,
@@ -680,6 +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", ""),

{tradingapi-0.3.9 → tradingapi-0.3.11}/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-0.3.9 → tradingapi-0.3.11}/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:
@@ -1985,6 +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", [{}])
@@ -2340,9 +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)
@@ -2391,6 +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"))