tradx 0.1.0__tar.gz

tradx-0.1.0/.gitignore

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+# Python-generated files
+__pycache__/
+*.py[oc]
+build/
+dist/
+wheels/
+*.egg-info
+
+# Virtual environments
+.venv
+.pytest_cache/
+
+# User-generated files
+.env
+uv.lock

tradx-0.1.0/.vscode/settings.json

@@ -0,0 +1,7 @@
+{
+    "python.testing.pytestArgs": [
+        "test"
+    ],
+    "python.testing.unittestEnabled": false,
+    "python.testing.pytestEnabled": true
+}

tradx-0.1.0/PKG-INFO

@@ -0,0 +1,69 @@
+Metadata-Version: 2.4
+Name: tradx
+Version: 0.1.0
+Summary: Add your description here
+Author-email: "jatin.kumawat" <jatin.kumawat@rmoneyindia.com>
+Requires-Python: >=3.12
+Requires-Dist: aiohttp==3.11.11
+Requires-Dist: pydantic==2.10.4
+Requires-Dist: pytest==8.3.4
+Requires-Dist: shortuuid==1.0.13
+Requires-Dist: xts-api-client==0.1.6
+Description-Content-Type: text/markdown
+
+# Changelog
+
+## [v0.1.2] - *Released: 09-Jan-2025*  
+### Changes:
+- **examples/example1.py**  
+  - Refactored code for improved readability and efficiency.  
+- **examples/example2.log** *(New)*  
+  - Log file for the second example script.  
+- **examples/example2.py** *(New)*  
+  - Added a script demonstrating two example algorithmic trading strategies using the `tradx` library.  
+- **src/tradx/baseClass/baseAlgo.py**  
+  - Added functionality to track orders and positions at the strategy level.  
+  - Implemented the ability to square off individual strategy positions intraday without disrupting others.  
+- **src/tradx/baseClass/order.py** *(New)*  
+  - Introduced a Pydantic class to manage strategy-level orders.  
+- **src/tradx/baseClass/orderEvent.py**  
+  - Fixed a bug in attribute types for 'OrderAverageTradedPrice' and 'OrderAverageTradedPriceAPI.'  
+- **src/tradx/baseClass/position.py** *(New)*  
+  - Introduced a Pydantic class to manage strategy-level positions.  
+- **src/tradx/interactiveEngine.py**  
+  - Refactored code for better maintainability.  
+  - Added functionality to cancel individual orders.
+
+---
+
+## [example1 Added] - *Released: 08-Jan-2025*  
+### Changes:
+- **examples/example1.log** *(New)*  
+  - Log file for the first example script.  
+- **examples/example1.py** *(New)*  
+  - Example script showcasing basic functionality of the `tradx` library.
+
+---
+
+## [v0.1.1] - *Released: 08-Jan-2025*  
+### Changes:
+- **algoContainer.py**  
+  - Fixed the broadcast function to work with the new Pydantic class for candle data.  
+- **baseClass/baseAlgo.py**  
+  - Added virtual functions for `unsubscribe`, `initialize`, and `deinitialize`.  
+- **baseClass/index.py** *(New)*  
+  - Implemented a separate Pydantic class for index data management.  
+- **marketDataEngine.py**  
+  - Made the `subscribe` and `unsubscribe` functions functional.  
+  - Updated `loadMaster` function to fetch options and futures master data.  
+  - Fixed bugs in `on_event_candle_data_full`.
+
+---
+
+## Initial Commit - *Released: 07-Jan-2025*  
+### Changes:  
+- Introduced the `tradx` package.  
+
+---
+
+This changelog provides a clear and organized view of the changes across different versions.

tradx-0.1.0/README.md

@@ -0,0 +1,56 @@
+# Changelog
+
+## [v0.1.2] - *Released: 09-Jan-2025*  
+### Changes:
+- **examples/example1.py**  
+  - Refactored code for improved readability and efficiency.  
+- **examples/example2.log** *(New)*  
+  - Log file for the second example script.  
+- **examples/example2.py** *(New)*  
+  - Added a script demonstrating two example algorithmic trading strategies using the `tradx` library.  
+- **src/tradx/baseClass/baseAlgo.py**  
+  - Added functionality to track orders and positions at the strategy level.  
+  - Implemented the ability to square off individual strategy positions intraday without disrupting others.  
+- **src/tradx/baseClass/order.py** *(New)*  
+  - Introduced a Pydantic class to manage strategy-level orders.  
+- **src/tradx/baseClass/orderEvent.py**  
+  - Fixed a bug in attribute types for 'OrderAverageTradedPrice' and 'OrderAverageTradedPriceAPI.'  
+- **src/tradx/baseClass/position.py** *(New)*  
+  - Introduced a Pydantic class to manage strategy-level positions.  
+- **src/tradx/interactiveEngine.py**  
+  - Refactored code for better maintainability.  
+  - Added functionality to cancel individual orders.
+
+---
+
+## [example1 Added] - *Released: 08-Jan-2025*  
+### Changes:
+- **examples/example1.log** *(New)*  
+  - Log file for the first example script.  
+- **examples/example1.py** *(New)*  
+  - Example script showcasing basic functionality of the `tradx` library.
+
+---
+
+## [v0.1.1] - *Released: 08-Jan-2025*  
+### Changes:
+- **algoContainer.py**  
+  - Fixed the broadcast function to work with the new Pydantic class for candle data.  
+- **baseClass/baseAlgo.py**  
+  - Added virtual functions for `unsubscribe`, `initialize`, and `deinitialize`.  
+- **baseClass/index.py** *(New)*  
+  - Implemented a separate Pydantic class for index data management.  
+- **marketDataEngine.py**  
+  - Made the `subscribe` and `unsubscribe` functions functional.  
+  - Updated `loadMaster` function to fetch options and futures master data.  
+  - Fixed bugs in `on_event_candle_data_full`.
+
+---
+
+## Initial Commit - *Released: 07-Jan-2025*  
+### Changes:  
+- Introduced the `tradx` package.  
+
+---
+
+This changelog provides a clear and organized view of the changes across different versions.

tradx-0.1.0/examples/example1.log

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+|2025-01-08 11:02:32,891|INFO|marketDataEngine.__init__|Market Data Engine Object initialized.|
+|2025-01-08 11:02:32,891|INFO|interactiveEngine.__init__|Interactive Engine Object initialized.|
+|2025-01-08 11:02:33,095|INFO|marketDataEngine.login|Login successful.|
+|2025-01-08 11:02:33,322|INFO|marketDataEngine.login|Exchange to exchange segments mapping completed.|
+|2025-01-08 11:02:36,796|INFO|marketDataEngine.login|Index to exchange instrument id mapping completed.|
+|2025-01-08 11:02:38,130|INFO|marketDataEngine.on_connect|Market Data Socket connected successfully!|
+|2025-01-08 11:02:40,072|INFO|marketDataEngine.loadMaster|Options Contract Fetched: Sample -   ExchangeSegment  ExchangeInstrumentID  InstrumentType Name     Description  Series  ... StrikePrice  OptionType            DisplayName PriceNumerator  PriceDenominator DetailedDescription
+0           NSEFO                130764               2  MCX  MCX25MAR4800CE  OPTSTK  ...        4800           3  MCX 27MAR2025 CE 4800              1                 1      MCX25MAR4800CE
+
+[1 rows x 23 columns]|
+|2025-01-08 11:02:40,082|INFO|marketDataEngine.loadMaster|Futures Contract Fetched: Sample -   ExchangeSegment  ExchangeInstrumentID  InstrumentType        Name         Description  ...   ContractExpiration           DisplayName  PriceNumerator PriceDenominator DetailedDescription
+0           NSEFO                 36700               1  061NSETEST  061NSETEST36DECFUT  ...  2036-11-27T14:30:00  061NSETEST 27NOV2036               1                1  061NSETEST36DECFUT
+
+[1 rows x 21 columns]|
+|2025-01-08 11:02:40,667|INFO|marketDataEngine.loadMaster|Cash Market Contract Fetched: Sample -   ExchangeSegment  ExchangeInstrumentID  InstrumentType    Name Description  ... PriceDenominator       DetailedDescription  ExtendedSurvlndicator Cautionlndicator GSMIndicator
+0           NSECM                 12018               8  SUZLON   SUZLON-EQ  ...                1  SUZLON ENERGY LIMITED-EQ                      0               -1           -1
+
+[1 rows x 22 columns]|
+|2025-01-08 11:02:40,668|INFO|test.__init__|Algorithm initialized with ID: ygtw|
+|2025-01-08 11:02:41,081|INFO|marketDataEngine.subscribe|Subscribed Quantities: [{'exchangeSegment': 1, 'exchangeInstrumentID': 26000}] on request from ygtw|
+|2025-01-08 11:03:31,268|INFO|marketDataEngine.on_event_candle_data_full|1505:Candle Data full;{
+    "BarTime": "2025-01-08 11:02:59+00:00",
+    "High": "23588.3",
+    "Low": "23577.4",
+    "Open": "23587.45",
+    "Close": "23579.3",
+    "ExchangeInstrumentID": 26000,
+    "BarVolume": "0"
+}|
+|2025-01-08 11:03:31,269|INFO|example1.on_data|Received the bar: {
+    "BarTime": "2025-01-08 11:02:59+00:00",
+    "High": "23588.3",
+    "Low": "23577.4",
+    "Open": "23587.45",
+    "Close": "23579.3",
+    "ExchangeInstrumentID": 26000,
+    "BarVolume": "0"
+}|
+|2025-01-08 11:04:31,306|INFO|marketDataEngine.on_event_candle_data_full|1505:Candle Data full;{
+    "BarTime": "2025-01-08 11:03:59+00:00",
+    "High": "23580.5",
+    "Low": "23570.65",
+    "Open": "23579.75",
+    "Close": "23573.2",
+    "ExchangeInstrumentID": 26000,
+    "BarVolume": "0"
+}|
+|2025-01-08 11:04:31,307|INFO|example1.on_data|Received the bar: {
+    "BarTime": "2025-01-08 11:03:59+00:00",
+    "High": "23580.5",
+    "Low": "23570.65",
+    "Open": "23579.75",
+    "Close": "23573.2",
+    "ExchangeInstrumentID": 26000,
+    "BarVolume": "0"
+}|
+|2025-01-08 11:04:35,435|INFO|marketDataEngine.shutdown|Entering shut down mode.|
+|2025-01-08 11:04:35,620|INFO|marketDataEngine.unsubscribe|Unsubscribed Quantities: [{'exchangeSegment': 1, 'exchangeInstrumentID': 26000}] on request from ygtw|
+|2025-01-08 11:04:35,705|INFO|marketDataEngine.shutdown|Logged Out.|
+|2025-01-08 11:04:35,705|INFO|marketDataEngine.shutdown|Trading Ended.|

tradx-0.1.0/examples/example1.py

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+from tradx.marketDataEngine import marketDataEngine
+from tradx.interactiveEngine import interactiveEngine
+from tradx.baseClass.baseAlgo import BaseAlgo
+from tradx.baseClass.candleData import CandleData
+from tradx.logger.logger import setup_user_logger
+import asyncio
+import os
+from dotenv import load_dotenv
+
+"""
+This module defines an example trading strategy that subscribes to the 'NIFTY 50' index
+and processes the received candle data using the tradx library.
+Classes:
+    Example1(BaseAlgo): A class that handles the subscription to the 'NIFTY 50' index
+                        and processes the received candle data.
+Functions:
+    main(): The main function that initializes the market data engine, interactive engine,
+            and the example strategy, subscribes to the 'NIFTY 50' index, and runs the
+            strategy for 2 minutes before deinitializing and shutting down the engines.
+Usage:
+    Run this module as a script to execute the example strategy.
+"""
+class Example1(BaseAlgo):
+    def __init__(
+        self, marketDataEngine: marketDataEngine, interactiveEngine: interactiveEngine
+    ):
+        super().__init__(marketDataEngine, interactiveEngine)
+        self.marketDataEngine = marketDataEngine
+
+    async def initialize(self):
+
+        asyncio.ensure_future(self.subscribe())
+
+    async def deinitialize(self):
+        asyncio.ensure_future(self.unsubscribe())
+
+    async def on_barData(self, data: CandleData):
+        """Expected Bar data here."""
+        self.marketDataEngine.user_logger.info(
+            f"Received the bar: {data}", caller=f"example1.on_data"
+        )
+
+    async def on_orderEvent(self, order): ...
+
+    async def on_tradeEvent(self, message): ...
+
+    async def subscribe(self):
+        nifty = next(
+            obj for obj in self.marketDataEngine.index_list if obj.Name == "NIFTY 50"
+        )
+        await self.marketDataEngine.subscribe(
+            [
+                {
+                    "exchangeSegment": nifty.ExchangeSegment,
+                    "exchangeInstrumentID": nifty.ExchangeInstrumentID,
+                }
+            ],
+            1505,
+            self,
+        )
+
+    async def unsubscribe(self):
+        nifty = next(
+            obj for obj in self.marketDataEngine.index_list if obj.Name == "NIFTY 50"
+        )
+        await self.marketDataEngine.unsubscribe(
+            [
+                {
+                    "exchangeSegment": nifty.ExchangeSegment,
+                    "exchangeInstrumentID": nifty.ExchangeInstrumentID,
+                }
+            ],
+            1505,
+            self,
+        )
+
+
+async def main():
+    load_dotenv()
+    log_file_path = os.path.join(os.path.dirname(__file__), "example1.log")
+    if os.path.exists(log_file_path):
+        os.remove(log_file_path)
+    user_logger = setup_user_logger(log_file_path)
+    tradeObject = marketDataEngine(
+        os.getenv("MARKETDATA_API_KEY"),
+        os.getenv("MARKETDATA_API_SECRET"),
+        os.getenv("SOURCE"),
+        os.getenv("ROOT"),
+        user_logger,
+    )
+
+    interactiveObj = interactiveEngine(
+        os.getenv("INTERACTIVE_API_KEY"),
+        os.getenv("INTERACTIVE_API_SECRET"),
+        os.getenv("SOURCE"),
+        os.getenv("ROOT"),
+        user_logger,
+    )
+
+    await tradeObject.initialize()
+    await tradeObject.loadMaster()
+    algo1 = Example1(tradeObject, interactiveObj)
+    await algo1.initialize()
+    await asyncio.sleep(120)
+    await algo1.deinitialize()
+    await tradeObject.shutdown()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

tradx-0.1.0/examples/example2.log

@@ -0,0 +1,88 @@
+|2025-01-09 10:09:18,990|INFO|marketDataEngine.__init__|Market Data Engine Object initialized.|
+|2025-01-09 10:09:18,990|INFO|interactiveEngine.__init__|Interactive Engine Object initialized.|
+|2025-01-09 10:09:19,211|INFO|interactiveEngine.login|Login successful.|
+|2025-01-09 10:09:19,393|INFO|Unknown|Engine.IO connection established|
+|2025-01-09 10:09:19,394|INFO|Example1.__init__|Algorithm initialized with ID: Gvcq|
+|2025-01-09 10:09:19,394|INFO|Example2.__init__|Algorithm initialized with ID: 6r5r|
+|2025-01-09 10:09:19,398|INFO|Unknown|Namespace / is connected|
+|2025-01-09 10:09:19,398|INFO|interactiveEngine.on_connect|Interactive socket connected successfully!|
+|2025-01-09 10:09:19,398|INFO|Unknown|Received event "joined" [/]|
+|2025-01-09 10:09:19,402|INFO|interactiveEngine.on_joined|Interactive socket joined successfully! {"type":"success","code":"s-socket-0001","description":"Socket joined successfully!"}|
+|2025-01-09 10:09:39,599|INFO|interactiveEngine.market_order|Place Order: {'type': 'success', 'code': 's-orders-0001', 'description': 'API Order Id sent', 'result': {'AppOrderID'=123, 'ClientID': '*****', 'OrderUniqueIdentifier': 'GvcqR8Ay'}}|
+|2025-01-09 10:09:39,599|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:39,600|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.16') SellAveragePrice=Decimal('3.1875') LongPosition=375 ShortPosition=300 NetPosition=75 BuyValue=Decimal('1185') SellValue=Decimal('956.25') NetValue=Decimal('-228.75') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1185') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='NetWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:39,605|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:39,605|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.16') SellAveragePrice=Decimal('3.1875') LongPosition=375 ShortPosition=300 NetPosition=75 BuyValue=Decimal('1185') SellValue=Decimal('956.25') NetValue=Decimal('-228.75') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1185') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='DayWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:39,606|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:39,606|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:39' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638345 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,606|INFO|Example1.order_|Inserted new order GvcqR8Ay with status PendingNew|
+|2025-01-09 10:09:39,606|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:39' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638345 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,611|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:39,611|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='DayWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:39,611|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:39,612|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='NetWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:39,612|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:39,612|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:36' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638348 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,612|INFO|Unknown|Received event "trade" [/]|
+|2025-01-09 10:09:39,612|INFO|interactiveEngine.on_trade|Received a trade: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('2.55') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' LastTradedPrice=Decimal('2.55') LastTradedQuantity=75 LastExecutionTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36) ExecutionID='2026158' ExecutionReportIndex=3 IsSpread=False OrderAverageTradedPriceAPI=Decimal('2.55') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) ExchangeTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 36) LastUpdateDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) OrderExpiryDateAPI=datetime.datetime(1980, 1, 1, 0, 0) LastExecutionTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) MessageSynchronizeUniqueKey='AA' MessageCode=9005 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638352 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,612|INFO|Example1.trade_|Inserted new position 48117 with quantity 75|
+|2025-01-09 10:09:39,613|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:39,613|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('2.55') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:36' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638350 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,613|INFO|Example1.order_|Updated order GvcqR8Ay status to New|
+|2025-01-09 10:09:39,613|INFO|Example1.on_tradeEvent|Received trade event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('2.55') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' LastTradedPrice=Decimal('2.55') LastTradedQuantity=75 LastExecutionTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36) ExecutionID='2026158' ExecutionReportIndex=3 IsSpread=False OrderAverageTradedPriceAPI=Decimal('2.55') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) ExchangeTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 36) LastUpdateDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) OrderExpiryDateAPI=datetime.datetime(1980, 1, 1, 0, 0) LastExecutionTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 39) MessageSynchronizeUniqueKey='AA' MessageCode=9005 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638352 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,613|INFO|Example1.order_|Updated order GvcqR8Ay status to Filled|
+|2025-01-09 10:09:39,613|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:36' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638348 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:39,613|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042482489' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 612205) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 36, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 39, 627829) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='GvcqR8Ay' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('2.55') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:39' ExchangeTransactTimeAPI='09-01-2025 10:09:36' LastUpdateDateTimeAPI='09-01-2025 10:09:39' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638350 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:49,655|INFO|interactiveEngine.limit_order|Place Order: {'type': 'success', 'code': 's-orders-0001', 'description': 'API Order Id sent', 'result': {'AppOrderID'=123, 'ClientID': '*****', 'OrderUniqueIdentifier': '6r5rJqSP'}}|
+|2025-01-09 10:09:49,659|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:49,659|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='NetWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:49,659|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:49,660|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='DayWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:49,660|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:49,661|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:49' LastUpdateDateTimeAPI='09-01-2025 10:09:49' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638428 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:49,661|INFO|Example2.order_|Inserted new order 6r5rJqSP with status PendingNew|
+|2025-01-09 10:09:49,661|INFO|Example2.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:49' LastUpdateDateTimeAPI='09-01-2025 10:09:49' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638428 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:49,676|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:49,677|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 46, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 674790) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:46' LastUpdateDateTimeAPI='09-01-2025 10:09:49' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638432 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:49,677|INFO|Example2.order_|Updated order 6r5rJqSP status to New|
+|2025-01-09 10:09:49,677|INFO|Example2.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 46, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 674790) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:46' LastUpdateDateTimeAPI='09-01-2025 10:09:49' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638432 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,412|INFO|Example1.liquidateIntraday|Cancel open order and square off position for strategy Gvcq|
+|2025-01-09 10:09:59,603|INFO|interactiveEngine.market_order|Place Order: {'type': 'success', 'code': 's-orders-0001', 'description': 'API Order Id sent', 'result': {'AppOrderID'=123, 'ClientID': '*****', 'OrderUniqueIdentifier': 'Gvcq5wMt'}}|
+|2025-01-09 10:09:59,607|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:59,608|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='DayWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:59,608|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:59,608|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.1875') LongPosition=450 ShortPosition=300 NetPosition=150 BuyValue=Decimal('1376.25') SellValue=Decimal('956.25') NetValue=Decimal('-420') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('956.25') IsDayWiseNetWise='NetWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:59,609|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:59,609|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:59' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638501 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,609|INFO|Example1.order_|Inserted new order Gvcq5wMt with status PendingNew|
+|2025-01-09 10:09:59,609|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingNew' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:59' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638501 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,626|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:59,626|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.05') LongPosition=450 ShortPosition=375 NetPosition=75 BuyValue=Decimal('1376.25') SellValue=Decimal('1143.75') NetValue=Decimal('-232.5') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('1143.75') IsDayWiseNetWise='NetWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:59,626|INFO|Unknown|Received event "position" [/]|
+|2025-01-09 10:09:59,627|INFO|interactiveEngine.on_position|Received a position: LoginID='TEST01' AccountID='AA' TradingSymbol='NIFTY 09JAN2025 CE 24000' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 ProductType='NRML' Multiplier=Decimal('1') Marketlot=75 BuyAveragePrice=Decimal('3.058333333333333') SellAveragePrice=Decimal('3.05') LongPosition=450 ShortPosition=375 NetPosition=75 BuyValue=Decimal('1376.25') SellValue=Decimal('1143.75') NetValue=Decimal('-232.5') UnrealizedMTM=Decimal('0.00') RealizedMTM=Decimal('0.00') MTM=Decimal('0.00') BEP=Decimal('0.00') SumOfTradedQuantityAndPriceBuy=Decimal('1376.25') SumOfTradedQuantityAndPriceSell=Decimal('1143.75') IsDayWiseNetWise='DayWise' StatisticsLevel='ParentLevel' IsInterOpPosition=False childPositions={} MessageCode=9002 MessageVersion=1 TokenID=0 ApplicationType=0 SequenceNumber=0|
+|2025-01-09 10:09:59,627|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:59,627|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:56' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638504 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,627|INFO|Unknown|Received event "trade" [/]|
+|2025-01-09 10:09:59,628|INFO|interactiveEngine.on_trade|Received a trade: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('2.50') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' LastTradedPrice=Decimal('2.5') LastTradedQuantity=75 LastExecutionTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56) ExecutionID='2030891' ExecutionReportIndex=3 IsSpread=False OrderAverageTradedPriceAPI=Decimal('2.5') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) ExchangeTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 56) LastUpdateDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) OrderExpiryDateAPI=datetime.datetime(1980, 1, 1, 0, 0) LastExecutionTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) MessageSynchronizeUniqueKey='AA' MessageCode=9005 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638508 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,628|INFO|Example1.trade_|Updated position for trade 48117: 0|
+|2025-01-09 10:09:59,628|INFO|Example1.order_|Updated order Gvcq5wMt status to New|
+|2025-01-09 10:09:59,628|INFO|Example1.on_tradeEvent|Received trade event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('2.50') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' LastTradedPrice=Decimal('2.5') LastTradedQuantity=75 LastExecutionTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56) ExecutionID='2030891' ExecutionReportIndex=3 IsSpread=False OrderAverageTradedPriceAPI=Decimal('2.5') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) ExchangeTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 56) LastUpdateDateTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) OrderExpiryDateAPI=datetime.datetime(1980, 1, 1, 0, 0) LastExecutionTransactTimeAPI=datetime.datetime(2025, 1, 9, 10, 9, 59) MessageSynchronizeUniqueKey='AA' MessageCode=9005 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638508 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,628|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='New' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:56' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638504 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,632|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:09:59,632|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('2.5') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:56' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638506 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:09:59,632|INFO|Example1.order_|Updated order Gvcq5wMt status to Filled|
+|2025-01-09 10:09:59,632|INFO|Example1.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042649437' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Sell' OrderType='Market' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Filled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=0 CumulativeQuantity=75 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 627852) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 56, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 9, 59, 643478) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='Gvcq5wMt' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('2.5') OrderSideAPI='SELL' OrderGeneratedDateTimeAPI='09-01-2025 10:09:59' ExchangeTransactTimeAPI='09-01-2025 10:09:56' LastUpdateDateTimeAPI='09-01-2025 10:09:59' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638506 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:10:09,400|INFO|Example2.liquidateIntraday|Cancel open order and square off position for strategy 6r5r|
+|2025-01-09 10:10:09,566|INFO|interactiveEngine.cancel_order|Cancel Order: {'type': 'success', 'code': 's-orders-0001', 'description': 'Request sent', 'result': {'AppOrderID'=123, 'ClientID': 'AA', 'OrderUniqueIdentifier': '6r5rJqSP'}}|
+|2025-01-09 10:10:09,568|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:10:09,569|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingCancel' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 46, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 10, 9, 580969) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:46' LastUpdateDateTimeAPI='09-01-2025 10:10:09' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638528 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:10:09,569|INFO|Example2.order_|Updated order 6r5rJqSP status to PendingCancel|
+|2025-01-09 10:10:09,569|INFO|Example2.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='PendingCancel' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 9, 46, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 10, 9, 580969) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:09:46' LastUpdateDateTimeAPI='09-01-2025 10:10:09' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638528 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:10:09,577|INFO|Unknown|Received event "order" [/]|
+|2025-01-09 10:10:09,578|INFO|interactiveEngine.on_order|LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Cancelled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 10, 6, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 10, 9, 596591) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:10:06' LastUpdateDateTimeAPI='09-01-2025 10:10:09' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638530 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:10:09,578|INFO|Example2.order_|Updated order 6r5rJqSP status to Cancelled|
+|2025-01-09 10:10:09,578|INFO|Example2.on_orderEvent|Received order event: LoginID='TEST01' ClientID='AA' 'AppOrderID'=123 OrderReferenceID='' GeneratedBy='TWSAPI' ExchangeOrderID='1000000042568449' OrderCategoryType='NORMAL' ExchangeSegment='NSEFO' ExchangeInstrumentID=48117 OrderSide='Buy' OrderType='Limit' ProductType='NRML' TimeInForce='DAY' OrderPrice=Decimal('0.5') OrderQuantity=75 OrderStopPrice=Decimal('0') OrderStatus='Cancelled' OrderAverageTradedPrice=Decimal('0.0') LeavesQuantity=75 CumulativeQuantity=0 OrderDisclosedQuantity=0 OrderGeneratedDateTime=datetime.datetime(2025, 1, 9, 10, 9, 49, 659129) ExchangeTransactTime=datetime.datetime(2025, 1, 9, 10, 10, 6, tzinfo=TzInfo(+05:30)) LastUpdateDateTime=datetime.datetime(2025, 1, 9, 10, 10, 9, 596591) OrderExpiryDate=datetime.datetime(1980, 1, 1, 0, 0) CancelRejectReason='' OrderUniqueIdentifier='6r5rJqSP' OrderLegStatus='SingleOrderLeg' IsSpread=False BoLegDetails=0 BoEntryOrderId='' OrderAverageTradedPriceAPI=Decimal('0.0') OrderSideAPI='BUY' OrderGeneratedDateTimeAPI='09-01-2025 10:09:49' ExchangeTransactTimeAPI='09-01-2025 10:10:06' LastUpdateDateTimeAPI='09-01-2025 10:10:09' OrderExpiryDateAPI='01-01-1980 00:00:00' AlgoID='' AlgoCategory=0 MessageSynchronizeUniqueKey='TEST01' MessageCode=9004 MessageVersion=4 TokenID=0 ApplicationType=146 SequenceNumber=1585730101638530 TradingSymbol='NIFTY 09JAN2025 CE 24000'|
+|2025-01-09 10:10:44,250|INFO|interactiveEngine.shutdown|Entering shut down mode.|
+|2025-01-09 10:10:44,250|INFO|Unknown|Engine.IO connection dropped|
+|2025-01-09 10:10:44,470|INFO|interactiveEngine.shutdown|Logged Out.|
+|2025-01-09 10:10:44,470|INFO|interactiveEngine.shutdown|Trading Ended.|