tradx 0.1.1.2__tar.gz → 0.1.1.3__tar.gz

{tradx-0.1.1.2 → tradx-0.1.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.1.1.2
+Version: 0.1.1.3
 Summary: A Package Designed to simplify strategy development on package xts-api-client
 Author-email: "jatin.kumawat" <jatin.kumawat@rmoneyindia.com>
 Requires-Python: >=3.12

{tradx-0.1.1.2 → tradx-0.1.1.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tradx"
-version = "0.1.1.2"
+version = "0.1.1.3"
 description = "A Package Designed to simplify strategy development on package xts-api-client"
 readme = "README.md"
 authors = [

{tradx-0.1.1.2 → tradx-0.1.1.3}/src/tradx/marketDataEngine.py

@@ -646,19 +646,16 @@ class marketDataEngine(MarketDataSocketClient):
         baseAlgo: BaseAlgo,
     ):
         """
-        Simulates a market order and generates a trade event.
+        Simulates a market order for the given instrument.
         Args:
-            exchangeSegment (str): The segment of the exchange where the order is placed.
-            exchangeInstrumentID (int): The ID of the instrument being traded.
-            productType (str): The type of product being traded.
+            exchangeSegment (str): The exchange segment of the instrument.
+            exchangeInstrumentID (int): The exchange instrument ID.
+            productType (str): The product type.
             orderQuantity (int): The quantity of the order. Positive for buy, negative for sell.
             orderUniqueIdentifier (str): A unique identifier for the order.
-            baseAlgo (BaseAlgo): An instance of the BaseAlgo class to handle the trade event.
+            baseAlgo (BaseAlgo): An instance of a class derived from BaseAlgo, representing the algorithm to be used for processing the trade event.
         Returns:
             None
-        This function fetches the last traded price (LTP) for the given instrument and creates a TradeEvent
-        based on whether the order is a buy or sell. The TradeEvent is then passed to the baseAlgo's trade_
-        method for further processing.
         """
         _list = await self.fetch_ltp(
             [
@@ -694,7 +691,7 @@ class marketDataEngine(MarketDataSocketClient):
                     "OrderQuantity": abs(orderQuantity),
                     "OrderStopPrice": 0,
                     "OrderStatus": "Filled",
-                    "OrderAverageTradedPrice": _data.LastTradedPrice,
+                    "OrderAverageTradedPrice": _data.BidInfo.Price,
                     "LeavesQuantity": 0,
                     "CumulativeQuantity": abs(orderQuantity),
                     "OrderDisclosedQuantity": 0,
@@ -704,13 +701,13 @@ class marketDataEngine(MarketDataSocketClient):
                     "CancelRejectReason": "",
                     "OrderUniqueIdentifier": orderUniqueIdentifier,
                     "OrderLegStatus": "SingleOrderLeg",
-                    "LastTradedPrice": _data.LastTradedPrice,
+                    "LastTradedPrice": _data.BidInfo.Price,
                     "LastTradedQuantity": 0,
                     "LastExecutionTransactTime": "2025-01-06T10:14:40",
                     "ExecutionID": "402597456",
                     "ExecutionReportIndex": 4,
                     "IsSpread": False,
-                    "OrderAverageTradedPriceAPI": _data.LastTradedPrice,
+                    "OrderAverageTradedPriceAPI": _data.BidInfo.Price,
                     "OrderSideAPI": "SELL",
                     "OrderGeneratedDateTimeAPI": datetime.now(),
                     "ExchangeTransactTimeAPI": datetime.now(),
@@ -746,7 +743,7 @@ class marketDataEngine(MarketDataSocketClient):
                     "OrderQuantity": orderQuantity,
                     "OrderStopPrice": 0,
                     "OrderStatus": "Filled",
-                    "OrderAverageTradedPrice": _data.LastTradedPrice,
+                    "OrderAverageTradedPrice": _data.AskInfo.Price,
                     "LeavesQuantity": 0,
                     "CumulativeQuantity": orderQuantity,
                     "OrderDisclosedQuantity": 0,
@@ -756,13 +753,13 @@ class marketDataEngine(MarketDataSocketClient):
                     "CancelRejectReason": "",
                     "OrderUniqueIdentifier": orderUniqueIdentifier,
                     "OrderLegStatus": "SingleOrderLeg",
-                    "LastTradedPrice": _data.LastTradedPrice,
+                    "LastTradedPrice": _data.AskInfo.Price,
                     "LastTradedQuantity": 0,
                     "LastExecutionTransactTime": "2025-01-15T15:09:56",
                     "ExecutionID": "409661490",
                     "ExecutionReportIndex": 3,
                     "IsSpread": False,
-                    "OrderAverageTradedPriceAPI": _data.LastTradedPrice,
+                    "OrderAverageTradedPriceAPI": _data.AskInfo.Price,
                     "OrderSideAPI": "BUY",
                     "OrderGeneratedDateTimeAPI": "15-01-2025 15:10:00",
                     "ExchangeTransactTimeAPI": "15-01-2025 15:09:56",