tradx 0.1.1.3__tar.gz → 0.1.3__tar.gz

{tradx-0.1.1.3 → tradx-0.1.3}/.gitignore

@@ -12,4 +12,5 @@ wheels/
 
 # User-generated files
 .env
-uv.lock
+uv.lock
+uv.lock

{tradx-0.1.1.3 → tradx-0.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.1.1.3
+Version: 0.1.3
 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
@@ -8,7 +8,7 @@ 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
+Requires-Dist: xts-api-client>=0.1.7
 Description-Content-Type: text/markdown
 
 # Changelog

{tradx-0.1.1.3 → tradx-0.1.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tradx"
-version = "0.1.1.3"
+version = "0.1.3"
 description = "A Package Designed to simplify strategy development on package xts-api-client"
 readme = "README.md"
 authors = [
@@ -12,7 +12,7 @@ dependencies = [
     "pydantic==2.10.4",
     "pytest==8.3.4",
     "shortuuid==1.0.13",
-    "xts-api-client==0.1.6",
+    "xts-api-client>=0.1.7",
 ]
 
 [build-system]

{tradx-0.1.1.3 → tradx-0.1.3}/src/tradx/baseClass/baseAlgo.py

@@ -1,17 +1,20 @@
 from abc import ABC, abstractmethod
 import shortuuid
-from typing import Any, TYPE_CHECKING, List
+from typing import Any, TYPE_CHECKING, List, Dict
+from decimal import Decimal
 from tradx.baseClass.order import Order
 from tradx.baseClass.position import Position
+
 import asyncio
 
 
 if TYPE_CHECKING:
-    from tradx import interactiveEngine, marketDataEngine
+    from tradx.marketDataEngine import marketDataEngine
+    from tradx.interactiveEngine import interactiveEngine
+    from tradx.baseClass.touchLineData import TouchLineData
     from tradx.baseClass.orderEvent import OrderEvent
     from tradx.baseClass.tradeEvent import TradeEvent
     from tradx.baseClass.candleData import CandleData
-    from tradx.baseClass.touchLineData import TouchLineData
 
 
 class BaseAlgo(ABC):
@@ -71,7 +74,6 @@ class BaseAlgo(ABC):
         self.order_nos = shortuuid
         self.position_diary: List[Position] = []
         self.order_diary: List[Order] = []
-
         # Registering inside interactive engine
         self.name = interactiveEngine.shortuuid.ShortUUID().random(length=4)
         self.interactiveEngine.strategy_to_id[self.name] = self
@@ -157,7 +159,17 @@ class BaseAlgo(ABC):
         else:
             # Insert the new order by creating an object
             new_order = Order(
-                order.OrderUniqueIdentifier, order.AppOrderID, order.OrderStatus
+                order.OrderUniqueIdentifier,
+                order.AppOrderID,
+                order.ProductType,
+                order.OrderType,
+                order.OrderQuantity,
+                order.OrderDisclosedQuantity,
+                order.OrderPrice,
+                order.OrderStopPrice,
+                order.OrderSide,
+                order.TimeInForce,
+                order.OrderStatus,
             )
             self.order_diary.append(new_order)
             if self.interactiveEngine.user_logger:
@@ -305,7 +317,7 @@ class BaseAlgo(ABC):
 
         qty = 0
         for position in self.position_diary:
-            qty += abs(position.Quantity)
+            qty += position.Quantity
         return qty != 0
 
     async def liquidateIntradayDummy(self) -> None:
@@ -327,7 +339,7 @@ class BaseAlgo(ABC):
             if position.Quantity != 0:
                 _order_no = self.order_no()
                 asyncio.ensure_future(
-                    self.marketDataEngine.dummy_market_order(
+                    self.marketDataEngine.dummy_order(
                         position.ExchangeSegment,
                         position.ExchangeInstrumentID,
                         position.ProductType,
@@ -336,3 +348,151 @@ class BaseAlgo(ABC):
                         self,
                     )
                 )
+
+    async def safe_market_order(
+        self, ExchangeSegment, ExchangeInstrumentID, ProductType, Quantity
+    ):
+        """
+        Places a safe market order by continuously modifying the order until it is filled.
+        Args:
+            ExchangeSegment (str): The segment of the exchange.
+            ExchangeInstrumentID (int): The instrument ID of the exchange.
+            ProductType (str): The type of the product.
+            Quantity (int): The quantity to be ordered. Positive for buy, negative for sell.
+        Returns:
+            None
+        Raises:
+            Exception: If there is an issue with fetching market data or placing/modifying the order.
+        This method performs the following steps:
+        1. Generates a unique identifier for the order.
+        2. Fetches the latest market data for the given instrument.
+        3. Places a limit order with a slight price adjustment.
+        4. Continuously checks the order status until it is filled.
+        5. If the order is not filled, modifies the order with updated market data.
+        """
+        OrderUniqueIdentifier = self.order_no()
+        _adjust = Decimal("0.05")
+        Data: TouchLineData = (
+            await self.marketDataEngine.fetch_ltp(
+                [
+                    {
+                        "exchangeSegment": ExchangeSegment,
+                        "exchangeInstrumentID": ExchangeInstrumentID,
+                    }
+                ]
+            )
+        )[0]
+
+        await self.interactiveEngine.limit_order(
+            ExchangeSegment,
+            ExchangeInstrumentID,
+            ProductType,
+            Quantity,
+            (
+                (Data.AskInfo.Price + _adjust).to_eng_string()
+                if Quantity > 0
+                else (Data.BidInfo.Price - _adjust).to_eng_string()
+            ),
+            OrderUniqueIdentifier,
+        )
+        if self.interactiveEngine.user_logger:
+            self.interactiveEngine.user_logger.info(
+                f"Placing Limit Order for {ExchangeInstrumentID} with Quantity {Quantity}",
+                caller=f"{self.__class__.__name__}.safe_market_order",
+            )
+        await asyncio.sleep(0.1)
+        order = next(
+            (
+                O
+                for O in self.order_diary
+                if O.OrderUniqueIdentifier == OrderUniqueIdentifier
+            ),
+            None,
+        )
+        while order is None or (order is not None and order.OrderStatus != "Filled"):
+            await asyncio.sleep(0.1)
+            order = next(
+                (
+                    O
+                    for O in self.order_diary
+                    if O.OrderUniqueIdentifier == OrderUniqueIdentifier
+                ),
+                None,
+            )
+            if order is not None and order.OrderStatus == "Rejected":
+                if self.interactiveEngine.user_logger:
+                    self.interactiveEngine.user_logger.info(
+                        f"Order Rejected for {ExchangeInstrumentID} with Quantity {Quantity}",
+                        caller=f"{self.__class__.__name__}.safe_market_order",
+                    )
+                break
+            if order is not None and order.OrderStatus != "Filled":
+                Data: TouchLineData = (
+                    await self.marketDataEngine.fetch_ltp(
+                        [
+                            {
+                                "exchangeSegment": ExchangeSegment,
+                                "exchangeInstrumentID": ExchangeInstrumentID,
+                            }
+                        ]
+                    )
+                )[0]
+
+                await self.interactiveEngine.xt.modify_order(
+                    order.AppOrderID,
+                    order.ProductType,
+                    order.OrderType,
+                    order.OrderQuantity,
+                    order.OrderDisclosedQuantity,
+                    (
+                        (Data.AskInfo.Price + _adjust).to_eng_string()
+                        if Quantity > 0
+                        else (Data.BidInfo.Price - _adjust).to_eng_string()
+                    ),
+                    order.OrderStopPrice.to_eng_string(),
+                    order.TimeInForce,
+                    order.OrderUniqueIdentifier,
+                    "*****",
+                )
+                if self.interactiveEngine.user_logger:
+                    self.interactiveEngine.user_logger.info(
+                        f"Modifying Order for {ExchangeInstrumentID} with Quantity {Quantity} and Price "
+                        f"{(Data.AskInfo.Price + _adjust).to_eng_string() if Quantity > 0 else (Data.BidInfo.Price - _adjust).to_eng_string()}",
+                        caller=f"{self.__class__.__name__}.safe_market_order",
+                    )
+                await asyncio.sleep(0.7)
+
+    async def safeLiquidateIntraday(self) -> None:
+        """
+        Asynchronously liquidates all intraday positions and cancels all open orders.
+        This method performs the following actions:
+        1. Logs the action of canceling open orders and squaring off positions if a user logger is available.
+        2. Iterates through the order diary and cancels any orders with a status of "PendingNew" or "New".
+        3. Iterates through the position diary and places market orders to square off any positions with a non-zero quantity.
+        Returns:
+            None
+        """
+
+        if self.interactiveEngine.user_logger:
+            self.interactiveEngine.user_logger.info(
+                f"Cancel open order and square off position for strategy {self.name}",
+                caller=f"{self.__class__.__name__}.safeLiquidateIntraday",
+            )
+
+        for order in self.order_diary:
+            if order.OrderStatus in ["PendingNew", "New"]:
+                asyncio.ensure_future(
+                    self.interactiveEngine.cancel_order(
+                        order.AppOrderID, order.OrderUniqueIdentifier
+                    )
+                )
+        for position in self.position_diary:
+            if position.Quantity != 0:
+                asyncio.ensure_future(
+                    self.safe_market_order(
+                        position.ExchangeSegment,
+                        position.ExchangeInstrumentID,
+                        position.ProductType,
+                        -1 * position.Quantity,
+                    )
+                )

tradx-0.1.3/src/tradx/baseClass/order.py

@@ -0,0 +1,55 @@
+from pydantic import BaseModel
+from decimal import Decimal
+
+
+class Order(BaseModel):
+    """
+    Order class representing an order in the system.
+    Attributes:
+        OrderUniqueIdentifier (str): A unique identifier for the order.
+        AppOrderID (int): The application-specific order ID.
+        OrderStatus (str): The status of the order. Defaults to an empty string.
+    Methods:
+        __init__(OrderUniqueIdentifier: str, AppOrderID: int, OrderStatus: str = ""):
+            Initializes a new instance of the Order class.
+    """
+
+    OrderUniqueIdentifier: str
+    AppOrderID: int
+    OrderStatus: str
+    ProductType: str
+    OrderType: str
+    OrderQuantity: int
+    OrderDisclosedQuantity: int
+    OrderPrice: Decimal
+    OrderStopPrice: Decimal
+    TimeInForce: str
+    OrderSide: str
+
+    def __init__(
+        self,
+        OrderUniqueIdentifier: str,
+        AppOrderID: int,
+        ProductType: str,
+        OrderType: str,
+        OrderQuantity: int,
+        OrderDisclosedQuantity: int,
+        OrderPrice: Decimal,
+        OrderStopPrice: Decimal,
+        OrderSide: str,
+        TimeInForce: str,
+        OrderStatus: str = "",
+    ):
+        super().__init__(
+            OrderUniqueIdentifier=OrderUniqueIdentifier,
+            AppOrderID=AppOrderID,
+            ProductType=ProductType,
+            OrderType=OrderType,
+            OrderQuantity=OrderQuantity,
+            OrderDisclosedQuantity=OrderDisclosedQuantity,
+            OrderPrice=OrderPrice,
+            OrderStopPrice=OrderStopPrice,
+            OrderStatus=OrderStatus,
+            OrderSide=OrderSide,
+            TimeInForce=TimeInForce,
+        )

{tradx-0.1.1.3 → tradx-0.1.3}/src/tradx/marketDataEngine.py

@@ -646,16 +646,19 @@ class marketDataEngine(MarketDataSocketClient):
         baseAlgo: BaseAlgo,
     ):
         """
-        Simulates a market order for the given instrument.
+        Simulates a market order and generates a trade event.
         Args:
-            exchangeSegment (str): The exchange segment of the instrument.
-            exchangeInstrumentID (int): The exchange instrument ID.
-            productType (str): The product type.
+            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.
             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 a class derived from BaseAlgo, representing the algorithm to be used for processing the trade event.
+            baseAlgo (BaseAlgo): An instance of the BaseAlgo class to handle 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(
             [
@@ -691,7 +694,7 @@ class marketDataEngine(MarketDataSocketClient):
                     "OrderQuantity": abs(orderQuantity),
                     "OrderStopPrice": 0,
                     "OrderStatus": "Filled",
-                    "OrderAverageTradedPrice": _data.BidInfo.Price,
+                    "OrderAverageTradedPrice": _data.LastTradedPrice,
                     "LeavesQuantity": 0,
                     "CumulativeQuantity": abs(orderQuantity),
                     "OrderDisclosedQuantity": 0,
@@ -701,13 +704,13 @@ class marketDataEngine(MarketDataSocketClient):
                     "CancelRejectReason": "",
                     "OrderUniqueIdentifier": orderUniqueIdentifier,
                     "OrderLegStatus": "SingleOrderLeg",
-                    "LastTradedPrice": _data.BidInfo.Price,
+                    "LastTradedPrice": _data.LastTradedPrice,
                     "LastTradedQuantity": 0,
                     "LastExecutionTransactTime": "2025-01-06T10:14:40",
                     "ExecutionID": "402597456",
                     "ExecutionReportIndex": 4,
                     "IsSpread": False,
-                    "OrderAverageTradedPriceAPI": _data.BidInfo.Price,
+                    "OrderAverageTradedPriceAPI": _data.LastTradedPrice,
                     "OrderSideAPI": "SELL",
                     "OrderGeneratedDateTimeAPI": datetime.now(),
                     "ExchangeTransactTimeAPI": datetime.now(),
@@ -743,7 +746,7 @@ class marketDataEngine(MarketDataSocketClient):
                     "OrderQuantity": orderQuantity,
                     "OrderStopPrice": 0,
                     "OrderStatus": "Filled",
-                    "OrderAverageTradedPrice": _data.AskInfo.Price,
+                    "OrderAverageTradedPrice": _data.LastTradedPrice,
                     "LeavesQuantity": 0,
                     "CumulativeQuantity": orderQuantity,
                     "OrderDisclosedQuantity": 0,
@@ -753,13 +756,13 @@ class marketDataEngine(MarketDataSocketClient):
                     "CancelRejectReason": "",
                     "OrderUniqueIdentifier": orderUniqueIdentifier,
                     "OrderLegStatus": "SingleOrderLeg",
-                    "LastTradedPrice": _data.AskInfo.Price,
+                    "LastTradedPrice": _data.LastTradedPrice,
                     "LastTradedQuantity": 0,
                     "LastExecutionTransactTime": "2025-01-15T15:09:56",
                     "ExecutionID": "409661490",
                     "ExecutionReportIndex": 3,
                     "IsSpread": False,
-                    "OrderAverageTradedPriceAPI": _data.AskInfo.Price,
+                    "OrderAverageTradedPriceAPI": _data.LastTradedPrice,
                     "OrderSideAPI": "BUY",
                     "OrderGeneratedDateTimeAPI": "15-01-2025 15:10:00",
                     "ExchangeTransactTimeAPI": "15-01-2025 15:09:56",

tradx-0.1.1.3/src/tradx/baseClass/order.py

@@ -1,27 +0,0 @@
-from pydantic import BaseModel
-
-
-class Order(BaseModel):
-    """
-    Order class representing an order in the system.
-    Attributes:
-        OrderUniqueIdentifier (str): A unique identifier for the order.
-        AppOrderID (int): The application-specific order ID.
-        OrderStatus (str): The status of the order. Defaults to an empty string.
-    Methods:
-        __init__(OrderUniqueIdentifier: str, AppOrderID: int, OrderStatus: str = ""):
-            Initializes a new instance of the Order class.
-    """
-
-    OrderUniqueIdentifier: str
-    AppOrderID: int
-    OrderStatus: str
-
-    def __init__(
-        self, OrderUniqueIdentifier: str, AppOrderID: int, OrderStatus: str = ""
-    ):
-        super().__init__(
-            OrderUniqueIdentifier=OrderUniqueIdentifier,
-            AppOrderID=AppOrderID,
-            OrderStatus=OrderStatus,
-        )