tradx 0.1.2__tar.gz → 0.1.4__tar.gz

{tradx-0.1.2 → tradx-0.1.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.1.2
+Version: 0.1.4
 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-0.1.2 → tradx-0.1.4}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tradx"
-version = "0.1.2"
+version = "0.1.4"
 description = "A Package Designed to simplify strategy development on package xts-api-client"
 readme = "README.md"
 authors = [

{tradx-0.1.2 → tradx-0.1.4}/src/tradx/baseClass/baseAlgo.py

@@ -1,7 +1,7 @@
 from abc import ABC, abstractmethod
 import shortuuid
 from typing import Any, TYPE_CHECKING, List, Dict
-from datetime import datetime, timedelta
+from decimal import Decimal
 from tradx.baseClass.order import Order
 from tradx.baseClass.position import Position
 
@@ -167,8 +167,9 @@ class BaseAlgo(ABC):
                 order.OrderDisclosedQuantity,
                 order.OrderPrice,
                 order.OrderStopPrice,
-                order.OrderStatus,
                 order.OrderSide,
+                order.TimeInForce,
+                order.OrderStatus,
             )
             self.order_diary.append(new_order)
             if self.interactiveEngine.user_logger:
@@ -198,7 +199,8 @@ class BaseAlgo(ABC):
         3. Logs the update or insertion of the position.
         4. Ensures the on_tradeEvent callback is called asynchronously.
         """
-
+        if trade.OrderStatus != "Filled":
+            return
         # Check if the trade exists in the position diary
         existing_position = next(
             (
@@ -370,23 +372,35 @@ class BaseAlgo(ABC):
         5. If the order is not filled, modifies the order with updated market data.
         """
         OrderUniqueIdentifier = self.order_no()
-        Data: TouchLineData = await self.marketDataEngine.fetch_ltp(
-            [
-                {
-                    "exchangeSegment": ExchangeSegment,
-                    "exchangeInstrumentID": ExchangeInstrumentID,
-                }
-            ]
+        _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 + 0.05 if Quantity > 0 else Data.BidInfo.Price - 0.05),
+            (
+                (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(
             (
@@ -396,7 +410,7 @@ class BaseAlgo(ABC):
             ),
             None,
         )
-        while order is None or (order is not None and order.OrderStatus != "Filled"):
+        while order is None or (order is not None and "Filled" not in order.OrderStatus):
             await asyncio.sleep(0.1)
             order = next(
                 (
@@ -406,15 +420,25 @@ class BaseAlgo(ABC):
                 ),
                 None,
             )
-            if order is not None and order.OrderStatus != "Filled":
-                Data: TouchLineData = await self.marketDataEngine.fetch_ltp(
-                    [
-                        {
-                            "exchangeSegment": ExchangeSegment,
-                            "exchangeInstrumentID": ExchangeInstrumentID,
-                        }
-                    ]
+            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 "Filled" not in order.OrderStatus:
+                Data: TouchLineData = (
+                    await self.marketDataEngine.fetch_ltp(
+                        [
+                            {
+                                "exchangeSegment": ExchangeSegment,
+                                "exchangeInstrumentID": ExchangeInstrumentID,
+                            }
+                        ]
+                    )
                 )[0]
+
                 await self.interactiveEngine.xt.modify_order(
                     order.AppOrderID,
                     order.ProductType,
@@ -422,15 +446,22 @@ class BaseAlgo(ABC):
                     order.OrderQuantity,
                     order.OrderDisclosedQuantity,
                     (
-                        Data.AskInfo.Price + 0.05
+                        (Data.AskInfo.Price + _adjust).to_eng_string()
                         if Quantity > 0
-                        else Data.BidInfo.Price - 0.05
+                        else (Data.BidInfo.Price - _adjust).to_eng_string()
                     ),
-                    order.OrderStopPrice,
+                    order.OrderStopPrice.to_eng_string(),
                     order.TimeInForce,
                     order.OrderUniqueIdentifier,
+                    "*****",
                 )
-                await asyncio.sleep(0.3)
+                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:
         """

{tradx-0.1.2 → tradx-0.1.4}/src/tradx/baseClass/order.py

@@ -37,6 +37,7 @@ class Order(BaseModel):
         OrderPrice: Decimal,
         OrderStopPrice: Decimal,
         OrderSide: str,
+        TimeInForce: str,
         OrderStatus: str = "",
     ):
         super().__init__(
@@ -50,4 +51,5 @@ class Order(BaseModel):
             OrderStopPrice=OrderStopPrice,
             OrderStatus=OrderStatus,
             OrderSide=OrderSide,
+            TimeInForce=TimeInForce,
         )