tradx 0.7.5__py3-none-any.whl → 0.7.7__py3-none-any.whl

tradx/interactiveEngine.py

@@ -11,6 +11,7 @@ from tradx.baseClass.orderEvent import OrderEvent
 from tradx.baseClass.positionEvent import PositionEvent
 from tradx.baseClass.tradeEvent import TradeEvent
 from tradx.baseClass.tradeConversionEvent import TradeConversionEvent
+from datetime import datetime
 
 
 class interactiveEngine(InteractiveSocketClient):
@@ -91,6 +92,7 @@ class interactiveEngine(InteractiveSocketClient):
         self.funds: int = None
         self.strategy_to_id: Dict[str, bA] = {}
         self.position_diary_engine = {}
+        self.isConnected: bool = False
         self.user_logger = user_logger
         if user_logger:
             self.user_logger.info(
@@ -124,6 +126,9 @@ class interactiveEngine(InteractiveSocketClient):
             - The disclosed quantity, limit price, and stop price are set to 0.
             - Logs the response if user_logger is available.
         """
+        assert (
+            self.isConnected is True
+        ), f"Interactive Engine is not connected, Rejecting order with orderID: {orderUniqueIdentifier}."
         allowed_exchange_segments = [
             XTSConnect.EXCHANGE_NSECM,
             XTSConnect.EXCHANGE_BSECM,
@@ -198,6 +203,9 @@ class interactiveEngine(InteractiveSocketClient):
             - The limit price is set to 0.
             - Logs the response if user_logger is available.
         """
+        assert (
+            self.isConnected is True
+        ), f"Interactive Engine is not connected, Rejecting order with orderID: {orderUniqueIdentifier}."
         allowed_exchange_segments = [
             XTSConnect.EXCHANGE_NSECM,
             XTSConnect.EXCHANGE_BSECM,
@@ -233,7 +241,7 @@ class interactiveEngine(InteractiveSocketClient):
             disclosedQuantity=0,
             orderQuantity=abs(orderQuantity),
             limitPrice=0,
-            stopPrice=stopPrice,
+            stopPrice=stopPrice.to_eng_string(),
             orderUniqueIdentifier=orderUniqueIdentifier,
             clientID=self.set_iuserID,
         )
@@ -267,6 +275,9 @@ class interactiveEngine(InteractiveSocketClient):
             - If orderQuantity is 0, the function will return immediately without placing an order.
             - Logs the response of the order placement if user_logger is set.
         """
+        assert (
+            self.isConnected is True
+        ), f"Interactive Engine is not connected, Rejecting order with orderID: {orderUniqueIdentifier}."
         allowed_exchange_segments = [
             XTSConnect.EXCHANGE_NSECM,
             XTSConnect.EXCHANGE_BSECM,
@@ -341,6 +352,9 @@ class interactiveEngine(InteractiveSocketClient):
             - If the order quantity is zero, the function returns immediately without placing an order.
             - The function logs the response from the order placement if a user logger is available.
         """
+        assert (
+            self.isConnected is True
+        ), f"Interactive Engine is not connected, Rejecting order with orderID: {orderUniqueIdentifier}."
         allowed_exchange_segments = [
             XTSConnect.EXCHANGE_NSECM,
             XTSConnect.EXCHANGE_BSECM,
@@ -366,7 +380,7 @@ class interactiveEngine(InteractiveSocketClient):
         ), "exchangeInstrumentID must be an integer"
         assert isinstance(productType, str), "productType must be a string"
         assert isinstance(orderQuantity, int), "orderQuantity must be an integer"
-        assert isinstance(limitPrice, Decimal), "limitPrice must be a Decimal"
+        assert isinstance(limitPrice, Decimal), "limitPrice must be a string"
         assert isinstance(stopPrice, Decimal), "stopPrice must be a Decimal"
         assert isinstance(
             orderUniqueIdentifier, str
@@ -386,8 +400,8 @@ class interactiveEngine(InteractiveSocketClient):
             timeInForce=self.xt.VALIDITY_DAY,
             disclosedQuantity=0,
             orderQuantity=abs(orderQuantity),
-            limitPrice=limitPrice,
-            stopPrice=stopPrice,
+            limitPrice=limitPrice.to_eng_string(),
+            stopPrice=stopPrice.to_eng_string(),
             orderUniqueIdentifier=orderUniqueIdentifier,
             clientID=self.set_iuserID,
         )
@@ -441,7 +455,7 @@ class interactiveEngine(InteractiveSocketClient):
         Returns:
             None
         """
-
+        self.isConnected = True
         if self.user_logger:
             self.user_logger.info(
                 "Interactive socket connected successfully!",
@@ -515,6 +529,75 @@ class interactiveEngine(InteractiveSocketClient):
         Returns:
             None
         """
+        self.isConnected = False
+        current_time = datetime.now().time()
+        if current_time.hour < 15 or (
+            current_time.hour == 15 and current_time.minute < 12
+        ):
+            print("Socket Disconnected, emergency square off triggered.")
+            # Log the initiation of the liquidation process
+            if self.user_logger:
+                self.user_logger.info(
+                    f"Socket Disconnected, emergency square off triggered.",
+                    caller="interactiveEngine.on_disconnect",
+                )
+
+            # Retrieve day-wise positions
+            response = await self.xt.get_position_daywise("*****")
+
+            list_of_exchangeSegment = []
+
+            # Square off any open positions by placing market orders in the opposite direction
+            for i in response["result"]["positionList"]:
+                if int(i["Quantity"]) != 0 and i["ProductType"] != "CNC":
+                    orderQuantity = -1 * int(i["Quantity"])
+                    list_of_exchangeSegment.append(i["ExchangeSegment"])
+                    asyncio.ensure_future(
+                        self.xt.place_order(
+                            exchangeSegment=i["ExchangeSegment"],
+                            exchangeInstrumentID=int(i["ExchangeInstrumentId"]),
+                            productType=i["ProductType"],
+                            orderType=self.xt.ORDER_TYPE_MARKET,
+                            orderSide=(
+                                self.xt.TRANSACTION_TYPE_BUY
+                                if orderQuantity > 0
+                                else self.xt.TRANSACTION_TYPE_SELL
+                            ),
+                            timeInForce=self.xt.VALIDITY_DAY,
+                            disclosedQuantity=0,
+                            orderQuantity=abs(orderQuantity),
+                            limitPrice=0,
+                            stopPrice=0,
+                            orderUniqueIdentifier="Liquidated",
+                            clientID=self.set_iuserID,
+                        )
+                    ).add_done_callback(
+                        lambda future: (
+                            self.user_logger.info(
+                                f"Place Order: {future.result()}",
+                                caller="interactiveEngine.on_disconnect",
+                            )
+                            if self.user_logger
+                            else None
+                        )
+                    )
+
+            # Cancel all open orders for the specified exchange segment
+            for exchangeSegment in list_of_exchangeSegment:
+
+                asyncio.ensure_future(
+                    self.xt.cancelall_order(exchangeSegment, 0)
+                ).add_done_callback(
+                    lambda future: (
+                        self.user_logger.info(
+                            f"Cancel Order: {future.result()}",
+                            caller="interactiveEngine.Liquidate",
+                        )
+                        if self.user_logger
+                        else None
+                    )
+                )
+
         if self.user_logger:
             self.user_logger.info(
                 "Interactive Socket disconnected!",

{tradx-0.7.5.dist-info → tradx-0.7.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.7.5
+Version: 0.7.7
 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-0.7.5.dist-info → tradx-0.7.7.dist-info}/RECORD

@@ -1,7 +1,7 @@
 tradx/__init__.py,sha256=MlWuula4lJZLPYPi4d5ZE9yoJnYWtgbZ0QsgWdWPwU0,53
 tradx/algoContainer.py,sha256=1IkVCIF_gXIby8z3pDdlVeUablh-PZVZ1EawyCB7oUs,3807
 tradx/dualHashMap.py,sha256=XsidIc3aMvpVGOvdfV7lOeZaLCWAD5i180BGyAfdYXE,1737
-tradx/interactiveEngine.py,sha256=MMncPGAwLxkPDSbBBxhnUd1QwlmKTptfFZ94ukg9wXg,34877
+tradx/interactiveEngine.py,sha256=p2DSJRP7JEHO7xTurqGbJ1zusNRYD_oot7AASID1tnc,38897
 tradx/marketDataEngine.py,sha256=QwMWI0kZe5OsFPUcG_J2Kk7-Q_WODmkUM8BBRgIvkTw,35163
 tradx/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tradx/baseClass/baseAlgo.py,sha256=LE4ZYb-gLpPMU45ETMg58kRQdGN-Q9wgDhKEasovL-k,20922
@@ -28,6 +28,6 @@ tradx/baseClass/tradeEvent.py,sha256=djunJW5AzjeMfJZVMlrFprplB7vrYBi-mmaR1TA0MK4
 tradx/constants/holidays.py,sha256=B4ee4bPFy-gBTKN6-G68Idf1n6HxoRcx72O92zSobcE,1200
 tradx/logger/logger.py,sha256=DfrjzwYkujTq7arksNTPcQeioXnwT1xgN659blhreog,3232
 tradx/logger/logger2.py,sha256=ebJ-qqnpnCqvyx1Cz1-kGGULtkH-hfrK6UNfa0bSlH8,2654
-tradx-0.7.5.dist-info/METADATA,sha256=QAZSdZp-YRNOMG9xP57QsMEqc5JJb6jwh08zjTh90bQ,2627
-tradx-0.7.5.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-tradx-0.7.5.dist-info/RECORD,,
+tradx-0.7.7.dist-info/METADATA,sha256=Kd8L9Aj-uhluQLJ0nzcLZ-q28cifIGaTIkOXcThReoc,2627
+tradx-0.7.7.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+tradx-0.7.7.dist-info/RECORD,,