tradx 0.7__tar.gz → 0.7.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {tradx-0.7 → tradx-0.7.1}/PKG-INFO +1 -1
- {tradx-0.7 → tradx-0.7.1}/pyproject.toml +1 -1
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/baseAlgo.py +4 -8
- {tradx-0.7 → tradx-0.7.1}/src/tradx/marketDataEngine.py +2 -1
- {tradx-0.7 → tradx-0.7.1}/.gitignore +0 -0
- {tradx-0.7 → tradx-0.7.1}/.vscode/settings.json +0 -0
- {tradx-0.7 → tradx-0.7.1}/README.md +0 -0
- {tradx-0.7 → tradx-0.7.1}/examples/example1.log +0 -0
- {tradx-0.7 → tradx-0.7.1}/examples/example1.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/examples/example2.log +0 -0
- {tradx-0.7 → tradx-0.7.1}/examples/example2.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/__init__.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/algoContainer.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/candleData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/cmInstrument.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/futureInstrument.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/index.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/instrumentPropertyChangeData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/ltpData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/ltpPartialData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/marketDepthData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/marketStatusData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/openInterestData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/openInterestPartialData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/optionsInstrument.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/order.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/orderEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/position.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/positionEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/touchLineData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/touchLinePartialData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/tradeConversionEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/baseClass/tradeEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/constants/holidays.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/dualHashMap.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/interactiveEngine.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/logger/logger.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/logger/logger2.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/src/tradx/py.typed +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_candleData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_interactiveEngine.log +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_interactiveEngine.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_logger.log +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_logger.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_ltpData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_ltpPartailData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_marketDataEngine.log +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_marketDataEngine.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_marketDepthData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_marketStatusData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_openInterestData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_openInterestPartialData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_option.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_orderEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_positionEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_touchLineData.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_tradeConversionEvent.py +0 -0
- {tradx-0.7 → tradx-0.7.1}/test/test_tradeEvent.py +0 -0
@@ -351,7 +351,7 @@ class BaseAlgo(ABC):
|
|
351
351
|
)
|
352
352
|
|
353
353
|
async def safe_market_order(
|
354
|
-
self, ExchangeSegment, ExchangeInstrumentID, ProductType, Quantity
|
354
|
+
self, ExchangeSegment, ExchangeInstrumentID, ProductType, Quantity, InitialBid, InitialAsk
|
355
355
|
):
|
356
356
|
"""
|
357
357
|
Places a safe market order by continuously modifying the order until it is filled.
|
@@ -383,22 +383,18 @@ class BaseAlgo(ABC):
|
|
383
383
|
]
|
384
384
|
)
|
385
385
|
)[0]
|
386
|
-
|
386
|
+
price = (Data.AskInfo.Price + _adjust).to_eng_string() if Quantity > 0 else (Data.BidInfo.Price - _adjust).to_eng_string()
|
387
387
|
await self.interactiveEngine.limit_order(
|
388
388
|
ExchangeSegment,
|
389
389
|
ExchangeInstrumentID,
|
390
390
|
ProductType,
|
391
391
|
Quantity,
|
392
|
-
|
393
|
-
(Data.AskInfo.Price + _adjust).to_eng_string()
|
394
|
-
if Quantity > 0
|
395
|
-
else (Data.BidInfo.Price - _adjust).to_eng_string()
|
396
|
-
),
|
392
|
+
price,
|
397
393
|
OrderUniqueIdentifier,
|
398
394
|
)
|
399
395
|
if self.interactiveEngine.user_logger:
|
400
396
|
self.interactiveEngine.user_logger.info(
|
401
|
-
f"Placing Limit Order for {ExchangeInstrumentID} with Quantity {Quantity}",
|
397
|
+
f"Placing Limit Order for {ExchangeInstrumentID} with Quantity {Quantity} with Price {price} and Initial Bid {InitialBid} and Initial Ask {InitialAsk}",
|
402
398
|
caller=f"{self.__class__.__name__}.safe_market_order",
|
403
399
|
)
|
404
400
|
await asyncio.sleep(0.1)
|
@@ -122,7 +122,8 @@ class marketDataEngine(MarketDataSocketClient):
|
|
122
122
|
|
123
123
|
async def on_event_market_status_full(self, data):
|
124
124
|
"""On receiving message code 1507:Market Status full"""
|
125
|
-
__ = MarketStatusData(data)
|
125
|
+
# __ = MarketStatusData(data)
|
126
|
+
_ = data
|
126
127
|
if self.user_logger:
|
127
128
|
self.user_logger.info(
|
128
129
|
f"1507:Market Status full;{__}",
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|