tradx 0.8.3__py3-none-any.whl → 0.9.1__py3-none-any.whl

tradx/marketDataEngine.py

@@ -1,26 +1,30 @@
+# Importing from xts_api_client
 from xts_api_client.market_data_socket_client import MarketDataSocketClient
 from xts_api_client.market_data_socket import MDSocket_io
 from xts_api_client.xts_connect_async import XTSConnect
 import xts_api_client.helper.helper as helper
-from typing import Any, List, Dict
+
+# Importing from self module
 from tradx.logger.logger import *
 from tradx.baseClass.baseAlgo import BaseAlgo
-from tradx.baseClass.candleData import CandleData
-from tradx.baseClass.marketDepthData import MarketDepthData
-from tradx.baseClass.marketStatusData import MarketStatusData
-from tradx.baseClass.openInterestData import OpenInterestData
-from tradx.baseClass.ltpData import LtpData
-from tradx.baseClass.touchLineData import TouchLineData
-from tradx.baseClass.index import Index
-from tradx.baseClass.optionsInstrument import OptionManager, OptionsInstrument
-from tradx.baseClass.tradeEvent import TradeEvent
+from tradx.baseClass.market.candleData import CandleData
+from tradx.baseClass.market.marketDepthData import MarketDepthData
+from tradx.baseClass.market.marketStatusData import MarketStatusData
+from tradx.baseClass.market.openInterestData import OpenInterestData
+from tradx.baseClass.market.ltpData import LtpData
+from tradx.baseClass.market.touchLineData import TouchLineData
+from tradx.baseClass.market.index import Index
+from tradx.baseClass.market.optionsInstrument import OptionManager, OptionsInstrument
+from tradx.baseClass.interactive.tradeEvent import TradeEvent
 from tradx.dualHashMap import DualHashMap
-from tradx.algoContainer import AlgoContainer
+from tradx.algoContainer import SubcribeContainer
+
+# Importing other python modules.
 from datetime import datetime
 import json
 import pandas
 import asyncio
-
+from typing import Any, List, Dict
 import pandas as pd
 import math
 from decimal import Decimal
@@ -149,6 +153,7 @@ class marketDataEngine(MarketDataSocketClient):
         assert source, "Source is required"
         assert root, "Root is required"
         self.isConnected: bool = False
+        self.isLive: bool = False
         self._api_key: str = api_key
         self._api_password: str = api_password
         self._source: str = source
@@ -156,12 +161,14 @@ class marketDataEngine(MarketDataSocketClient):
         self.exchange_to_exchangeSegments: dict = None
         self.index_list: List[Index] = []
         self.F_MASTER_DF: pandas.DataFrame = None
-        self.__option_manager: OptionManager = None
+        self.option_manager: OptionManager = None
         self.CM_MASTER_DF: pandas.DataFrame = None
-        self.subscribe_manager = AlgoContainer()
+        self.subscribe_manager = SubcribeContainer()
         self.set_marketDataToken: str = None
         self.set_userID: str = None
+        self.set_isInvestorClient: str = None
         self.user_logger = user_logger
+
         if self.user_logger:
             self.user_logger.info(
                 "Market Data Engine Object initialized.",
@@ -183,6 +190,38 @@ class marketDataEngine(MarketDataSocketClient):
         await self.login()
         await self.socket.connect()
 
+    async def initializeClient(self, response) -> None:
+        """
+        Initializes the trading client connection using an explicit login response.
+
+        This method sets up the XTSConnect object and configures it with the provided 
+        login response, including the authentication token, user ID, and investor client status.
+        It is intended for cases where the login response has already been obtained externally.
+
+        Args:
+            response (dict): The login response containing keys:
+                - "token": Authentication token for the client.
+                - "userID": User identifier.
+                - "isInvestorClient": Boolean flag indicating investor client status.
+
+        Returns:
+            None
+
+        Side Effects:
+            - Sets `self.xt` as the XTSConnect instance.
+            - Updates `self.isConnected` to True.
+            - Configures common variables in the XTSConnect instance.
+            - Prints a confirmation message of successful initialization.
+        """
+        self.xt = XTSConnect(
+            self._api_key, self._api_password, self._source, self._root
+        )
+        self.isConnected = True
+        self.xt._set_common_variables(
+            response["token"], response["userID"], response["isInvestorClient"]
+        )
+        print("Initialized trade client.")
+
     async def on_event_candle_data_full(self, message: str) -> None:
         """
         Handles the full candle data event.
@@ -262,7 +301,22 @@ class marketDataEngine(MarketDataSocketClient):
                 "Market Data Socket connected successfully!",
                 caller="marketDataEngine.on_connect",
             )
+
     async def reconnect(self):
+        """
+        Asynchronously reconnects the market data socket using previously obtained credentials.
+
+        This method performs the following steps:
+        1. Initializes the MDSocket_io object with the stored market data token, user ID, and root path.
+        2. Logs a successful reconnection if a user logger is available.
+        3. Establishes the socket connection asynchronously.
+
+        Raises:
+            Exception: If any error occurs during socket initialization or connection, it is logged and re-raised.
+
+        Returns:
+            None
+        """
         try:
             # Initialize and connect OrderSocket_io object
             self.socket = MDSocket_io(
@@ -275,10 +329,11 @@ class marketDataEngine(MarketDataSocketClient):
                 )
 
             await self.socket.connect()
-        
+
         except Exception as e:
             if self.user_logger:
                 self.user_logger.error(e, caller="marketDataEngine.reconnect")
+
     async def on_disconnect(self) -> None:
         """
         Handles the event when the market data socket gets disconnected.
@@ -296,30 +351,27 @@ class marketDataEngine(MarketDataSocketClient):
             )
         current_time = datetime.now().time()
         cnt: int = 0
-        if current_time < datetime.strptime("15:20", "%H:%M").time():
-            while not self.isConnected and cnt < 8:
-                print("Attempting to reconnect as the time is before 3:20 PM and isConnected is False for market data socket.")
+        if current_time < datetime.strptime("15:30", "%H:%M").time():
+            while not self.isConnected and self.isLive:
+                print(
+                    "Attempting to reconnect as the time is before 3:30 PM and isConnected is False for market data socket."
+                )
                 if self.user_logger:
                     self.user_logger.info(
-                        "Attempting to reconnect as the time is before 3:20 PM and isConnected is False.",
+                        "Attempting to reconnect as the time is before 3:30 PM and isConnected is False.",
                         caller="marketDataEngine.on_disconnect",
                     )
                 await self.reconnect()
                 await asyncio.sleep(3)
                 cnt += 1
                 if not self.isConnected and self.user_logger:
-                    print(f"Reconnection attempt {cnt} failed for market data socket. Retrying...")
+                    print(
+                        f"Reconnection attempt {cnt} failed for market data socket. Retrying..."
+                    )
                     self.user_logger.warning(
                         f"Reconnection attempt {cnt} failed. Retrying...",
                         caller="marketDataEngine.on_disconnect",
                     )
-        if cnt >= 8:
-            print("Reconnection attempts failed for market data socket. Please check the network connection.",)
-            if self.user_logger:
-                self.user_logger.error(
-                    f"Reconnection attempts failed. Please check the network connection.",
-                    caller="marketDataEngine.on_disconnect",
-                )
 
     async def on_message(self, xts_message: Any) -> None:
         """
@@ -406,9 +458,10 @@ class marketDataEngine(MarketDataSocketClient):
 
             # Perform interactive login
             response = await self.xt.marketdata_login()
+
             self.set_marketDataToken = response["result"]["token"]
             self.set_userID = response["result"]["userID"]
-
+            self.set_isInvestorClient = False
             # Initialize and connect OrderSocket_io object
             self.socket = MDSocket_io(
                 self.set_marketDataToken, self.set_userID, self._root, self
@@ -459,7 +512,7 @@ class marketDataEngine(MarketDataSocketClient):
             raise (e)
 
     async def subscribe(
-        self, Instruments: List[Dict], xtsMessageCode: int, algo: BaseAlgo
+        self, Instruments: List[Dict], xtsMessageCode: int, uuid: str
     ) -> None:
         """
         Subscribes to market data for the given instruments.
@@ -477,8 +530,8 @@ class marketDataEngine(MarketDataSocketClient):
         assert isinstance(Instruments, list), "Instruments must be a list"
         assert isinstance(xtsMessageCode, int), "xtsMessageCode must be an integer"
         assert isinstance(
-            algo, BaseAlgo
-        ), "algo must be a tradx.baseClass.BaseAlgo object"
+            uuid, str
+        ), "uuid should be a string representing the strategy UUID"
         for instrument in Instruments:
             assert isinstance(instrument, dict), "Each instrument must be a dictionary"
             assert (
@@ -497,34 +550,42 @@ class marketDataEngine(MarketDataSocketClient):
         ], "Invalid message code"
 
         try:
+            listToSubscribe: List = []
+            for item in range(len(Instruments)):
+                if not self.subscribe_manager.ifExists(
+                    Instruments[item]["exchangeInstrumentID"], xtsMessageCode
+                ):
+                    listToSubscribe.append(item)
+            if listToSubscribe:
+                response = await self.xt.send_subscription(
+                    Instruments=Instruments, xtsMessageCode=xtsMessageCode
+                )
+                
+                if (
+                    response["type"] == "error"
+                    and response["description"] == "Instrument Already Subscribed !"
+                ):
+                    if self.user_logger:
+                        self.user_logger.error(
+                            f"Error in Subscribing Quantities: {Instruments} on request from {uuid} as {response}",
+                            caller="marketDataEngine.subscribe",
+                        )
+                    # Avoid raising this error
+                if response["type"] != "success":
+                    if self.user_logger:
+                        self.user_logger.error(
+                            f"Error in Subscribing Quantities: {Instruments} on request from {uuid} as {response}",
+                            caller="marketDataEngine.subscribe",
+                        )
+                    raise (response)
             for item in range(len(Instruments)):
                 self.subscribe_manager.subscribe(
-                    Instruments[item]["exchangeInstrumentID"], algo
+                    Instruments[item]["exchangeInstrumentID"], xtsMessageCode, uuid
                 )
 
-            response = await self.xt.send_subscription(
-                Instruments=Instruments, xtsMessageCode=xtsMessageCode
-            )
-            if (
-                response["type"] == "error"
-                and response["description"] == "Instrument Already Subscribed !"
-            ):
-                if self.user_logger:
-                    self.user_logger.error(
-                        f"Error in Subscribing Quantities: {Instruments} on request from {algo.name} as {response}",
-                        caller="marketDataEngine.subscribe",
-                    )
-                # Avoid raising this error
-            if response["type"] != "success":
-                if self.user_logger:
-                    self.user_logger.error(
-                        f"Error in Subscribing Quantities: {Instruments} on request from {algo.name} as {response}",
-                        caller="marketDataEngine.subscribe",
-                    )
-                raise (response)
             if self.user_logger:
                 self.user_logger.info(
-                    f"Subscribed Quantities: {Instruments} on request from {algo.name}",
+                    f"Subscribed Quantities: {Instruments} on request from {uuid}",
                     caller="marketDataEngine.subscribe",
                 )
         except Exception as e:
@@ -552,7 +613,7 @@ class marketDataEngine(MarketDataSocketClient):
                 "UnderlyingIndexName"
             ].str.upper()
             O_MASTER_DF.to_csv(f"MASTER_O.csv", index=False)
-            self.__option_manager = OptionManager(O_MASTER_DF)
+            self.option_manager = OptionManager(O_MASTER_DF)
             self.F_MASTER_DF.to_csv(f"MASTER_F.csv", index=False)
 
             if self.user_logger:
@@ -583,6 +644,68 @@ class marketDataEngine(MarketDataSocketClient):
             self.user_logger.error(e, caller="marketDataEngine.loadMaster")
             raise (e)
 
+    async def loadMasterServer(self) -> None:
+        """
+        Asynchronously fetches and saves master contract data for different market segments.
+
+        This method retrieves the latest Futures & Options (FO) and Cash Market (CM) master files 
+        from the server for the relevant exchange segments. The fetched data is saved as plain text 
+        files on disk for local reference.
+
+        Steps performed:
+        1. Fetches FO master data for NSE FO and BSE FO segments.
+        2. Fetches CM master data for NSE CM segment.
+        3. Writes the FO master data to "FandO_master.txt".
+        4. Writes the CM master data to "CM_master.txt".
+        5. Logs the completion of each step if a user logger is available.
+
+        Raises:
+            Exception: If there is an error while fetching the master files or writing them to disk.
+
+        Returns:
+            None
+        """
+        try:
+            # Fetch FO Master
+            exchangesegments = [self.xt.EXCHANGE_NSEFO, self.xt.EXCHANGE_BSEFO]
+            response = await self.xt.get_master(exchangeSegmentList=exchangesegments)
+            FandO_response = response["result"]
+            if self.user_logger:
+                self.user_logger.info(
+                    f"Futures and Options Contract file fetched.",
+                    caller="marketDataEngine.loadMasterServer",
+                )
+
+            # Fetch CM Master
+            exchangesegments = [self.xt.EXCHANGE_NSECM]
+            response = await self.xt.get_master(exchangeSegmentList=exchangesegments)
+            CM_response = response["result"]
+
+            if self.user_logger:
+                self.user_logger.info(
+                    f"Cash Market Contract file fetched.",
+                    caller="marketDataEngine.loadMasterServer",
+                )
+
+            # Save files as compressed JSON Lines
+
+            # Save FO Master as simple JSON
+            with open("FandO_master.txt", "w", encoding="utf-8") as f:
+                f.write(FandO_response)  # assuming list of strings
+
+            with open("CM_master.txt", "w", encoding="utf-8") as f:
+                f.write(CM_response)  # assuming list of strings
+
+            if self.user_logger:
+                self.user_logger.info(
+                    "Master files written to disk successfully.",
+                    caller="marketDataEngine.loadMasterServer",
+                )
+
+        except Exception as e:
+            self.user_logger.error(str(e), caller="marketDataEngine.loadMasterServer")
+            raise (e)
+
     async def fetch_ltp(self, Instruments: List[Dict]) -> List[TouchLineData]:
         """
         Fetches the Last Traded Price (LTP) data for a list of instruments.
@@ -632,14 +755,14 @@ class marketDataEngine(MarketDataSocketClient):
         return json.loads(response["result"]["listQuotes"][0])
 
     async def unsubscribe(
-        self, Instruments: List[Dict], xtsMessageCode: int, algo: BaseAlgo
+        self, Instruments: List[Dict], xtsMessageCode: int, uuid: str
     ) -> None:
         """
         Unsubscribes from market data for the given instruments.
         Args:
             Instruments (List[Dict]): A list of dictionaries, each containing 'exchangeSegment' and 'exchangeInstrumentID'.
             xtsMessageCode (int): The message code for the unsubscription. Must be one of [1501, 1502, 1505, 1507, 1512, 1105].
-            algo (BaseAlgo): An instance of a class derived from BaseAlgo, representing the algorithm to be used for processing the market data.
+            uuid (str): A string representing the strategy UUID.
         Raises:
             AssertionError: If any of the input arguments do not meet the required conditions.
             Exception: If an error occurs during the unsubscription process.
@@ -650,8 +773,8 @@ class marketDataEngine(MarketDataSocketClient):
         assert isinstance(Instruments, list), "Instruments must be a list"
         assert isinstance(xtsMessageCode, int), "xtsMessageCode must be an integer"
         assert isinstance(
-            algo, BaseAlgo
-        ), "algo must be a tradx.baseClass.BaseAlgo object"
+            uuid, str
+        ), "uuid should be a string representing the strategy UUID"
         for instrument in Instruments:
             assert isinstance(instrument, dict), "Each instrument must be a dictionary"
             assert (
@@ -670,23 +793,29 @@ class marketDataEngine(MarketDataSocketClient):
         ], "Invalid message code"
 
         try:
+            listToUnsubscribe: List = []
             for item in range(len(Instruments)):
                 self.subscribe_manager.unsubscribe(
-                    Instruments[item]["exchangeInstrumentID"], algo=algo
+                    Instruments[item]["exchangeInstrumentID"], xtsMessageCode, uuid
                 )
-
-            response = await self.xt.send_unsubscription(
-                Instruments=Instruments, xtsMessageCode=xtsMessageCode
-            )
-            if response["type"] != "success":
-                self.user_logger.error(
-                    f"Error in unsubscribing Quantities: {Instruments} on request from {algo.name} as {response}",
-                    caller="marketDataEngine.unsubscribe",
+                if not self.subscribe_manager.ifExists(
+                    Instruments[item]["exchangeInstrumentID"], xtsMessageCode
+                ):
+                    listToUnsubscribe.append(item)
+            if listToUnsubscribe:
+                response = await self.xt.send_unsubscription(
+                    Instruments=Instruments, xtsMessageCode=xtsMessageCode
                 )
-                raise (response)
+                if response["type"] != "success":
+                    if self.user_logger:
+                        self.user_logger.error(
+                            f"Error in unsubscribing Quantities: {Instruments} on request from {uuid} as {response}",
+                            caller="marketDataEngine.unsubscribe",
+                        )
+                    raise (response)
             if self.user_logger:
                 self.user_logger.info(
-                    f"Unsubscribed Quantities: {Instruments} on request from {algo.name}",
+                    f"Unsubscribed Quantities: {Instruments} on request from {uuid}",
                     caller="marketDataEngine.unsubscribe",
                 )
 
@@ -703,7 +832,7 @@ class marketDataEngine(MarketDataSocketClient):
         Returns:
             List[datetime.datetime]: A sorted list of contract expirations.
         """
-        return self.__option_manager.search_expiry_by_underline(underline)
+        return self.option_manager.search_expiry_by_underline(underline)
 
     async def option_search_all_underline(self) -> List[str]:
         """
@@ -711,7 +840,7 @@ class marketDataEngine(MarketDataSocketClient):
         Returns:
             List[str]: A list of all unique underlying index names.
         """
-        return self.__option_manager.search_all_underline()
+        return self.option_manager.search_all_underline()
 
     async def option_search_by_underline(
         self, underline: str
@@ -723,7 +852,7 @@ class marketDataEngine(MarketDataSocketClient):
         Returns:
             List[OptionsInstrument]: A list of options instruments.
         """
-        return self.__option_manager.search_option_by_underline(underline)
+        return self.option_manager.search_option_by_underline(underline)
 
     async def option_search_by_expiry_and_underline(
         self, underline: str, expiry: datetime
@@ -736,9 +865,7 @@ class marketDataEngine(MarketDataSocketClient):
         Returns:
             List[OptionsInstrument]: A list of options instruments.
         """
-        return self.__option_manager.search_option_by_expiry_underline(
-            underline, expiry
-        )
+        return self.option_manager.search_option_by_expiry_underline(underline, expiry)
 
     async def option_search(
         self,
@@ -769,7 +896,7 @@ class marketDataEngine(MarketDataSocketClient):
         Returns:
             pandas.DataFrame: DataFrame containing the search results.
         """
-        return self.__option_manager.search_option(
+        return self.option_manager.search_option(
             ExchangeSegment=ExchangeSegment,
             ExchangeInstrumentID=ExchangeInstrumentID,
             InstrumentType=InstrumentType,
@@ -925,3 +1052,54 @@ class marketDataEngine(MarketDataSocketClient):
                 }
             )
         asyncio.ensure_future(baseAlgo.trade_(tradeEvent))
+
+    def loadMasterClient(
+        self,
+        index_list: None,
+        exchange_to_exchangeSegments: None,
+        fo_response: str = None,
+        cm_response: str = None,
+    ) -> None:
+        """
+        Loads and initializes master data for the client using provided inputs.
+
+        This method updates internal mappings and dataframes with master data for 
+        exchanges, indices, Futures & Options (FO), and Cash Market (CM). It can be 
+        called with any subset of the available inputs.
+
+        Args:
+            index_list (list, optional): A list of index dictionaries containing keys 
+                "Name", "ExchangeSegment", and "ExchangeInstrumentID". Used to populate 
+                self.index_list.
+            exchange_to_exchangeSegments (dict, optional): Mapping of exchange codes to 
+                exchange segment IDs. Updates self.exchange_to_exchangeSegments.
+            fo_response (str, optional): FO master data as a string. Processes and 
+                initializes the option manager with the data.
+            cm_response (str, optional): CM master data as a string. Converts and stores 
+                it in self.CM_MASTER_DF.
+
+        Returns:
+            None
+        """
+        if exchange_to_exchangeSegments:
+            self.exchange_to_exchangeSegments = exchange_to_exchangeSegments
+
+        if index_list:
+            for index in index_list:
+                self.index_list.append(
+                    Index(
+                        index["Name"],
+                        index["ExchangeSegment"],
+                        index["ExchangeInstrumentID"],
+                    )
+                )
+
+        if fo_response:
+            _, o_master_df, __ = helper.fo_master_string_to_df(fo_response)
+            o_master_df["UnderlyingIndexName"] = o_master_df[
+                "UnderlyingIndexName"
+            ].str.upper()
+            self.option_manager = OptionManager(o_master_df)
+
+        if cm_response:
+            self.CM_MASTER_DF = cm_master_string_to_df(cm_response)

{tradx-0.8.3.dist-info → tradx-0.9.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tradx
-Version: 0.8.3
+Version: 0.9.1
 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-0.9.1.dist-info/RECORD

@@ -0,0 +1,33 @@
+tradx/__init__.py,sha256=MlWuula4lJZLPYPi4d5ZE9yoJnYWtgbZ0QsgWdWPwU0,53
+tradx/algoContainer.py,sha256=L-Pmqh5Ls8r9_edSpayEyC7Vtwv8Uiy1GKUpphnAW4Y,7330
+tradx/dualHashMap.py,sha256=XsidIc3aMvpVGOvdfV7lOeZaLCWAD5i180BGyAfdYXE,1737
+tradx/interactiveEngine.py,sha256=xEjev7ttHX2J7UlG5_N55Bjpu99Guqi4gIMqqkE11UI,46572
+tradx/marketDataEngine.py,sha256=NQ62tc-arnzdFBjojiy8Mx8k2RKd0aU0CRY4mWbE4qk,47350
+tradx/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+tradx/baseClass/baseAlgo.py,sha256=3PCLTyXLnXK66wiRKnwwK15033a2-vSzwL4bitKtCC0,21833
+tradx/baseClass/interactive/order.py,sha256=yAQ3V0DYJ0KnNUeismmvJlPxbV8bPFGOe_-kYcNh5qE,1834
+tradx/baseClass/interactive/orderEvent.py,sha256=_RbUYpU2L-6HyG5QJicagHbyNUkZdSwhlRPwdJuEFSI,2979
+tradx/baseClass/interactive/position.py,sha256=C7DQQmBIK1PtEwjdNZszvt2kkQP_MfiCdjRSXWxNSsg,1688
+tradx/baseClass/interactive/positionEvent.py,sha256=odOMeBqKUKfJ9Zj7IPcipMyfRTMsQyA-hvTJ_NcqKUk,3484
+tradx/baseClass/interactive/tradeConversionEvent.py,sha256=WyRBu02EeUFrcYd9zkahAPYoP1rCoTQDB09IzNa3Zno,3246
+tradx/baseClass/interactive/tradeEvent.py,sha256=djunJW5AzjeMfJZVMlrFprplB7vrYBi-mmaR1TA0MK4,6699
+tradx/baseClass/market/candleData.py,sha256=tS-iAoRGwK2xVSvrqmNZPYeB63qD53oPPHaUDfJBWkk,2947
+tradx/baseClass/market/cmInstrument.py,sha256=WpibHdJyVGVs0B8o1COiXr4rNXB8bapzFLyRaIG0w9Q,2408
+tradx/baseClass/market/futureInstrument.py,sha256=ygsGfzUg337gSwoSaAb8DB31YhLOI-nOv3ApX3z5CWQ,2186
+tradx/baseClass/market/index.py,sha256=C5kj0WW_R3__5zsYGH1zJlSTfkAy_7vhbOtw1f3Iwew,786
+tradx/baseClass/market/instrumentPropertyChangeData.py,sha256=DIqLb54eEu8aRzFk8J7crkqTedvBbf5dHQjw6pbcv1o,328
+tradx/baseClass/market/ltpData.py,sha256=D6NSCgvRd1Fk6vD0EMuaDIyNgBxEPzN9C9RDJbN-uM0,3199
+tradx/baseClass/market/ltpPartialData.py,sha256=W1Kw3OIiwOzrRAFHdjc42D_LDjNsquPnLsF3v2QsHhk,4289
+tradx/baseClass/market/marketDepthData.py,sha256=WGKTmrUbXcZgCC8MBy404BDG0si-jO9mDWeXnHjmjiM,5050
+tradx/baseClass/market/marketStatusData.py,sha256=lZKJlYB_Bfc1Rpv4rQ15ZQTXgH5EkBDOvH6RSqAnu9w,4037
+tradx/baseClass/market/openInterestData.py,sha256=L-WuxyNwdZAFPoSVhfJPKv8jOy5K0rSB2o5EkWVSv9g,3111
+tradx/baseClass/market/openInterestPartialData.py,sha256=vpo18P9VCBuCXbxjggg4ahd0uS5WkP14rBvcLwdrTFw,1673
+tradx/baseClass/market/optionsInstrument.py,sha256=O3zhNf1R1wmtdPCUaDr7mOM7co0Aeg8AHmPvVpabP60,9886
+tradx/baseClass/market/touchLineData.py,sha256=sVODRdT97Xefnpzzddcza_N5KD6teh2tBhME4dRAE7w,7784
+tradx/baseClass/market/touchLinePartialData.py,sha256=mdLVrD_4O74NRamTrrlH9ge69xVXv2w_XZXpAQOIMYI,4069
+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-0.9.1.dist-info/METADATA,sha256=EhrrQNtWQvCRJ6418_BQlaT2LlXWq7fVbMtUMZ_j3qQ,2628
+tradx-0.9.1.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+tradx-0.9.1.dist-info/RECORD,,

tradx-0.8.3.dist-info/RECORD

@@ -1,33 +0,0 @@
-tradx/__init__.py,sha256=MlWuula4lJZLPYPi4d5ZE9yoJnYWtgbZ0QsgWdWPwU0,53
-tradx/algoContainer.py,sha256=1IkVCIF_gXIby8z3pDdlVeUablh-PZVZ1EawyCB7oUs,3807
-tradx/dualHashMap.py,sha256=XsidIc3aMvpVGOvdfV7lOeZaLCWAD5i180BGyAfdYXE,1737
-tradx/interactiveEngine.py,sha256=vKGjIlyngFay4bD-9jvmGB8cGDyqDi2tmZdHmPdDbYs,40860
-tradx/marketDataEngine.py,sha256=cEJxXg1Z9GP39jzLaMUCaJcLod7VJea-Xe9luMy5hwQ,39994
-tradx/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-tradx/baseClass/baseAlgo.py,sha256=eUfFNlTB7rwgIt8pbU3qj7SlD5jOCgpnL4jXXFJQqa8,21012
-tradx/baseClass/candleData.py,sha256=tS-iAoRGwK2xVSvrqmNZPYeB63qD53oPPHaUDfJBWkk,2947
-tradx/baseClass/cmInstrument.py,sha256=WpibHdJyVGVs0B8o1COiXr4rNXB8bapzFLyRaIG0w9Q,2408
-tradx/baseClass/futureInstrument.py,sha256=ygsGfzUg337gSwoSaAb8DB31YhLOI-nOv3ApX3z5CWQ,2186
-tradx/baseClass/index.py,sha256=C5kj0WW_R3__5zsYGH1zJlSTfkAy_7vhbOtw1f3Iwew,786
-tradx/baseClass/instrumentPropertyChangeData.py,sha256=DIqLb54eEu8aRzFk8J7crkqTedvBbf5dHQjw6pbcv1o,328
-tradx/baseClass/ltpData.py,sha256=D6NSCgvRd1Fk6vD0EMuaDIyNgBxEPzN9C9RDJbN-uM0,3199
-tradx/baseClass/ltpPartialData.py,sha256=W1Kw3OIiwOzrRAFHdjc42D_LDjNsquPnLsF3v2QsHhk,4289
-tradx/baseClass/marketDepthData.py,sha256=WGKTmrUbXcZgCC8MBy404BDG0si-jO9mDWeXnHjmjiM,5050
-tradx/baseClass/marketStatusData.py,sha256=lZKJlYB_Bfc1Rpv4rQ15ZQTXgH5EkBDOvH6RSqAnu9w,4037
-tradx/baseClass/openInterestData.py,sha256=L-WuxyNwdZAFPoSVhfJPKv8jOy5K0rSB2o5EkWVSv9g,3111
-tradx/baseClass/openInterestPartialData.py,sha256=vpo18P9VCBuCXbxjggg4ahd0uS5WkP14rBvcLwdrTFw,1673
-tradx/baseClass/optionsInstrument.py,sha256=O3zhNf1R1wmtdPCUaDr7mOM7co0Aeg8AHmPvVpabP60,9886
-tradx/baseClass/order.py,sha256=1o3AtlysNBs4dRwSjCh11AOoJ97QCNra4D9HLv9vMm4,1699
-tradx/baseClass/orderEvent.py,sha256=P4sJW3NKi53JDo8RwMVVKpCA_dIpkcE1-sm9ikpFYWk,2901
-tradx/baseClass/position.py,sha256=6fzm_Mr1GKSaRArRgsZItgw74_8omy-MBXRTfO12Pwk,1551
-tradx/baseClass/positionEvent.py,sha256=odOMeBqKUKfJ9Zj7IPcipMyfRTMsQyA-hvTJ_NcqKUk,3484
-tradx/baseClass/touchLineData.py,sha256=sVODRdT97Xefnpzzddcza_N5KD6teh2tBhME4dRAE7w,7784
-tradx/baseClass/touchLinePartialData.py,sha256=mdLVrD_4O74NRamTrrlH9ge69xVXv2w_XZXpAQOIMYI,4069
-tradx/baseClass/tradeConversionEvent.py,sha256=WyRBu02EeUFrcYd9zkahAPYoP1rCoTQDB09IzNa3Zno,3246
-tradx/baseClass/tradeEvent.py,sha256=djunJW5AzjeMfJZVMlrFprplB7vrYBi-mmaR1TA0MK4,6699
-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-0.8.3.dist-info/METADATA,sha256=lHQQpGBKmsdirNevb5J7SITQ1xWyOFLdQLYjarvlBfg,2628
-tradx-0.8.3.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-tradx-0.8.3.dist-info/RECORD,,