wiz-trader 0.27.0__py3-none-any.whl → 0.29.0__py3-none-any.whl

wiz_trader/__init__.py

@@ -3,6 +3,6 @@
 from .quotes import QuotesClient
 from .apis import WizzerClient
 
-__version__ = "0.27.0"
+__version__ = "0.29.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

wiz_trader/quotes/client.py

@@ -7,6 +7,7 @@ from typing import Callable, List, Optional, Any, Iterator
 
 import websockets
 from websockets.exceptions import ConnectionClosed
+from websockets.protocol import State
 
 # Setup module‐level logger with a default handler if none exists.
 logger = logging.getLogger(__name__)
@@ -25,10 +26,26 @@ class QuotesClient:
       base_url (str): WebSocket URL of the quotes server.
       token (str): JWT token for authentication.
       log_level (str): Logging level. Options: "error", "info", "debug".
+      on_tick (Callable): Callback for tick messages (type='ticks' or no type field).
+      on_stats (Callable): Callback for stats/greeks messages (type='greeks').
+      on_connect (Callable): Callback when connection is established.
+      on_close (Callable): Callback when connection is closed.
+      on_error (Callable): Callback for errors.
+    
+    Message Routing:
+      - Messages with type='ticks' are routed to on_tick callback
+      - Messages with type='greeks' are routed to on_stats callback
+      - Messages without type field are routed to on_tick for backward compatibility
+      - Messages are silently dropped if the appropriate handler is not registered
     """
 
     ACTION_SUBSCRIBE = "subscribe"
     ACTION_UNSUBSCRIBE = "unsubscribe"
+    
+    # Subscription modes
+    MODE_GREEKS = "greeks"
+    MODE_TICKS = "ticks"
+    MODE_FULL = "full"
 
     def __init__(
         self,
@@ -57,6 +74,7 @@ class QuotesClient:
         self.url = f"{self.base_url}?token={self.token}"
         self.ws: Optional[websockets.WebSocketClientProtocol] = None
         self.subscribed_instruments: set = set()
+        self.subscription_modes: dict = {}  # instrument -> mode mapping
         self._running = False
         self._background_task = None
         self._loop: Optional[asyncio.AbstractEventLoop] = None
@@ -67,6 +85,7 @@ class QuotesClient:
 
         # Callbacks are plain synchronous functions
         self.on_tick: Optional[Callable[[Any, dict], None]] = None
+        self.on_stats: Optional[Callable[[Any, dict], None]] = None
         self.on_connect: Optional[Callable[[Any], None]] = None
         self.on_close: Optional[Callable[[Any, Optional[int], Optional[str]], None]] = None
         self.on_error: Optional[Callable[[Any, Exception], None]] = None
@@ -94,13 +113,26 @@ class QuotesClient:
                         except Exception as e:
                             logger.error("Error in on_connect callback: %s", e, exc_info=True)
 
-                    # re-subscribe on reconnect
+                    # re-subscribe on reconnect with modes
                     if self.subscribed_instruments:
-                        for batch in self._chunk_list(list(self.subscribed_instruments), self.batch_size):
-                            msg = {"action": self.ACTION_SUBSCRIBE, "instruments": batch}
-                            await self.ws.send(json.dumps(msg))
-                            logger.info("Re-subscribed to %d instruments", len(batch))
-                            await asyncio.sleep(0.1)
+                        # Group instruments by mode for efficient re-subscription
+                        mode_groups = {}
+                        for instrument in self.subscribed_instruments:
+                            mode = self.subscription_modes.get(instrument, self.MODE_TICKS)
+                            if mode not in mode_groups:
+                                mode_groups[mode] = []
+                            mode_groups[mode].append(instrument)
+                        
+                        for mode, instruments in mode_groups.items():
+                            for batch in self._chunk_list(instruments, self.batch_size):
+                                msg = {
+                                    "action": self.ACTION_SUBSCRIBE, 
+                                    "instruments": batch,
+                                    "mode": mode
+                                }
+                                await self.ws.send(json.dumps(msg))
+                                logger.info("Re-subscribed to %d instruments with mode '%s'", len(batch), mode)
+                                await asyncio.sleep(0.1)
 
                     backoff = self._backoff_base
                     await self._handle_messages()
@@ -142,9 +174,26 @@ class QuotesClient:
                         if not chunk:
                             continue
                         try:
-                            tick = json.loads(chunk)
-                            if self.on_tick:
-                                self.on_tick(self, tick)
+                            data = json.loads(chunk)
+                            # Route based on message type
+                            message_type = data.get('type')
+                            
+                            if message_type == 'greeks':
+                                if self.on_stats:
+                                    self.on_stats(self, data)
+                                else:
+                                    logger.debug("Received greeks message but no on_stats handler registered")
+                            elif message_type == 'ticks':
+                                if self.on_tick:
+                                    self.on_tick(self, data)
+                                else:
+                                    logger.debug("Received ticks message but no on_tick handler registered")
+                            else:
+                                # No type field - send to on_tick for backward compatibility
+                                if self.on_tick:
+                                    self.on_tick(self, data)
+                                else:
+                                    logger.debug("Received message without type field and no on_tick handler registered")
                         except json.JSONDecodeError as e:
                             logger.error("JSON parse error: %s", e)
                 else:
@@ -161,26 +210,40 @@ class QuotesClient:
 
     # -- Async core methods (for internal use) --
 
-    async def _subscribe_async(self, instruments: List[str]) -> None:
-        if self.ws and self.ws.open:
+    async def _subscribe_async(self, instruments: List[str], mode: str = MODE_TICKS) -> None:
+        if self.ws and self.ws.state == State.OPEN:
             new = set(instruments) - self.subscribed_instruments
             if new:
                 self.subscribed_instruments |= new
+                # Track mode for each instrument
+                for instrument in new:
+                    self.subscription_modes[instrument] = mode
+                
                 for batch in self._chunk_list(list(new), self.batch_size):
-                    logger.info("Subscribing to %d instruments", len(batch))
-                    await self.ws.send(json.dumps({
+                    logger.info("Subscribing to %d instruments with mode '%s'", len(batch), mode)
+                    message = {
                         "action": self.ACTION_SUBSCRIBE,
-                        "instruments": batch
-                    }))
+                        "instruments": batch,
+                        "mode": mode
+                    }
+                    print(f"Subscribing to {batch} with mode {mode}")
+                    await self.ws.send(json.dumps(message))
                     await asyncio.sleep(0.1)
         else:
             self.subscribed_instruments |= set(instruments)
+            # Track mode for each instrument
+            for instrument in instruments:
+                self.subscription_modes[instrument] = mode
 
     async def _unsubscribe_async(self, instruments: List[str]) -> None:
-        if self.ws and self.ws.open:
+        if self.ws and self.ws.state == State.OPEN:
             to_remove = set(instruments) & self.subscribed_instruments
             if to_remove:
                 self.subscribed_instruments -= to_remove
+                # Remove mode tracking for unsubscribed instruments
+                for instrument in to_remove:
+                    self.subscription_modes.pop(instrument, None)
+                
                 for batch in self._chunk_list(list(to_remove), self.batch_size):
                     logger.info("Unsubscribing from %d instruments", len(batch))
                     await self.ws.send(json.dumps({
@@ -190,20 +253,26 @@ class QuotesClient:
                     await asyncio.sleep(0.1)
         else:
             self.subscribed_instruments -= set(instruments)
+            # Remove mode tracking for unsubscribed instruments
+            for instrument in instruments:
+                self.subscription_modes.pop(instrument, None)
 
     # -- Public wrappers for plain callback users --
 
-    def subscribe(self, instruments: List[str]) -> None:
+    def subscribe(self, instruments: List[str], mode: str = MODE_TICKS) -> None:
         """
         Schedule subscribe onto the client’s event loop.
         """
         if self._loop:
             asyncio.run_coroutine_threadsafe(
-                self._subscribe_async(instruments),
+                self._subscribe_async(instruments, mode),
                 self._loop
             )
         else:
             self.subscribed_instruments |= set(instruments)
+            # Track mode for each instrument
+            for instrument in instruments:
+                self.subscription_modes[instrument] = mode
 
     def unsubscribe(self, instruments: List[str]) -> None:
         """
@@ -216,6 +285,9 @@ class QuotesClient:
             )
         else:
             self.subscribed_instruments -= set(instruments)
+            # Remove mode tracking for unsubscribed instruments
+            for instrument in instruments:
+                self.subscription_modes.pop(instrument, None)
 
     def unsubscribe_all(self) -> None:
         """

{wiz_trader-0.27.0.dist-info → wiz_trader-0.29.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.27.0
+Version: 0.29.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -186,17 +186,25 @@ client.stop()
 
 All callbacks are **plain `def`** functions.  Inside them you can call `subscribe(...)`, which under the hood schedules the actual async work—so you never `await` in your callbacks.
 
+The QuotesClient routes messages based on their `type` field:
+- Messages with `type: 'ticks'` are sent to the `on_tick` callback
+- Messages with `type: 'greeks'` are sent to the `on_stats` callback
+- Messages without a `type` field are sent to `on_tick` for backward compatibility
+
 ```python
 def on_tick(ws, tick):
     print("Tick:", tick)
 
+def on_stats(ws, stats):
+    print("Stats:", stats)
+    # Stats/Greek messages contain: {'type': 'greeks', 'identifier': '...', 'rho': 0.1, 'theta': 9.8, ...}
+
 def on_connect(ws):
     print("Connected!")
-    # fire‑and‑forget subscribe—no await needed
-    ws.subscribe([
-        "NSE:SBIN:3045",
-        "NSE:RELIANCE:2885"
-    ])
+    # Subscribe with different modes
+    ws.subscribe(["NSE:SBIN:3045"], mode="ticks")      # Will receive tick messages
+    ws.subscribe(["NSE:NIFTY25JULFUT:53216"], mode="greeks") # Will receive greek messages
+    ws.subscribe(["NSE:RELIANCE:2885"], mode="full")   # Will receive both types
 
 def on_close(ws, code, reason):
     print(f"Connection closed [{code}]: {reason}")
@@ -206,6 +214,7 @@ def on_error(ws, error):
     print("Error:", error)
 
 client.on_tick    = on_tick
+client.on_stats   = on_stats
 client.on_connect = on_connect
 client.on_close   = on_close
 client.on_error   = on_error
@@ -261,9 +270,13 @@ client = QuotesClient(
 def on_tick(ws, tick):
     logging.debug("Tick: %s", tick)
 
+def on_stats(ws, stats):
+    logging.debug("Stats: %s", stats)
+
 def on_connect(ws):
     logging.info("Connected.")
-    ws.subscribe(["NSE:SBIN:3045", "NSE:RELIANCE:2885"])  # no await
+    ws.subscribe(["NSE:SBIN:3045"], mode="ticks")
+    ws.subscribe(["NSE:NIFTY24JUN20100CE:20100"], mode="greeks")
 
 def on_close(ws, code, reason):
     logging.warning("Closed: %s", reason)
@@ -273,6 +286,7 @@ def on_error(ws, error):
     logging.error("Error: %s", error)
 
 client.on_tick    = on_tick
+client.on_stats   = on_stats
 client.on_connect = on_connect
 client.on_close   = on_close
 client.on_error   = on_error
@@ -307,17 +321,58 @@ async def main():
 asyncio.run(main())
 ```
 
-#### Ticks structure
-ts = tick timestamp
-lastTradedTs = timestamp of the last executed trade in this instrument
+#### Message Data Structures
 
-**New Fields Added:**
+##### Ticks structure
+Messages with `type: 'ticks'` contain market data:
+- `ts`: tick timestamp
+- `lastTradedTs`: timestamp of the last executed trade in this instrument
 - `oi`: Current open interest (for futures and options)
 - `oiDayHigh`: Day's highest open interest value  
 - `oiDayLow`: Day's lowest open interest value
 
+```json
+{
+  "type": "ticks",
+  "identifier": "NSE:RELIANCE:2885",
+  "tradingSymbol": "RELIANCE",
+  "exchange": "NSE",
+  "segment": "NSECM",
+  "exchangeToken": 2885,
+  "bids": [{"volume": 1722, "price": 1295.5, "orders": 43}, ...],
+  "offers": [{"volume": 0, "price": 0, "orders": 0}, ...],
+  "ltp": 1295.5,
+  "lastTradedQty": 10,
+  "buyQty": 1722,
+  "sellQty": 0,
+  "volume": 10429964,
+  "avgPrice": 1291.46,
+  "netChange": 0,
+  "ohlc": {"open": 1270, "high": 1300.9, "low": 1267, "close": 1295.5},
+  "oi": 1234567,
+  "oiDayHigh": 1250000,
+  "oiDayLow": 1200000,
+  "lastTradedTs": "2025-04-21T10:29:33Z",
+  "ts": "2025-04-21T10:29:46Z"
+}
 ```
-{'identifier': 'NSE:RELIANCE:2885', 'tradingSymbol': 'RELIANCE', 'exchange': 'NSE', 'segment': 'NSECM', 'exchangeToken': 2885, 'bids': [{'volume': 1722, 'price': 1295.5, 'orders': 43}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}], 'offers': [{'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}, {'volume': 0, 'price': 0, 'orders': 0}], 'ltp': 1295.5, 'lastTradedQty': 10, 'buyQty': 1722, 'sellQty': 0, 'volume': 10429964, 'avgPrice': 1291.46, 'netChange': 0, 'ohlc': {'open': 1270, 'high': 1300.9, 'low': 1267, 'close': 1295.5}, 'oi': 1234567, 'oiDayHigh': 1250000, 'oiDayLow': 1200000, 'lastTradedTs': '2025-04-21T10:29:33Z', 'ts': '2025-04-21T10:29:46Z'}
+
+##### Greeks structure
+Messages with `type: 'greeks'` contain options Greeks data:
+
+```json
+{
+  "type": "greeks",
+  "identifier": "NSE:NIFTY25JULFUT:53216",
+  "tradingSymbol": "NIFTY25JULFUT",
+  "iv": 0.0,
+  "delta": 0.0,
+  "gamma": 0.0,
+  "theta": 0.0,
+  "vega": 0.0,
+  "rho": 0.0,
+  "ts": "2025-04-21T10:29:46Z"
+}
 ```
 
 ## Wizzer Client

wiz_trader-0.29.0.dist-info/RECORD

@@ -0,0 +1,9 @@
+wiz_trader/__init__.py,sha256=10s3-fzxys3kNbg_710zCCN9V8iSlSgQuYHpXt6bBj4,183
+wiz_trader/apis/__init__.py,sha256=6sUr1nzmplNdld0zryMrQSt0jHT2GhOiFYgKKVHzk8U,133
+wiz_trader/apis/client.py,sha256=VEotcYfPkjmpp2seJtTWyEdppa6q9NecX89iWxnFQf0,63154
+wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
+wiz_trader/quotes/client.py,sha256=aZ5LVlrj0mKfgHgFxERmk2HDZraB6RMaormTOMlqWZc,14915
+wiz_trader-0.29.0.dist-info/METADATA,sha256=VoItlRQN9455ZqKUYbt96w_yxNih39jcZlFQIwdMUxY,99294
+wiz_trader-0.29.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+wiz_trader-0.29.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
+wiz_trader-0.29.0.dist-info/RECORD,,

wiz_trader-0.27.0.dist-info/RECORD

@@ -1,9 +0,0 @@
-wiz_trader/__init__.py,sha256=UugQriOgr3WKD8FxmXN8c7SfcZiCRJjptS9X63oF3tg,183
-wiz_trader/apis/__init__.py,sha256=6sUr1nzmplNdld0zryMrQSt0jHT2GhOiFYgKKVHzk8U,133
-wiz_trader/apis/client.py,sha256=VEotcYfPkjmpp2seJtTWyEdppa6q9NecX89iWxnFQf0,63154
-wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
-wiz_trader/quotes/client.py,sha256=EkRxCudEq0J6ReP5nBgDzrL1XbtgWhrzpZT27xXBMBU,10891
-wiz_trader-0.27.0.dist-info/METADATA,sha256=-At9ukmtGQGYHXuiDM5Yi0x-DjVXvlzNzQYJmnOt7nk,98383
-wiz_trader-0.27.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-wiz_trader-0.27.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
-wiz_trader-0.27.0.dist-info/RECORD,,