wiz-trader 0.9.0__py3-none-any.whl → 0.11.0__py3-none-any.whl

wiz_trader-0.11.0.dist-info/METADATA

@@ -0,0 +1,1722 @@
+Metadata-Version: 2.4
+Name: wiz_trader
+Version: 0.11.0
+Summary: A Python SDK for connecting to the Wizzer.
+Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
+Author: Pawan Wagh
+Author-email: Pawan Wagh <pawan@wizzer.in>
+License: MIT
+Project-URL: Homepage, https://bitbucket.org/wizzer-tech/quotes_sdk.git
+Project-URL: Bug Tracker, https://bitbucket.org/wizzer-tech/quotes_sdk/issues
+Keywords: finance,trading,sdk
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Developers
+Classifier: Programming Language :: Python :: 3
+Classifier: Operating System :: OS Independent
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Software Development :: Libraries :: Python Modules
+Requires-Python: >=3.6
+Description-Content-Type: text/markdown
+Requires-Dist: websockets
+Requires-Dist: requests
+Dynamic: author
+Dynamic: home-page
+Dynamic: requires-python
+
+# WizTrader SDK Documentation
+
+## Table of Contents
+
+1. [Introduction](#introduction)
+2. [Installation](#installation)
+3. [Authentication](#authentication)
+4. [Quotes Client](#quotes-client)
+    - [Initialization](#quotes-client-initialization)
+    - [Connection Methods](#connection-methods)
+    - [Callbacks](#callbacks)
+    - [Subscribing to Instruments](#subscribing-to-instruments)
+    - [Unsubscribing from Instruments](#unsubscribing-from-instruments)
+    - [Handling WebSocket Connection](#handling-websocket-connection)
+    - [Complete Examples](#quotes-client-examples)
+5. [Wizzer Client](#wizzer-client)
+    - [Initialization](#wizzer-client-initialization)
+    - [Constants](#constants)
+    - [Data Hub Methods](#data-hub-methods)
+    - [Order Management](#order-management)
+    - [Portfolio Management](#portfolio-management)
+    - [Basket Management](#basket-management)
+    - [Complete Examples](#wizzer-client-examples)
+6. [Common Use Cases](#common-use-cases)
+7. [Error Handling](#error-handling)
+8. [Troubleshooting](#troubleshooting)
+9. [API Reference](#api-reference)
+
+## Introduction
+
+WizTrader is a Python SDK for connecting to the Wizzer trading platform. It provides two main client classes:
+
+- **QuotesClient**: For real-time market data streaming via WebSockets
+- **WizzerClient**: For REST API access to trading, order management, and market data
+
+This documentation covers all the ways to use the SDK, with examples for each endpoint and common use cases.
+
+## Installation
+
+You can install the package directly from PyPI:
+
+```bash
+pip install wiz_trader
+```
+
+To install the development version from GitHub:
+
+```bash
+pip install git+https://github.com/wizzer-tech/wiz_trader.git
+```
+
+## Authentication
+
+There are two ways to provide authentication credentials to the SDK:
+
+1. **Direct parameter passing** (Recommended for most use cases)
+2. **Environment variables** (Recommended for production deployments)
+
+### Direct Parameter Passing
+
+Simply provide the required parameters directly when initializing the clients:
+
+```python
+from wiz_trader import QuotesClient, WizzerClient
+
+quotes_client = QuotesClient(
+    base_url="wss://websocket-url/quotes",
+    token="your-jwt-token",
+    log_level="info"
+)
+
+wizzer_client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token",
+    strategy_id="str_01hxgwgfxgfrxb48bzchnve7gm",  # Optional
+    log_level="info"
+)
+```
+
+### Environment Variables
+
+Set the following environment variables:
+
+```bash
+export WZ__QUOTES_BASE_URL="wss://websocket-url/quotes"
+export WZ__API_BASE_URL="https://api-url.in"
+export WZ__TOKEN="your-jwt-token"
+export WZ__STRATEGY_ID="str_01hxgwgfxgfrxb48bzchnve7gm"  # Optional
+```
+
+Then initialize the clients without parameters:
+
+```python
+from wiz_trader import QuotesClient, WizzerClient
+
+quotes_client = QuotesClient(log_level="info")
+wizzer_client = WizzerClient(log_level="info")
+```
+
+You can also use a hybrid approach, providing some parameters directly and letting others fall back to environment variables:
+
+```python
+quotes_client = QuotesClient(log_level="debug")  # Only override log level
+```
+
+## Quotes Client
+
+The `QuotesClient` enables you to connect to Wizzer's WebSocket server for real‑time market data using **plain synchronous** callbacks—no `async def` required.
+
+### Quotes Client Initialization
+
+You can initialize the `QuotesClient` in several ways:
+
+```python
+from wiz_trader import QuotesClient
+
+# Method 1: All parameters provided directly
+client = QuotesClient(
+    base_url="wss://websocket-url/quotes",
+    token="your-jwt-token",
+    log_level="info",         # Options: "error", "info", "debug"
+    max_message_size=10 * 1024 * 1024,  # Optional: default 10MB
+    batch_size=20             # Optional: default 20 instruments per batch
+)
+
+# Method 2: Using environment variables
+# (Requires WZ__QUOTES_BASE_URL and WZ__TOKEN set)
+client = QuotesClient(log_level="info")
+
+# Method 3: Mixed approach
+client = QuotesClient(
+    base_url="wss://custom-url/quotes",
+    log_level="debug"         # token from WZ__TOKEN env var
+)
+```
+
+### Connection Methods
+
+#### Blocking Connection
+
+Blocks your main thread, similar to Zerodha’s KiteTicker:
+
+```python
+client.connect()
+```
+
+#### Non‑Blocking Connection
+
+Run alongside your own `asyncio` code:
+
+```python
+client.connect_async()
+# … do other work …
+client.stop()
+```
+
+### Callbacks
+
+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.
+
+```python
+def on_tick(ws, tick):
+    print("Tick:", tick)
+
+def on_connect(ws):
+    print("Connected!")
+    # fire‑and‑forget subscribe—no await needed
+    ws.subscribe([
+        "NSE:SBIN:3045",
+        "NSE:RELIANCE:2885"
+    ])
+
+def on_close(ws, code, reason):
+    print(f"Connection closed [{code}]: {reason}")
+    ws.stop()   # to prevent auto‑reconnect
+
+def on_error(ws, error):
+    print("Error:", error)
+
+client.on_tick    = on_tick
+client.on_connect = on_connect
+client.on_close   = on_close
+client.on_error   = on_error
+```
+
+### Subscribing to Instruments
+
+Call `ws.subscribe([...])` directly; the SDK will batch large lists and send them over the socket:
+
+```python
+def on_connect(ws):
+    # subscribe without await
+    ws.subscribe([
+        "NSE:SBIN:3045",
+        "NSE:ICICIBANK:4963",
+        "NSE:RELIANCE:2885",
+    ])
+```
+
+### Unsubscribing from Instruments
+
+Similarly, plain call to `unsubscribe`:
+
+```python
+ws.unsubscribe(["NSE:SBIN:3045", "NSE:ICICIBANK:4963"])
+```
+
+### Complete Examples
+
+#### Blocking Example
+
+```python
+import logging
+from wiz_trader import QuotesClient
+
+logging.basicConfig(level=logging.INFO)
+
+client = QuotesClient(
+    base_url="wss://websocket-url/quotes",
+    token="your-jwt-token"
+)
+
+def on_tick(ws, tick):
+    logging.debug("Tick: %s", tick)
+
+def on_connect(ws):
+    logging.info("Connected.")
+    ws.subscribe(["NSE:SBIN:3045", "NSE:RELIANCE:2885"])  # no await
+
+def on_close(ws, code, reason):
+    logging.warning("Closed: %s", reason)
+    ws.stop()
+
+def on_error(ws, error):
+    logging.error("Error: %s", error)
+
+client.on_tick    = on_tick
+client.on_connect = on_connect
+client.on_close   = on_close
+client.on_error   = on_error
+
+try:
+    client.connect()
+except KeyboardInterrupt:
+    client.stop()
+```
+
+#### Non‑Blocking Example
+
+```python
+import asyncio
+import logging
+from wiz_trader import QuotesClient
+
+async def main():
+    logging.basicConfig(level=logging.INFO)
+    client = QuotesClient(
+        base_url="wss://websocket-url/quotes",
+        token="your-jwt-token"
+    )
+    client.on_tick    = lambda ws, tick: logging.info(tick)
+    client.on_connect = lambda ws: ws.subscribe(["NSE:SBIN:3045"])
+    client.connect_async()
+
+    # Your other async work here...
+    await asyncio.sleep(60)
+    client.stop()
+
+asyncio.run(main())
+```
+
+## Wizzer Client
+
+The `WizzerClient` provides access to Wizzer's REST APIs for trading, portfolio management, and market data.
+
+### Wizzer Client Initialization
+
+Initialize the client with your authentication details:
+
+```python
+from wiz_trader import WizzerClient
+
+# Method 1: All parameters provided directly
+client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token",
+    strategy_id="str_01hxgwgfxgfrxb48bzchnve7gm",  # Optional: Default strategy ID
+    log_level="info"  # Options: "error", "info", "debug"
+)
+
+# Method 2: Using environment variables
+# (Requires WZ__API_BASE_URL and WZ__TOKEN to be set)
+client = WizzerClient(log_level="info")
+```
+
+### Constants
+
+The `WizzerClient` provides constants for various parameter values, making your code more readable and type-safe:
+
+```python
+from wiz_trader import WizzerClient
+
+client = WizzerClient(...)
+
+# Use constants for transaction types
+client.place_order(
+    exchange=client.EXCHANGE_NSE,
+    trading_symbol="SBIN",
+    transaction_type=client.TRANSACTION_TYPE_BUY,
+    quantity=10,
+    order_type=client.ORDER_TYPE_MARKET,
+    product=client.PRODUCT_CNC
+)
+```
+
+Available constants:
+
+- Transaction types: `TRANSACTION_TYPE_BUY`, `TRANSACTION_TYPE_SELL`
+- Product types: `PRODUCT_CNC`, `PRODUCT_MIS`, `PRODUCT_NRML`
+- Order types: `ORDER_TYPE_MARKET`, `ORDER_TYPE_LIMIT`, `ORDER_TYPE_SL`, `ORDER_TYPE_SLM`
+- Validity types: `VALIDITY_DAY`, `VALIDITY_IOC`, `VALIDITY_GTT`
+- Variety types: `VARIETY_REGULAR`, `VARIETY_AMO`, `VARIETY_BO`, `VARIETY_CO`
+- Exchanges: `EXCHANGE_NSE`, `EXCHANGE_BSE`, `EXCHANGE_WZR`
+- Segments: `SEGMENT_NSE_CM`, `SEGMENT_BSE_CM`, `SEGMENT_NSE_FO`, `SEGMENT_WZREQ`
+- Instrument types: `INSTRUMENT_TYPE_EQ`, `INSTRUMENT_TYPE_EQLC`, `INSTRUMENT_TYPE_EQMCC`, `INSTRUMENT_TYPE_EQSCC`, `INSTRUMENT_TYPE_BASKET`
+
+### Data Hub Methods
+
+#### Get Indices
+
+Fetch available indices from an exchange:
+
+```python
+# Get all indices from NSE
+indices = client.get_indices(exchange="NSE")
+print(f"Found {len(indices)} indices")
+
+# Get a specific index by trading symbol
+nifty_50 = client.get_indices(trading_symbol="NIFTY 50", exchange="NSE")
+```
+
+#### Get Index Components
+
+Fetch components (stocks) in a specific index:
+
+```python
+# Get components of NIFTY 50
+components = client.get_index_components(trading_symbol="NIFTY 50", exchange="NSE")
+print(f"Found {len(components)} components in NIFTY 50")
+for component in components[:5]:
+    print(f"{component['tradingSymbol']} - {component.get('weightage', 'N/A')}%")
+```
+
+#### Get Historical OHLCV Data
+
+Fetch historical price data for instruments:
+
+```python
+# Get daily data
+daily_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN:3045"],
+    start_date="2024-01-01",
+    end_date="2024-01-31",
+    ohlcv=["open", "high", "low", "close", "volume"],
+    interval="1d"  # Daily data (default)
+)
+
+# Get monthly data
+monthly_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN:3045", "NSE:ICICIBANK:4963"],
+    start_date="2023-01-01",
+    end_date="2024-01-01",
+    ohlcv=["close", "volume"],
+    interval="1M"  # Monthly data
+)
+```
+
+### Order Management
+
+#### Place Regular Order
+
+Place a regular order for a single instrument:
+
+```python
+# Simple market order
+order_response = client.place_order(
+    exchange=client.EXCHANGE_NSE,
+    trading_symbol="SBIN",
+    transaction_type=client.TRANSACTION_TYPE_BUY,
+    quantity=10,
+    order_type=client.ORDER_TYPE_MARKET,
+    product=client.PRODUCT_CNC
+)
+print(f"Order placed successfully: {order_response.get('orderId')}")
+
+# Limit order with price
+limit_order = client.place_order(
+    exchange=client.EXCHANGE_NSE,
+    trading_symbol="SBIN",
+    transaction_type=client.TRANSACTION_TYPE_BUY,
+    quantity=10,
+    order_type=client.ORDER_TYPE_LIMIT,
+    product=client.PRODUCT_CNC,
+    price=650.00
+)
+
+# Order with stop loss and target
+sl_order = client.place_order(
+    exchange=client.EXCHANGE_NSE,
+    trading_symbol="SBIN",
+    transaction_type=client.TRANSACTION_TYPE_BUY,
+    quantity=10,
+    product=client.PRODUCT_CNC,
+    stoploss=640.00,
+    target=670.00
+)
+```
+
+#### Modify Order
+
+Modify an existing order:
+
+```python
+# Modify an order's price
+modified_order = client.modify_order(
+    order_id="order_01jpeyxtr4fb69fx740my3115c",
+    price=655.00
+)
+
+# Modify an order's quantity
+modified_order = client.modify_order(
+    order_id="order_01jpeyxtr4fb69fx740my3115c",
+    qty=15
+)
+```
+
+#### Cancel Order
+
+Cancel an existing order:
+
+```python
+# Cancel an order
+cancelled_order = client.cancel_order(order_id="order_01jpeyxtr4fb69fx740my3115c")
+```
+
+#### Get Order Details
+
+Fetch details of a specific order:
+
+```python
+# Get order details
+order_details = client.get_order(order_id="order_01jpeyxtr4fb69fx740my3115c")
+print(f"Order status: {order_details.get('status')}")
+```
+
+### Portfolio Management
+
+#### Get Positions
+
+Fetch your current positions:
+
+```python
+# Get all positions
+all_positions = client.get_positions()
+print(f"Found {len(all_positions)} positions")
+
+# Get only open positions
+open_positions = client.get_open_positions()
+print(f"Found {len(open_positions)} open positions")
+
+# Get only closed positions
+closed_positions = client.get_closed_positions()
+print(f"Found {len(closed_positions)} closed positions")
+```
+
+#### Get Holdings
+
+Fetch your holdings:
+
+```python
+# Get holdings
+holdings = client.get_holdings()
+print(f"Found {len(holdings)} holdings")
+
+# Get holdings for a specific portfolio
+portfolio_holdings = client.get_holdings(portfolios="my_portfolio")
+```
+
+#### Exit Positions
+
+Exit all positions or positions for a specific strategy:
+
+```python
+# Exit all positions
+exit_response = client.exit_all_positions()
+print(f"Successfully exited {exit_response.get('success', 0)} positions")
+
+# Exit positions for a specific strategy
+strategy_exit = client.exit_strategy_positions(strategy_id="str_01jbxszcjdegz8zt3h95g8c1d9")
+```
+
+### Basket Management
+
+#### Create Basket
+
+Create a new basket of instruments:
+
+```python
+# Create a basic basket with two stocks
+basket_response = client.create_basket(
+    name="My Basket",
+    instruments=[
+        {
+            "shares": 10,
+            "weightage": 50,
+            "instrument": {
+                "exchange": "NSE",
+                "identifier": "NSE:SBIN:3045",
+                "orderIndex": 1,
+                "exchangeToken": 3045,
+                "tradingSymbol": "SBIN"
+            }
+        },
+        {
+            "shares": 15,
+            "weightage": 50,
+            "instrument": {
+                "exchange": "NSE",
+                "identifier": "NSE:ICICIBANK:4963",
+                "orderIndex": 2,
+                "exchangeToken": 4963,
+                "tradingSymbol": "ICICIBANK"
+            }
+        }
+    ],
+    weightage_scheme="equi_weighted",
+    capital={"minValue": 50000, "actualValue": 50000},
+    instrument_types=["EQLC"]
+)
+basket_id = basket_response.get('id')
+```
+
+#### Get Baskets
+
+Fetch existing baskets:
+
+```python
+# Get all baskets
+baskets = client.get_baskets()
+print(f"Found {len(baskets)} baskets")
+
+# Get a specific basket by ID
+basket = client.get_basket(basket_id="bk_01jpf2d57ae96bez63me7p6g9k")
+
+# Get instruments in a basket
+basket_instruments = client.get_basket_instruments(basket_id="bk_01jpf2d57ae96bez63me7p6g9k")
+```
+
+#### Place Basket Order
+
+Place an order for an entire basket:
+
+```python
+# Place a basket order
+basket_order = client.place_basket_order(
+    trading_symbol="/MY_BASKET",
+    transaction_type=client.TRANSACTION_TYPE_BUY,
+    quantity=1,
+    price=50000.00,
+    product=client.PRODUCT_CNC
+)
+```
+
+#### Exit Basket Order
+
+Exit a basket position:
+
+```python
+# Exit a basket position
+exit_order = client.place_basket_exit_order(
+    trading_symbol="/MY_BASKET",
+    exchange=client.EXCHANGE_WZR,
+    transaction_type=client.TRANSACTION_TYPE_SELL,
+    quantity=1,
+    exchange_token=1741872632
+)
+```
+
+#### Rebalance Basket
+
+Rebalance a basket with new instruments:
+
+```python
+# Rebalance a basket
+rebalance_response = client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333", "NSE:TCS:2953"]
+)
+```
+
+### Wizzer Client Examples
+
+#### Market Data and Analysis Example
+
+```python
+from wiz_trader import WizzerClient
+import pandas as pd
+import matplotlib.pyplot as plt
+
+# Initialize client
+client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token"
+)
+
+def analyze_index_performance(index_symbol, exchange, start_date, end_date):
+    # Get index components
+    components = client.get_index_components(
+        trading_symbol=index_symbol,
+        exchange=exchange
+    )
+    print(f"Found {len(components)} components in {index_symbol}")
+    
+    # Get the identifiers for the top 5 weighted components
+    top_components = sorted(components, key=lambda x: x.get('weightage', 0), reverse=True)[:5]
+    instrument_ids = [comp['identifier'] for comp in top_components]
+    
+    # Fetch historical data
+    historical_data = client.get_historical_ohlcv(
+        instruments=instrument_ids,
+        start_date=start_date,
+        end_date=end_date,
+        ohlcv=["close"],
+        interval="1d"
+    )
+    
+    # Process and plot the data
+    for instrument_data in historical_data:
+        symbol = instrument_data['instrument'].split(':')[1]
+        df = pd.DataFrame(instrument_data['data'])
+        df['date'] = pd.to_datetime(df['date'])
+        df.set_index('date', inplace=True)
+        
+        # Calculate percentage change from first day
+        first_close = df['close'].iloc[0]
+        df['pct_change'] = ((df['close'] - first_close) / first_close) * 100
+        
+        plt.plot(df.index, df['pct_change'], label=symbol)
+    
+    plt.title(f"Performance of Top {index_symbol} Components")
+    plt.xlabel("Date")
+    plt.ylabel("% Change")
+    plt.legend()
+    plt.grid(True)
+    plt.show()
+
+# Analyze NIFTY 50 performance for Jan 2024
+analyze_index_performance(
+    index_symbol="NIFTY 50",
+    exchange="NSE",
+    start_date="2024-01-01",
+    end_date="2024-01-31"
+)
+```
+
+#### Algorithmic Trading Example
+
+```python
+from wiz_trader import QuotesClient, WizzerClient
+import time
+import logging
+
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+class SimpleMovingAverageCrossover:
+    def __init__(self, symbol, exchange, token, fast_period=5, slow_period=20):
+        # Trading parameters
+        self.symbol = symbol
+        self.exchange = exchange
+        self.token = token
+        self.instrument_id = f"{exchange}:{symbol}:{token}"
+        self.fast_period = fast_period
+        self.slow_period = slow_period
+        
+        # State variables
+        self.prices = []
+        self.position = None
+        self.order_id = None
+        
+        # Clients
+        self.quotes_client = QuotesClient(
+            base_url="wss://websocket-url/quotes",
+            token="your-jwt-token"
+        )
+        self.wizzer_client = WizzerClient(
+            base_url="https://api-url.in",
+            token="your-jwt-token"
+        )
+        
+        # Set up quotes client callbacks
+        self.quotes_client.on_tick = self.on_tick
+        self.quotes_client.on_connect = self.on_connect
+        self.quotes_client.on_error = lambda ws, error: logger.error(f"Error: {error}")
+    
+    def on_connect(self, ws):
+        logger.info(f"Connected to quotes server")
+        ws.subscribe([self.instrument_id])
+    
+    def on_tick(self, ws, tick):
+        if "ltp" in tick:
+            price = tick["ltp"]
+            self.prices.append(price)
+            
+            # Keep only the required number of prices
+            if len(self.prices) > self.slow_period:
+                self.prices.pop(0)
+            
+            # Once we have enough data, check for signals
+            if len(self.prices) >= self.slow_period:
+                self.check_for_signals()
+    
+    def check_for_signals(self):
+        # Calculate moving averages
+        fast_ma = sum(self.prices[-self.fast_period:]) / self.fast_period
+        slow_ma = sum(self.prices) / self.slow_period
+        
+        current_price = self.prices[-1]
+        
+        logger.info(f"Price: {current_price}, Fast MA: {fast_ma:.2f}, Slow MA: {slow_ma:.2f}")
+        
+        # Generate signals
+        if fast_ma > slow_ma and self.position != "long":
+            # Buy signal
+            logger.info("BUY SIGNAL")
+            self.enter_position("long", current_price)
+        
+        elif fast_ma < slow_ma and self.position == "long":
+            # Sell signal
+            logger.info("SELL SIGNAL")
+            self.exit_position(current_price)
+    
+    def enter_position(self, position_type, price):
+        if position_type == "long":
+            # Place a buy order
+            try:
+                order_response = self.wizzer_client.place_order(
+                    exchange=self.exchange,
+                    trading_symbol=self.symbol,
+                    transaction_type=self.wizzer_client.TRANSACTION_TYPE_BUY,
+                    quantity=10,  # Fixed quantity for simplicity
+                    order_type=self.wizzer_client.ORDER_TYPE_MARKET,
+                    product=self.wizzer_client.PRODUCT_CNC
+                )
+                self.order_id = order_response.get("orderId")
+                self.position = "long"
+                logger.info(f"Entered LONG position at {price}, Order ID: {self.order_id}")
+            except Exception as e:
+                logger.error(f"Error entering position: {e}")
+    
+    def exit_position(self, price):
+        if self.position == "long":
+            # Place a sell order
+            try:
+                order_response = self.wizzer_client.place_order(
+                    exchange=self.exchange,
+                    trading_symbol=self.symbol,
+                    transaction_type=self.wizzer_client.TRANSACTION_TYPE_SELL,
+                    quantity=10,  # Fixed quantity for simplicity
+                    order_type=self.wizzer_client.ORDER_TYPE_MARKET,
+                    product=self.wizzer_client.PRODUCT_CNC
+                )
+                logger.info(f"Exited LONG position at {price}, Order ID: {order_response.get('orderId')}")
+                self.position = None
+                self.order_id = None
+            except Exception as e:
+                logger.error(f"Error exiting position: {e}")
+    
+    def run(self):
+        try:
+            logger.info("Starting the strategy...")
+            self.quotes_client.connect()
+        except KeyboardInterrupt:
+            logger.info("Strategy interrupted by user")
+            if self.position:
+                logger.info("Closing position before exit")
+                self.exit_position(self.prices[-1] if self.prices else 0)
+            self.quotes_client.stop()
+
+# Run the strategy
+strategy = SimpleMovingAverageCrossover(
+    symbol="SBIN",
+    exchange="NSE",
+    token=3045,
+    fast_period=5,
+    slow_period=20
+)
+strategy.run()
+```
+
+#### Basket Management Example
+
+```python
+from wiz_trader import WizzerClient
+import json
+
+# Initialize client
+client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token"
+)
+
+def create_and_trade_basket():
+    # Create a sector-based basket
+    banking_basket = client.create_basket(
+        name="Banking Basket",
+        instruments=[
+            {
+                "shares": 20,
+                "weightage": 25,
+                "instrument": {
+                    "exchange": "NSE",
+                    "identifier": "NSE:SBIN:3045",
+                    "orderIndex": 1,
+                    "exchangeToken": 3045,
+                    "tradingSymbol": "SBIN"
+                }
+            },
+            {
+                "shares": 15,
+                "weightage": 25,
+                "instrument": {
+                    "exchange": "NSE",
+                    "identifier": "NSE:ICICIBANK:4963",
+                    "orderIndex": 2,
+                    "exchangeToken": 4963,
+                    "tradingSymbol": "ICICIBANK"
+                }
+            },
+            {
+                "shares": 15,
+                "weightage": 25,
+                "instrument": {
+                    "exchange": "NSE",
+                    "identifier": "NSE:HDFCBANK:1333",
+                    "orderIndex": 3,
+                    "exchangeToken": 1333,
+                    "tradingSymbol": "HDFCBANK"
+                }
+            },
+            {
+                "shares": 30,
+                "weightage": 25,
+                "instrument": {
+                    "exchange": "NSE",
+                    "identifier": "NSE:BANKBARODA:2263",
+                    "orderIndex": 4,
+                    "exchangeToken": 2263,
+                    "tradingSymbol": "BANKBARODA"
+                }
+            }
+        ],
+        weightage_scheme="equi_weighted",
+        capital={"minValue": 100000, "actualValue": 100000},
+        instrument_types=["EQLC"]
+    )
+    
+    basket_id = banking_basket.get('id')
+    basket_symbol = banking_basket.get('tradingSymbol')
+    exchange_token = banking_basket.get('basketInstrument', {}).get('exchangeToken')
+    
+    print(f"Created basket: {basket_symbol} (ID: {basket_id})")
+    
+    # Place a buy order for the basket
+    try:
+        order_response = client.place_basket_order(
+            trading_symbol=basket_symbol,
+            transaction_type=client.TRANSACTION_TYPE_BUY,
+            quantity=1,  # Buy one unit of the basket
+            price=100000.00,
+            product=client.PRODUCT_CNC
+        )
+        print(f"Placed basket buy order: {order_response.get('orderId')}")
+        
+        # After some time, exit the basket
+        # (This would normally be based on some strategy or time delay)
+        exit_response = client.place_basket_exit_order(
+            trading_symbol=basket_symbol,
+            exchange=client.EXCHANGE_WZR,
+            transaction_type=client.TRANSACTION_TYPE_SELL,
+            quantity=1,
+            exchange_token=exchange_token
+        )
+        print(f"Placed basket exit order: {exit_response.get('orderId')}")
+        
+    except Exception as e:
+        print(f"Error during basket trading: {e}")
+
+# Rebalance the basket (e.g., to adjust weightages or change stocks)
+    try:
+        rebalance_response = client.rebalance_basket(
+            trading_symbol=basket_symbol,
+            instruments=[
+                "NSE:SBIN:3045",
+                "NSE:HDFCBANK:1333",
+                "NSE:ICICIBANK:4963",
+                "NSE:AXISBANK:5900"  # Replacing BANKBARODA with AXISBANK
+            ]
+        )
+        print(f"Rebalanced basket successfully")
+    except Exception as e:
+        print(f"Error during basket rebalancing: {e}")
+
+# Run the basket trading example
+create_and_trade_basket()
+```
+
+## Common Use Cases
+
+### Backtesting with Historical Data
+
+```python
+from wiz_trader import WizzerClient
+import pandas as pd
+import numpy as np
+from datetime import datetime
+
+# Initialize client
+client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token"
+)
+
+def backtest_simple_strategy(symbol, exchange, token, start_date, end_date, 
+                             fast_period=10, slow_period=30):
+    # Get historical data
+    instrument_id = f"{exchange}:{symbol}:{token}"
+    data = client.get_historical_ohlcv(
+        instruments=[instrument_id],
+        start_date=start_date,
+        end_date=end_date,
+        ohlcv=["open", "high", "low", "close", "volume"],
+        interval="1d"
+    )
+    
+    if not data or not data[0].get('data'):
+        print("No data available for the specified period")
+        return
+    
+    # Convert to DataFrame
+    df = pd.DataFrame(data[0]['data'])
+    df['date'] = pd.to_datetime(df['date'])
+    df.set_index('date', inplace=True)
+    
+    # Calculate moving averages
+    df['fast_ma'] = df['close'].rolling(window=fast_period).mean()
+    df['slow_ma'] = df['close'].rolling(window=slow_period).mean()
+    
+    # Generate signals
+    df['signal'] = 0
+    df.loc[df['fast_ma'] > df['slow_ma'], 'signal'] = 1  # Buy signal
+    df.loc[df['fast_ma'] < df['slow_ma'], 'signal'] = -1  # Sell signal
+    
+    # Calculate returns
+    df['returns'] = df['close'].pct_change()
+    df['strategy_returns'] = df['signal'].shift(1) * df['returns']
+    
+    # Calculate cumulative returns
+    df['cumulative_returns'] = (1 + df['returns']).cumprod() - 1
+    df['strategy_cumulative_returns'] = (1 + df['strategy_returns']).cumprod() - 1
+    
+    # Calculate statistics
+    total_days = len(df)
+    winning_days = len(df[df['strategy_returns'] > 0])
+    win_rate = winning_days / total_days if total_days > 0 else 0
+    
+    strategy_return = df['strategy_cumulative_returns'].iloc[-1]
+    buy_hold_return = df['cumulative_returns'].iloc[-1]
+    
+    print(f"Backtest Results for {symbol} ({start_date} to {end_date}):")
+    print(f"Strategy Return: {strategy_return:.2%}")
+    print(f"Buy & Hold Return: {buy_hold_return:.2%}")
+    print(f"Win Rate: {win_rate:.2%}")
+    print(f"Total Trades: {df['signal'].diff().abs().sum() / 2:.0f}")
+    
+    return df
+
+# Run a backtest
+result_df = backtest_simple_strategy(
+    symbol="SBIN",
+    exchange="NSE",
+    token=3045,
+    start_date="2023-01-01",
+    end_date="2023-12-31",
+    fast_period=10,
+    slow_period=30
+)
+
+# Plot the results 
+import matplotlib.pyplot as plt
+
+plt.figure(figsize=(12, 8))
+
+# Plot prices and moving averages
+plt.subplot(2, 1, 1)
+plt.plot(result_df.index, result_df['close'], label='Close Price')
+plt.plot(result_df.index, result_df['fast_ma'], label=f'Fast MA ({10} days)')
+plt.plot(result_df.index, result_df['slow_ma'], label=f'Slow MA ({30} days)')
+plt.title('Price and Moving Averages')
+plt.legend()
+plt.grid(True)
+
+# Plot cumulative returns
+plt.subplot(2, 1, 2)
+plt.plot(result_df.index, result_df['cumulative_returns'], label='Buy & Hold')
+plt.plot(result_df.index, result_df['strategy_cumulative_returns'], label='Strategy')
+plt.title('Cumulative Returns')
+plt.legend()
+plt.grid(True)
+
+plt.tight_layout()
+plt.show()
+```
+
+### Real-time Portfolio Monitoring
+
+```python
+from wiz_trader import QuotesClient, WizzerClient
+import pandas as pd
+import time
+from datetime import datetime
+
+# Initialize clients
+quotes_client = QuotesClient(
+    base_url="wss://websocket-url/quotes",
+    token="your-jwt-token",
+    log_level="info"
+)
+
+wizzer_client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token",
+    log_level="info"
+)
+
+class PortfolioMonitor:
+    def __init__(self):
+        self.portfolio = {}
+        self.last_update_time = None
+        self.update_interval = 60  # seconds
+        
+    def on_tick(self, ws, tick):
+        """Process incoming market data"""
+        if 'instrument' in tick and 'ltp' in tick:
+            instrument = tick['instrument']
+            ltp = tick['ltp']
+            
+            if instrument in self.portfolio:
+                # Update the current price
+                self.portfolio[instrument]['current_price'] = ltp
+                
+                # Calculate P&L
+                avg_price = self.portfolio[instrument]['avg_price']
+                qty = self.portfolio[instrument]['qty']
+                
+                if qty > 0:  # Long position
+                    pnl = (ltp - avg_price) * qty
+                    pnl_percent = ((ltp / avg_price) - 1) * 100
+                else:  # Short position
+                    pnl = (avg_price - ltp) * abs(qty)
+                    pnl_percent = ((avg_price / ltp) - 1) * 100
+                
+                self.portfolio[instrument]['pnl'] = pnl
+                self.portfolio[instrument]['pnl_percent'] = pnl_percent
+                
+                # Display portfolio if update interval has passed
+                current_time = time.time()
+                if (self.last_update_time is None or 
+                    current_time - self.last_update_time > self.update_interval):
+                    self.display_portfolio()
+                    self.last_update_time = current_time
+    
+    def on_connect(self, ws):
+        """Handle connection to quotes server"""
+        print(f"Connected to quotes server at {datetime.now()}")
+        # Fetch holdings and subscribe to them
+        self.fetch_holdings()
+    
+    def fetch_holdings(self):
+        """Fetch holdings from the API and update portfolio"""
+        try:
+            holdings = wizzer_client.get_holdings()
+            
+            # Extract holding information and update portfolio
+            instruments_to_subscribe = []
+            for holding in holdings:
+                if holding.get('qty', 0) > 0:
+                    instrument = holding.get('identifier', '')
+                    if instrument:
+                        self.portfolio[instrument] = {
+                            'symbol': holding.get('tradingSymbol', ''),
+                            'exchange': holding.get('exchange', ''),
+                            'qty': holding.get('qty', 0),
+                            'avg_price': holding.get('avgPrice', 0),
+                            'invested_value': holding.get('investedValue', 0),
+                            'current_price': 0,
+                            'pnl': 0,
+                            'pnl_percent': 0
+                        }
+                        instruments_to_subscribe.append(instrument)
+            
+            # Subscribe to these instruments for real-time updates
+            if instruments_to_subscribe:
+                quotes_client.subscribe(instruments_to_subscribe)
+                print(f"Subscribed to {len(instruments_to_subscribe)} instruments")
+            else:
+                print("No holdings found to monitor")
+        
+        except Exception as e:
+            print(f"Error fetching holdings: {e}")
+    
+    def display_portfolio(self):
+        """Display the current portfolio status"""
+        if not self.portfolio:
+            print("Portfolio is empty")
+            return
+        
+        print("\n" + "="*80)
+        print(f"Portfolio Status as of {datetime.now()}")
+        print("="*80)
+        
+        # Create a pandas DataFrame for nicer display
+        df = pd.DataFrame.from_dict(self.portfolio, orient='index')
+        df['pnl'] = df['pnl'].round(2)
+        df['pnl_percent'] = df['pnl_percent'].round(2)
+        
+        # Sort by P&L
+        df = df.sort_values('pnl', ascending=False)
+        
+        print(df[['symbol', 'qty', 'avg_price', 'current_price', 'pnl', 'pnl_percent']])
+        
+        # Calculate total values
+        total_invested = df['invested_value'].sum()
+        total_current = (df['current_price'] * df['qty']).sum()
+        total_pnl = df['pnl'].sum()
+        total_pnl_percent = ((total_current / total_invested) - 1) * 100 if total_invested > 0 else 0
+        
+        print("-"*80)
+        print(f"Total Invested: ₹{total_invested:.2f}")
+        print(f"Total Current Value: ₹{total_current:.2f}")
+        print(f"Total P&L: ₹{total_pnl:.2f} ({total_pnl_percent:.2f}%)")
+        print("="*80 + "\n")
+
+# Create and run the portfolio monitor
+monitor = PortfolioMonitor()
+
+# Set up callbacks
+quotes_client.on_tick = monitor.on_tick
+quotes_client.on_connect = monitor.on_connect
+quotes_client.on_error = lambda ws, error: print(f"Error: {error}")
+
+# Start monitoring (blocking call)
+try:
+    quotes_client.connect()
+except KeyboardInterrupt:
+    print("\nPortfolio monitoring stopped by user")
+    quotes_client.stop()
+```
+
+### Multi-Strategy Trading
+
+```python
+from wiz_trader import QuotesClient, WizzerClient
+import pandas as pd
+import threading
+import time
+from datetime import datetime
+import numpy as np
+
+# Initialize API clients
+quotes_client = QuotesClient(
+    base_url="wss://websocket-url/quotes",
+    token="your-jwt-token",
+    log_level="info"
+)
+
+wizzer_client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token",
+    log_level="info"
+)
+
+class TradingStrategy:
+    """Base class for trading strategies"""
+    def __init__(self, name, symbols):
+        self.name = name
+        self.symbols = symbols
+        self.active = False
+        self.positions = {}
+        self.prices = {}
+        
+    def on_tick(self, tick):
+        """Process tick data - should be implemented by subclasses"""
+        pass
+    
+    def start(self):
+        """Start the strategy"""
+        self.active = True
+        print(f"Strategy {self.name} started at {datetime.now()}")
+    
+    def stop(self):
+        """Stop the strategy"""
+        self.active = False
+        print(f"Strategy {self.name} stopped at {datetime.now()}")
+        
+        # Close any open positions
+        self.close_all_positions()
+    
+    def close_all_positions(self):
+        """Close all open positions"""
+        for symbol, position in list(self.positions.items()):
+            if position != 0:
+                try:
+                    self.execute_order(
+                        symbol=symbol.split(':')[1],
+                        exchange=symbol.split(':')[0],
+                        transaction_type="SELL" if position > 0 else "BUY",
+                        quantity=abs(position)
+                    )
+                    print(f"Closed position for {symbol}: {position} units")
+                    self.positions[symbol] = 0
+                except Exception as e:
+                    print(f"Error closing position for {symbol}: {e}")
+    
+    def execute_order(self, symbol, exchange, transaction_type, quantity):
+        """Execute an order through the API"""
+        try:
+            response = wizzer_client.place_order(
+                exchange=exchange,
+                trading_symbol=symbol,
+                transaction_type=transaction_type,
+                quantity=quantity,
+                order_type=wizzer_client.ORDER_TYPE_MARKET,
+                product=wizzer_client.PRODUCT_CNC
+            )
+            print(f"Order executed: {exchange}:{symbol} {transaction_type} {quantity} units")
+            return response.get('orderId')
+        except Exception as e:
+            print(f"Order execution error: {e}")
+            return None
+
+class MovingAverageCrossover(TradingStrategy):
+    """Moving Average Crossover Strategy"""
+    def __init__(self, name, symbols, fast_period=10, slow_period=30):
+        super().__init__(name, symbols)
+        self.fast_period = fast_period
+        self.slow_period = slow_period
+        self.price_history = {s: [] for s in symbols}
+    
+    def on_tick(self, tick):
+        if not self.active:
+            return
+            
+        instrument = tick.get('instrument')
+        ltp = tick.get('ltp')
+        
+        if instrument in self.symbols and ltp is not None:
+            # Store the current price
+            self.prices[instrument] = ltp
+            
+            # Add to price history
+            self.price_history[instrument].append(ltp)
+            
+            # Keep only enough prices for the slow MA
+            if len(self.price_history[instrument]) > self.slow_period:
+                self.price_history[instrument].pop(0)
+            
+            # Check for trading signals if we have enough data
+            if len(self.price_history[instrument]) >= self.slow_period:
+                self.check_signals(instrument)
+    
+    def check_signals(self, instrument):
+        prices = self.price_history[instrument]
+        
+        # Calculate moving averages
+        fast_ma = sum(prices[-self.fast_period:]) / self.fast_period
+        slow_ma = sum(prices) / self.slow_period
+        
+        # Get current position and price
+        current_position = self.positions.get(instrument, 0)
+        current_price = self.prices[instrument]
+        
+        # Generate signals
+        if fast_ma > slow_ma and current_position <= 0:
+            # Buy signal
+            quantity = 10  # Fixed quantity for simplicity
+            
+            # Close any short position first
+            if current_position < 0:
+                self.execute_order(
+                    symbol=instrument.split(':')[1],
+                    exchange=instrument.split(':')[0],
+                    transaction_type="BUY",
+                    quantity=abs(current_position)
+                )
+                self.positions[instrument] = 0
+            
+            # Enter long position
+            self.execute_order(
+                symbol=instrument.split(':')[1],
+                exchange=instrument.split(':')[0],
+                transaction_type="BUY",
+                quantity=quantity
+            )
+            self.positions[instrument] = quantity
+            
+            print(f"{self.name}: BUY {quantity} units of {instrument} at {current_price}")
+            
+        elif fast_ma < slow_ma and current_position >= 0:
+            # Sell signal
+            
+            # Close any long position
+            if current_position > 0:
+                self.execute_order(
+                    symbol=instrument.split(':')[1],
+                    exchange=instrument.split(':')[0],
+                    transaction_type="SELL",
+                    quantity=current_position
+                )
+                self.positions[instrument] = 0
+                
+                print(f"{self.name}: SELL {current_position} units of {instrument} at {current_price}")
+            
+            # Option: Enter short position (if allowed)
+            # quantity = 10  # Fixed quantity for simplicity
+            # self.execute_order(
+            #     symbol=instrument.split(':')[1],
+            #     exchange=instrument.split(':')[0],
+            #     transaction_type="SELL",
+            #     quantity=quantity
+            # )
+            # self.positions[instrument] = -quantity
+            # print(f"{self.name}: SHORT {quantity} units of {instrument} at {current_price}")
+
+class BollingerBands(TradingStrategy):
+    """Bollinger Bands Strategy"""
+    def __init__(self, name, symbols, period=20, std_dev=2):
+        super().__init__(name, symbols)
+        self.period = period
+        self.std_dev = std_dev
+        self.price_history = {s: [] for s in symbols}
+    
+    def on_tick(self, tick):
+        if not self.active:
+            return
+            
+        instrument = tick.get('instrument')
+        ltp = tick.get('ltp')
+        
+        if instrument in self.symbols and ltp is not None:
+            # Store the current price
+            self.prices[instrument] = ltp
+            
+            # Add to price history
+            self.price_history[instrument].append(ltp)
+            
+            # Keep only enough prices for the calculation
+            if len(self.price_history[instrument]) > self.period:
+                self.price_history[instrument].pop(0)
+            
+            # Check for trading signals if we have enough data
+            if len(self.price_history[instrument]) >= self.period:
+                self.check_signals(instrument)
+    
+    def check_signals(self, instrument):
+        prices = self.price_history[instrument]
+        
+        # Calculate Bollinger Bands
+        sma = sum(prices) / len(prices)
+        std = np.std(prices)
+        upper_band = sma + (std * self.std_dev)
+        lower_band = sma - (std * self.std_dev)
+        
+        # Get current position and price
+        current_position = self.positions.get(instrument, 0)
+        current_price = self.prices[instrument]
+        
+        # Generate signals
+        if current_price < lower_band and current_position <= 0:
+            # Buy signal (price below lower band)
+            quantity = 10  # Fixed quantity for simplicity
+            
+            # Close any short position first
+            if current_position < 0:
+                self.execute_order(
+                    symbol=instrument.split(':')[1],
+                    exchange=instrument.split(':')[0],
+                    transaction_type="BUY",
+                    quantity=abs(current_position)
+                )
+                self.positions[instrument] = 0
+            
+            # Enter long position
+            self.execute_order(
+                symbol=instrument.split(':')[1],
+                exchange=instrument.split(':')[0],
+                transaction_type="BUY",
+                quantity=quantity
+            )
+            self.positions[instrument] = quantity
+            
+            print(f"{self.name}: BUY {quantity} units of {instrument} at {current_price} (below lower band {lower_band:.2f})")
+            
+        elif current_price > upper_band and current_position >= 0:
+            # Sell signal (price above upper band)
+            
+            # Close any long position
+            if current_position > 0:
+                self.execute_order(
+                    symbol=instrument.split(':')[1],
+                    exchange=instrument.split(':')[0],
+                    transaction_type="SELL",
+                    quantity=current_position
+                )
+                self.positions[instrument] = 0
+                
+                print(f"{self.name}: SELL {current_position} units of {instrument} at {current_price} (above upper band {upper_band:.2f})")
+
+class MultiStrategyManager:
+    """Manages multiple trading strategies"""
+    def __init__(self, quotes_client):
+        self.quotes_client = quotes_client
+        self.strategies = {}
+        
+    def add_strategy(self, strategy):
+        """Add a strategy to the manager"""
+        self.strategies[strategy.name] = strategy
+        
+        # Subscribe to all strategy symbols
+        for symbol in strategy.symbols:
+            if not symbol.startswith('NSE:') and not symbol.startswith('BSE:'):
+                print(f"Warning: Symbol {symbol} does not include exchange prefix")
+        
+    def on_tick(self, ws, tick):
+        """Process ticks and distribute to strategies"""
+        for strategy in self.strategies.values():
+            strategy.on_tick(tick)
+    
+    def on_connect(self, ws):
+        """Handle connection to quotes server"""
+        print(f"Connected to quotes server at {datetime.now()}")
+        
+        # Collect all symbols from all strategies
+        all_symbols = set()
+        for strategy in self.strategies.values():
+            all_symbols.update(strategy.symbols)
+        
+        # Subscribe to all symbols
+        if all_symbols:
+            ws.subscribe(list(all_symbols))
+            print(f"Subscribed to {len(all_symbols)} symbols")
+    
+    def start_all(self):
+        """Start all strategies"""
+        for strategy in self.strategies.values():
+            strategy.start()
+    
+    def stop_all(self):
+        """Stop all strategies"""
+        for strategy in self.strategies.values():
+            strategy.stop()
+    
+    def start_strategy(self, name):
+        """Start a specific strategy"""
+        if name in self.strategies:
+            self.strategies[name].start()
+        else:
+            print(f"Strategy {name} not found")
+    
+    def stop_strategy(self, name):
+        """Stop a specific strategy"""
+        if name in self.strategies:
+            self.strategies[name].stop()
+        else:
+            print(f"Strategy {name} not found")
+    
+    def run(self):
+        """Run the strategy manager"""
+        # Set up callbacks
+        self.quotes_client.on_tick = self.on_tick
+        self.quotes_client.on_connect = self.on_connect
+        self.quotes_client.on_error = lambda ws, error: print(f"Error: {error}")
+        
+        # Start all strategies
+        self.start_all()
+        
+        # Start the quotes client (blocking call)
+        try:
+            self.quotes_client.connect()
+        except KeyboardInterrupt:
+            print("\nMulti-strategy manager stopped by user")
+            self.stop_all()
+            self.quotes_client.stop()
+
+# Create strategies
+ma_strategy = MovingAverageCrossover(
+    name="MA Crossover",
+    symbols=["NSE:SBIN:3045", "NSE:ICICIBANK:4963"],
+    fast_period=10,
+    slow_period=30
+)
+
+bb_strategy = BollingerBands(
+    name="Bollinger Bands",
+    symbols=["NSE:RELIANCE:2885", "NSE:TCS:2953"],
+    period=20,
+    std_dev=2
+)
+
+# Create and run the multi-strategy manager
+manager = MultiStrategyManager(quotes_client)
+manager.add_strategy(ma_strategy)
+manager.add_strategy(bb_strategy)
+manager.run()
+```
+
+## Error Handling
+
+The SDK provides several mechanisms for handling errors:
+
+### Exception Handling
+
+All API calls can throw exceptions, which should be caught and handled:
+
+```python
+try:
+    order_response = client.place_order(
+        exchange=client.EXCHANGE_NSE,
+        trading_symbol="SBIN",
+        transaction_type=client.TRANSACTION_TYPE_BUY,
+        quantity=10,
+        order_type=client.ORDER_TYPE_MARKET,
+        product=client.PRODUCT_CNC
+    )
+    print(f"Order placed successfully: {order_response.get('orderId')}")
+except Exception as e:
+    print(f"Error placing order: {e}")
+```
+
+### Callback Error Handling
+
+For the WebSocket client, errors are also sent via the `on_error` callback:
+
+```python
+def on_error(ws, error):
+    """Handle WebSocket errors"""
+    print(f"WebSocket error: {error}")
+    
+    # You could implement reconnection logic or alerting here
+    if isinstance(error, ConnectionRefusedError):
+        print("Connection refused. Check server status.")
+    elif isinstance(error, TimeoutError):
+        print("Connection timed out. Check network.")
+
+quotes_client.on_error = on_error
+```
+
+### Logging
+
+Both clients support different log levels:
+
+```python
+client = WizzerClient(
+    base_url="https://api-url.in",
+    token="your-jwt-token",
+    log_level="debug"  # Options: "error", "info", "debug"
+)
+```
+
+The logs can help diagnose issues during development and production.
+
+## Troubleshooting
+
+### Common Issues
+
+#### Authentication Issues
+
+If you're facing authentication errors:
+
+1. Check that your token is valid and not expired
+2. Ensure you're using the correct base_url for production or development
+3. Verify environment variables if you're using them
+
+Example of token validation:
+```python
+def is_token_valid(token):
+    """Basic validation of JWT token format"""
+    parts = token.split('.')
+    if len(parts) != 3:
+        return False
+    
+    # Check if the token is expired
+    import base64
+    import json
+    import time
+    
+    try:
+        # Decode the payload
+        payload = parts[1]
+        # Add padding if needed
+        payload += '=' * (4 - len(payload) % 4) if len(payload) % 4 != 0 else ''
+        decoded = base64.b64decode(payload)
+        data = json.loads(decoded)
+        
+        # Check expiration
+        if 'exp' in data:
+            return data['exp'] > time.time()
+        return True
+    except Exception:
+        return False
+
+# Check if token is valid
+if not is_token_valid(token):
+    print("Token is invalid or expired. Please get a new token.")
+```
+
+#### WebSocket Connection Issues
+
+If you're having trouble connecting to the WebSocket server:
+
+1. Check network connectivity and firewall settings
+2. Verify the WebSocket URL is correct
+3. Check if the server supports SSL/TLS if using 'wss://' protocol
+4. Try with a smaller `max_message_size` to rule out size limitations
+
+#### Order Placement Failures
+
+If orders are not being placed successfully:
+
+1. Check the error message from the API response
+2. Verify that you're using the correct exchange, symbol, and token
+3. Ensure you have sufficient funds/holdings for the trade
+4. Check that market hours are active for the segment you're trading
+
+## API Reference
+
+For a complete list of all available methods and parameters, refer to the class docstrings within the SDK.
+
+```python
+# Example of getting detailed help on a method
+help(WizzerClient.place_order)
+```
+
+### Environment Variables
+
+All supported environment variables:
+
+- `WZ__QUOTES_BASE_URL`: WebSocket URL for the quotes server
+- `WZ__API_BASE_URL`: Base URL for the Wizzer's REST API
+- `WZ__TOKEN`: JWT token for authentication
+- `WZ__STRATEGY_ID`: Default strategy ID to use if not provided in methods
+
+### Full Method List
+
+#### QuotesClient
+- `__init__(base_url, token, log_level, max_message_size, batch_size)`
+- `connect()` - Connect in blocking mode
+- `connect_async()` - Connect in non-blocking mode
+- `stop()` - Stop the WebSocket connection
+- `subscribe(instruments)` - Subscribe to instruments
+- `unsubscribe(instruments)` - Unsubscribe from instruments
+
+#### WizzerClient
+- `__init__(base_url, token, strategy_id, log_level)`
+- `get_indices(trading_symbol, exchange)`
+- `get_index_components(trading_symbol, exchange)`
+- `get_historical_ohlcv(instruments, start_date, end_date, ohlcv, interval)`
+- `place_order(exchange, trading_symbol, transaction_type, quantity, ...)`
+- `modify_order(order_id, **params)`
+- `cancel_order(order_id)`
+- `get_order(order_id)`
+- `get_positions(position_status)`
+- `get_open_positions()`
+- `get_closed_positions()`
+- `get_holdings(portfolios)`
+- `create_basket(name, instruments, weightage_scheme, capital, instrument_types)`
+- `get_baskets()`
+- `get_basket(basket_id)`
+- `get_basket_instruments(basket_id)`
+- `place_basket_order(trading_symbol, transaction_type, quantity, ...)`
+- `place_basket_exit_order(trading_symbol, exchange, transaction_type, quantity, exchange_token, **kwargs)`
+- `modify_basket_order(order_id, **params)`
+- `rebalance_basket(trading_symbol, instruments)`
+- `exit_all_positions()`
+- `exit_strategy_positions(strategy_id)`