Merge pull request #14 from TexasCoding:code_cleanup

Code_cleanup

Author: TexasCoding

examples/01_basic_client_connection.py

@@ -6,7 +6,7 @@
 This is the foundation for all other async examples.
 
 Usage:
-    Run with: uv run examples/async_01_basic_client_connection.py
+    Run with: uv run examples/01_basic_client_connection.py
     Or use test.sh which sets environment variables: ./test.sh
 
 Author: TexasCoding

examples/02_order_management.py

@@ -17,7 +17,7 @@
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_02_order_management.py
+    Or: uv run examples/02_order_management.py
 
 Author: TexasCoding
 Date: July 2025
@@ -32,6 +32,7 @@
     create_realtime_client,
     setup_logging,
 )
+from project_x_py.models import Order
 
 
 async def wait_for_user_confirmation(message: str) -> bool:
@@ -80,7 +81,11 @@ async def show_order_status(order_manager, order_id: int, description: str):
     else:
         # Fall back to API check for status
         print(f"   Order {order_id} not in real-time cache, checking API...")
-        api_order = await order_manager.get_order_by_id(order_id)
+        api_order: Order | None = await order_manager.get_order_by_id(order_id)
+        if not isinstance(api_order, Order):
+            print(f"   Order {order_id} not found in API either")
+            return
+
         if api_order:
             status_map = {1: "Open", 2: "Filled", 3: "Cancelled", 4: "Partially Filled"}
             status = status_map.get(api_order.status, f"Unknown ({api_order.status})")

examples/03_position_management.py

@@ -13,7 +13,7 @@
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_03_position_management.py
+    Or: uv run examples/03_position_management.py
 
 Author: TexasCoding
 Date: July 2025
@@ -30,13 +30,14 @@
     create_realtime_client,
     setup_logging,
 )
-from project_x_py.async_realtime_data_manager import AsyncRealtimeDataManager
+from project_x_py.position_manager import PositionManager
+from project_x_py.realtime_data_manager import RealtimeDataManager
 
 
 async def get_current_market_price(
     client: ProjectX,
     symbol="MNQ",
-    realtime_data_manager: AsyncRealtimeDataManager | None = None,
+    realtime_data_manager: RealtimeDataManager | None = None,
 ):
     """Get current market price with async fallback for closed markets."""
     # Try to get real-time price first if available
@@ -74,7 +75,7 @@ async def try_get_data(days, interval):
     return None
 
 
-async def display_positions(position_manager):
+async def display_positions(position_manager: PositionManager):
     """Display current positions with detailed information."""
     print("\n📊 Current Positions:")
     print("-" * 80)
@@ -88,29 +89,24 @@ async def display_positions(position_manager):
     # Get portfolio P&L concurrently with position display
     pnl_task = asyncio.create_task(position_manager.get_portfolio_pnl())
 
+    portfolio_pnl = await pnl_task
     # Display each position
-    for symbol, position in positions.items():
-        print(f"\n{symbol}:")
-        print(f"  Quantity: {position.quantity}")
+    for position in positions:
+        print(f"\n{position.contractId}:")
+        print(f"  Quantity: {position.size}")
         print(f"  Average Price: ${position.averagePrice:.2f}")
-        print(f"  Position Value: ${position.positionValue:.2f}")
-        print(f"  Unrealized P&L: ${position.unrealizedPnl:.2f}")
-
-        # Show percentage change
-        if position.averagePrice > 0:
-            pnl_pct = (
-                position.unrealizedPnl / (position.quantity * position.averagePrice)
-            ) * 100
-            print(f"  P&L %: {pnl_pct:+.2f}%")
+        print(f"  Position Value: ${position.averagePrice:.2f}")
+        print(f"  Unrealized P&L: ${portfolio_pnl.get('unrealized_pnl', 0):.2f}")
 
     # Show portfolio totals
-    portfolio_pnl = await pnl_task
     print("\n" + "=" * 40)
-    print(f"Portfolio Total P&L: ${portfolio_pnl:.2f}")
+    print(f"Portfolio Total P&L: ${portfolio_pnl.get('net_pnl', 0):.2f}")
     print("=" * 40)
 
 
-async def monitor_positions_realtime(position_manager, duration_seconds=30):
+async def monitor_positions_realtime(
+    position_manager: PositionManager, duration_seconds: int = 30
+):
     """Monitor positions with real-time updates."""
     print(f"\n🔄 Monitoring positions for {duration_seconds} seconds...")
 

examples/04_realtime_data.py

@@ -14,7 +14,7 @@
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_04_realtime_data.py
+    Or: uv run examples/04_realtime_data.py
 
 Author: TexasCoding
 Date: July 2025
@@ -35,10 +35,10 @@
 )
 
 if TYPE_CHECKING:
-    from project_x_py.async_realtime_data_manager import AsyncRealtimeDataManager
+    from project_x_py.realtime_data_manager import RealtimeDataManager
 
 
-async def display_current_prices(data_manager: AsyncRealtimeDataManager):
+async def display_current_prices(data_manager: RealtimeDataManager):
     """Display current prices across all timeframes asynchronously."""
     print("\n📊 Current Prices:")
 

examples/05_orderbook_analysis.py

@@ -11,11 +11,11 @@
 - Market imbalance monitoring
 - Best bid/ask tracking
 
-Uses MNQ for Level 2 orderbook data with AsyncOrderBook.
+Uses MNQ for Level 2 orderbook data with OrderBook.
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_05_orderbook_analysis.py
+    Or: uv run examples/05_orderbook_analysis.py
 
 Note: This example includes several wait periods:
     - 5 seconds for initial data population
@@ -38,6 +38,7 @@
     create_realtime_client,
     setup_logging,
 )
+from project_x_py.orderbook import OrderBook
 
 
 async def display_best_prices(orderbook):
@@ -259,9 +260,9 @@ async def monitor_orderbook_feed(orderbook, duration_seconds=60):
     print(f"   Update Cycles: {update_count}", flush=True)
 
 
-async def demonstrate_all_orderbook_methods(orderbook):
-    """Comprehensive demonstration of all AsyncOrderBook methods."""
-    print("\n🔍 Testing all available AsyncOrderBook methods...", flush=True)
+async def demonstrate_all_orderbook_methods(orderbook: OrderBook):
+    """Comprehensive demonstration of all OrderBook methods."""
+    print("\n🔍 Testing all available OrderBook methods...", flush=True)
     print(
         "📝 Note: Some methods may show zero values without live market data connection"
     )

examples/06_multi_timeframe_strategy.py

@@ -15,7 +15,7 @@
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_06_multi_timeframe_strategy.py
+    Or: uv run examples/06_multi_timeframe_strategy.py
 
 Author: TexasCoding
 Date: July 2025
@@ -31,9 +31,10 @@
     create_trading_suite,
 )
 from project_x_py.indicators import RSI, SMA
+from project_x_py.models import BracketOrderResponse, Position
 
 
-class AsyncMultiTimeframeStrategy:
+class MultiTimeframeStrategy:
     """
     Async multi-timeframe trend following strategy.
 
@@ -47,11 +48,13 @@ class AsyncMultiTimeframeStrategy:
 
     def __init__(
         self,
+        client: ProjectX,
         trading_suite: dict,
         symbol: str = "MNQ",
         max_position_size: int = 2,
         risk_percentage: float = 0.02,
     ):
+        self.client = client
         self.suite = trading_suite
         self.symbol = symbol
         self.max_position_size = max_position_size
@@ -245,19 +248,20 @@ async def generate_trading_signal(self):
     async def execute_signal(self, signal_data: dict):
         """Execute trading signal with proper risk management."""
         # Check current position
-        positions = await self.position_manager.get_all_positions()
-        current_position = positions.get(self.symbol)
+        positions: list[Position] = await self.position_manager.get_all_positions()
+        current_position = next(
+            (pos for pos in positions if pos.contractId == self.symbol), None
+        )
 
         # Position size limits
-        if (
-            current_position
-            and abs(current_position.quantity) >= self.max_position_size
-        ):
+        if current_position and abs(current_position.size) >= self.max_position_size:
             self.logger.info("Max position size reached, skipping signal")
             return
 
         # Get account info for position sizing
-        account_balance = float(self.order_manager.project_x.account_info.balance)
+        account_balance = (
+            float(self.client.account_info.balance) if self.client.account_info else 0
+        )
 
         # Calculate position size based on risk
         entry_price = signal_data["price"]
@@ -285,11 +289,11 @@ async def execute_signal(self, signal_data: dict):
             return
 
         # Get active contract
-        instruments = await self.order_manager.project_x.search_instruments(self.symbol)
+        instruments = await self.client.search_instruments(self.symbol)
         if not instruments:
             return
 
-        contract_id = instruments[0].activeContract
+        contract_id = instruments[0].id
 
         # Place bracket order
         self.logger.info(
@@ -313,8 +317,14 @@ async def execute_signal(self, signal_data: dict):
                 take_profit_price=take_profit,
             )
 
+            if not isinstance(response, BracketOrderResponse):
+                self.logger.error(f"❌ Unexpected order type: {type(response)}")
+                return
+
             if response and response.success:
-                self.logger.info(f"✅ Order placed successfully: {response.orderId}")
+                self.logger.info(
+                    f"✅ Order placed successfully: {response.entry_order_id}"
+                )
             else:
                 self.logger.error("❌ Order placement failed")
 
@@ -433,7 +443,8 @@ def signal_handler(signum, frame):
                 await suite["data_manager"].start_realtime_feed()
 
             # Create and configure strategy
-            strategy = AsyncMultiTimeframeStrategy(
+            strategy = MultiTimeframeStrategy(
+                client=client,
                 trading_suite=suite,
                 symbol="MNQ",
                 max_position_size=2,

examples/07_technical_indicators.py

@@ -1,6 +1,6 @@
 #!/usr/bin/env python3
 """
-Async Technical Indicators Analysis Example
+Technical Indicators Analysis Example
 
 Demonstrates concurrent technical analysis using async patterns:
 - Concurrent calculation of multiple indicators
@@ -12,7 +12,7 @@
 
 Usage:
     Run with: ./test.sh (sets environment variables)
-    Or: uv run examples/async_07_technical_indicators.py
+    Or: uv run examples/07_technical_indicators.py
 
 Author: TexasCoding
 Date: July 2025
@@ -179,7 +179,7 @@ async def on_data_update(timeframe):
         update_count += 1
 
         # Get latest data
-        data = await data_manager.get_data(timeframe)
+        data: pl.DataFrame | None = await data_manager.get_data(timeframe)
         if data is None:
             return
 
@@ -189,8 +189,7 @@ async def on_data_update(timeframe):
             return
 
         # Calculate key indicators
-        data = data.pipe(RSI, period=14)
-        data = data.pipe(SMA, period=20)
+        data = data.pipe(RSI, period=14).pipe(SMA, period=20)
 
         last_row = data.tail(1)
         timestamp = datetime.now().strftime("%H:%M:%S")