feat(async): add API compatibility improvements for sync migration

- Add 'live' parameter to AsyncProjectX.get_instrument() for sync compatibility
- Create migration plan documentation (sync_to_async_migration_plan.md)
- Document migration gaps and action items (async_migration_gaps.md)
- Identify missing methods and API differences
- All async examples verified working

Author: TexasCoding

async_migration_gaps.md

@@ -0,0 +1,105 @@
+# Async Migration Gaps and Action Items
+
+## Critical Gaps to Address
+
+### 1. Missing Methods in AsyncProjectX
+
+#### High Priority (Core Functionality):
+- [ ] **`get_account_info()` property**: Sync version has this as a property/method. Async version stores it but doesn't expose it as a property
+  - **Action**: Add `@property` for `account_info` in AsyncProjectX
+  
+- [ ] **`get_session_token()` property**: Sync exposes JWT token retrieval
+  - **Action**: Add `@property` for `session_token` in AsyncProjectX
+
+#### Low Priority (Nice to Have):
+- [ ] **`test_contract_selection()`**: Testing utility
+  - **Action**: Consider if needed in async version
+
+### 2. Method Signature Differences
+
+#### Must Fix:
+- [ ] **`get_instrument()`**: Async version missing `live` parameter
+  - **Action**: Add `live: bool = False` parameter to async version
+  
+- [ ] **`list_accounts()`**: Return type mismatch
+  - **Sync**: Returns `list[dict]`
+  - **Async**: Returns `list[Account]`
+  - **Action**: Verify if this is intentional improvement or needs alignment
+
+### 3. Method Naming Inconsistencies
+
+- [ ] **`get_data()` vs `get_bars()`**: Same functionality, different names
+  - **Action**: Consider adding `get_data()` as alias for backwards compatibility
+
+### 4. Authentication Pattern Differences
+
+The async version requires explicit `authenticate()` call while sync does it automatically.
+- **Action**: Document this clearly in migration guide
+
+## Components Verification Status
+
+### ✅ Fully Verified Components:
+1. **Examples**: All 9 examples have working async versions
+2. **Factory Functions**: All have async equivalents in `__init__.py`
+
+### 🔄 Partially Verified Components:
+1. **AsyncProjectX**: Missing some convenience methods/properties
+2. **AsyncOrderManager**: Needs method-by-method verification
+3. **AsyncPositionManager**: Needs method-by-method verification
+4. **AsyncRealtimeDataManager**: Needs method-by-method verification
+5. **AsyncOrderBook**: Refactored into module structure, needs verification
+
+### ❓ Not Yet Verified:
+1. Unit test coverage comparison
+2. Performance benchmarks
+3. Real-world usage patterns
+
+## Immediate Action Items
+
+1. **Add missing properties to AsyncProjectX**:
+   ```python
+   @property
+   def account_info(self) -> Account | None:
+       return self._account_info
+   
+   @property
+   def session_token(self) -> str:
+       return self._session_token
+   ```
+
+2. **Fix `get_instrument()` signature**:
+   ```python
+   async def get_instrument(self, symbol: str, live: bool = False) -> Instrument:
+   ```
+
+3. **Create detailed method comparison for remaining components**:
+   - AsyncOrderManager vs OrderManager
+   - AsyncPositionManager vs PositionManager
+   - AsyncRealtimeDataManager vs ProjectXRealtimeDataManager
+   - AsyncOrderBook vs OrderBook
+
+## Migration Strategy Recommendations
+
+1. **Phase 1**: Fix critical gaps (properties, method signatures)
+2. **Phase 2**: Add deprecation warnings to sync versions
+3. **Phase 3**: Create comprehensive migration guide with examples
+4. **Phase 4**: Release v2.0.0 with async-only support
+
+## Backwards Compatibility Options
+
+Consider creating sync wrappers for critical methods:
+```python
+def get_data_sync(client: AsyncProjectX, *args, **kwargs):
+    """Sync wrapper for backwards compatibility"""
+    import asyncio
+    return asyncio.run(client.get_bars(*args, **kwargs))
+```
+
+## Testing Requirements
+
+Before removing sync versions:
+1. Run all examples with both sync and async
+2. Compare outputs for consistency
+3. Benchmark performance differences
+4. Test error handling scenarios
+5. Verify real-time data handling

async_orderbook_remaining_issues.md

@@ -0,0 +1,53 @@
+# Async OrderBook Remaining Issues
+
+## Summary of Fixed Issues ✅
+1. **get_liquidity_levels** - Now returns lists instead of DataFrames
+2. **get_order_type_statistics** - Made non-async 
+3. **get_recent_trades** - Returns properly formatted list
+4. **get_price_level_history** - Added method with correct signature
+5. **Timezone comparisons** - Fixed in cumulative_delta, trade_flow_summary, and volume_profile
+
+## Remaining Issues to Fix 🔧
+
+### 1. Iceberg Detection Not Working
+**Issue**: Always returns "No potential iceberg orders detected"
+**Root Cause**: The async version uses a simplified algorithm compared to sync version
+**Sync Version Features**:
+- Builds DataFrame from price level history for statistical analysis
+- Uses groupby operations for aggregation
+- Calculates sophisticated confidence scores
+- Cross-references with trade data
+- Has configurable parameters for min_total_volume, statistical_confidence
+
+**Solution**: Port the sync version's advanced detection logic
+
+### 2. Order Clusters Detection Too Sensitive
+**Issue**: Finding 66 clusters (33 bid, 33 ask) which seems excessive
+**Root Cause**: The clustering algorithm is too simple - it just groups prices within tolerance
+**Sync Version Features**:
+- Uses price level history for clustering
+- Calculates cluster strength based on persistence and volume
+- Enhances clusters with current orderbook data
+- Has better tolerance calculation (3x tick size)
+
+**Solution**: Implement more sophisticated clustering that considers volume and persistence
+
+### 3. Volume Profile Shows Zero POC
+**Issue**: Point of Control (POC) shows $0.00 despite having trades
+**Possible Cause**: The bucketing logic might not be working correctly
+**Solution**: Debug the price bucketing algorithm
+
+### 4. Missing Cross-References
+The sync version has several helper methods that the async version lacks:
+- `_cross_reference_with_trades`
+- `_find_clusters_from_history`
+- `_enhance_clusters_with_current_data`
+
+## Recommendations
+
+1. **Priority 1**: Fix iceberg detection by porting the sync version's algorithm
+2. **Priority 2**: Improve cluster detection to reduce false positives
+3. **Priority 3**: Fix volume profile POC calculation
+4. **Priority 4**: Consider implementing the sync version's `get_liquidity_levels` which analyzes persistent liquidity using price level history
+
+The async version needs to match the sync version's sophisticated market microstructure analysis capabilities for production use.

benchmarks/async_vs_sync_benchmark.py

@@ -15,9 +15,7 @@
 import asyncio
 import time
 from concurrent.futures import ThreadPoolExecutor
-from datetime import datetime
 from statistics import mean, stdev
-from typing import Any, Dict, List
 
 from project_x_py import (
     AsyncProjectX,
@@ -31,12 +29,12 @@ class BenchmarkResults:
 
     def __init__(self, name: str):
         self.name = name
-        self.times: List[float] = []
+        self.times: list[float] = []
 
     def add_time(self, duration: float):
         self.times.append(duration)
 
-    def get_stats(self) -> Dict[str, float]:
+    def get_stats(self) -> dict[str, float]:
         if not self.times:
             return {"mean": 0, "stdev": 0, "min": 0, "max": 0}
 

clean_iceberg_method.py

@@ -0,0 +1,25 @@
+#!/usr/bin/env python3
+"""Clean up the broken iceberg method."""
+
+# Read the file
+with open("src/project_x_py/async_orderbook.py") as f:
+    lines = f.readlines()
+
+# Find the broken part starting at line 1001
+# Remove everything from line 1001 to the next valid method
+output_lines = []
+skip = False
+for i, line in enumerate(lines):
+    if i == 1000:  # Line 1001 (0-indexed)
+        skip = True
+    elif skip and line.strip().startswith("async def add_callback"):
+        skip = False
+
+    if not skip:
+        output_lines.append(line)
+
+# Write back
+with open("src/project_x_py/async_orderbook.py", "w") as f:
+    f.writelines(output_lines)
+
+print("✅ Cleaned up broken iceberg method implementation")

examples/async_06_multi_timeframe_strategy.py

@@ -194,7 +194,7 @@ async def generate_trading_signal(self):
             orderbook = analysis.get("orderbook")
 
             # Check if we have all required data
-            if not all([longterm, medium, shortterm]):
+            if not longterm or not medium or not shortterm:
                 return None
 
             # Strategy logic: All timeframes must align
@@ -210,14 +210,17 @@ async def generate_trading_signal(self):
                     if medium["momentum"] == "strong":
                         confidence = min(confidence * 1.2, 100)
 
-            elif shortterm["signal"] == "sell":
-                if longterm["trend"] == "bearish" and medium["trend"] == "bearish":
-                    signal = "SELL"
-                    confidence = min(longterm["strength"] * 100, 100)
+            elif (
+                shortterm["signal"] == "sell"
+                and longterm["trend"] == "bearish"
+                and medium["trend"] == "bearish"
+            ):
+                signal = "SELL"
+                confidence = min(longterm["strength"] * 100, 100)
 
-                    # Boost confidence if momentum is strong
-                    if medium["momentum"] == "weak":
-                        confidence = min(confidence * 1.2, 100)
+                # Boost confidence if momentum is strong
+                if medium["momentum"] == "weak":
+                    confidence = min(confidence * 1.2, 100)
 
             if signal:
                 self.signal_count += 1
@@ -395,6 +398,11 @@ def signal_handler(signum, frame):
         # Create async client
         async with AsyncProjectX.from_env() as client:
             await client.authenticate()
+
+            if client.account_info is None:
+                print("❌ No account info found")
+                return
+
             print(f"✅ Connected as: {client.account_info.name}")
 
             # Create trading suite with all components

examples/async_factory_functions_demo.py

@@ -6,8 +6,6 @@
 """
 
 import asyncio
-import json
-from datetime import datetime
 
 from project_x_py import (
     create_async_client,

examples/async_integrated_trading_suite.py

@@ -6,7 +6,6 @@
 """
 
 import asyncio
-import json
 from datetime import datetime
 
 from project_x_py import (
@@ -177,7 +176,7 @@ async def main():
         print(
             f"  Connection Errors: {final_stats['connection_errors'] - initial_stats['connection_errors']}"
         )
-        print(f"  Managers Sharing Connection: 4 (Position, Order, Data, OrderBook)")
+        print("  Managers Sharing Connection: 4 (Position, Order, Data, OrderBook)")
 
         # Clean up
         print("\n🧹 Cleaning up...")

examples/async_order_manager_usage.py

@@ -6,8 +6,6 @@
 """
 
 import asyncio
-import os
-from decimal import Decimal
 
 from project_x_py import AsyncOrderManager, AsyncProjectX
 
@@ -56,7 +54,7 @@ async def main():
             take_profit_offset=20.0,  # 20 points above entry
         )
         if bracket and bracket.success:
-            print(f"✅ Bracket order placed:")
+            print("✅ Bracket order placed:")
             print(f"   Entry: {bracket.entry_order_id}")
             print(f"   Stop Loss: {bracket.stop_order_id}")
             print(f"   Take Profit: {bracket.target_order_id}")
@@ -84,7 +82,7 @@ async def main():
             print(f"\n❌ Cancelling order {open_orders[1].id}...")
             success = await order_manager.cancel_order(open_orders[1].id)
             if success:
-                print(f"✅ Order cancelled")
+                print("✅ Order cancelled")
 
         # 7. Display statistics
         stats = order_manager.get_stats()

examples/async_position_manager_usage.py

@@ -6,8 +6,6 @@
 """
 
 import asyncio
-import os
-from decimal import Decimal
 
 from project_x_py import AsyncPositionManager, AsyncProjectX
 

examples/async_realtime_client_usage.py

@@ -161,7 +161,7 @@ async def main():
 
             # Show final stats
             final_stats = realtime_client.get_stats()
-            print(f"\n📊 Final Statistics:")
+            print("\n📊 Final Statistics:")
             print(f"  Events Received: {final_stats['events_received']}")
             print(f"  Connection Errors: {final_stats['connection_errors']}")