Merge pull request #41 from TexasCoding/patch_v2

v3.1.8: Fix real-time data for E-mini contracts and low-volume periods

Author: TexasCoding

CHANGELOG.md

@@ -14,6 +14,37 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Migration guides will be provided for all breaking changes
 - Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed
 
+## [3.1.8] - 2025-08-12
+
+### Fixed
+- **🔧 Real-time Data Processing**: Fixed real-time data not being processed for E-mini contracts (NQ/ES)
+  - Symbol matching now handles contract resolution (e.g., NQ resolves to ENQ)
+  - Stores both original instrument and resolved symbol ID for proper matching
+  - Affects all contracts where user symbol differs from exchange symbol
+
+### Added
+- **⏱️ Bar Timer Mechanism**: Automatic bar creation during low-volume periods
+  - Creates empty bars (volume=0) at regular intervals when no ticks arrive
+  - Ensures consistent bar generation for all instruments regardless of trading activity
+  - Particularly important for low-volume contracts and after-hours trading
+  - Empty bars maintain price continuity using the last close price
+
+### Improved
+- Enhanced symbol validation to support both user-specified and exchange-resolved symbols
+- Better handling of futures contract name resolution (NQ→ENQ, ES→EP, etc.)
+- More robust real-time data pipeline for all futures contracts
+
+## [3.1.7] - 2025-08-12
+
+### Changed
+- Updated documentation and examples for better clarity
+- Minor code improvements and optimizations
+
+### Documentation
+- Updated CLAUDE.md with current v3.1.7 information
+- Corrected code examples to use TradingSuite API
+- Removed references to deprecated factory functions
+
 ## [3.1.6] - 2025-08-12
 
 ### Fixed

CLAUDE.md

@@ -2,7 +2,7 @@
 
 This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
 
-## Project Status: v3.1.6 - Stable Production Release
+## Project Status: v3.1.8 - Stable Production Release
 
 **IMPORTANT**: This project uses a fully asynchronous architecture. All APIs are async-only, optimized for high-performance futures trading.
 
@@ -166,29 +166,17 @@ uv run python -m build       # Alternative build command
 
 **Async Factory Functions**: Use async `create_*` functions for component initialization:
 ```python
-# Async factory pattern (v2.0.0+)
+# TradingSuite - Recommended approach (v3.0.0+)
 async def setup_trading():
-    async with ProjectX.from_env() as client:
-        await client.authenticate()
-        
-        # Create managers with async patterns
-        realtime_client = await create_realtime_client(
-            client.jwt_token, 
-            str(client.account_id)
-        )
-        
-        order_manager = create_order_manager(client, realtime_client)
-        position_manager = create_position_manager(client, realtime_client)
-        
-        # Or use the all-in-one factory
-        suite = await create_trading_suite(
-            instrument="MNQ",
-            project_x=client,
-            jwt_token=client.jwt_token,
-            account_id=client.account_id
-        )
-        
-        return suite
+    # Simple one-line setup with TradingSuite
+    suite = await TradingSuite.create(
+        "MNQ",
+        timeframes=["1min", "5min"],
+        features=["orderbook"]
+    )
+    
+    # Everything is ready - client authenticated, realtime connected
+    return suite
 ```
 
 **Dependency Injection**: Managers receive their dependencies (ProjectX client, realtime client) rather than creating them.
@@ -300,6 +288,16 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
+### v3.1.8 - Latest Release
+- **Fixed**: Real-time data processing for E-mini contracts (NQ/ES) that resolve to different symbols
+- **Added**: Bar timer mechanism to create empty bars during low-volume periods
+- **Improved**: Symbol matching to handle contract resolution (e.g., NQ→ENQ)
+- **Enhanced**: Real-time data manager now properly processes all futures contracts
+
+### v3.1.7 - Previous Release
+- Minor updates and improvements
+- Documentation enhancements
+
 ### v3.1.6 - Critical Deadlock Fix
 - **Fixed**: Deadlock when calling `suite.data` methods from event handler callbacks (Issue #39)
 - **Improved**: Event emission now non-blocking to prevent handler deadlocks
@@ -343,29 +341,31 @@ async with ProjectX.from_env() as client:
 - All core modules organized as packages with focused submodules
 - Improved code organization and maintainability
 
-### Trading Suite Usage
+### Trading Suite Usage (v3.0.0+)
 ```python
 # Complete trading suite with all managers
-from project_x_py import create_trading_suite
+from project_x_py import TradingSuite
 
 async def main():
-    suite = await create_trading_suite(
-        instrument="MNQ",
+    suite = await TradingSuite.create(
+        "MNQ",
         timeframes=["1min", "5min"],
-        enable_orderbook=True,
-        enable_risk_management=True
+        features=["orderbook", "risk_manager"],
+        initial_days=5
     )
 
     # All managers are integrated and ready
-    await suite.start()
+    # No need to call start() - already connected
 
     # Access individual managers
-    order = await suite.order_manager.place_market_order(
-        "MNQ", 1, "BUY"
+    order = await suite.orders.place_market_order(
+        contract_id=suite.instrument_info.id,
+        side=0,  # Buy
+        size=1
     )
 
-    position = suite.position_manager.get_position("MNQ")
-    bars = suite.data_manager.get_bars("MNQ", "1min")
+    position = await suite.positions.get_position("MNQ")
+    bars = await suite.data.get_data("1min")
 ```
 
 ### Key Async Examples
@@ -375,24 +375,23 @@ async with ProjectX.from_env() as client:
     await client.authenticate()
     bars = await client.get_bars("MNQ", days=5)
 
-# Real-time data
+# Real-time data with TradingSuite
 async def stream_data():
-    async with ProjectX.from_env() as client:
-        await client.authenticate()
-        
-        realtime = await create_realtime_client(
-            client.jwt_token,
-            str(client.account_id)
-        )
-        
-        data_manager = create_realtime_data_manager(
-            "MNQ", client, realtime
-        )
-        
-        # Set up callbacks
-        data_manager.on_bar_received = handle_bar
-        
-        # Start streaming
-        await realtime.connect()
-        await data_manager.start_realtime_feed()
+    suite = await TradingSuite.create(
+        "MNQ",
+        timeframes=["1min", "5min"]
+    )
+    
+    # Register event handlers
+    from project_x_py import EventType
+    
+    async def handle_bar(event):
+        print(f"New bar: {event.data}")
+    
+    await suite.on(EventType.NEW_BAR, handle_bar)
+    
+    # Data is already streaming
+    # Access current data
+    current_price = await suite.data.get_current_price()
+    bars = await suite.data.get_data("1min")
 ```

GEMINI.md

@@ -2,7 +2,7 @@
 
 This file provides guidance to Google's Gemini models when working with code in this repository.
 
-## Project Status: v3.1.1 - Stable Production Release
+## Project Status: v3.1.7 - Stable Production Release
 
 **IMPORTANT**: This project uses a fully asynchronous architecture. All APIs are async-only, optimized for high-performance futures trading.
 
@@ -96,7 +96,7 @@ uv run python -m build       # Alternative build command
 
 ## Project Architecture
 
-### Core Components (v3.0.1 - Multi-file Packages)
+### Core Components (v3.0.2 - Multi-file Packages)
 
 **ProjectX Client (`src/project_x_py/client/`)**
 - Main async API client for TopStepX ProjectX Gateway
@@ -166,29 +166,17 @@ uv run python -m build       # Alternative build command
 
 **Async Factory Functions**: Use async `create_*` functions for component initialization:
 ```python
-# Async factory pattern (v2.0.0+)
+# TradingSuite - Recommended approach (v3.0.0+)
 async def setup_trading():
-    async with ProjectX.from_env() as client:
-        await client.authenticate()
-        
-        # Create managers with async patterns
-        realtime_client = await create_realtime_client(
-            client.jwt_token, 
-            str(client.account_id)
-        )
-        
-        order_manager = create_order_manager(client, realtime_client)
-        position_manager = create_position_manager(client, realtime_client)
-        
-        # Or use the all-in-one factory
-        suite = await create_trading_suite(
-            instrument="MNQ",
-            project_x=client,
-            jwt_token=client.jwt_token,
-            account_id=client.account_id
-        )
-        
-        return suite
+    # Simple one-line setup with TradingSuite
+    suite = await TradingSuite.create(
+        "MNQ",
+        timeframes=["1min", "5min"],
+        features=["orderbook"]
+    )
+    
+    # Everything is ready - client authenticated, realtime connected
+    return suite
 ```
 
 **Dependency Injection**: Managers receive their dependencies (ProjectX client, realtime client) rather than creating them.
@@ -300,6 +288,34 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
+### v3.1.7 - Latest Release
+- Minor updates and improvements
+- Documentation enhancements
+
+### v3.1.6 - Critical Deadlock Fix
+- **Fixed**: Deadlock when calling `suite.data` methods from event handler callbacks (Issue #39)
+- **Improved**: Event emission now non-blocking to prevent handler deadlocks
+- **Enhanced**: Event triggering moved outside lock scope for better concurrency
+- **Added**: Missing asyncio import in data_processing module
+- **Maintained**: Full API compatibility - no breaking changes
+
+### v3.1.5 - Enhanced Bar Data Retrieval
+- **Added**: Optional `start_time` and `end_time` parameters to `get_bars()` method
+- **Improved**: Precise time range specification for historical data queries
+- **Enhanced**: Full timezone support with automatic UTC conversion
+- **Maintained**: Complete backward compatibility with existing `days` parameter
+
+### v3.1.4 - WebSocket Connection Fix
+- **Fixed**: Critical WebSocket error with missing `_use_batching` attribute
+- **Improved**: Proper mixin initialization in ProjectXRealtimeClient
+- **Enhanced**: More robust real-time connection handling
+
+### v3.0.2 - Bug Fixes and Improvements
+- **Order Lifecycle Tracking**: Fixed asyncio concurrency and field reference issues
+- **Order Templates**: Fixed instrument lookup to use cached object
+- **Cleanup Functionality**: Added comprehensive order/position cleanup
+- **Documentation**: Updated all docs to reflect current version
+
 ### v3.0.1 - Production Ready
 - **Performance Optimizations**: Enhanced connection pooling and caching
 - **Event Bus System**: Unified event handling across all components
@@ -319,29 +335,31 @@ async with ProjectX.from_env() as client:
 - All core modules organized as packages with focused submodules
 - Improved code organization and maintainability
 
-### Trading Suite Usage
+### Trading Suite Usage (v3.0.0+)
 ```python
 # Complete trading suite with all managers
-from project_x_py import create_trading_suite
+from project_x_py import TradingSuite
 
 async def main():
-    suite = await create_trading_suite(
-        instrument="MNQ",
+    suite = await TradingSuite.create(
+        "MNQ",
         timeframes=["1min", "5min"],
-        enable_orderbook=True,
-        enable_risk_management=True
+        features=["orderbook", "risk_manager"],
+        initial_days=5
     )
 
     # All managers are integrated and ready
-    await suite.start()
+    # No need to call start() - already connected
 
     # Access individual managers
-    order = await suite.order_manager.place_market_order(
-        "MNQ", 1, "BUY"
+    order = await suite.orders.place_market_order(
+        contract_id=suite.instrument_info.id,
+        side=0,  # Buy
+        size=1
     )
 
-    position = suite.position_manager.get_position("MNQ")
-    bars = suite.data_manager.get_bars("MNQ", "1min")
+    position = await suite.positions.get_position("MNQ")
+    bars = await suite.data.get_data("1min")
 ```
 
 ### Key Async Examples
@@ -351,24 +369,23 @@ async with ProjectX.from_env() as client:
     await client.authenticate()
     bars = await client.get_bars("MNQ", days=5)
 
-# Real-time data
+# Real-time data with TradingSuite
 async def stream_data():
-    async with ProjectX.from_env() as client:
-        await client.authenticate()
-        
-        realtime = await create_realtime_client(
-            client.jwt_token,
-            str(client.account_id)
-        )
-        
-        data_manager = create_realtime_data_manager(
-            "MNQ", client, realtime
-        )
-        
-        # Set up callbacks
-        data_manager.on_bar_received = handle_bar
-        
-        # Start streaming
-        await realtime.connect()
-        await data_manager.start_realtime_feed()
+    suite = await TradingSuite.create(
+        "MNQ",
+        timeframes=["1min", "5min"]
+    )
+    
+    # Register event handlers
+    from project_x_py import EventType
+    
+    async def handle_bar(event):
+        print(f"New bar: {event.data}")
+    
+    await suite.on(EventType.NEW_BAR, handle_bar)
+    
+    # Data is already streaming
+    # Access current data
+    current_price = await suite.data.get_current_price()
+    bars = await suite.data.get_data("1min")
 ```