Merge pull request #7 from TexasCoding:test_kilo

Test_kilo

Author: TexasCoding

.gitignore

@@ -2,7 +2,7 @@
 __pycache__/
 *.py[cod]
 *$py.class
-
+.grok/settings.json
 # C extensions
 *.so
 

.grok/GROK.md

@@ -0,0 +1,60 @@
+# GROK.md
+
+This file provides guidance to Grok CLI (x.ai/grok) when assisting with file editing, coding tasks, and system operations in this repository.
+
+## Project Overview
+This is a Python SDK/client library for the ProjectX Trading Platform Gateway API. It enables developers to build trading strategies with access to real-time market data, order management, and analysis using Polars for high-performance data processing.
+
+**Note**: Focus on toolkit development, not on creating trading strategies.
+
+## Tool Usage Guidelines
+As Grok CLI, you have access to tools like view_file, create_file, str_replace_editor, bash, search, and todo lists. Use them efficiently for tasks.
+
+- **ALWAYS** create a todo list for complex tasks.
+- **NEVER** overwrite existing files with create_file; use str_replace_editor.
+- **ALWAYS** view files before editing.
+- For searches, use the search tool or bash commands like grep.
+
+## Development Commands
+Use bash tool to execute these:
+
+### Package Management (UV)
+uv add [package]              # Add a dependency
+uv add --dev [package]        # Add a development dependency
+uv sync                       # Install/sync dependencies
+uv run [command]              # Run command in virtual environment
+
+### Testing
+uv run pytest                # Run all tests
+uv run pytest tests/test_client.py  # Run specific test file
+
+### Code Quality
+uv run ruff check .          # Lint code
+uv run ruff check . --fix    # Auto-fix linting issues
+uv run ruff format .         # Format code
+uv run mypy src/             # Type checking
+
+## Project Architecture
+Refer to CLAUDE.md for details, but when editing:
+- Use dependency injection in clients and managers.
+- Handle real-time data with WebSockets.
+- Ensure thread safety with locks.
+
+## Coding Rules for Edits
+When using str_replace_editor:
+- **ALWAYS** use modern Python 3.10+ features.
+- **PREFER** Polars over Pandas.
+- **ALWAYS** add type hints using | for unions.
+- **HANDLE** errors with custom exceptions.
+
+## Performance Considerations
+- Implement memory management in edits (e.g., sliding windows).
+- Optimize DataFrame operations with chaining and lazy evaluation.
+
+## Integration with ProjectX API
+- Use configurable endpoints.
+- Validate payloads strictly.
+- Map enums correctly.
+
+For any updates, ensure consistency with .cursorrules and CLAUDE.md.
+

CHANGELOG.md

@@ -5,6 +5,23 @@ All notable changes to the ProjectX Python client will be documented in this fil
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [1.1.2] - 2025-01-28
+
+### Enhanced
+- **🚀 OrderBook Performance Optimization**: Significant performance improvements for cluster detection
+  - **Dynamic Tick Size Detection**: OrderBook now uses real instrument metadata from ProjectX client
+  - **Cached Instrument Data**: Tick size fetched once during initialization, eliminating repeated API calls
+  - **Improved Cluster Analysis**: More accurate price tolerance based on actual instrument tick sizes
+  - **Backward Compatibility**: Maintains fallback to hardcoded values when client unavailable
+- **🔧 Factory Function Updates**: Enhanced `create_orderbook()` to accept ProjectX client reference
+  - **Better Integration**: OrderBook now integrates seamlessly with ProjectX client architecture
+  - **Dependency Injection**: Proper client reference passing for instrument metadata access
+
+### Fixed
+- **⚡ API Call Reduction**: Eliminated redundant `get_instrument()` calls during cluster detection
+- **🎯 Price Tolerance Accuracy**: Fixed hardcoded tick size assumptions with dynamic instrument lookup
+- **📊 Consistent Analysis**: OrderBook methods now use consistent, accurate tick size throughout lifecycle
+
 ## [1.1.0] - 2025-01-27
 
 ### Added

README.md

@@ -22,13 +22,13 @@ This Python SDK acts as a bridge between your trading strategies and the Project
 
 ## 📊 SDK Status
 
-**Current Version**: v1.1.1 (Documentation Accuracy & Enhanced Project Structure)
+**Current Version**: v1.1.2 (Documentation Accuracy & Enhanced Project Structure)
 
 ✅ **Production Ready SDK Components**:
 - Complete ProjectX Gateway API integration with connection pooling
 - Historical and real-time market data APIs with intelligent caching
 - 55+ technical indicators with computation caching (Full TA-Lib compatibility)
-- Institutional-grade orderbook analysis tools with memory management
+- Institutional-grade orderbook analysis tools with memory management and dynamic tick size detection
 - Portfolio and risk management APIs
 - **NEW**: 50-70% performance improvements through optimization
 - **NEW**: 60% memory usage reduction with sliding windows
@@ -296,10 +296,11 @@ for order in orders:
 
 ### Level 2 Market Depth Analysis
 ```python
-from project_x_py import create_orderbook
+from project_x_py import create_orderbook, ProjectX
 
-# Create orderbook with memory management
-orderbook = create_orderbook("MGC")
+# Create orderbook with dynamic tick size detection
+client = ProjectX.from_env()
+orderbook = create_orderbook("MGC", project_x=client)  # Uses real instrument metadata
 
 # Process market depth data (automatically from WebSocket)
 depth_snapshot = orderbook.get_orderbook_snapshot()
@@ -605,7 +606,7 @@ We welcome contributions! Please follow these guidelines:
 
 ## 📝 Changelog
 
-### Version 1.1.1 (Latest)
+### Version 1.1.2 (Latest)
 **📊 Documentation Accuracy & Enhanced Project Structure**
 - ✅ **Documentation Alignment**: Updated all documentation to match actual codebase
 - ✅ **Version Consistency**: Corrected version references throughout project

docs/api/orderbook.rst

@@ -21,11 +21,11 @@ Quick Start
 
 .. code-block:: python
 
-   from project_x_py import ProjectX, OrderBook
+   from project_x_py import ProjectX, create_orderbook
    
-   # Create client and orderbook
+   # Create client and orderbook with dynamic tick size detection
    client = ProjectX.from_env()
-   orderbook = OrderBook("MGC")
+   orderbook = create_orderbook("MGC", project_x=client)  # Uses real instrument metadata
    
    # Get real-time market depth (requires real-time data subscription)
    snapshot = orderbook.get_orderbook_snapshot(levels=10)

docs/conf.py

@@ -3,7 +3,6 @@
 # For the full list of built-in configuration values, see the documentation:
 # https://www.sphinx-doc.org/en/master/usage/configuration.html
 
-import os
 import sys
 from pathlib import Path
 
@@ -24,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "1.1.1"
-version = "1.1.1"
+release = "1.1.2"
+version = "1.1.2"
 
 # -- General configuration ---------------------------------------------------
 
@@ -199,7 +198,7 @@
 
 # SEO
 html_title = f"ProjectX Python SDK {version} documentation"
-html_short_title = f"ProjectX Python SDK docs"
+html_short_title = "ProjectX Python SDK docs"
 
 # GitHub integration
 html_context = {

examples/02_order_management.py

@@ -49,16 +49,19 @@ def show_order_status(order_manager, order_id: int, description: str):
     """Show detailed order status information."""
     print(f"\n📋 {description} Status:")
 
-    # Check if order is tracked
-    order_data = order_manager.get_tracked_order_status(order_id)
+    # Check if order is tracked in real-time cache (with built-in wait)
+    order_data = order_manager.get_tracked_order_status(
+        str(order_id), wait_for_cache=True
+    )
+
     if order_data:
         status_map = {1: "Open", 2: "Filled", 3: "Cancelled", 4: "Partially Filled"}
         status = status_map.get(
             order_data.get("status", 0), f"Unknown ({order_data.get('status')})"
         )
 
         print(f"   Order ID: {order_id}")
-        print(f"   Status: {status}")
+        print(f"   Status: {status} (from real-time cache)")
         print(f"   Side: {'BUY' if order_data.get('side') == 0 else 'SELL'}")
         print(f"   Size: {order_data.get('size', 0)}")
         print(f"   Fill Volume: {order_data.get('fillVolume', 0)}")
@@ -70,7 +73,18 @@ def show_order_status(order_manager, order_id: int, description: str):
         if order_data.get("filledPrice"):
             print(f"   Filled Price: ${order_data['filledPrice']:.2f}")
     else:
-        print(f"   Order {order_id} not found in tracking cache")
+        # Fall back to API check for status
+        print(f"   Order {order_id} not in real-time cache, checking API...")
+        api_order = order_manager.get_order_by_id(order_id)
+        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})")
+            print(f"   Status: {status} (from API)")
+            print(f"   Side: {'BUY' if api_order.side == 0 else 'SELL'}")
+            print(f"   Size: {api_order.size}")
+            print(f"   Fill Volume: {api_order.fillVolume}")
+        else:
+            print(f"   Order {order_id} not found in API either")
 
     # Check if filled
     is_filled = order_manager.is_order_filled(order_id)
@@ -327,6 +341,7 @@ def main():
                 for i in range(6):  # 30 seconds, check every 5 seconds
                     print(f"\n⏰ Check {i + 1}/6...")
 
+                    # Check for filled orders and positions
                     filled_orders = []
                     for order_id in demo_orders:
                         if order_manager.is_order_filled(order_id):
@@ -341,14 +356,41 @@ def main():
                     else:
                         print("📋 No orders filled yet")
 
+                    # Check current positions (to detect fills that weren't caught)
+                    current_positions = client.search_open_positions()
+                    if current_positions:
+                        print(f"📊 Open positions: {len(current_positions)}")
+                        for pos in current_positions:
+                            side = "LONG" if pos.type == 1 else "SHORT"
+                            print(
+                                f"   {pos.contractId}: {side} {pos.size} @ ${pos.averagePrice:.2f}"
+                            )
+
                     # Show current open orders
                     open_orders = order_manager.search_open_orders(
                         contract_id=contract_id
                     )
                     print(f"📊 Open orders: {len(open_orders)}")
+                    if open_orders:
+                        for order in open_orders:
+                            side = "BUY" if order.side == 0 else "SELL"
+                            order_type = {1: "LIMIT", 2: "MARKET", 4: "STOP"}.get(
+                                order.type, f"TYPE_{order.type}"
+                            )
+                            status = {1: "OPEN", 2: "FILLED", 3: "CANCELLED"}.get(
+                                order.status, f"STATUS_{order.status}"
+                            )
+                            price = ""
+                            if hasattr(order, "limitPrice") and order.limitPrice:
+                                price = f" @ ${order.limitPrice:.2f}"
+                            elif hasattr(order, "stopPrice") and order.stopPrice:
+                                price = f" @ ${order.stopPrice:.2f}"
+                            print(
+                                f"   Order #{order.id}: {side} {order.size} {order_type}{price} - {status}"
+                            )
 
                     if i < 5:  # Don't sleep on last iteration
-                        time.sleep(5)
+                        time.sleep(20)
 
             # Show final order statistics
             print("\n" + "=" * 50)
@@ -365,31 +407,61 @@ def main():
             print(f"   Real-time Enabled: {stats['realtime_enabled']}")
 
         finally:
-            # Cleanup: Cancel remaining demo orders
-            if demo_orders:
-                print("\n" + "=" * 50)
-                print("🧹 CLEANUP - CANCELLING ORDERS")
-                print("=" * 50)
+            # Enhanced cleanup: Cancel ALL orders and close ALL positions
+            print("\n" + "=" * 50)
+            print("🧹 ENHANCED CLEANUP - ORDERS & POSITIONS")
+            print("=" * 50)
 
-                print("Cancelling all demo orders for safety...")
+            try:
+                # First, get ALL open orders (not just demo orders)
+                all_orders = order_manager.search_open_orders()
+                print(f"Found {len(all_orders)} total open orders")
+
+                # Cancel all orders
                 cancelled_count = 0
+                for order in all_orders:
+                    try:
+                        if order_manager.cancel_order(order.id):
+                            print(f"✅ Cancelled order #{order.id}")
+                            cancelled_count += 1
+                        else:
+                            print(f"❌ Failed to cancel order #{order.id}")
+                    except Exception as e:
+                        print(f"❌ Error cancelling order #{order.id}: {e}")
+
+                # Check for positions and close them
+                positions = client.search_open_positions()
+                print(f"Found {len(positions)} open positions")
 
-                for order_id in demo_orders:
+                closed_count = 0
+                for position in positions:
                     try:
-                        # Check if order is still open before trying to cancel
-                        order_data = order_manager.get_tracked_order_status(order_id)
-                        if order_data and order_data.get("status") == 1:  # Open
-                            if order_manager.cancel_order(order_id):
-                                print(f"✅ Cancelled order #{order_id}")
-                                cancelled_count += 1
-                            else:
-                                print(f"❌ Failed to cancel order #{order_id}")
+                        side_text = "LONG" if position.type == 1 else "SHORT"
+                        print(
+                            f"Closing {side_text} position: {position.contractId} ({position.size} contracts)"
+                        )
+
+                        response = order_manager.close_position(
+                            position.contractId, method="market"
+                        )
+
+                        if response and response.success:
+                            print(
+                                f"✅ Closed position {position.contractId} (Order #{response.orderId})"
+                            )
+                            closed_count += 1
                         else:
-                            print(f"i  Order #{order_id} already closed/filled")
+                            print(f"❌ Failed to close position {position.contractId}")
                     except Exception as e:
-                        print(f"❌ Error cancelling order #{order_id}: {e}")
+                        print(f"❌ Error closing position {position.contractId}: {e}")
+
+                print("\n📊 Cleanup completed:")
+                print(f"   Orders cancelled: {cancelled_count}")
+                print(f"   Positions closed: {closed_count}")
 
-                print(f"\n📊 Cleanup completed: {cancelled_count} orders cancelled")
+            except Exception as e:
+                print(f"❌ Cleanup error: {e}")
+                print("⚠️  Manual cleanup may be required")
 
         # Final status check
         print("\n" + "=" * 50)