Merge pull request #31 from TexasCoding/tweaks

Release v3.0.2 - Bug fixes and improvements

Author: TexasCoding

CHANGELOG.md

@@ -13,6 +13,33 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Old implementations are removed when improved
 - Clean, modern code architecture is prioritized
 
+## [3.0.2] - 2025-08-08
+
+### Fixed
+- **🐛 Order Lifecycle Tracking**: Fixed critical issues in order lifecycle tracking example
+  - Corrected asyncio.wait() usage by creating tasks instead of passing coroutines
+  - Fixed instrument lookup - recognized that suite.instrument is already an Instrument object
+  - Fixed Order field references (use `type` not `orderType`)
+  - Fixed Position field references (use `size` not `netQuantity`)
+  - Fixed cancel_order return type handling (returns bool not object)
+
+- **🔧 Order Templates**: Fixed instrument lookup issues
+  - Removed unnecessary async calls to get_instrument()
+  - suite.instrument is already resolved after TradingSuite initialization
+
+### Added
+- **🧹 Cleanup Functionality**: Comprehensive cleanup for demos and examples
+  - Automatic cancellation of all open orders at demo completion
+  - Automatic closing of all open positions
+  - Cleanup runs in finally block to ensure execution even on errors
+  - Prevents accumulation of test orders when running examples repeatedly
+
+### Improved
+- **📚 Documentation**: Updated all documentation to reflect v3.0.2
+  - Updated version references throughout
+  - Added clear documentation of breaking changes
+  - Improved migration guide clarity
+
 ## [3.0.1] - 2025-08-08
 
 ### Added

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: v3.0.1 - Production-Ready Async Architecture
+## Project Status: v3.0.2 - Production-Ready Async Architecture
 
 **IMPORTANT**: This project uses a fully asynchronous architecture. All APIs are async-only, optimized for high-performance futures trading.
 
@@ -74,7 +74,7 @@ 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
@@ -278,6 +278,12 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
+### 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

README.md

@@ -21,19 +21,25 @@ A **high-performance async Python SDK** for the [ProjectX Trading Platform](http
 
 This Python SDK acts as a bridge between your trading strategies and the ProjectX platform, handling all the complex API interactions, data processing, and real-time connectivity.
 
-## 🚀 v3.0.1 - TradingSuite Architecture
+## 🚀 v3.0.2 - Production-Ready Trading Suite
 
-**Latest Update (v3.0.1)**: Complete architectural upgrade with TradingSuite for simplified SDK usage, feature flags, and unified event handling.
+**Latest Update (v3.0.2)**: Bug fixes and improvements to order lifecycle tracking, comprehensive cleanup functionality, and enhanced error handling.
 
-### What's New in v3.0.1
+### What's New in v3.0.2
+
+- **Fixed Order Lifecycle Tracking**: Corrected asyncio concurrency issues and field references
+- **Automatic Cleanup**: Added comprehensive cleanup for orders and positions in examples
+- **Bug Fixes**: Fixed instrument lookup in order templates and improved error handling
+
+### Key Features from v3.0.1
 
 - **TradingSuite Class**: New unified entry point for simplified SDK usage
 - **One-line Initialization**: TradingSuite.create() handles all setup
 - **Feature Flags**: Easy enabling of optional components like orderbook and risk manager
 - **Context Manager Support**: Automatic cleanup with async with statements
 - **Unified Event Handling**: Built-in EventBus for all components
 
-**BREAKING CHANGE**: Version 3.0.1 replaces factory functions with TradingSuite. See migration guide below.
+**BREAKING CHANGE**: Version 3.0+ replaces factory functions with TradingSuite. See migration guide below.
 
 ### Why Async?
 
@@ -43,15 +49,15 @@ This Python SDK acts as a bridge between your trading strategies and the Project
 - **WebSocket Native**: Perfect for real-time trading applications
 - **Modern Python**: Leverages Python 3.12+ async features
 
-### Migration to v3.0.1
+### Migration to v3.0+
 
-If you're upgrading from v2.x or v3.0.0, key changes include TradingSuite replacing factories:
+If you're upgrading from v2.x, key changes include TradingSuite replacing factories:
 
 ```python
-# Old (v2.x/v3.0.0)
+# Old (v2.x)
 suite = await create_initialized_trading_suite(\"MNQ\", client)
 
-# New (v3.0.1)
+# New (v3.0+)
 suite = await TradingSuite.create(\"MNQ\")
 ```
 
@@ -120,7 +126,7 @@ if __name__ == \"__main__\":
     asyncio.run(main())
 ```
 
-### Trading Suite (NEW in v3.0.1)
+### Trading Suite (NEW in v3.0+)
 
 The easiest way to get started with a complete trading setup:
 

SECURITY.md

@@ -10,10 +10,11 @@ We currently provide security updates for the following versions:
 
 | Version | Supported          |
 | ------- | ------------------ |
-| 2.0.x   | :white_check_mark: |
+| 3.0.x   | :white_check_mark: |
+| 2.0.x   | :x:                |
 | 1.x.x   | :x:                |
 
-Note: Version 2.0.0 was a complete rewrite with an async-only architecture, and all previous synchronous APIs were removed.
+Note: Version 3.0.0 introduced the TradingSuite architecture, replacing all factory functions. Version 2.0.0 was a complete rewrite with an async-only architecture.
 
 ## Reporting a Vulnerability
 

docs/conf.py

@@ -23,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "3.0.1"
-version = "3.0.1"
+release = "3.0.2"
+version = "3.0.2"
 
 # -- General configuration ---------------------------------------------------
 

examples/03_position_management.py

@@ -104,16 +104,14 @@ async def display_positions(
             try:
                 # Get current market price
                 current_price = await suite.data.get_current_price()
-                if current_price:
-                    # Get instrument info for tick value
-                    instrument_info = await suite.client.get_instrument(
-                        suite.instrument
-                    )
-                    tick_value = instrument_info.tickValue
+                if current_price and suite.instrument:
+                    # Use the instrument already loaded in suite
+                    instrument_info = suite.instrument
+                    point_value = instrument_info.tickValue / instrument_info.tickSize
 
                     # Calculate P&L using position manager's method
                     pnl_data = await position_manager.calculate_position_pnl(
-                        position, float(current_price), point_value=tick_value
+                        position, float(current_price), point_value=point_value
                     )
                     unrealized_pnl = pnl_data["unrealized_pnl"]
             except Exception:
@@ -193,18 +191,19 @@ async def monitor_positions(
                     # Try to calculate real P&L with current prices
                     if suite and positions:
                         current_price = await suite.data.get_current_price()
-                        if current_price:
-                            instrument_info = await suite.client.get_instrument(
-                                suite.instrument
+                        if current_price and suite.instrument:
+                            # Use the instrument already loaded in suite
+                            instrument_info = suite.instrument
+                            point_value = (
+                                instrument_info.tickValue / instrument_info.tickSize
                             )
-                            tick_value = instrument_info.tickValue
 
                             for position in positions:
                                 pnl_data = (
                                     await position_manager.calculate_position_pnl(
                                         position,
                                         float(current_price),
-                                        point_value=tick_value,
+                                        point_value=point_value,
                                     )
                                 )
                                 total_pnl += pnl_data["unrealized_pnl"]

examples/04_realtime_data.py

@@ -34,7 +34,6 @@
     TradingSuite,
     setup_logging,
 )
-from project_x_py.types.protocols import RealtimeDataManagerProtocol
 
 if TYPE_CHECKING:
     from project_x_py.realtime_data_manager import RealtimeDataManager
@@ -46,16 +45,18 @@ async def display_current_prices(data_manager: "RealtimeDataManager") -> None:
 
     current_price = await data_manager.get_current_price()
     if current_price:
-        print(f"   Current Price: ${current_price:.2f}")
+        print(f"   Live Price: ${current_price:.2f}")
     else:
-        print("   Current Price: Not available")
+        print("   Live Price: Not available")
 
-    # Get multi-timeframe data asynchronously - get 1 bar from each timeframe
+    # Get multi-timeframe data asynchronously - get latest bars
     timeframes = ["15sec", "1min", "5min", "15min", "1hr"]
     mtf_tasks: list[Coroutine[Any, Any, pl.DataFrame | None]] = []
 
     for tf in timeframes:
-        mtf_tasks.append(data_manager.get_data(tf, bars=1))
+        mtf_tasks.append(
+            data_manager.get_data(tf)
+        )  # Get all data, we'll take the last bar
 
     # Get data from all timeframes concurrently
     mtf_results = await asyncio.gather(*mtf_tasks, return_exceptions=True)
@@ -70,19 +71,26 @@ async def display_current_prices(data_manager: "RealtimeDataManager") -> None:
                 continue
 
             if data.is_empty():
-                print(f"   {timeframe:>6}: No data")
+                print(f"   {timeframe:>6}: Building bars...")
                 continue
 
+            # Get the last complete bar
             latest_bar = data.tail(1)
             for row in latest_bar.iter_rows(named=True):
                 timestamp = row["timestamp"]
                 close = row["close"]
                 volume = row["volume"]
+                # Format timestamp more concisely
+                time_str = (
+                    timestamp.strftime("%H:%M:%S")
+                    if hasattr(timestamp, "strftime")
+                    else str(timestamp)
+                )
                 print(
-                    f"   {timeframe:>6}: ${close:8.2f} @ {timestamp} (Vol: {volume:,})"
+                    f"   {timeframe:>6}: ${close:8.2f} @ {time_str} (Vol: {volume:,})"
                 )
         else:
-            print(f"   {timeframe:>6}: No data")
+            print(f"   {timeframe:>6}: Initializing...")
 
 
 async def display_memory_stats(data_manager: "RealtimeDataManager") -> None:
@@ -91,17 +99,28 @@ async def display_memory_stats(data_manager: "RealtimeDataManager") -> None:
         # get_memory_stats is synchronous in async data manager
         stats = data_manager.get_memory_stats()
         print("\n💾 Memory Statistics:")
-        print(f"   Total Bars: {stats.get('total_bars', 0):,}")
+        print(f"   Total Bars Stored: {stats.get('total_bars_stored', 0):,}")
         print(f"   Ticks Processed: {stats.get('ticks_processed', 0):,}")
-        print(f"   Bars Cleaned: {stats.get('bars_cleaned', 0):,}")
-        print(f"   Tick Buffer Size: {stats.get('tick_buffer_size', 0):,}")
-
-        # Show per-timeframe breakdown
-        breakdown = stats.get("timeframe_breakdown", {})
-        if breakdown:
-            print("   Timeframe Breakdown:")
-            for tf, count in breakdown.items():
-                print(f"     {tf}: {count:,} bars")
+        print(f"   Quotes Processed: {stats.get('quotes_processed', 0):,}")
+        print(f"   Trades Processed: {stats.get('trades_processed', 0):,}")
+
+        # Show per-timeframe breakdown (Note: this key doesn't exist in current implementation)
+        # Will need to calculate it manually from the data
+        print("   Bars per Timeframe:")
+        for tf in data_manager.timeframes:
+            if tf in data_manager.data:
+                count = len(data_manager.data[tf])
+                if count > 0:
+                    print(f"     {tf}: {count:,} bars")
+
+        # Also show validation status for more insight
+        validation = data_manager.get_realtime_validation_status()
+        if validation.get("is_running"):
+            print(
+                f"   Feed Active: ✅ (Processing {validation.get('instrument', 'N/A')})"
+            )
+        else:
+            print("   Feed Active: ❌")
 
     except Exception as e:
         print(f"   ❌ Memory stats error: {e}")
@@ -113,11 +132,11 @@ async def display_system_statistics(data_manager: "RealtimeDataManager") -> None
         # Use validation status instead of get_statistics (which doesn't exist)
         stats = data_manager.get_realtime_validation_status()
         print("\n📈 System Status:")
-        print(f"   Instrument: {getattr(data_manager, 'instrument', 'Unknown')}")
-        print(f"   Contract ID: {getattr(data_manager, 'contract_id', 'Unknown')}")
-        print(f"   Real-time Enabled: {stats.get('realtime_enabled', False)}")
-        print(f"   Connection Valid: {stats.get('connection_valid', False)}")
-        print(f"   Data Valid: {stats.get('data_valid', False)}")
+        print(f"   Instrument: {stats.get('instrument', 'Unknown')}")
+        print(f"   Contract ID: {stats.get('contract_id', 'Unknown')}")
+        print(f"   Real-time Feed Active: {stats.get('is_running', False)}")
+        print(f"   Ticks Processed: {stats.get('ticks_processed', 0):,}")
+        print(f"   Bars Cleaned: {stats.get('bars_cleaned', 0):,}")
 
         # Show data status per timeframe
         print("   Timeframe Status:")
@@ -173,14 +192,17 @@ async def demonstrate_historical_analysis(data_manager: "RealtimeDataManager") -
         print(f"   ❌ Analysis error: {e}")
 
 
-async def new_bar_callback(data: dict[str, Any]) -> None:
+async def new_bar_callback(event: Any) -> None:
     """Handle new bar creation asynchronously."""
     timestamp = datetime.now().strftime("%H:%M:%S")
-    timeframe = data["timeframe"]
-    bar = data["data"]
-    print(
-        f"📊 [{timestamp}] New {timeframe} Bar: ${bar['close']:.2f} (Vol: {bar['volume']:,})"
-    )
+    # Extract data from the Event object
+    data = event.data if hasattr(event, "data") else event
+    timeframe = data.get("timeframe", "unknown")
+    bar = data.get("data", {})
+    if bar and "close" in bar and "volume" in bar:
+        print(
+            f"📊 [{timestamp}] New {timeframe} Bar: ${bar['close']:.2f} (Vol: {bar['volume']:,})"
+        )
 
 
 async def main() -> bool:
@@ -221,7 +243,6 @@ async def main() -> bool:
 
             # Components are now accessed as attributes
             data_manager = suite.data
-            realtime_client = suite.realtime
 
             print("\n✅ All components connected and subscribed:")
             print("   - Real-time client connected")