AttributeError: 'InstrumentContext' object has no attribute 'on'

[infopinecodex-hue]

Hi in your new document first example i get this error : AttributeError: 'InstrumentContext' object has no attribute 'on'

your first example

[TexasCoding]

I seem to have broke something in the event system when adding the multi instruments. I will fixed this this evening when I get off work. And there are several things wrong with that example. Thanks for pointing it out

[TexasCoding]

These issues should be fixed now. I made live example scripts to verify and fixes the document examples for all of the documentations realtime examples and for the advanced trading examples.

I will be going through each example in the documentation this week and making real scripts to verify and fix them. So if you find more issues (you most likely will) let me know and I will get them fixed asap.

Thanks again for all your help with this project. I will be doing nothing but bug fixes for the next couple weeks. I have added much more than originally planned to this project and I need to get any issues worked out.

[infopinecodex-hue]

thanks i faced new error when i used documentation code , i used code which i mentioned here before
ProjectXError: Unexpected error during get bars: strptime / to_datetime was called with no format and no time zone, but a time zone is part of the data.

This was previously allowed but led to unpredictable and erroneous results. Give a format string, set a time zone or perform the operation eagerly on a Series instead of on an Expr.

above error happened even in this simple code

async def multi_instrument_setup():
    # Create suite with multiple instruments
    suite = await TradingSuite.create(
        ["MNQ", "MES", "MCL"],  # List of instruments
        timeframes=["1min", "5min"]
    )

    # Suite acts as a dictionary
    print(f"Managing {len(suite)} instruments")
    print(f"Instruments: {list(suite.keys())}")

    # Access each instrument context
    for symbol in suite:
        context = suite[symbol]
        print(f"{symbol}: {context.instrument_info.name}")

    await suite.disconnect()
await (multi_instrument_setup())

[TexasCoding]

I am not getting any errors running any of the updated examples in that section of docs. I just tested the code you posted and did not get any issues

import asyncio

from project_x_py import TradingSuite


async def multi_instrument_setup():
    # Create suite with multiple instruments

    suite = await TradingSuite.create(
        ["MNQ", "MES", "MCL"],  # List of instruments
        timeframes=["1min", "5min"],
    )

    # Suite acts as a dictionary
    print(f"Managing {len(suite)} instruments")
    print(f"Instruments: {list(suite.keys())}")

    # Access each instrument context
    for symbol in suite:
        context = suite[symbol]
        print(f"{symbol}: {context.instrument_info.name}")

    await suite.disconnect()

asyncio.run(multi_instrument_setup())

Managing 3 instruments
Instruments: ['MNQ', 'MES', 'MCL']
MNQ: MNQU5
MES: MESU5
MCL: MCLV5

There is still many examples that i need to go through in the documentation to verify. But all the ones in Realtime and Quick Start should all be up to date and working now. I made example scripts in Repo Examples and all of them are running for me with no issues.

I will update and fix all of them by the end of the week hopefully and maybe find more issues.

[infopinecodex-hue]

but i getting error and the problem is from TrafingSuite.create i write more detail about error

ComputeError                              Traceback (most recent call last)
File ~/venv/lib/python3.12/site-packages/project_x_py/utils/error_handler.py:148, in handle_errors.<locals>.decorator.<locals>.async_wrapper(*args, **kwargs)
    147 try:
--> 148     return await func(*args, **kwargs)  # type: ignore[misc]
    149 except ProjectXError as e:
    150     # Already a ProjectX error, just add context

File ~/venv/lib/python3.12/site-packages/project_x_py/client/market_data.py:554, in MarketDataMixin.get_bars(self, symbol, days, interval, unit, limit, partial, start_time, end_time)
    540 # Convert to DataFrame and process
    541 data = (
    542     pl.DataFrame(bars_data)
    543     .sort("t")
    544     .rename(
    545         {
    546             "t": "timestamp",
    547             "o": "open",
    548             "h": "high",
    549             "l": "low",
    550             "c": "close",
    551             "v": "volume",
    552         }
    553     )
--> 554     .with_columns(
    555         # Optimized datetime conversion with cached timezone
    556         pl.col("timestamp")
    557         .str.to_datetime()
    558         .dt.replace_time_zone("UTC")
    559         .dt.convert_time_zone(self.config.timezone)
    560     )
    561 )
    563 if data.is_empty():

[TexasCoding]

but i getting error and the problem is from TrafingSuite.create i write more detail about error

ComputeError                              Traceback (most recent call last)
File ~/venv/lib/python3.12/site-packages/project_x_py/utils/error_handler.py:148, in handle_errors.<locals>.decorator.<locals>.async_wrapper(*args, **kwargs)
    147 try:
--> 148     return await func(*args, **kwargs)  # type: ignore[misc]
    149 except ProjectXError as e:
    150     # Already a ProjectX error, just add context

File ~/venv/lib/python3.12/site-packages/project_x_py/client/market_data.py:554, in MarketDataMixin.get_bars(self, symbol, days, interval, unit, limit, partial, start_time, end_time)
    540 # Convert to DataFrame and process
    541 data = (
    542     pl.DataFrame(bars_data)
    543     .sort("t")
    544     .rename(
    545         {
    546             "t": "timestamp",
    547             "o": "open",
    548             "h": "high",
    549             "l": "low",
    550             "c": "close",
    551             "v": "volume",
    552         }
    553     )
--> 554     .with_columns(
    555         # Optimized datetime conversion with cached timezone
    556         pl.col("timestamp")
    557         .str.to_datetime()
    558         .dt.replace_time_zone("UTC")
    559         .dt.convert_time_zone(self.config.timezone)
    560     )
    561 )
    563 if data.is_empty():

I createed a new issue for this.... I was never able to reproduce the error. but I think I have a fix for the issue

[infopinecodex-hue]

thank you ! now working fine

[infopinecodex-hue]

i simplified your example and tried to get real time bar information but it gives same OHLC on every bar i think that's because in start of new bar our OHLC is same so this is not problem so how can i get previous candle OHLC at new bar ?
because in new version i think it's different
here my code

"""
Basic real-time data streaming example.

This example demonstrates:
- Connecting to real-time data feeds
- Handling tick (quote) updates
- Processing new bar events
- Monitoring connection health
- Displaying streaming statistics
"""

import asyncio
from datetime import datetime

from project_x_py import EventType, TradingSuite
from project_x_py.event_bus import Event


async def main():
    """Main function to run real-time data streaming."""
    # Create suite with real-time capabilities
    suite = await TradingSuite.create(
        ["MNQ"],
        timeframes=["1min"],
        initial_days=1,  # Minimal historical data
    )
    mnq_context = suite["MNQ"]

    print(f"Real-time streaming started for {mnq_context.symbol}")
    print(f"Connected: {suite.is_connected}")

    # Track statistics
    tick_count = 0
    bar_count = 0
    last_price = None

    async def on_new_bar(event: Event):
        """Handle new bar events."""
        nonlocal bar_count
        bar_count += 1
        print("MNQ ohlcv")
        timestamp = datetime.now().strftime("%H:%M:%S")

        # The event.data contains timeframe and nested data
        event_data = event.data
        timeframe = event_data.get("timeframe", "unknown")

        # Get the bar data directly from the event
        bar_data = event_data.get("data",{})

        if bar_data:
            print(f"[{timestamp}] New {timeframe} bar #{bar_count}:")

            # Access the bar data fields directly
            open_price = bar_data.get("open",1)
            high_price = bar_data.get("high", 1)
            low_price = bar_data.get("low",0)
            close_price = bar_data.get("close", 0)
            volume = bar_data.get("volume", 0)
            bar_timestamp = bar_data.get("timestamp", "")
            print(
                f"  OHLC: ${open_price:.2f} / ${high_price:.2f} / "
                f"${low_price:.2f} / ${close_price:.2f}"
            )
            print(f"  Volume: {volume}")
            print(f"  Timestamp: {bar_timestamp}")


    async def on_connection_status(event: Event):
        """Handle connection status changes."""
        status = event.data.get("connected", False)
        print(f"Connection Status Changed: {status}")
        if status:
            print("✅ Real-time feed connected")
        else:
            print("❌ Real-time feed disconnected")

    # Register event handlers

    await mnq_context.on(EventType.NEW_BAR, on_new_bar)
    await mnq_context.on(EventType.CONNECTED, on_connection_status)
    await mnq_context.on(EventType.DISCONNECTED, on_connection_status)

    print("Listening for real-time data... Press Ctrl+C to exit")

    try:
        while True:
            await asyncio.sleep(10)

    except KeyboardInterrupt:
        print("\nShutting down real-time stream...")
    finally:
        # Ensure proper cleanup
        await suite.disconnect()
        print("Disconnected from real-time feeds")



await main()

i tried give 1 instead 0 open_price = bar_data.get("open",1) but no different it does not gives previous candle

[TexasCoding]

Yeah those examples are using the event data. Which is just the data from the newest bar which has not been formed yet, so all values are the same.

To get the the actual bar data, you need to get it from the instrument context get_data method:

bar_data = mnq_context.get_data("1min")

bar_data["close"][-2]

Hope this helps, I am typing this on my phone from memory so this may not be 100% correct. But basically don't use event data use the data from trading suite instrument context. The last bar is always the bar currently forming so tail(2) or [-2] to get the previous bar.

There should be some examples setup like this. Can't remember which ones off hand

[infopinecodex-hue]

It doesn't give data. Yeah, I tried other ways, but they don't give data either. So please, whenever you have time, could you check it? Thanks!