feat: enhance factory functions with auto-initialization (v2.0.8)

CHANGELOG.md

@@ -13,6 +13,41 @@ 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
 
+## [2.0.8] - 2025-08-03
+
+### Added
+- **🚀 Enhanced Factory Functions**: Dramatically simplified trading suite setup
+  - `create_initialized_trading_suite()`: One-line setup with everything connected and ready
+  - Enhanced `create_trading_suite()` with auto-initialization options:
+    - `auto_connect`: Automatically connect realtime client and subscribe to user updates
+    - `auto_subscribe`: Automatically subscribe to market data and start feeds
+    - `initial_days`: Configurable historical data loading (default: 5)
+  - Reduces boilerplate code by ~95% for most use cases
+  - Still allows full manual control when needed
+
+### Examples
+- **12_simplified_strategy.py**: Demonstrates the new simplified setup approach
+- **13_factory_comparison.py**: Shows the difference between old manual setup and new auto-initialization
+
+### Improved
+- **📖 Documentation**: Updated README with comprehensive factory function documentation
+- **🎯 Developer Experience**: Trading strategies can now focus on logic instead of setup boilerplate
+- **🔄 Flexibility**: Three levels of initialization control:
+  1. `create_initialized_trading_suite()` - Everything automatic
+  2. `create_trading_suite(..., auto_connect=True, auto_subscribe=True)` - Configurable automation
+  3. `create_trading_suite(..., auto_connect=False, auto_subscribe=False)` - Full manual control
+
+### Technical Details
+- Factory functions now handle all initialization steps:
+  - WebSocket connection and user update subscription
+  - Historical data loading
+  - Instrument search and contract resolution
+  - Market data subscription
+  - Real-time feed initialization
+  - OrderBook initialization (if enabled)
+- All initialization is properly sequenced to avoid race conditions
+- Error handling ensures clear feedback if initialization fails
+
 ## [2.0.7] - 2025-08-03
 
 ### Added

README.md

@@ -128,37 +128,117 @@ if __name__ == "__main__":
     asyncio.run(main())
 ```
 
-### Real-time Trading Suite
+### Trading Suite (NEW in v2.0.8)
+
+The easiest way to get started with a complete trading setup:
 
 ```python
 import asyncio
-from project_x_py import ProjectX, create_trading_suite
-
-async def on_tick(tick_data):
-    print(f"Price: ${tick_data['price']}")
+from project_x_py import ProjectX, create_initialized_trading_suite
 
 async def main():
     async with ProjectX.from_env() as client:
         await client.authenticate()
 
-        # Create complete trading suite
-        suite = await create_trading_suite(
+        # One line creates and initializes everything!
+        suite = await create_initialized_trading_suite(
             instrument="MNQ",
             project_x=client,
-            timeframes=["1min", "5min", "15min"]
+            timeframes=["5min", "15min", "1hr"],
+            initial_days=5
         )
 
-        # Connect real-time services
-        await suite["realtime_client"].connect()
-        await suite["data_manager"].initialize(initial_days=5)
+        # Everything is ready to use:
+        # ✅ Realtime client connected
+        # ✅ Historical data loaded
+        # ✅ Market data streaming
+        # ✅ All components initialized
 
-        # Subscribe to real-time data
+        # Access components
+        data = await suite["data_manager"].get_data("5min")
+        orderbook = suite["orderbook"]
+        order_manager = suite["order_manager"]
+        position_manager = suite["position_manager"]
+
+        # Your trading logic here...
+
+if __name__ == "__main__":
+    asyncio.run(main())
+```
+
+### Factory Functions (v2.0.8+)
+
+The SDK provides powerful factory functions to simplify setup:
+
+#### create_initialized_trading_suite
+The simplest way to get a fully initialized trading environment:
+
+```python
+suite = await create_initialized_trading_suite(
+    instrument="MNQ",
+    project_x=client,
+    timeframes=["5min", "15min", "1hr"],  # Optional, defaults to ["5min"]
+    enable_orderbook=True,                 # Optional, defaults to True
+    initial_days=5                         # Optional, defaults to 5
+)
+# Everything is connected and ready!
+```
+
+#### create_trading_suite
+For more control over initialization:
+
+```python
+suite = await create_trading_suite(
+    instrument="MNQ",
+    project_x=client,
+    timeframes=["5min", "15min"],
+    auto_connect=True,      # Auto-connect realtime client (default: True)
+    auto_subscribe=True,    # Auto-subscribe to market data (default: True)
+    initial_days=5          # Historical data to load
+)
+```
+
+#### Manual Setup (Full Control)
+If you need complete control:
+
+```python
+suite = await create_trading_suite(
+    instrument="MNQ",
+    project_x=client,
+    auto_connect=False,
+    auto_subscribe=False
+)
+# Now manually connect and subscribe as needed
+await suite["realtime_client"].connect()
+await suite["data_manager"].initialize()
+# ... etc
+```
+
+### Real-time Trading Example
+
+```python
+import asyncio
+from project_x_py import ProjectX, create_initialized_trading_suite
+
+async def on_tick(tick_data):
+    print(f"Price: ${tick_data['price']}")
+
+async def main():
+    async with ProjectX.from_env() as client:
+        await client.authenticate()
+
+        # Create fully initialized trading suite
+        suite = await create_initialized_trading_suite("MNQ", client)
+
+        # Add callbacks
         suite["data_manager"].add_tick_callback(on_tick)
-        await suite["data_manager"].start_realtime_feed()
+
+        # Get current price
+        current_price = await suite["data_manager"].get_current_price()
 
         # Place a bracket order
         response = await suite["order_manager"].place_bracket_order(
-            contract_id=instrument.id,
+            contract_id=suite["instrument_info"].id,
             side=0,  # Buy
             size=1,
             entry_price=current_price,
@@ -284,6 +364,8 @@ The `examples/` directory contains comprehensive async examples:
 7. **07_technical_indicators.py** - Using indicators with async data
 8. **08_order_and_position_tracking.py** - Integrated async monitoring
 9. **09_get_check_available_instruments.py** - Interactive async instrument search
+10. **12_simplified_strategy.py** - NEW: Simplified strategy using auto-initialization
+11. **13_factory_comparison.py** - NEW: Comparison of factory function approaches
 
 ## 🔧 Configuration
 
@@ -366,6 +448,56 @@ async def place_order(self, ...):
     # Method implementation
 ```
 
+## 🔧 Troubleshooting
+
+### Common Issues with Factory Functions
+
+#### JWT Token Not Available
+```python
+# Error: "JWT token is required but not available from client"
+# Solution: Ensure client is authenticated before creating suite
+async with ProjectX.from_env() as client:
+    await client.authenticate()  # Don't forget this!
+    suite = await create_initialized_trading_suite("MNQ", client)
+```
+
+#### Instrument Not Found
+```python
+# Error: "Instrument MNQ not found"
+# Solution: Verify instrument symbol is correct
+# Common symbols: "MNQ", "MES", "MGC", "ES", "NQ"
+```
+
+#### Connection Timeouts
+```python
+# If initialization times out, try manual setup with error handling:
+try:
+    suite = await create_trading_suite(
+        instrument="MNQ",
+        project_x=client,
+        auto_connect=False
+    )
+    await suite["realtime_client"].connect()
+except Exception as e:
+    print(f"Connection failed: {e}")
+```
+
+#### Memory Issues with Long-Running Strategies
+```python
+# The suite automatically manages memory, but for long-running strategies:
+# 1. Use reasonable initial_days (3-7 is usually sufficient)
+# 2. The data manager automatically maintains sliding windows
+# 3. OrderBook has built-in memory limits
+```
+
+#### Rate Limiting
+```python
+# The SDK handles rate limiting automatically, but if you encounter issues:
+# 1. Reduce concurrent API calls
+# 2. Add delays between operations
+# 3. Use batch operations where available
+```
+
 ## 🤝 Contributing
 
 We welcome contributions! Please see [CONTRIBUTING.md](CONTRIBUTING.md) for guidelines.

docs/conf.py

@@ -23,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "2.0.7"
-version = "2.0.7"
+release = "2.0.8"
+version = "2.0.8"
 
 # -- General configuration ---------------------------------------------------
 

examples/06_multi_timeframe_strategy.py

@@ -440,7 +440,7 @@ def signal_handler(signum, frame):
             instruments = await client.search_instruments("MNQ")
             if instruments:
                 await suite["realtime_client"].subscribe_market_data(
-                    [instruments[0].activeContract]
+                    [instruments[0].id]
                 )
                 await suite["data_manager"].start_realtime_feed()