Orderbook_tweaks #6
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- Replace simple first-contract selection with intelligent matching - Add exact symbolId suffix matching (e.g., 'ENQ' -> 'F.US.ENQ') - Add exact contract name matching (e.g., 'NQU5' -> specific contract) - Prioritize active contracts over inactive ones - Add comprehensive test method for validation - Solve ProjectX fuzzy search ambiguity issues This ensures users get the correct contract when ProjectX API returns multiple fuzzy matches, preventing wrong contract selection.
…y and TopStepX
- Make realtime client URLs configurable via ProjectXConfig object
- Add helper functions: load_projectx_gateway_config(), load_topstepx_config(), create_custom_config()
- Support URL parameter overrides in ProjectXRealtimeClient constructor
- Default to ProjectX Gateway demo endpoints when no config provided
- Maintain backward compatibility with existing configuration system
- Add comprehensive platform configuration demo example
- Update .cursorrules with configurable endpoint guidelines
This allows users to easily switch between:
- ProjectX Gateway (demo): gateway-rtc-demo.s2f.projectx.com
- TopStepX (production): rtc.topstepx.com
- Custom endpoints: user-defined URLs
Usage:
# TopStepX (default)
config = load_topstepx_config()
client = ProjectXRealtimeClient(token, account_id, config=config)
# ProjectX Gateway
config = load_projectx_gateway_config()
client = ProjectXRealtimeClient(token, account_id, config=config)
# Manual override
client = ProjectXRealtimeClient(token, account_id,
user_hub_url='custom.com/user', market_hub_url='custom.com/market')
- Remove non-existent gateway-rtc-demo.s2f.projectx.com URLs - Delete load_projectx_gateway_config() function with invalid endpoints - Update defaults to use TopStepX endpoints (rtc.topstepx.com) - Simplify configuration to support TopStepX and custom endpoints only - Update documentation and examples to remove invalid URL references - Fix realtime client defaults to use correct TopStepX endpoints ProjectX only provides user hub and market hub endpoints. The gateway-rtc-demo URLs were invalid and have been removed to prevent configuration errors.
- Add internal order cache (tracked_orders, order_status_cache) for optimization - Restore get_tracked_order_status() and is_order_filled() methods - Implement proper status change detection using internal cache - Maintain API fallback when realtime data unavailable - Fix integration issues while preserving performance optimization - Support both str and int order IDs for backward compatibility - Add clear_order_tracking() method for cache management - Update cleanup to clear tracking caches This restores the valuable realtime optimization that avoids unnecessary API calls by using cached order data from realtime feeds when available, while maintaining proper fallback to API calls when needed.
- Update module docstring to reflect ProjectX Python SDK positioning - Clarify this is a development toolkit, not a trading strategy itself - Fix quick_start() to show correct environment variable names - Enhance create_client() with comprehensive parameter descriptions - Improve create_realtime_client() with detailed WebSocket connection info - Expand create_data_manager() with multi-timeframe OHLCV examples - Enhance create_orderbook() with market depth analysis examples - Update create_trading_suite() to emphasize toolkit for building applications - Improve check_setup() and diagnose_issues() for SDK troubleshooting - Add comprehensive examples throughout showing proper SDK usage - Ensure consistent terminology: 'SDK' vs 'client' vs 'trading strategy' All docstrings now clearly position this as a development toolkit for building trading applications rather than a trading strategy itself.
- Update module docstring to reflect ProjectX Python SDK positioning - Enhance main ProjectX class docstring with comprehensive SDK description - Remove TopStepX-specific references, make authentication more generic - Improve __init__ and from_env method docstrings with better examples - Enhance get_instrument docstring with smart contract selection details - Expand search_instruments docstring with comprehensive examples - Improve get_data method with detailed OHLCV data description - Update search_open_positions with portfolio management context - Fix search_trades return type and enhance with analysis examples - Ensure consistent variable naming throughout examples (client vs project_x) - Add comprehensive parameter descriptions and return value details - Emphasize SDK role in building trading applications vs being a strategy All client docstrings now clearly position this as a development toolkit for building trading applications with the ProjectX platform.
- Remove extra blank lines in docstring examples for consistency - Fix trailing whitespace issues throughout the file - Fix missing comma in create_data_manager example - Improve readability of multi-line function calls - Maintain consistent formatting across all docstring examples
- Update quickstart guide to mention 55+ indicators instead of 25+ - Ensures consistency with README.md and other documentation - Reflects the current state of the technical indicators library
…ation - Add OrderBook.initialize() method following same pattern as OrderManager and PositionManager - Automatic callback setup for market_depth, market_trade, and quote_update events - Implement _setup_realtime_callbacks() for seamless real-time market data integration - Add _on_market_depth_update(), _on_market_trade_update(), _on_quote_update() handlers - Include _symbol_matches_instrument() for proper contract filtering - Update create_orderbook() to accept optional realtime_client parameter - Enhance create_trading_suite() to use new OrderBook.initialize() pattern - Update docstrings and examples to reflect automatic callback setup - Maintain backward compatibility for manual market data processing This change eliminates the need to manually add market depth callbacks and provides a consistent initialization pattern across all managers. Benefits: - Consistent API across OrderManager, PositionManager, and OrderBook - Automatic real-time market data integration - Simplified setup in create_trading_suite() - Better developer experience with less manual configuration
- Run 'uv run ruff format src/' to ensure consistent code formatting - Run 'uv run ruff check src/ --fix --unsafe-fixes' to apply safe auto-fixes - Fixed sorted __all__ list in indicators/__init__.py (RUF022) - Updated uv.lock from running uv commands - Ignored N811 naming convention warnings (intentional API design) All code now follows consistent formatting standards.
- Updated position_manager.py docstrings with detailed parameter docs and usage examples - Enhanced order_manager.py documentation for tracking and statistics methods - Improved orderbook.py market depth analysis method documentation - Standardized realtime_data_manager.py multi-timeframe data management docs - All modules now follow established documentation standards with practical examples 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
…emos Replace outdated and broken example files with 7 comprehensive, fully working examples that demonstrate all major ProjectX Python SDK features using MNQ micro contracts for safe testing. ## New Examples Added: - 01_basic_client_connection.py: Authentication and account verification - 02_order_management.py: Comprehensive order placement and management - 03_position_management.py: Position tracking and risk management - 04_realtime_data.py: Multi-timeframe real-time data streaming - 05_orderbook_analysis.py: Level 2 orderbook and market depth analysis - 06_multi_timeframe_strategy.py: Complete algorithmic trading strategy - 07_technical_indicators.py: Technical analysis with all indicators - README.md: Comprehensive documentation and usage guide ## Key Features: ✅ All examples use MNQ micro contracts for minimal risk ✅ Robust market data fallback systems for closed markets ✅ Proper EOF handling for piped input scenarios ✅ Real order placement with safety confirmations ✅ Multi-timeframe analysis and real-time capabilities ✅ Professional error handling and logging ✅ Comprehensive technical indicator demonstrations ✅ Risk management and position sizing examples ## Removed Files: - Cleaned up 14 old/broken example files - Removed outdated demo scripts with issues - Consolidated into professional, working examples ## Technical Improvements: - Fixed import statements (create_data_manager vs create_realtime_data_manager) - Added proper realtime client initialization patterns - Fixed method signatures for P&L calculations - Implemented market data fallback for closed markets - Added safety checks for order placement - Enhanced error handling throughout 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
- Adds cleanup() method to OrderBook class following the same pattern as OrderManager and PositionManager - Clears all orderbook data: bid/ask DataFrames, recent trades, callbacks, statistics, and metadata - Uses proper thread synchronization with orderbook_lock - Fixes missing cleanup method issue in examples/05_orderbook_analysis.py - Includes comprehensive docstring with usage examples - Maintains architectural consistency across all manager classes 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
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🤖 Generated with Claude Code
Co-Authored-By: Claude [email protected]