v3.5.7: Fix Decimal JSON serialization in order placement

.secrets.baseline

@@ -133,7 +133,7 @@
         "filename": "CHANGELOG.md",
         "hashed_secret": "89a6cfe2a229151e8055abee107d45ed087bbb4f",
         "is_verified": false,
-        "line_number": 2183
+        "line_number": 2198
       }
     ],
     "README.md": [
@@ -325,5 +325,5 @@
       }
     ]
   },
-  "generated_at": "2025-09-02T01:57:55Z"
+  "generated_at": "2025-09-02T03:30:00Z"
 }

CHANGELOG.md

@@ -14,6 +14,21 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Migration guides will be provided for all breaking changes
 - Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed
 
+## [3.5.7] - 2025-02-02
+
+### 🐛 Fixed
+
+**Order Placement**:
+- **Decimal Serialization**: Fixed JSON serialization error when placing orders with Decimal prices
+- **API Compatibility**: Ensured all price values are properly converted to float for API requests
+- **Price Precision**: Maintained internal Decimal precision while ensuring JSON compatibility
+
+### 📚 Documentation
+
+**Examples**:
+- **Quick Start Example**: Fixed and verified the quick_start.py example in Documentation_Examples
+- **Order Placement**: Ensured all documentation examples work with the fixed serialization
+
 ## [3.5.6] - 2025-02-02
 
 ### 🐛 Fixed

README.md

@@ -28,9 +28,9 @@ 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.
 
-## 🚀 v3.5.6 - Event System & Bracket Order Enhancements
+## 🚀 v3.5.7 - Order Placement Serialization Fix
 
-**Latest Version**: v3.5.6 - Critical fixes for multi-instrument event handling and automatic price alignment for bracket orders, ensuring robust real-time trading operations.
+**Latest Version**: v3.5.7 - Fixed JSON serialization error when placing orders with Decimal prices, ensuring all price values are properly converted for API requests while maintaining internal precision.
 
 **Key Improvements**:
 - 🔄 **Event Forwarding**: Fixed multi-instrument event propagation with proper bus forwarding
@@ -39,7 +39,7 @@ This Python SDK acts as a bridge between your trading strategies and the Project
 - 🛡️ **Improved Reliability**: 30+ test fixes ensuring production stability
 - ⚡ **Real-time Fixes**: Corrected bar data access in streaming examples
 
-See [CHANGELOG.md](CHANGELOG.md) for complete v3.5.6 fixes and previous version features.
+See [CHANGELOG.md](CHANGELOG.md) for complete v3.5.7 fixes and previous version features.
 
 ### 📦 Production Stability Guarantee
 

docs/changelog.md

@@ -5,6 +5,36 @@ All notable changes to the ProjectX Python SDK will be documented in this file.
 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).
 
+## [3.5.7] - 2025-02-02
+
+### 🐛 Fixed
+
+**Order Placement**:
+- **Decimal Serialization**: Fixed JSON serialization error when placing orders with Decimal prices
+- **API Compatibility**: Ensured all price values are properly converted to float for API requests
+- **Price Precision**: Maintained internal Decimal precision while ensuring JSON compatibility
+
+### 📚 Documentation
+
+**Examples**:
+- **Quick Start Example**: Fixed and verified the quick_start.py example in Documentation_Examples
+- **Order Placement**: Ensured all documentation examples work with the fixed serialization
+
+## [3.5.6] - 2025-02-02
+
+### 🐛 Fixed
+
+**Multi-Instrument Event System**:
+- **Event Forwarding**: Implemented event forwarding from instrument-specific EventBuses to suite-level EventBus
+- **InstrumentContext Methods**: Added `on()`, `once()`, `off()`, and `wait_for()` methods that delegate to event_bus
+- **Event Propagation**: Fixed broken event system that prevented `mnq_context.wait_for(EventType.NEW_BAR)` from working
+- **Multi-Instrument Support**: Events now properly flow from individual instruments to the suite level
+
+**Bracket Order Improvements**:
+- **Automatic Price Alignment**: Changed validation from failing to auto-aligning prices to tick size
+- **Smart Adjustment**: Orders with misaligned prices are now automatically corrected instead of rejected
+- **Better UX**: Improved user experience by handling price alignment transparently
+
 ## [3.4.0] - 2025-08-28
 
 ### 🚀 New Feature: ETH vs RTH Trading Sessions (Experimental)

docs/examples/advanced.md

@@ -1,6 +1,6 @@
 # Advanced Trading Examples
 
-This page demonstrates sophisticated trading strategies and advanced features of the ProjectX Python SDK v3.5.6. These examples include order placement with automatic price alignment, risk management, and complex event-driven trading systems with proper multi-instrument event forwarding.
+This page demonstrates sophisticated trading strategies and advanced features of the ProjectX Python SDK v3.5.7. These examples include order placement with automatic price alignment, risk management, and complex event-driven trading systems with proper multi-instrument event forwarding.
 
 !!! warning "Live Trading Alert"
     **These examples place REAL ORDERS on the market!**

docs/examples/realtime.md

@@ -1,6 +1,6 @@
 # Real-time Data Processing Examples
 
-This page demonstrates how to work with real-time market data streams using the ProjectX Python SDK v3.5.6. Learn to handle WebSocket data, process multiple timeframes, and build real-time trading systems with the enhanced event system.
+This page demonstrates how to work with real-time market data streams using the ProjectX Python SDK v3.5.7. Learn to handle WebSocket data, process multiple timeframes, and build real-time trading systems with the enhanced event system.
 
 ## Prerequisites
 

docs/getting-started/quickstart.md

@@ -1,27 +1,32 @@
 # Quick Start
 
-This guide will help you get started with the ProjectX Python SDK.
+This guide will help you get started with the ProjectX Python SDK. Some examples will place live trades and orders. Please use with caution!!
 
 ## Basic Setup
 
 ### Single Instrument (Traditional)
 
 ```python
 import asyncio
+
 from project_x_py import TradingSuite
 
+
 async def main():
     # Create a trading suite for single instrument
     suite = await TradingSuite.create(
         instruments=["MNQ"],  # List notation (recommended)
         timeframes=["1min", "5min"],
         features=["orderbook"],  # Optional features
-        initial_days=5  # Historical data to load
+        initial_days=5,  # Historical data to load
     )
 
     # Access the instrument context
     mnq = suite["MNQ"]
 
+    if suite.client.account_info is None:
+        raise Exception("Account info is None")
+
     # Everything is now connected and ready
     print(f"Connected to: {suite.client.account_info.name}")
 
@@ -32,19 +37,25 @@ async def main():
     # Clean shutdown
     await suite.disconnect()
 
+
 # Run the async function
 asyncio.run(main())
 ```
 
 ### Multi-Instrument Setup (v3.5.0)
 
 ```python
+import asyncio
+
+from project_x_py import TradingSuite
+
+
 async def multi_instrument_setup():
     # Create suite for multiple instruments
     suite = await TradingSuite.create(
         instruments=["MNQ", "ES", "MGC"],  # Multiple futures
         timeframes=["1min", "5min"],
-        features=["orderbook", "risk_manager"]
+        features=["orderbook", "risk_manager"],
     )
 
     print(f"Managing {len(suite)} instruments: {list(suite.keys())}")
@@ -56,6 +67,7 @@ async def multi_instrument_setup():
 
     await suite.disconnect()
 
+
 asyncio.run(multi_instrument_setup())
 ```
 
@@ -64,6 +76,11 @@ asyncio.run(multi_instrument_setup())
 ### Single Instrument Trading
 
 ```python
+import asyncio
+
+from project_x_py import TradingSuite
+
+
 async def trading_example():
     suite = await TradingSuite.create(["MNQ"])  # List notation
     mnq = suite["MNQ"]  # Get instrument context
@@ -72,31 +89,38 @@ async def trading_example():
     order = await mnq.orders.place_market_order(
         contract_id=mnq.instrument_info.id,
         side=0,  # 0=Buy, 1=Sell
-        size=1
+        size=1,
     )
-    print(f"Order placed: {order.order_id}")
+    print(f"Order placed: {order.orderId}")
 
     # Check position
     position = await mnq.positions.get_position("MNQ")
     if position:
-        print(f"Position: {position.net_position} @ ${position.average_price:,.2f}")
+        print(f"Position: {position.size} @ ${position.averagePrice:,.2f}")
 
     # Place a stop loss
-    if position and position.net_position > 0:
+    if position and position.size > 0:
         stop_order = await mnq.orders.place_stop_order(
             contract_id=mnq.instrument_info.id,
             side=1,  # Sell
-            size=position.net_position,
-            stop_price=position.average_price - 20  # 20 points below entry
+            size=position.size,
+            stop_price=position.averagePrice - 20,  # 20 points below entry
         )
-        print(f"Stop loss placed: {stop_order.order_id}")
+        print(f"Stop loss placed: {stop_order.orderId}")
 
     await suite.disconnect()
+
+asyncio.run(trading_example())
 ```
 
 ### Multi-Instrument Pairs Trading
 
 ```python
+import asyncio
+
+from project_x_py import TradingSuite
+
+
 async def pairs_trading_example():
     suite = await TradingSuite.create(["ES", "MNQ"])  # S&P 500 vs NASDAQ
 
@@ -107,6 +131,9 @@ async def pairs_trading_example():
     es_price = await es_context.data.get_current_price()
     mnq_price = await mnq_context.data.get_current_price()
 
+    if es_price is None or mnq_price is None:
+        raise Exception("No price data available")
+
     # Calculate spread (normalize by contract values)
     spread = (es_price * 50) - (mnq_price * 20)
     print(f"ES/MNQ Spread: ${spread:.2f}")
@@ -115,42 +142,54 @@ async def pairs_trading_example():
     if spread > 500:  # ES expensive relative to MNQ
         await es_context.orders.place_market_order(
             contract_id=es_context.instrument_info.id,
-            side=1, size=1  # Sell ES
+            side=1,
+            size=1,  # Sell ES
         )
         await mnq_context.orders.place_market_order(
             contract_id=mnq_context.instrument_info.id,
-            side=0, size=1  # Buy MNQ
+            side=0,
+            size=1,  # Buy MNQ
         )
         print("Executed pairs trade: Short ES, Long MNQ")
 
     await suite.disconnect()
+
+
+asyncio.run(pairs_trading_example())
 ```
 
 ## Real-time Data Streaming
 
 ### Single Instrument Streaming
 
 ```python
-from project_x_py import EventType
+import asyncio
+
+from project_x_py import EventType, TradingSuite
+from project_x_py.event_bus import Event
+
 
 async def stream_data():
-    suite = await TradingSuite.create(
-        ["MNQ"],
-        timeframes=["1min", "5min"]
-    )
+    suite = await TradingSuite.create(["MNQ"], timeframes=["15sec", "1min"])
 
     mnq = suite["MNQ"]
 
     # Register event handlers
-    async def on_new_bar(event):
+    async def on_new_bar(event: Event):
         data = event.data
-        timeframe = data.get('timeframe')
-        bar = data.get('data')
+        timeframe = data.get("timeframe")
+        bar = data.get("data")
         if bar:
-            print(f"MNQ New {timeframe} bar: ${bar['close']:,.2f} Vol: {bar['volume']:,}")
+            print(
+                f"MNQ New {timeframe} bar: ${bar['close']:,.2f} Vol: {bar['volume']:,}"
+            )
 
-    async def on_quote(event):
+    async def on_quote(event: Event):
         quote = event.data
+
+        if quote["bid"] is None or quote["ask"] is None:
+            return
+
         print(f"MNQ Quote: Bid ${quote['bid']:,.2f} Ask ${quote['ask']:,.2f}")
 
     # Subscribe to events for MNQ
@@ -161,25 +200,36 @@ async def stream_data():
     await asyncio.sleep(30)
 
     await suite.disconnect()
+
+
+asyncio.run(stream_data())
 ```
 
 ### Multi-Instrument Streaming
 
 ```python
+import asyncio
+
+from project_x_py import EventType, TradingSuite
+from project_x_py.event_bus import Event
+
+
 async def multi_stream_data():
     suite = await TradingSuite.create(
         ["MNQ", "ES", "MGC"],
-        timeframes=["1min", "5min"]
+        timeframes=["15sec", "1min"],
     )
 
     # Register handlers for each instrument
     for symbol, context in suite.items():
+
         async def make_handler(sym):
-            async def on_new_bar(event):
+            async def on_new_bar(event: Event):
                 data = event.data
-                if data.get('timeframe') == '5min':
-                    bar = data.get('data')
-                    print(f"{sym} 5min: ${bar['close']:,.2f}")
+                if data.get("timeframe") == "1min":
+                    bar = data.get("data")
+                    print(f"{sym} 1min: ${bar['close']:,.2f}")
+
             return on_new_bar
 
         handler = await make_handler(symbol)
@@ -188,6 +238,9 @@ async def multi_stream_data():
     # Stream all instruments simultaneously
     await asyncio.sleep(30)
     await suite.disconnect()
+
+
+asyncio.run(multi_stream_data())
 ```
 
 ## Next Steps

docs/guide/realtime.md

@@ -1,6 +1,6 @@
 # Real-time Data Guide
 
-This guide covers comprehensive real-time data streaming using ProjectX Python SDK v3.5.6+. All real-time operations are fully asynchronous and provide high-performance WebSocket connectivity with automatic reconnection, memory management, and enhanced event forwarding for multi-instrument support.
+This guide covers comprehensive real-time data streaming using ProjectX Python SDK v3.5.7+. All real-time operations are fully asynchronous and provide high-performance WebSocket connectivity with automatic reconnection, memory management, and enhanced event forwarding for multi-instrument support.
 
 ## Overview