Test_kilo #7
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Test_kilo #7
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…mprovements
## Key Improvements
### Real-time Order Tracking
- Fix WebSocket payload parsing to handle ProjectX Gateway format {'action': X, 'data': {...}}
- Add automatic connection and subscription to user updates in OrderManager.initialize()
- Implement intelligent cache lookup with retry logic for real-time updates
- Fix string/integer type conversion issue in cache lookups
### Custom Tag Management
- Fix bracket order custom tag duplicate errors by generating unique timestamp-based tags
- Only include customTag in API payload when provided (not null/empty)
- Prevent "already in use" errors with automatic unique tag generation
### Enhanced Cleanup & Safety
- Implement comprehensive cleanup that cancels ALL open orders (not just demo orders)
- Add automatic position closing with market orders during cleanup
- Improve error handling and logging throughout cleanup process
- Provide detailed status reporting of cleanup operations
### Improved User Experience
- Add intelligent fallback from real-time cache to API for order status
- Enhance monitoring with detailed order and position status display
- Improve status messages to show data source (cache vs API)
- Add comprehensive order statistics and tracking information
### Performance Optimizations
- Real-time WebSocket order tracking instead of polling APIs
- Built-in retry logic for cache population timing
- Efficient payload extraction and processing
- Reduced API calls through intelligent caching
## Technical Details
- All orders now properly tracked in real-time cache with status updates
- WebSocket connection automatically established and maintained
- Bracket orders work reliably without custom tag conflicts
- Enhanced cleanup ensures no orphaned orders or positions
- Comprehensive error handling with graceful fallbacks
🤖 Generated with [Claude Code](https://claude.ai/code)
Co-Authored-By: Claude <noreply@anthropic.com>
…reporting - Fix portfolio report error by adding missing P&L keys to get_portfolio_pnl() - Add position opening functionality to demonstrate complete lifecycle - Implement enhanced cleanup to automatically close positions on script exit - Add real-time position monitoring with live P&L tracking - Include comprehensive safety measures with 1-contract test positions - Improve error handling and fallback mechanisms Key improvements: - Portfolio reports now generate successfully with total_pnl, unrealized_pnl, etc. - Example opens test position, monitors in real-time, then safely closes on exit - Enhanced cleanup closes all positions with market orders and cancels open orders - Proper order type handling (2=Market) and side mapping (0=Bid, 1=Ask) - Production-ready position management with full lifecycle demonstration 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
…tegration - Add optional ProjectX client parameter to OrderBook constructor - Implement _fetch_instrument_tick_size() method for cached instrument metadata - Enhance _calculate_price_tolerance() to use cached tick size (3x multiplier) - Update create_orderbook() factory function to accept project_x parameter - Eliminate repeated get_instrument() API calls during cluster detection - Maintain backward compatibility with fallback to hardcoded tick sizes Performance improvements: - Single API call during initialization vs repeated calls per method - Cached tick size ensures consistent analysis throughout lifecycle - Accurate price tolerance based on real instrument metadata Updated documentation: - README.md: Enhanced OrderBook section with client integration example - CHANGELOG.md: Added v1.1.2 release notes - docs/api/orderbook.rst: Updated Quick Start with proper initialization 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
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Performance improvements:
Updated documentation:
🤖 Generated with Claude Code
Co-Authored-By: Claude noreply@anthropic.com