v2.0.1.16

[marketcalls]

Version 2.0.1.6 Released

Date: 24th July 2026

Broker & Reliability Release: a new HDFC Sky broker integration, a ground-up TypeScript rewrite of the /trading chart-trading page with a multi-chart grid, real-time order-update streaming brought to IIFL Capital and Upstox, sandbox order lifecycle now includes a first-class "trigger pending" status for SL/SL-M orders, a Definedge connector overhaul, and a broad sweep of Dhan/Flattrade/Fyers/Zerodha broker fixes

This release spans 119 commits since v2.0.1.5. The headline addition is HDFC Sky, a new broker integration (orders, WebSocket market depth, funds, OI tracker, and SL-M order protection under HDFC Sky's live margin regime)

OpenAlgo now supports 35 brokers. The /trading page was rewritten from scratch as a TypeScript React route with a multi-chart grid, TradingView-style timeframe/chart-type menus, an inline Buy/Sell panel, and a symbol search modal with per-pane state.

Real-time order-update streaming — started in the previous cycle for a handful of brokers — was extended end-to-end, with IIFL Capital and Upstox gaining live order/trade push feeds and a new dedicated /websocket/order page for watching the raw event stream.

The sandbox engine gained a proper "trigger pending" status for SL/SL-M orders (matching how a live exchange's Stop-Loss book actually works, instead of showing "open" the whole time) plus F&O expiry settlement timing, event-driven MTM, and several T+1/holdings settlement correctness fixes.

On the broker side: Definedge's connector was overhauled for the current API (orders, OI, rate limits, WebSocket), Dhan and IIFL Capital both got SL-M emulation (a bare stop-loss-market order is blocked under SEBI's market-protection regime on several brokers - it's now transparently converted to a protective stop-limit order), and Flattrade, Fyers, Zerodha, and Upstox each picked up targeted reliability fixes.

A large parallel documentation effort ("superpowers") laid out the architecture, ADRs, and roadmap for future global-market (non-Indian-exchange) broker support.

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Highlights

• HDFC Sky broker integration (cb4ec7d56 + 9 follow-up fixes) — new broker: order placement/modification, WebSocket market depth (served from a live snapshot), funds, OI tracker (batched LTP fetch + OI sourced over WebSocket), and SL-M/MARKET algo orders converted to protected LIMIT/SL under HDFC Sky's live margin rules. OpenAlgo now supports 35 brokers.
• /trading page rewrite (a55a95fe3 + 10 follow-ups) — ported from the legacy page to a TypeScript React route: multi-chart grid layout, TradingView-style timeframe/chart-type menus and product segments, an inline Buy/Sell button panel with live top-of-book bid × ask, a TradingView-style symbol search modal with per-pane state, 2-decimal P&L with platform-stable tick precision (Windows vs macOS), and square-off routed through placeorder (never placesmartorder) to avoid a position-sizing mismatch.
• Real-time order-update streaming extended (2960edace and related, this + prior cycle) — IIFL Capital and Upstox gained live order/trade push feeds; every order-update source now normalizes to OpenAlgo's standard symbol format; a new dedicated /websocket/order page (074768845) lets you watch the raw live order-update stream with auto-reconnect; the ZMQ publisher now warms up at boot so the very first order event isn't dropped under gunicorn (e9fc4d761).
• Sandbox: "trigger pending" order status (3e7132a52) — SL/SL-M orders in sandbox now correctly rest in a "trigger pending" state (mirroring an exchange's Stop-Loss book) until the trigger price actually fires, instead of showing "open" the entire time. Ships with a schema migration (upgrade/migrate_sandbox_trigger_pending.py) wired into migrate_all.py.
• IIFL Capital: rate limiting + live order updates + SL-M fix (5e562a79c, 18c003106) — previously-unthrottled option-chain/OI requests were silently dropping data past IIFL's rate caps; a new dedicated MQTT order/trade-update adapter now streams live order status; bare SL-M orders (blocked by IIFL) are now converted to a protective stop-limit order, mirroring the Dhan fix below.
• Dhan: SL-M protective-limit hardening (55b3e2027, 828f8d23e, 943e39912) — SL-M orders rest as a protective STOP_LOSS limit order instead of being rejected under Dhan's live market-protection-percent regime; live order-update payload parsing corrected for Dhan's camelCase field names.
• Definedge: connector overhaul (0332220a8) — orders, open interest, rate limits, and WebSocket streaming brought up to date against Definedge's current API; SL-M orders now show correct Cancel/Modify actions while in "trigger pending" (72e398a3b).
• Sandbox reliability sweep — F&O expiry settlement timing and option LTP settlement (2342af5de), event-driven MTM via position-feed subscriptions instead of polling (5a245e9d2), corrected weighted-average in T+1 holdings settlement (265fd3419), auto-cancel of open orders on expired F&O contracts (fa1de5794), non-trading days skipped in daily P&L snapshots (ccb8e629b, PnL Duplication : Sandbox --> My PnL --> Date-wise-PnL #876), deferred MARKET fills on stale quotes (6665d6e7f, Sandbox: MARKET order fills at a stale quote for newly-subscribed symbols (wrong recorded fill price) #1638), and CNC sells against existing holdings settling correctly instead of opening a phantom short (bb27f2ff2, Holding in Sandbox are not getting sold . #1640).
• WebSocket protocol fix: per-mode subscription tracking (be65283ef, fix: Trading page chart freezes for NFO instruments despite live WebSocket depth data being delivered #1664) — a client holding both LTP and Depth subscriptions on the same symbol no longer has one silently overwrite the other; the trading terminal now subscribes Depth-only for tradeable instruments (Depth's payload already carries ltp as a first-class field).
• Broker fixes — Flattrade (bounded auth-failure retry instead of hammering a dead WebSocket session, burst-friendly dual-window rate limiter for Flattrade Historical data fetch significantly slower with parallel requests compared to single request #1663), Fyers (redundant inter-chunk sleep dropped from history fetch, paise conversion fixed for CDS/BCD in WebSocket mapping, empty funds returned on error instead of a fabricated zero), Zerodha (order-update symbol resolution now prefers the broker's instrument token over name matching), Upstox (portfolio-stream authorize endpoint corrected with a direct-WSS fallback, full RMS rejection reason surfaced in order updates).
• Security & infra — a pepper mismatch on the encryption key now surfaces clearly with DB recovery tooling instead of failing silently (e8660191d, Unable to Login to Openalgo. "Invalid credentials" error message. #1660); api_keys table name corrected in the init_db diagnostic; icons and emojis removed repo-wide and forbidden going forward in all generated output (code, docs, commits, alerts) per updated CLAUDE.md guidance.
• Order dialog / Holdings UI — cash equity orders now show the real share count instead of a lot-size multiplier, with an NSE/BSE exchange switch; Holdings gained Add/Exit actions and a fix for a zero LTP defeating the REST fallback.
• Global-market architecture planning ("superpowers" docs, 10 commits) — design, audit, and roadmap documents plus three ADRs (crypto via direct native adapters not CCXT; direct API/WebSocket integration, no vendor SDKs; in-tree broker model) laying groundwork for future non-Indian-exchange broker support. Documentation only in this release — no code shipped yet.
• Dependency bumps — TypeScript migrated to 7.0 (8b6e5f08d), openalgo SDK pin bumped to 2.0.3 (adds subscribe_orders), openalgo-charts 1.0.7, axios 1.18.0, pillow 12.3.0, mcp 1.28.1, svgo 4.0.2, setuptools 83.0.0, actions/setup-node 6 → 7.

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HDFC Sky broker integration — deep dive

cb4ec7d56 (Add HDFC Sky broker integration) plus 9 follow-up fixes over the following day: WebSocket auth corrected and index normalization relocated (8ffae60a3), exchange.py folded into transform_data.py for consistency with the standard broker plugin shape (5a3566954), OI tracker fixed by capping the LTP-fetch batch size and sourcing OI over WebSocket instead of REST (cfb05fb8b), MARKET/SL-M algo orders converted to protected LIMIT/SL orders to satisfy HDFC Sky's live margin checks (2f933dad9), market depth now served from a live WebSocket snapshot rather than polled (f1f63a769), queued WebSocket subscriptions no longer dropped — now batched by type (7a608ac02), margin leg underlying sent as an integer per the API's actual expectation (d30fd933b), and a final docs pass resolving the margin-underlying TODO and genericizing the funds sample (935817c49).

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/trading page rewrite — deep dive

The chart-trading page moved from its previous implementation to a TypeScript React route (a55a95fe3) with a multi-chart grid layout. Follow-up commits over the next several days: square-off now routes through placeorder instead of placesmartorder to avoid a position-sizing mismatch (c0adca1f3); a guard against a coarse tick feed snapping orders to whole rupees (e85b7800e); 2-decimal P&L display with robust tick precision and a stable default chart zoom (40f2abc9a); platform-stable price decimals reconciling Windows vs macOS floating-point display differences (04021aa1f); live top-of-book bid × ask shown directly on the Buy/Sell panel (02bcd2788); TradingView-style timeframe and chart-type menus plus product-segment selection (934e2a7ed); the "Fit" text button replaced with a fit-to-screen icon (3b4a829ca); cross-platform MIME type and state-persistence fixes plus a BHEL fallback symbol (26723bfaf); an inline Buy/Sell button panel added directly on the chart (f19b2cd9b); and finally a TradingView-style symbol search modal with independent per-pane state (249a4a43f) for the multi-chart grid.

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Order-update streaming — deep dive

Building on the end-to-end real-time order-update pipeline shipped this cycle (2960edace), follow-up work: Upstox's portfolio-stream authorize endpoint corrected with a direct-WSS fallback (516b9073b), then its OpenAlgo symbol mapping and full RMS rejection reason wired into order updates (705b80fee); every order-update source normalized to emit OpenAlgo's standard symbol format with unit test coverage (3dc0d797c); the openalgo Python SDK pin bumped to 2.0.3 to pick up subscribe_orders, with order-update environment variables documented (62b60a90f); the shared ZMQ publisher now warms up at application boot so the very first order event of a session isn't silently dropped under gunicorn (e9fc4d761); "trigger pending" promoted to a first-class order-update status broker-wide (c3870d3a6) — the same status this release's sandbox work (3e7132a52) then implemented for the simulated engine; sandbox order placement now streams an "open" alert immediately, matching live-broker behavior (15f375278); and a new dedicated /websocket/order page for watching the raw live stream (074768845), with a follow-up fix for a stale-closure bug in its auto-reconnect logic (ac0827779).

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Sandbox: trigger pending — deep dive

3e7132a52 — SL and SL-M orders previously sat as "open" from placement until the trigger fired, indistinguishable from a normal resting order. Real exchanges hold SL/SL-M orders in a separate Stop-Loss order book until the trigger price is touched; sandbox now mirrors this with a genuine "trigger pending" state. SL-M fires straight to complete once triggered (no resting phase, matching live brokers); SL transitions to open once triggered unless the limit price is also immediately satisfiable, in which case it fills directly. Modify/cancel and the end-of-day/expired-contract auto-cancel sweeps all now accept the new state. Ships with upgrade/migrate_sandbox_trigger_pending.py (SQLite doesn't support altering a CHECK constraint in place, so this rebuilds sandbox_orders preserving every row) wired into the standard migrate_all.py upgrade path.

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Broker fixes

• 55b3e2027, 828f8d23e, 943e39912 — Dhan: SL-M orders rest as a protective STOP_LOSS limit order under Dhan's live market-protection-percent regime instead of being rejected outright; live order-update payload parsing corrected for Dhan's camelCase field names; the protective-limit calculation itself hardened following code review.
• 0332220a8, c24d2282a, 72e398a3b — Definedge: full connector overhaul for the current API (orders, open interest, rate limits, WebSocket streaming); noisy logs quieted and a redundant multiquote batch delay dropped; SL-M orders now show correct Cancel/Modify actions while in "trigger pending".
• 41bcaa4f8, 96ad15ab9 — Flattrade: burst-friendly dual-window rate limiter replacing an overly conservative fixed-gap pacer (Flattrade Historical data fetch significantly slower with parallel requests compared to single request #1663); WebSocket reconnect logic no longer retries indefinitely on a confirmed auth failure — backs off through a tightly bounded retry path instead of hammering a dead session.
• 527249885, 1815de268, 7a3fbc0f6 — Fyers: redundant inter-chunk sleep dropped from history fetch; paise-to-rupee conversion corrected for CDS/BCD in WebSocket mapping; funds endpoint returns empty on error instead of a fabricated zero balance.
• 78d048d12 — Zerodha: order-update symbol resolution now prefers the broker's instrument token over brsymbol name-matching, more reliable for F&O contracts.
• 5e562a79c, 18c003106 — IIFL Capital: rate limiting added across the REST API (fixing silent option-chain/OI data loss from an unthrottled concurrent burst); a new dedicated MQTT adapter streams live order/trade updates; bare SL-M orders converted to a protective stop-limit order.

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Reliability & fixes

• e8660191d — a mismatched encryption pepper now surfaces as a clear error with accompanying DB recovery tooling, instead of failing silently (Unable to Login to Openalgo. "Invalid credentials" error message. #1660).
• d4786ca11 — corrected the api_keys table name referenced in the init_db diagnostic.
• be65283ef — WebSocket per-mode subscription tracking (fix: Trading page chart freezes for NFO instruments despite live WebSocket depth data being delivered #1664): a client holding LTP and Depth on the same symbol no longer has one mode silently overwrite the other; the trading terminal now subscribes Depth-only for tradeable instruments since Depth's payload already carries ltp.
• 4f928011d — Holdings page gained Add/Exit position actions; fixed a zero LTP value defeating the REST fallback path.
• 5be274364, 932c03bdb — order dialog: dropped the lots UI for cash equity (added an NSE/BSE exchange switch instead), and cash equity orders now show the real share count rather than a lot-size multiplier.
• b3e142e9c, 891f8b7ae — icons and emojis removed repo-wide (source, comments, logs, docs) and forbidden going forward in all generated output per updated CLAUDE.md guidance.

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Global-market architecture planning ("superpowers" docs)

Ten documentation-only commits (7cfa323bc through 786f5932b) laying out design, audit, and roadmap material for eventual non-Indian-exchange broker support: three ADRs (crypto via direct native adapters rather than CCXT; direct API/WebSocket integration with no vendor SDKs; an in-tree broker model rather than out-of-tree plugins), a problem/ directory documenting current challenges, GTT marked as an experimental/optional capability, and a blockers/ living register for open questions. No code shipped in this release from this effort — planning only.

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Dependencies

• TypeScript migrated to 7.0 (8b6e5f08d, with a package-lock sync fix a7f2be646)
• openalgo SDK pin: 2.0.2 → 2.0.3 (adds subscribe_orders)
• openalgo-charts → 1.0.7, axios → 1.18.0
• pillow → 12.3.0, mcp → 1.28.1
• svgo → 4.0.2, setuptools → 83.0.0
• actions/setup-node → 7 (CI only)

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Configuration changes

utils/version.py: VERSION = "2.0.1.6"

pyproject.toml: version = "2.0.1.6" (uv.lock regenerated).

Database: sandbox_orders.order_status CHECK constraint widened to include 'trigger pending'. Existing installs need upgrade/migrate_sandbox_trigger_pending.py, which is wired into upgrade/migrate_all.py and runs automatically via the standard upgrade path (rebuilds the table via SQLite's create/copy/drop/rename procedure, preserving every existing row). Fresh installs get the widened constraint from schema creation directly — no migration needed.

Upgrading is recommended for all users, and mandatory for sandbox mode — without the migration, placing an SL or SL-M order in sandbox will fail with a CHECK constraint failed error.

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Upgrade procedure

For existing installs (Native Ubuntu):

cd /var/python/openalgo-flask/<deploy-name>/openalgo
sudo ./install/update.sh

For existing installs (Docker):

cd /opt/openalgo/<domain>
sudo docker compose pull
sudo docker compose up -d

For local developers (uv):

git pull origin main
uv sync
uv run upgrade/migrate_all.py
# Frontend: a plain pull already ships the CI-built dist. Only rebuild if
# you are editing React code:
cd frontend && npm install && npm run build
uv run app.py

Never run cp .sample.env .env on an existing installation — it destroys broker credentials and the API_KEY_PEPPER, permanently invalidating password hashes and encrypted tokens. Compare .env.sample against your .env for new variables instead.

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Links

• Repository: https://github.com/marketcalls/openalgo
• Documentation: https://docs.openalgo.in
• Python SDK on PyPI: https://pypi.org/project/openalgo/
• Discord: https://www.openalgo.in/discord
• YouTube: https://www.youtube.com/@openalgo
• Issue tracker: https://github.com/marketcalls/openalgo/issues

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This discussion was created from the release v2.0.1.16.