djs$4dZddlmZddlZddlmZmZmZmZddl Z ddl m Z ddl mZmZdZer dd lmZe dd lmZeej,d ZGd d ej0ZdZGddZy#e$rdZdZ Y]wxYw#e$rYKwxYw)u ================================================================ 🔌 TOPSTEPX ADAPTER — V15 (ASYNC NATIVE) ================================================================ IMPORTANTE — CAMBIO ARCHITETTURALE vs versione precedente: La versione precedente tentava un wrapper SYNC sopra il SDK ASYNC usando un event loop in un thread separato. Non funzionava: il SDK `project-x-py` spawna task interni (WebSocket callbacks, position processor) che si aspettano un event loop NEL thread corrente. Risultato: spam di errori "no running event loop" illeggibili. Questa versione è ASYNC-NATIVA: - Ogni metodo è `async def` - Tutto gira nello stesso event loop - I Brain V14 (sync, CPU-bound, chiamano Claude API) vanno usati con `await asyncio.to_thread(brain.ask_entry, ...)` dal main API PUBBLICA: async connect(instruments) -> bool async disconnect() async get_bars(symbol, timeframe, count) -> pd.DataFrame async get_current_price(symbol) -> float | None async get_account_info() -> dict async positions_get(symbol=None) -> List[dict] async place_market_bracket(symbol, side, size, sl, tp) -> dict async modify_sl(symbol, stop_order_id, new_sl) -> bool async close_position(symbol, size=None) -> dict async get_cumulative_delta(symbol, minutes) -> float | None (sync, solo lookup da cache locale) get_instrument_info(symbol) -> dict REQUIREMENTS: pip install project-x-py pandas ) annotationsN)AnyOptionalListDict) TradingSuite)PositionBracketOrderResponseTF)apply_sdk_patches)apply_orderbook_patch tsx_adapterc eZdZdZgdZddZy)_JsonNoiseFilteru Il SDK project-x-py emette log JSON strutturati rumorosi (warning psutil, DST init, throttle notices). Filtriamo dal root logger per tenere la console leggibile. Filtra per contenuto specifico — NON nasconde errori veri. ) zpsutil not availablezDST handling initializedthrottlezDynamic resource limitszError processing depth entryz"Orderbook reset due to RESET eventz.Gap will be filled when real-time data arrivesz&Dynamic resource configuration updatedzDynamic resource limits enabledz#Started dynamic resource monitoringzCleanup schedulerzon_reconnect not definedzConnection closed EOFcR|j}|jD]}||vsyy)NFT) getMessageNOISE_SUBSTRINGS)selfrecordmsgnoises ./home/work/apex_v16/broker/topstepx_adapter.pyfilterz_JsonNoiseFilter.filteres4!** E| N)rzlogging.LogRecordreturnbool)__name__ __module__ __qualname____doc__rrrrrrHs*rrctj}|jD]}t|tsy|j t y)z0Installa il filtro sul root logger. Idempotente.N)logging getLoggerfilters isinstancer addFilter)rootfs rinstall_log_filterr*msC    D \\ a) *  NN#%&rcjeZdZdZddddddddddddd Zdd dd d Zd Z d6 d7d ZdZd8dZ d9dZ d:dZ d;dZ d ddddddd dddddd Z d d?dZ d@dZ dAdZdBdZdCd Zd!ZdDd"ZdCd#ZdEd$ZdFd%ZdGd&ZdGd'Z dH dId(Z dH dJd)ZdKd*Z dL dMd+Z dN dOd,Z dPd-Z! dQd.Z" dRd/Z# dN dSd0Z$ dT dUd1Z%dRd2Z&dVd3Z'd4Z(d5Z)y )WTopstepXAdapteraJ Async-native facade sopra project-x-py TradingSuite. Usage: async def main(): tsx = TopstepXAdapter() await tsx.connect(["MES", "MNQ", "MGC", "MCL"]) bars = await tsx.get_bars("MES", "5min", 200) await tsx.disconnect() asyncio.run(main()) 5min15min1hr4hr1day) M5M15H1H4D1r-r.r/r0r11hour4hourr)BUYSELLrr9cts tdtd|_d|_g|_i|_d|_y)Nz=project-x-py non installato. Esegui: pip install project-x-pyFT)_SDK_AVAILABLE RuntimeErrorr*_suite _connected _instruments_instrument_cache_enable_orderbookrs r__init__zTopstepXAdapter.__init__sE3  .2 ')<>!%rNc K||_||_|xsgd}g}|r|jd ddd}tj||||d{|_d|_tjd|j|D]}|j |}|j} | j|| jt| jt| j| j d |j"|<tjd |d | jd | jd | jy7#t$$r)} tj'd| d|_Yd} ~ yd} ~ wwxYww)u Autentica, crea TradingSuite, sottoscrive ai dati real-time. NOTE sulla feature `enable_orderbook`: In SDK v3.5.x c'è un bug noto che genera spam di errori "Error processing depth entry" sul feed L2. Teniamo orderbook disabilitato in Fase 1 (comunque abbiamo volumi reali sulle barre). Lo riattiveremo in Fase 2 quando integreremo delta/volume profile con più care (eventualmente usando un workaround custom sul raw WS). )r-r/r0 orderbookF)enable_tick_dataenable_level2_data) instruments timeframesfeaturesdata_manager_configNTu[TSX] Connected — account=) contract_idsymbolname tick_size tick_value description[TSX] u → contract=z , tick_size=z, tick_value=$z[TSX] Connect failed: )rArCappendrcreater?r@loginfo_get_account_nameinstrument_infoidrPfloattickSize tickValuerSrB Exceptionerror) rrJrKenable_orderbooktfsrL data_mgr_cfgsymctxinstes rconnectzTopstepXAdapter.connects} (!122  OOK (' %*&+L!- 3 3'!$0 !DK #DO HH3D4J4J4L3MN O" kk#&**$(GG$'$(II$)$--$8$)$..$9$($4$4 /&&s+SEy9!!%0##'>>"24  34  II.qe4 5#DO sA,E:!EEC1EE:E E7E2-E:2E77E:cK|jr* |jjd{d|_d|_tj dy7(#t$r"}tj d|Yd}~Ld}~wwxYww)Nz[TSX] Disconnect warning: Fz[TSX] Disconnected)r? disconnectr_rWwarningr@rX)rrgs rrjzTopstepXAdapter.disconnectsp ;; >kk,,...DK %& / > 8<== >s= BAAA$BA B!A>9B>BBc:|jxr|jduSN)r@r?rDs r is_connectedzTopstepXAdapter.is_connecteds:4;;d#::rcv |jjjjS#t$rYywxYw)Nunknown)r?client account_inforPr_rDs rrYz!TopstepXAdapter._get_account_names5 ;;%%2277 7  s ), 88cN|js td|j|S)Nz$Not connected. Call connect() first.)r?r>rrOs r_get_ctxzTopstepXAdapter._get_ctxs${{EF F{{6""rc|jj|}|s t|dS|d}tt||z |zdS)NrQ)rBgetround)rrOpricerXtss r_align_to_tickzTopstepXAdapter._align_to_ticksL%%))&1? " + U52:&+Q//r<) 1minr-r.30minr/r01d1m5m15m30m1h4hcv ||jsd|jvryddlm}m}|djd}t |dr|j }n|}|j|j|j}|j|j|z jS#t$rYywxYw)zBAge in seconds dell'ultima barra. None se df vuoto o senza 'time'.Ntimerdatetimetimezone to_pydatetime)tzinfo) emptycolumnsrrilochasattrrrreplaceutcnow total_secondsr_)rdfrrlast_tsdts r_df_last_age_secondsz$TopstepXAdapter._df_last_age_secondss zRXXrzz)A 3joob)Gw0**,yy ZZx||Z4LL.3BBD D  sB,B B,, B87B8c0 ||jsd|jvryt|djd}d|jvr|djdnd}t |dsi|_|d|}|j j |}||dd |j |<|y|j d |k(rMt|j dd |z d kr,|j d ddz}||j |d <|dk\Sy#t$rYywxYw)u True se il close dell'ultima barra è identico per N fetch consecutivi. Quando WS è disconnesso, `ctx.data.get_data` restituisce sempre gli stessi dati cached. La barra corrente non si aggiorna con i tick real-time → close identico tra fetch consecutivi = WS probabilmente rotto. Track per (symbol, tf) key. Dopo 2 fetch consecutivi con stesso close, consideriamo i dati "frozen". NcloseFrr_last_seen_close:r9)rr|countr|rg-q=rrw) rrr\rrrryabsr_) rrOtfr current_close current_tskeyprev new_counts r_is_close_frozenz TopstepXAdapter._is_close_frozen%s0" zRXX )B!"W+"2"22"67M06"**0DF,$J4!34(*%HAbT"C((,,S1D' *D ! !# & |*,DHHWa(=89EA HHWa014 6?%%c*73 A~%  sD BD 'A D DDc Kddl}ddl}|jdddk(}|jj ||}|j j |xs|j j |xsd}t |dsd|_d |_d |_ d|_ |} |s|jr}|j|jz } | |jk\rOtjd | d d d|_d|_ t |dr|jjnd} | r3|j|||d{} | | St!j"S|j%|||d{} |j'| } d|zdz}| duxr| |kD}|j)||| }| duxs | j*}|s|s|r5|rd}n |rd| d d}nd}|xjdz c_ d}|j|k\rY|jsMtj-d|jd|jdd|_|j|_n.|j|krtj-d|d|d|d|j|||d{} | =| j*s1t |dr#|d|}|jj/|d| Stj1d|d|d n+|jdkDrtjd!d|_ | | St!j"S777w)"a DataFrame pandas con [time, open, high, low, close, volume, tick_volume]. STRATEGIA V15 (hybrid realtime + REST fallback + sticky mode): MODE NORMAL (default): - Prova `ctx.data.get_data` (WS-backed, fast) - Fallback REST se: empty, timestamp stale, close frozen, FORCE_REST_ONLY MODE STICKY (auto-attivato dopo N frozen consecutivi): - Va SEMPRE direttamente a REST (skip WS, no noise) - Ogni `WS_RETRY_INTERVAL_SEC` (default 5min) ritenta WS una volta per auto-recovery se il WebSocket torna su MODE FORCED (env var FORCE_REST_ONLY=1): - Sempre e solo REST, ignora WS completamente rNFORCE_REST_ONLY01r~_ws_sticky_downFi,z[TSX] Retry WS dopo .0fzs sticky REST-onlyrTg@rrz timestamp zs stalez close frozenr9u)[TSX] ⚠️ WebSocket down confermato (u) frozen). Attivo modalità REST-only per srT z data u → fallback RESTrz REST fallback also emptyu<[TSX] ✅ WS ha ricevuto tick fresh → reset frozen counter)osrgetenv TIMEFRAME_MAPry_TF_TO_MINUTESrr_ws_sticky_since_ws_retry_interval_sec_ws_sticky_frozen_countrWrXrclear_get_bars_restpd DataFrame_get_bars_realtimerrrrkpopr`)rrO timeframerrr force_restr tf_minutesuse_rest_directelapseddf_restragestale_threshold_sec is_time_stale is_frozenis_emptyreasonSITCKY_THRESHOLDrs rget_barszTopstepXAdapter.get_barsTsb( YY0#6#=    # #Iy 9((,,R0[D4G4G4K4KI4V[Z[ t./#(D $'D !*-D '+,D (%d22iikD$9$99G$555/}[[\^(,$(, %//3CCKK "VF8;MN!// EJJG"7==4!34#HAbT*C))--c48 IIvhat+DE F++a/WY/0,^r77sK>PKs8EM M2M 8M9D(M !M "B$M M  M c |K |j|}|jj||d{}||jrt jS|j||S7<#t$r<}tj d|d|d|t jcYd}~Sd}~wwxYww)z2Fetch da realtime data manager (WebSocket-backed).)barsNz[TSX] realtime get_bars(, z ) error: ) rudataget_datar_rWrkrrr _pl_to_pandas)rrOrrredf_plrgs rrz"TopstepXAdapter._get_bars_realtimes "--'C((++BU+;;E =ENN,<<> !!!%//< " KK26("RD !M N<<> ! "sCB<1A4A2A48B<2A44 B9=1B4.B9/B<4B99B<c DK |j|||d{}||js|S |j j }tdd|z}tdtd||zdz}|j||| d{} | tjS t| d r$| jrtjSt| dr | jrtjS|j| |S7#t$r'}tj d|d|dYd}~d}~wwxYw7#t$r<}tjd |d |d |tjcYd}~Sd}~wwxYw#t$rYwxYww)u Fetch via REST DIRETTA (bypass SDK cache). 🔧 V15 27/04 v3: SDK get_bars è cached. Usa /api/History/retrieveBars direttamente per garantire bar fresche anche con WS down. Fallback al SDK solo se direct REST fallisce (es. errore network). NrTz direct REST bars failed: z, fallback SDKr9rrrw)daysintervalz[TSX] REST get_bars(rz min) error: rr)_fetch_bars_direct_restrr_rWrkr?rqmaxminrr`rrrrr) rrOinterval_minutesr df_directrgrq bars_per_dayrrs rrzTopstepXAdapter._get_bars_rests V"::6CSUZ[[I$Y__  "[[''Fq4+;#;=Lq#b5L#8A"=>?D //T,<*E =<<> ! uj)enn.>||~%ug&5;;||~%!!%//;\ V KK&(B1#^T U U V " II,VHB7G6H UVTWX Y<<> ! "   sF DDDF AE E E F $/FF +F?F D ED?9F ?EF E F1F FF  FF  FF FF c  t|dr |jd}n|}ddddddd d }|j|jDcic]\}}||j vs||c}} }d |j vrd |j vr|d |d <d|j vr0|jdj|jd }|S#ttf$rIt j |j Dcic]}|||jncc}wc}}Yt$rIt j |j Dcic]}|||jncc}wc}}YXwxYwcc}}w)zDConvert polars/pandas DF a pandas standard con colonne normalizzate. to_pandasF)use_pyarrow_extension_arrayropenhighlowrvolume) timestamp TimestampOpenHighLowCloseVolume)r tick_volumeTdrop)rr ImportErrorModuleNotFoundErrorrrrto_listr_renameitems sort_valuestail reset_index)rdf_objrrcol rename_mapkvs rrzTopstepXAdapter._pl_to_pandassj 6; ' Z%%%%H B   YY1A1A1CWAqBJJ1WY X rzz !m2::&E "8 B}  RZZ ',,U3??T?JB - !45 Z\\"X#3s (;(;(=#="X"XY Z\\"X#3s (;(;(=#="X"XY Z Xs;C E? "E? ,E<D  E<+%E<E, + E<;E<czKt|ddr|j|d{S |j|}|jj d{}| t |S |j|d{S7_7-#t $r%}tjd|d|Yd}~Fd}~wwxYw79w)u Prezzo corrente dell'instrumento. Strategia: 1. Se WS sticky down → REST diretto (da ultima M1 bar) 2. Altrimenti prova ctx.data.get_current_price() (WS-backed) 3. Se ritorna None o WS frozen → REST fallback rFNz[TSX] get_current_price(z ) WS failed: ) getattr_get_current_price_restrurget_current_pricer\r_rWrk)rrOreprgs rrz!TopstepXAdapter.get_current_prices 4*E 255f== = M--'Chh0022A}Qx 11&999>3 M KK26(-sK L L M:sV"B;BB;.BBB)B;?B9B;B B6B1,B;1B66B;c Kddl}ddl}ddl}ddlm}m}m}  |j |} | r| jdsy| d} |jd} |jd} | r| sy|j|jj}t|dd}t|dd}|r||kr|}nZ|jd | | d d }|jd k7ry|jjd}|sy||_|dz|_d|zdd}|j|j}t%||zdz|dzzd}|| |z }|jd|| d|j'|j'd||d zddd}|jd k7ry|j}|jdsy|jdxsg}|syg}|D]x}|j)|jd|jd |jd!|jd"|jd#|jd$xsdd%z|j*|}|j,|d&d'(|d&<|j/d&j1|j3d')}|d*|d+<|S#t4$r%}t6j9d,|d-|Yd}~yd}~wwxYww).z V15 27/04 v3: REST diretta /api/History/retrieveBars per N barre. Usato da _get_bars_rest per bypass cache SDK. Returns: pandas DataFrame o None se fail. rNrr timedeltarNPROJECT_X_API_KEYPROJECT_X_USERNAME_direct_rest_token_direct_rest_token_exp*https://api.topstepx.com/api/Auth/loginKeyuserNameapiKeyr~jsontimeouttokenBearer application/json Authorizationz Content-Typer iminutes1https://api.topstepx.com/api/History/retrieveBarsFrw contractIdlive startTimeendTimeunit unitNumberlimitincludePartialBarheadersrrsuccessrtohlcr)rrrrrrrT)rrrrrTz _fetch_bars_direct_rest error: )rrequestspandasrrrget_instrument_inforyrrrrrpost status_coderr r r isoformatrUr to_datetimerrrr_rWrk)rrOrrrr1rrrrrXrNapi_keyusernamenow_ts cached_token cached_exprrr*r mins_backstartrrrowsbrrgs rrz'TopstepXAdapter._fetch_bars_direct_rest1s *)::G ++F3Dtxx 6}-Kyy!45Gyy!56H(\\(,,/99;F"4)=tDL"4)A1EJ 3$MM@&.'B" ==C' W-*/'.4tm+(1E(9K]^G,,x||,CE$44q8;Kb;PPRUVI)I66E C"-!!&!2"}}"2"QY). A}}#668D88I&88F#)rDD  EE#JEE#JEE#J55:UU3ZeeCjoA  d#B'6 =BvJ',,U3??T?JB "8 B} I  KK&(HL M sK6$KK6+K*K6+A3KK6!KK6B$K%K6&!KK6KK6 C$KK6 K3K.)K6.K33K6c Kddl}ddl}ddlm}m}m} |j |}|r|j dsy|d} |jd} |jd} | r| sy|j|jj} t|dd} t|dd}| r| |kr| }nZ|jd | | d d }|jd k7ry|jj d}|sy||_| dz|_d|zdd}|j|j}|||z }|jd|| d|j#|j#dd|dzddd }|jd k7ry|j}|j dsy|j dxsg}|sy|dS#t$$r%}t&j)d|d|Yd}~yd}~wwxYww)z V15 27/04: REST diretta retrieveBars per bypassare cache SDK. Usa live=False (live=True ritorna errorCode 1). rNrrNr r r r r rr~rrrrrrrrrFrwr9rr)r+rrTz direct REST failed: )rr1rrrr3ryrrrrrr4r5rr r r6r_rWrk)rrO minutes_backrr1rrrrXrNr8r9r:r;r<rr=r*rr?rrrgs r_fetch_bar_direct_restz&TopstepXAdapter._fetch_bar_direct_rests ::8 ++F3Dtxx 6}-Kyy!45Gyy!56H(\\(,,/99;F"4)=tDL"4)A1EJ 3$MM@&.'B" ==C' W-*/'.4tm+(1E(9K]^G,,x||,C)L99E C"-!!&!2"}}"#)A-). A}}#668D88I&88F#)rD7N  KK&(=aSA B sG:$G G:+G &G:'A3G G:!G <G:=B G G: !G +G:,G G:G G: G7G2-G:2G77G:c Kddlm}m}d} |j|dd{}|sT|j|ddd{}||jsd |j vryt |d jd S|jd }|rydd lm}|j|jd d} |j|j| z j} | |kDr!tjd|d| dd|dy|jd} | t | Sy77#t $r%} tjd|d| Yd} ~ yd} ~ wwxYww)u+ Prezzo corrente via REST DIRETTA (bypass SDK cache). 🔧 V15 27/04 v2: SDK get_bars è cached (non aggiorna se WS down). Usa _fetch_bar_direct_rest che chiama /api/History/retrieveBars direttamente. Scarta bar > 180s (= 3 M1 chiuse di ritardo accettabile). rrr~)rCNr9)rrrrr,)rZz+00:00rTz REST direct stale: bar age=rzs (> zs)r0z$[TSX] get_current_price REST direct( ) failed: )rrrDrrrr\rry fromisoformatrrrrrWrkr_) rrOrr MAX_AGE_SECbarrts_str_dtrrrrgs rrz'TopstepXAdapter._get_current_price_rests_ 0  33F3KKC..vQR.SS:WBJJ-FR[--b122WWS\F4++FNN3,IJ||HLL1G;JJL$KK&0LSQTIUZ[fZggi jkGGCLE U|#)LT$  KK>vhjQRPST U su E D/D*D/D- D/#E $D/>E ?B D/ E  D/(E *D/-D// E8EE EE c8|jj|S)z,Sync: lookup da cache popolata al connect().)rBryrts rr3z#TopstepXAdapter.get_instrument_infos%%))&11rcK |jjj}|jt |j t |dddS#t$r$}tjd|icYd}~Sd}~wwxYww)Nr[)rPbalancer[z[TSX] get_account_info failed: ) r?rqrrrPr\rPrr_rWrk)raccrgs rget_account_infoz TopstepXAdapter.get_account_infoss ++$$11C88 -"3d3    KK9!= >I s5BA AB A?A:4A?5B:A??BclKddl}ddlddlddlm}m}fd} |j d}|j d}|r|sgS|j |jj}t|dd}t|dd} |r|| kr|} nS|d ||d d } | jd k7rgS| jjd} | sgS| |_ |dz|_|jr|jj nd} | r t| ddnd} | r t| ddnd}|sgS|dd| zdddt#|id} | jd k7rgS| jjdgxsgS#t$$r$}t&j)d|gcYd}~Sd}~wwxYww)u# 🔧 V15 27/04: REST diretta a /api/Position/searchOpen, bypassa SDK rate limiter che ritarda fino a timeout. Usato da positions_get come primary path; fallback a _raw_positions_search se fail. Token cache 30min condivisa con _fetch_bar_direct_rest. rNrcd}tdD]} j|fi|cS|#jjf$r"}|}|dkrj dYd}~Td}~wwxYw)Nrrwg?)ranger4TimeoutConnectionErrorsleep)urlkwargslast_excattemptrgr1rs r _post_retryz;TopstepXAdapter._positions_direct_rest.._post_retryszH 8 (((8==777 (N !(((*B*BC( H{ 3(s+A(A##A(r r r r r rr~rrrrrrr[z0https://api.topstepx.com/api/Position/searchOpenrrr accountIdr) positionsz$[TSX] _positions_direct_rest error: )rrr1rrrrrrrr5rryr r r?rqintr_rWrk)rrrrr]r8r9r:r;r<rr=rqrQ account_idrgr1rs @@r_positions_direct_restz&TopstepXAdapter._positions_direct_rests "!/ ' yy!45Gyy!56H( \\(,,/99;F"4)=tDL"4)A1EJ 3$@&.'B ==C'I W-I*/'.4tm++/;;T[[''DF;A'&.$7tC58dD1dJ B*3e*;M_`!3z?3 A }}# 668<< R06B 6  KK>qcB CI srF4'FF4A+F3F44"FF4AF1F42-FF4 #FF4 F1 F,&F1'F4,F11F4cK|jsgS |jj}t|dd}|r t|ddnd}|sgSdt|i}|j dd|d{}t |t sgS|jdgxsg}|S7.#t$r$}tjd |gcYd}~Sd}~wwxYww) uh Raw REST call a /Position/searchOpen — bypassa la classe Position della SDK (che crasha con 'Position.__init__ got unexpected kwarg contractDisplayName' quando ProjectX API ha campi nuovi). Ritorna lista di dict con le posizioni aperte dell'account corrente, usando i campi raw del JSON di risposta. rrNr[r^POSTz/Position/searchOpenrr`z$[TSX] _raw_positions_search failed: ) r?rqrra _make_requestr&dictryr_rWrk)rrqrQrbpayloadresp positions_rawrgs r_raw_positions_searchz%TopstepXAdapter._raw_positions_search;s{{I [[''F&.$7C58dD1dJ "C O4G--&.D dD)  HH["5;M   KK>qcB CI s^C7B C $B.B/BCBCB C (CC CC  CcBK|jsdddS|dkrdd|dS |jj}|%t|dd}|r t|ddnd}|sdd dSt|t |t|d }t j d |d ||jd d|d{}t|tr|Sdd|dS7#t$rB}t|jd|} t jd| d| ddcYd}~Sd}~wwxYww)u\ Raw REST call a /Position/partialCloseContract — bypassa il wrapper SDK `close_position_by_contract` che internamente chiama `get_position` → `get_all_positions` → istanzia la classe Position → crasha su 'contractDisplayName' → ritorna None → wrapper risponde "No open position found" anche se la posizione esiste davvero. Endpoint confermato dal source SDK 3.5.9 (position_manager/operations.py:267): POST /Position/partialCloseContract { "accountId": int, "contractId": str, "closeSize": int } Ritorna dict con: - success (bool) - orderId (str, se success) - errorMessage (str, se fail) - status_code (int, se errore HTTP) - server_response (dict, raw body server per diagnostica) Fzadapter not connected)r+ errorMessagerzclose_size must be > 0, got Nrrr[zno account_id available)r^r  closeSizezF[TSX] _raw_partial_close POST /Position/partialCloseContract contract= size=rez/Position/partialCloseContractrfzunexpected response shape)r+rnraw: z![TSX] _raw_partial_close failed: T)r+rn exception)r?rqrrastrrWrXrgr&rhr_typerr`) rrN close_sizerbrqrQrirjrgerr_strs r_raw_partial_closez"TopstepXAdapter._raw_partial_closeZs\2{{$6MN N ?$8TU_T`6ab b# R[[''F!fnd;9WXX!_!+. _G HH'=zl<   --0.D$% $6QZ^_ _ Ra))*"QC0G II9'C D$gDQ Q  Rs_D>M A%% b1K$((5C#^";uuVQ'H155+,H!mF&,(8)K NN"* uuT{*'$QUU>3%?@(.uF% uu[1   2Q <?s.,E EE EE 7E 8CE  E c\K|j|d{}t|dkDS7w)Nr)rlen)rrOposs rhas_open_positionz!TopstepXAdapter.has_open_positions,&&v..3x!|/s ,*,c pK|jjt|tr|j n|} | dd|dS|j j|} | sdd|dS| d} |j ||} |j ||}| d}|j|}ddl} tjd |d |d |d ||jj|| t| d{}t|ddxs t|dd}|s@t|ddxst|ddxsd}tjd|dd|dStjd|d}d}ddl}|j#dz}d}|j#|kr|dz }|j%dd{ |j'|d{}|ra|d}t)|jdd}||k\r|!d}$|~ tjdG||jj;|| t||Hd{}%t|%ddxs t|%dd}$tjdI|$ntj/dL|dMd||!|$|| || ddN S7747#t,$r&}tj/d|d |Yd}~d}~wwxYw7#t,$r#}tj/d%|Yd}~d}~wwxYw7#t,$r#}tj/d'|Yd}~d}~wwxYw7l77#t,$r}tjd?|tjd@|dA |j5|d{7d|dB|d*cYd}~S#t,$r4}#tj9dC|#dDd|dE|dF|#d*cYd}#~#cYd}~Sd}#~#wwxYwd}~wwxYw7#t,$r$}tjdJ|dKYd}~d}~wwxYw#t,$r3}tj=d |dO|dt|dcYd}~Sd}~wwxYww)Pu Entry market + OCO SL + TP — REST-only implementation (no WS dependency). ═══════════════════════════════════════════════════════════════════════ 🎯 NON-WS IMPLEMENTATION (v15.1+) + STRUCTURAL-AWARE (v15.2+) ═══════════════════════════════════════════════════════════════════════ Il metodo `place_bracket_order` nativo della SDK ASPETTA il fill event via WebSocket (timeout 60s). Con WS down → ordine viene davvero fillato dal broker ma la SDK lo dichiara "timeout" → orfani → duplicati al prossimo iter. Questa versione bypassa la dipendenza WS: 1. Piazza market order entry via REST (place_market_order) 2. Polling REST di positions_get() per confermare fill (1-3s) 3. RICALCOLA SL/TP dal fill_price reale (se sl_ticks/tp_ticks passati) 4. Se fill confermato → piazza SL stop order + TP limit order via REST 5. Ritorna tutti gli IDs come l'API originale SL/TP Placement (v15.2+): - Se `sl_absolute_price` fornito (structural): piazza SL a quel prezzo ESATTAMENTE, indipendentemente dal fill_price. - Se `sl_ticks` fornito (ATR fallback): piazza SL a fill_price ± sl_ticks × tick - Se nulla fornito (legacy): usa sl_price passato as-is (vecchio comportamento, BUGGATO con slippage) - TP: sempre ricalcolato da fill_price con tp_ticks se fornito, altrimenti tp_price legacy Vantaggi: - Zero dipendenza WebSocket - Latenza fill detection 1-3s vs 60s - Zero orfani (se il market order non fillerà, positions_get lo vede) - SL/TP ancorati al FILL reale, non al prezzo Brain-time → edge preservato ═══════════════════════════════════════════════════════════════════════ NFzinvalid side: r+r`no contract cached for rQrNrzSX] place_market_bracket(z) STEP1: market entry ruct → contract=rNsider{orderIdorder_idrn error_messagezno entry order ID returnedz![TSX] place_market_order failed: zentry order failed: u![TSX] ✅ Entry order placed: id=g.@r9g?r{rTu.[TSX] ✅ Fill confermato via REST (tentativo z): size=z , avg_price=z*[TSX] positions_get poll error (tentativo z): statusrpz[TSX] Entry order z non fillato in 15s, status=z![TSX] Cannot check order status: z cancellato (non fillato)zSX] Cancel order failed: z entry order z did not fill within 15s)r+entry_idr`z#[TSX] TP ricalcolato da fill: fill=z + zt = z[TSX] SL STRUCTURAL @ z (fisso, livello invalidazione)z'[TSX] SL ATR ricalcolato da fill: fill=u ± u[TSX] 🚨 SL invalido BUY: sl=z >= fill=u — emergency closezSL on wrong side: sl=z fill=u[TSX] ⚠️ TP dubbio BUY: tp=z <= fill=u — skip TPu [TSX] 🚨 SL invalido SELL: sl=u [TSX] ⚠️ TP dubbio SELL: tp=z [TSX] STEP3: piazzo STOP LOSS @ rNrr{ stop_priceu [TSX] ✅ Stop order placed: id=u+[TSX] ⚠️ Stop order placement failed: uSX] 🚨 EMERGENCY CLOSE z: posizione senza SL!z0SL placement failed, emergency-closed position: u'[TSX] 🚨🚨 EMERGENCY CLOSE FAILED: u" — intervento MANUALE richiesto!z&SL failed AND emergency close failed: z / z"[TSX] STEP4: piazzo TAKE PROFIT @ rNrr{ limit_priceu[TSX] ✅ TP order placed: id=u#[TSX] ⚠️ TP placement failed: u$ — posizione ha comunque SL attivoz[TSX] TP skipped per z# (tp_aligned=None dal safety check)) r+rstop_id target_id entry_pricesl_pricetp_price sl_sourcer`z) unexpected error: )SIDE_MAPryr&rtupperrBr}ruasynciorWrXordersplace_market_orderrarr`r monotonicrXrrr\r_rkget_order_by_id cancel_orderclose_positionplace_stop_ordercriticalplace_limit_orderrs)&rrOrr{rrsl_absolute_pricesl_tickstp_ticksrside_intrXrQ sl_aligned tp_alignedrNre_aio entry_respentry_order_iderr fill_priceposition_found_time poll_deadliner\r`rpos_sizerg order_status status_str sl_side_int stop_order_idsl_respe2target_order_idtp_resps& rplace_market_bracketz$TopstepXAdapter.place_market_brackets\==$$Zc5JTZZ\PTU  $v/FG G%%))&1$1H/QR R% ((: ((: =) mmF#K 7 HH26(:PvQtf$4[MC D #zz<<'Y = J %ZDAC$ZTB "j.$?3j/4@32 =cUCD#(5I#3OPP HH88HI J J"N !OO-4MG//#m31 jjo%% ^&*&8&8&@ @I 'l#&swwvq'9#:#t+).sww{A/F)GJ-1NHH'UV]U^_--5Jl:,&PQ!//#m3""I),)C)CCDW)X#XL!$W\8Y%O!PJKK"4^4DD`ak`l mn C**11#n2EFFFHH1.1AAZ[\ % .+N+;;ST#1 q=!%!4!4VZ(U^J^=^!_J!%!4!4VZ(U^J^=^!_J>zl#hZW[\f[ghi!,!009JK 1*=\]^%(Q,q=!%!4!4VZ(U^J^=^!_J!%!4!4VZ(U^J^=^!_JB:,dS[R\\`ak`lmn1}+II ? |9U_T``tuv--f555',.'rrr)rrO directioncontracts_to_closeresidual_contractsrrold_stop_order_idold_target_order_identry_side_intopposite_side_intrXrNre close_resprrrgsweepsweptnew_sl_alignedrrrnew_tp_alignedrrs r partial_close_via_opposite_orderz0TopstepXAdapter.partial_close_via_opposite_orders6**!+Is!;IOO    !$1DYK/PQ Q!/1!4A!%%))&1$1H/QR R=) mmF# N HH9&B##5"6mI;aQ  #zz<<'&+, = J  It49:z48 $J=9z?DA98  >seDE#(5LSE3RSS$  jj--c2C.DEEEGHYGZ[\  jj--c2E.FGGGGH[G\]^ ==fEEE "3Q78Eqy B5'J))/599[3I2J!M,,V\B%)   HH6~6FdK]J^^`a  JJ77'&+,) 8GD167J5 "#DEE HH3K=A B$,,V\B'+   HH6~6FdK]J^^`a  JJ88'&+,* 9GD167J5  HH3M?C D 0&***  s" N II=aSA B$1H/LM M NF  >?P>QR99:= H  >?R>ST99:= F  KKA!EIJ     II9!T<z1UVWUXYZ KK-hZz!E F sKC8AAACA C(AC (C-C C CCc fK|jj|}|s dgd|dS|d}g} |jj}t |dd}|r t |ddnd}|sdgddSd t |i}|j d d | d{} t| tr| jd gxsg} | D]k} t| ts| jdxs| jd} | |k7r>| jd} | R|jt | m|stjd|ddgddStjd|dt|d|d}g}|D]5} |j!|| d{}|r|dz }|j| 7||ddS7'#t$r4}tjd|d|dgt|dcYd}~Sd}~wwxYw7g#t$r(}tjd|d| d|Yd}~d}~wwxYww)a: Cancella TUTTI gli ordini pendenti sul contract (senza bisogno di IDs). Usato per cleanup orfani quando SL/TP natural-hit chiudono la posizione broker-side senza passare per close_position() di V15. Strategia: 1. Raw REST POST /Order/searchOpen per listare ordini pendenti 2. Filtra per accountId e contractId del symbol 3. Cancella ciascun ordine via ctx.orders.cancel_order Ritorna: {"cancelled_count": int, "order_ids": [int], "error": Optional[str]} rno contract for )rrr`rNrrNr[z no account_idr^rez/Order/searchOpenrfrr z$[TSX] cancel_all: search failed for rrz[TSX] cancel_all z: nessun ordine pendentez : trovati u ordini → r9z: order failed: )rBryr?rqrrargr&rhrUr_rWrkrtrXrr)rrOrXrN open_ordersrqrQrbrirj orders_raworderorder_contractrrg cancelled cancelled_idsoks rrz.TopstepXAdapter.cancel_all_orders_for_contracts"%%))&1'(rFVW]V^D_` `=) "$  L[[''F&.$7C58dD1dJ+,2XX"C O4G--#.D $%!XXh39r ' :E%eT2 %*YY|%<%X -@XN%4 $yyH+#**3x=9 : HH(0HI J'(rDI I $VHJs;7G6H U`Tabc  # XH X,,VX>>NI!((2  X ),#  O$ L KK>vhbL M'(rCFK K L? X /xxzSTRUVWW Xs.H1;F;,H1-$F;F8A=F;F;,AH1>G=G;G=0H18F;; G8)G3-G8.H13G88H1;G== H.H)$H1)H..H1c &K|jj|}|sdd|dS|d} ||j|t|d{}t |jdd}|sBt j d|d |d |jd d d |jdid |d|d||jd |jddS|j|}|jj||d{} d} |rR|Pt jd|d||D]0} |  |j|t| d{} | r| dz } 2t| trt | jddndd|| | dS7K77E#t$r%} t jd| d| Yd} ~ d} ~ wwxYw#t$r3} t j d|d| dt!| dcYd} ~ Sd} ~ wwxYww)u size=None → close full size=int → close partial bracket_order_ids: lista di order IDs (SL, TP) da cancellare dopo la close. Evita ordini orfani quando chiudiamo la posizione a market invece di far scattare SL/TP naturalmente. Per partial close, NON cancellare (gli SL/TP rimangono validi per la size rimanente). FrrrNN)rNrvr+z[TSX] partial close rprrnrpz (server=server_responserpartialrr)r+mode closed_sizerrqrnrz![TSX] Cleanup bracket orders per rrr9z[TSX] cleanup order Tfull)r+rrrrqz[TSX] close_position(rH)rBryrxrarrWr`rur`close_position_by_contractrXrr_rkr&rhrt)rrOr{bracket_order_idsrXrNraw_respr+rerjrrrrgs rrzTopstepXAdapter.close_positionsf %%))&1$1A&/JK K=) ; 7 !%!8!8 +"4y"9"x||Iu=>II.vhfTF)#<< BCD##+<<0A2#F"GqJ (/'0'+'('/'/||N'C'/||I'>--'CAA'BD O T\@F%) BRBRBR" BR  BRJ'+:#: :x.2"&"&N7N7N7 N7  N7  N7+N7 N7 N7N7 N7p,0-1o o o  o  o  o o )o +o  o b  *- 7<   %( (L L L b#15 P7P7P7/ P7  P7j+-$'    rr,)r __future__rr#typingrrrrr2r project_x_pyrproject_x_py.modelsr r r=rbroker._sdk_patchesr orderbook_patchr r$rWFilterrr*r,r!rrrs$J#,,)BN5 5g & "w~~"J'Z Z QNL  s"B B B  B BB