ib(PdZdZdZddlZddlmZddlmZmZm Z m Z ddl m Z m Z ddlmZmZdd lmZmZmZmZmZmZmZmZmZdd lmZmZmZmZm Z m!Z!m"Z"m#Z#m$Z$m%Z%m&Z&m'Z'dd l(m)Z)m*Z*m+Z+m,Z,m-Z-m.Z.m/Z/m0Z0dd l1m2Z2dd l3m4Z4m5Z5m6Z6m7Z7m8Z8m9Z9ddl:m;Z;mm?Z?m@Z@ddlAmBZBddlCmDZDddlEmFZFddlGmHZHmIZImJZJmKZKmLZLmMZMmNZNddlOmPZPmQZQmRZRddlSmTZTmUZUmVZVmWZWmXZXmYZYmZZZm[Z[m\Z\m]Z]ddl^m_Z_m`Z`maZambZbmcZcmdZdmeZeejdk7r ddlgZgegjgdZjy#ei$rY wxYw)a ProjectX Python SDK for Trading Applications Author: @TexasCoding Date: 2025-09-22 Version: 3.5.9 - Realtime Data Validation Fix Overview: A comprehensive Python SDK for the ProjectX Trading Platform Gateway API, providing developers with tools to build sophisticated trading strategies and applications. This library offers comprehensive access to real-time market data, order management, position tracking, and advanced analytics for algorithmic trading. Key Features (v3.5.0): - Multi-instrument TradingSuite for managing multiple futures contracts simultaneously - Real-time market data streaming and historical data access - Comprehensive order management (market, limit, stop, bracket orders) - Position tracking and portfolio analytics with cross-instrument analysis - Level 2 orderbook depth and market microstructure analysis - Advanced technical indicators and pattern recognition - Risk management and position sizing tools across multiple instruments - Multi-timeframe data management and analysis - Pairs trading and spread analysis capabilities - Event isolation and parallel processing for multiple instruments - WebSocket-based real-time updates and event handling - Comprehensive statistics and analytics system with health monitoring - Fine-grained locking and async-first performance optimization Core Components: - TradingSuite: All-in-one trading environment with automatic initialization - ProjectX: Main client for API interactions and authentication - OrderManager: Order placement, modification, and tracking - PositionManager: Position monitoring, analytics, and risk management - OrderBook: Level 2 market depth analysis and order flow - RealtimeDataManager: Multi-timeframe real-time data processing - ProjectXRealtimeClient: WebSocket-based real-time connections - Statistics Module: Comprehensive async statistics system with health monitoring Trading Capabilities: - Market data retrieval and real-time streaming - Account management and authentication - Order placement, modification, and cancellation - Position management and portfolio analytics - Trade history and execution analysis - Advanced technical indicators and market analysis - Level 2 orderbook depth and market microstructure - Risk management and position sizing - Real-time statistics tracking and performance monitoring - Health scoring and system analytics with multi-format export Example Usage: ```python from project_x_py import TradingSuite # Simple one-line setup with TradingSuite v3 suite = await TradingSuite.create("MGC", timeframes=["1min", "5min", "15min"]) # Everything is ready to use: bars = await suite.client.get_bars("MGC", days=5) # Place orders response = await suite.orders.place_market_order( contract_id=suite.instrument_info.id, side=0, # Buy size=1, ) # Track positions positions = await suite.positions.get_all_positions() # Access real-time data current_price = await suite.data.get_current_price() # Get comprehensive statistics (v3.3.0+) stats = await suite.get_stats() print(f"System Health: {stats['health_score']}/100") print(f"API Success Rate: {stats['api_success_rate']:.1%}") # Export statistics to multiple formats prometheus_metrics = await suite.export_stats("prometheus") csv_data = await suite.export_stats("csv") # Clean shutdown await suite.disconnect() ``` Architecture Benefits: - Async-first design for high-performance trading applications - Comprehensive error handling and retry logic - Rate limiting and connection management - Real-time data processing with WebSocket integration - Modular design for flexible trading system development - Type-safe operations with comprehensive validation **Important**: This is a development toolkit/SDK, not a trading strategy itself. It provides the infrastructure to help developers create their own trading applications that integrate with the ProjectX platform. Version: 3.3.0 Author: TexasCoding See Also: - `client`: Main client for API interactions - `order_manager`: Order management and tracking - `position_manager`: Position monitoring and analytics - `orderbook`: Level 2 market depth analysis - `realtime_data_manager`: Real-time data processing - `indicators`: Technical analysis and indicators - `utils`: Utility functions and calculations z3.5.9 TexasCodingN)ProjectX) ConfigManagercreate_custom_configload_default_configload_topstepx_config)MemoryMappedStorageTimeSeriesStorage)EventBus EventType) ProjectXAuthenticationErrorProjectXConnectionErrorProjectXDataError ProjectXErrorProjectXInstrumentErrorProjectXOrderErrorProjectXPositionErrorProjectXRateLimitErrorProjectXServerError) calculate_adx calculate_atrcalculate_bollinger_bands!calculate_commodity_channel_index calculate_emacalculate_macd calculate_obv calculate_rsi calculate_smacalculate_stochasticcalculate_vwapcalculate_williams_r)AccountBracketOrderResponse InstrumentOrderOrderPlaceResponsePositionProjectXConfigTrade) OrderManager)ATRStopTemplateBreakoutTemplate OrderTemplateRiskRewardTemplateScalpingTemplate get_template)OrderChainBuilderOrderLifecycleError OrderTracker) OrderBookcreate_orderbook)PositionManager)ProjectXRealtimeClient)RealtimeDataManager)DEFAULT_SESSIONSSessionAnalytics SessionConfigSessionFilterMixinSessionStatistics SessionTimes SessionType)Features TradingSuiteTradingSuiteConfig) HealthStatusResponseOrderManagerConfig OrderSide OrderStatus OrderTypePerformanceStatsResponsePortfolioMetricsResponsePositionManagerConfig PositionTypeRiskAnalysisResponse) RateLimitercalculate_max_drawdowncalculate_portfolio_metricscalculate_sharpe_ratio get_env_varround_to_tick_size setup_loggingwin32)Rr"r#rr;r>r?r9r<r=r:r r r@rCr$r%r4r1r2r*rDr&r-r3rErFrGrHrIr'r6rJrKrr r r r(rrrrrrrr7rrMr8rLr)rArB __author__ __version__r+r,r.r/r0rrrrrrrNrrOrrPrrr r!rr5rQrrrRrS)k__doc__rVrUsysproject_x_py.clientrproject_x_py.configrrrrproject_x_py.datar r project_x_py.event_busr r project_x_py.exceptionsr rrrrrrrrproject_x_py.indicatorsrrrrrrrrrrr r!project_x_py.modelsr"r#r$r%r&r'r(r)project_x_py.order_managerr*project_x_py.order_templatesr+r,r-r.r/r0project_x_py.order_trackerr1r2r3project_x_py.orderbookr4r5project_x_py.position_managerr6project_x_py.realtimer7"project_x_py.realtime_data_managerr8project_x_py.sessionsr9r:r;r<r=r>r?project_x_py.trading_suiter@rArBproject_x_py.typesrCrDrErFrGrHrIrJrKrLproject_x_py.utilsrMrNrOrPrQrRrSplatformuvloopinstall ImportError__all__N/home/work/apex_v16/venv/lib/python3.12/site-packages/project_x_py/__init__.pyrssm^   (E7   "   4 :RBRQ      <<7 ^     sDD%$D%