Merge pull request #63 from rjra2611/feature-add-support-for-dll-down…

…load-zerodha

Add support to download zerodha NuGet

README.md

@@ -755,6 +755,7 @@ Options:
   --binance-api-key TEXT          Your Binance API key
   --binance-api-secret TEXT       Your Binance API secret
   --binance-use-testnet BOOLEAN   Whether the testnet should be used
+  --zerodha-organization TEXT     The name or id of the organization with the zerodha module subscription
   --zerodha-api-key TEXT          Your Kite Connect API key
   --zerodha-access-token TEXT     Your Kite Connect access token
   --zerodha-product-type [MIS|CNC|NRML]

lean/commands/live.py

@@ -65,7 +65,7 @@
                                      "tt-order-routing-host", "tt-order-routing-port",
                                      "tt-log-fix-messages"],
     "KrakenBrokerage": ["kraken-api-key", "kraken-api-secret", "kraken-verification-tier"],
-    "FTXBrokerage": ["ftx-api-key", "ftx-api-secret", "ftx-account-tier"]
+    "FTXBrokerage": ["ftx-api-key", "ftx-api-secret", "ftx-account-tier", "ftx-exchange-name"]
 }
 
 # Data queue handler -> required configuration properties
@@ -347,6 +347,10 @@ def _get_default_value(key: str) -> Optional[Any]:
               type=bool,
               default=lambda: _get_default_value("binance-use-testnet"),
               help="Whether the testnet should be used")
+@click.option("--zerodha-organization",
+              type=str,
+              default=lambda: _get_default_value("job-organization-id"),
+              help="The name or id of the organization with the zerodha module subscription")
 @click.option("--zerodha-api-key",
               type=str,
               default=lambda: _get_default_value("zerodha-api-key"),
@@ -632,6 +636,7 @@ def live(project: Path,
          binance_api_key: Optional[str],
          binance_api_secret: Optional[str],
          binance_use_testnet: Optional[bool],
+         zerodha_organization: Optional[str],
          zerodha_api_key: Optional[str],
          zerodha_access_token: Optional[str],
          zerodha_product_type: Optional[str],
@@ -777,7 +782,8 @@ def live(project: Path,
                             "zerodha_access_token",
                             "zerodha_product_type",
                             "zerodha_trading_segment"])
-            brokerage_configurer = ZerodhaBrokerage(zerodha_api_key,
+            brokerage_configurer = ZerodhaBrokerage(_get_organization_id(zerodha_organization, "Zerodha"),
+                                                    zerodha_api_key,
                                                     zerodha_access_token,
                                                     zerodha_product_type,
                                                     zerodha_trading_segment)
@@ -912,7 +918,8 @@ def live(project: Path,
                             "zerodha_product_type",
                             "zerodha_trading_segment",
                             "zerodha_history_subscription"])
-            data_feed_configurer = ZerodhaDataFeed(ZerodhaBrokerage(zerodha_api_key,
+            data_feed_configurer = ZerodhaDataFeed(ZerodhaBrokerage(_get_organization_id(zerodha_organization, "Zerodha"),
+                                                                    zerodha_api_key,
                                                                     zerodha_access_token,
                                                                     zerodha_product_type,
                                                                     zerodha_trading_segment),

lean/constants.py

@@ -87,6 +87,9 @@
 # The product id of the FTX module
 FTX_PRODUCT_ID = 138
 
+# The product id of the ZERODHA module
+ZERODHA_PRODUCT_ID = 174
+
 # The product id of the SAMCO module
 SAMCO_PRODUCT_ID = 173
 

lean/models/brokerages/local/ftx.py

@@ -89,12 +89,13 @@ class FTXBrokerage(LocalBrokerage):
     _exchange: FTXExchange
     _is_module_installed = False
 
-    def __init__(self, organization_id: str, api_key: str, api_secret: str, account_tier: str, exchange: FTXExchange) -> None:
+    def __init__(self, organization_id: str, api_key: str, api_secret: str, account_tier: str, exchange_name: str) -> None:
         self._api_key = api_key
         self._api_secret = api_secret
         self._account_tier = account_tier
         self._organization_id = organization_id
-        self._exchange = exchange
+        self._exchange_name = exchange_name
+        self._exchange = FTXExchange() if exchange_name.casefold() == "FTX".casefold() else FTXUSExchange()
 
     @classmethod
     def get_name(cls) -> str:
@@ -129,7 +130,7 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
             cls._get_default(lean_config, f'{prefix}-account-tier')
         )
 
-        return FTXBrokerage(organization_id, api_key, api_secret, account_tier, exchange)
+        return FTXBrokerage(organization_id, api_key, api_secret, account_tier, exchange_name)
 
     def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None:
         self.ensure_module_installed()
@@ -144,6 +145,7 @@ def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
         lean_config[f'{prefix}-api-key'] = self._api_key
         lean_config[f'{prefix}-api-secret'] = self._api_secret
         lean_config[f'{prefix}-account-tier'] = self._account_tier
+        lean_config["ftx-exchange-name"] = self._exchange_name
         lean_config["job-organization-id"] = self._organization_id
 
         self._save_properties(lean_config, ["job-organization-id", f'{prefix}-api-key', f'{prefix}-api-secret', f'{prefix}-account-tier'])

lean/models/brokerages/local/zerodha.py

@@ -18,12 +18,17 @@
 from lean.components.util.logger import Logger
 from lean.models.brokerages.local.base import LocalBrokerage
 from lean.models.config import LeanConfigConfigurer
-
+from lean.container import container
+from lean.constants import ZERODHA_PRODUCT_ID
+from lean.models.logger import Option
 
 class ZerodhaBrokerage(LocalBrokerage):
     """A LocalBrokerage implementation for the Zerodha brokerage."""
 
-    def __init__(self, api_key: str, access_token: str, product_type: str, trading_segment: str) -> None:
+    _is_module_installed = False
+
+    def __init__(self, organization_id: str, api_key: str, access_token: str, product_type: str, trading_segment: str) -> None:
+        self._organization_id = organization_id
         self._api_key = api_key
         self._access_token = access_token
         self._product_type = product_type
@@ -33,8 +38,23 @@ def __init__(self, api_key: str, access_token: str, product_type: str, trading_s
     def get_name(cls) -> str:
         return "Zerodha"
 
+    @classmethod
+    def get_module_id(cls) -> int:
+        return ZERODHA_PRODUCT_ID
+
     @classmethod
     def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
+
+        api_client = container.api_client()
+
+        organizations = api_client.organizations.get_all()
+        options = [Option(id=organization.id, label=organization.name) for organization in organizations]
+
+        organization_id = logger.prompt_list(
+            "Select the organization with the Zerodha module subscription",
+            options
+        )
+
         logger.info("You need API credentials for Kite Connect (https://kite.trade/) to use the Zerodha brokerage.")
 
         api_key = click.prompt("API key", cls._get_default(lean_config, "zerodha-api-key"))
@@ -60,24 +80,32 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
             type=click.Choice(["EQUITY", "COMMODITY"], case_sensitive=False)
         )
 
-        return ZerodhaBrokerage(api_key, access_token, product_type, trading_segment)
+        return ZerodhaBrokerage(organization_id, api_key, access_token, product_type, trading_segment)
 
     def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self.ensure_module_installed()
         lean_config["environments"][environment_name]["live-mode-brokerage"] = "ZerodhaBrokerage"
         lean_config["environments"][environment_name]["transaction-handler"] = \
             "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
 
     def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
+        lean_config["job-organization-id"] = self._organization_id
         lean_config["zerodha-api-key"] = self._api_key
         lean_config["zerodha-access-token"] = self._access_token
         lean_config["zerodha-product-type"] = self._product_type
         lean_config["zerodha-trading-segment"] = self._trading_segment
 
-        self._save_properties(lean_config, ["zerodha-api-key",
+        self._save_properties(lean_config, ["job-organization-id",
+                                            "zerodha-api-key",
                                             "zerodha-access-token",
                                             "zerodha-product-type",
                                             "zerodha-trading-segment"])
 
+    def ensure_module_installed(self) -> None:
+        if not self._is_module_installed:
+            container.module_manager().install_module(self.__class__.get_module_id(), self._organization_id)
+            self._is_module_installed = True
+
 
 class ZerodhaDataFeed(LeanConfigConfigurer):
     """A LeanConfigConfigurer implementation for the Zerodha data feed."""
@@ -102,6 +130,7 @@ def build(cls, lean_config: Dict[str, Any], logger: Logger) -> LeanConfigConfigu
         return ZerodhaDataFeed(brokerage, history_subscription)
 
     def configure(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self._brokerage.ensure_module_installed()
         lean_config["environments"][environment_name]["data-queue-handler"] = "ZerodhaBrokerage"
         lean_config["environments"][environment_name]["history-provider"] = "BrokerageHistoryProvider"
 

tests/commands/test_live.py

@@ -25,6 +25,7 @@
 from lean.constants import DEFAULT_ENGINE_IMAGE
 from lean.container import container
 from lean.models.docker import DockerImage
+from lean.models.api import QCMinimalOrganization
 from tests.test_helpers import create_fake_lean_cli_directory
 
 ENGINE_IMAGE = DockerImage.parse(DEFAULT_ENGINE_IMAGE)
@@ -305,7 +306,43 @@ def test_live_aborts_when_lean_config_is_missing_properties(target: str, replace
         "zerodha-access-token": "456",
         "zerodha-product-type": "MIS",
         "zerodha-trading-segment": "EQUITY"
-    }
+    },
+    "Samco": {
+        "samco-client-id": "123",
+        "samco-client-password": "456",
+        "samco-year-of-birth": "2000",
+        "samco-product-type": "MIS",
+        "samco-trading-segment": "EQUITY"
+    },
+    "Atreyu": {
+        "atreyu-host": "abc",
+        "atreyu-req-port": "123",
+        "atreyu-sub-port": "456",
+        "atreyu-username": "abc",
+        "atreyu-password": "abc",
+        "atreyu-client-id": "abc",
+        "atreyu-broker-mpid": "abc",
+        "atreyu-locate-rqd": "abc",
+    },
+    "Terminal Link": {
+        "bloomberg-environment": "Beta",
+        "bloomberg-server-host": "abc",
+        "bloomberg-server-port": "123",
+        "bloomberg-emsx-broker": "abc",
+        "bloomberg-allow-modification": "no",
+    },
+    "Kraken": {
+        "kraken-api-key": "abc",
+        "kraken-api-secret": "abc",
+        "kraken-verification-tier": "abc",
+    },
+    "FTX": {
+        "ftx-api-key": "abc",
+        "ftx-api-secret": "abc",
+        "ftx-account-tier": "abc",
+        "ftx-exchange-name": "FTX"
+    },
+
 }
 
 data_feed_required_options = {
@@ -321,7 +358,11 @@ def test_live_aborts_when_lean_config_is_missing_properties(target: str, replace
     "Zerodha": {
         **brokerage_required_options["Zerodha"],
         "zerodha-history-subscription": "yes"
-    }
+    },
+    "Samco": brokerage_required_options["Samco"],
+    "Terminal Link": brokerage_required_options["Terminal Link"],
+    "Kraken": brokerage_required_options["Kraken"],
+    "FTX": brokerage_required_options["FTX"],
 }
 
 
@@ -390,6 +431,7 @@ def test_live_non_interactive_aborts_when_missing_data_feed_options(data_feed: s
             lean_runner.run_lean.assert_not_called()
 
 
+
 @pytest.mark.parametrize("brokerage,data_feed",
                          itertools.product(brokerage_required_options.keys(), data_feed_required_options.keys()))
 def test_live_non_interactive_calls_run_lean_when_all_options_given(brokerage: str, data_feed: str) -> None:
@@ -401,6 +443,12 @@ def test_live_non_interactive_calls_run_lean_when_all_options_given(brokerage: s
     lean_runner = mock.Mock()
     container.lean_runner.override(providers.Object(lean_runner))
 
+    api_client = mock.MagicMock()
+    api_client.organizations.get_all.return_value = [
+        QCMinimalOrganization(id="abc", name="abc", type="type", ownerName="You", members=1, preferred=True)
+    ]
+    container.api_client.override(providers.Object(api_client))
+
     options = []
 
     for key, value in brokerage_required_options[brokerage].items():
@@ -439,6 +487,12 @@ def test_live_non_interactive_falls_back_to_lean_config_for_brokerage_settings(b
             lean_runner = mock.Mock()
             container.lean_runner.override(providers.Object(lean_runner))
 
+            api_client = mock.MagicMock()
+            api_client.organizations.get_all.return_value = [
+                QCMinimalOrganization(id="abc", name="abc", type="type", ownerName="You", members=1, preferred=True)
+            ]
+            container.api_client.override(providers.Object(api_client))
+
             options = []
 
             for key, value in current_options:
@@ -454,6 +508,12 @@ def test_live_non_interactive_falls_back_to_lean_config_for_brokerage_settings(b
             if brokerage == "Binance":
                 data_feed = "Bitfinex"
                 options.extend(["--bitfinex-api-key", "123", "--bitfinex-api-secret", "456"])
+            elif brokerage == "FTX":
+                data_feed = "Binance"
+                options.extend(["--ftx-exchange-name", "abc",
+                                "--binance-api-key", "123",
+                                "--binance-api-secret", "456",
+                                "--binance-use-testnet", "no"])
             else:
                 data_feed = "Binance"
                 options.extend(["--binance-api-key", "123",
@@ -490,6 +550,12 @@ def test_live_non_interactive_falls_back_to_lean_config_for_data_feed_settings(d
             lean_runner = mock.Mock()
             container.lean_runner.override(providers.Object(lean_runner))
 
+            api_client = mock.MagicMock()
+            api_client.organizations.get_all.return_value = [
+                QCMinimalOrganization(id="abc", name="abc", type="type", ownerName="You", members=1, preferred=True)
+            ]
+            container.api_client.override(providers.Object(api_client))
+
             options = []
 
             for key, value in current_options:
@@ -502,6 +568,9 @@ def test_live_non_interactive_falls_back_to_lean_config_for_data_feed_settings(d
                     "data-folder": "data"
                 }))
 
+            if data_feed == "FTX":
+                options.extend(["--ftx-exchange-name", "abc"])
+
             result = CliRunner().invoke(lean, ["live", "Python Project",
                                                "--brokerage", "Paper Trading",
                                                "--data-feed", data_feed,