Index

_

__call__() (BaseIndicator method) __init__() (Account method), [1] (BaseIndicator method) (BaseStatisticsTracker method) (BracketOrderResponse method), [1] (ConfigManager method) (HealthMonitor method) (HealthThresholds method) (Instrument method), [1] (MomentumIndicator method) (Order method), [1] (OrderBook method), [1] (OrderPlaceResponse method), [1] (OverlapIndicator method) (Position method), [1] (PositionManager method) (ProjectXConfig method), [1] (ProjectXError method) (ProjectXRealtimeClient method) (RateLimiter method) (StatisticsAggregator method) (Trade method), [1] (VolatilityIndicator method) (VolumeIndicator method)

__setattr__() (StatisticsAggregator method)

A

Account (class in project_x_py.models), [1] accountId (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] acquire() (RateLimiter method) active_subscriptions (TradingSuiteStats attribute) activeContract (Instrument attribute), [1], [2], [3] AD (class in project_x_py.indicators) add_callback() (OrderBook method) ADOSC (class in project_x_py.indicators) ADX (class in project_x_py.indicators) aggregate_stats() (StatisticsAggregator method)

api_url (ProjectXConfig attribute), [1], [2], [3] ATR (class in project_x_py.indicators) averagePrice (Position attribute), [1], [2], [3] avg_calculation_time_ms (RiskManagerStats attribute) avg_fill_time_ms (OrderManagerStats attribute) avg_hold_time_minutes (PositionManagerStats attribute) avg_order_response_time_ms (OrderManagerStats attribute) avg_order_size (OrderManagerStats attribute) avg_position_size (PositionManagerStats attribute) avg_processing_time_ms (RealtimeDataManagerStats attribute) avg_response_time_ms (TradingSuiteStats attribute) avg_trade_duration_minutes (RiskManagerStats attribute)

B

balance (Account attribute), [1], [2], [3] bars_processed (RealtimeDataManagerStats attribute) BaseIndicator (class in project_x_py.indicators) BaseStatisticsTracker (class in project_x_py.statistics.base) BBANDS (class in project_x_py.indicators)

best_position_pnl (PositionManagerStats attribute) bracket_orders (OrderManagerStats attribute) BracketOrderResponse (class in project_x_py.models), [1] buffer_overflow_stats (RealtimeDataManagerStats attribute) buffer_utilization (RealtimeDataManagerStats attribute) burst_limit (ProjectXConfig attribute), [1], [2], [3]

C

cache (ComprehensiveStats attribute) cache_hit_rate (TradingSuiteStats attribute) calculate() (BaseIndicator method) calculate_adx() (in module project_x_py.indicators) calculate_atr() (in module project_x_py.indicators) calculate_bollinger_bands() (in module project_x_py.indicators) calculate_commodity_channel_index() (in module project_x_py.indicators) calculate_correlation_matrix() (in module project_x_py.utils) calculate_ema() (in module project_x_py.indicators) calculate_fvg() (in module project_x_py.indicators) calculate_health() (HealthMonitor method) calculate_macd() (in module project_x_py.indicators) calculate_max_drawdown() (in module project_x_py.utils) calculate_obv() (in module project_x_py.indicators) calculate_order_block() (in module project_x_py.indicators) calculate_portfolio_metrics() (in module project_x_py.utils) calculate_position_size() (PositionManager method) calculate_position_sizing() (in module project_x_py.utils) calculate_position_value() (in module project_x_py.utils) calculate_risk_reward_ratio() (in module project_x_py.utils) calculate_rsi() (in module project_x_py.indicators) calculate_sharpe_ratio() (in module project_x_py.utils) calculate_sma() (in module project_x_py.indicators) calculate_stochastic() (in module project_x_py.indicators) calculate_tick_value() (in module project_x_py.utils) calculate_vwap() (in module project_x_py.indicators) calculate_wae() (in module project_x_py.indicators) calculate_williams_r() (in module project_x_py.indicators)

canTrade (Account attribute), [1], [2], [3] CCI (class in project_x_py.indicators) check_environment() (in module project_x_py.config) cleanup() (OrderBook method), [1] (PositionManager method) cleanup_cache() (BaseStatisticsTracker method) clear_all_components() (StatisticsAggregator method) closed_positions (PositionManagerStats attribute) collection_time_ms (ComprehensiveStats attribute) components (TradingSuiteStats attribute) ComponentStats (class in project_x_py.types.stats_types) ComprehensiveStats (class in project_x_py.types.stats_types) compression_ratio (RealtimeDataManagerStats attribute) ConfigManager (class in project_x_py.config) connected (TradingSuiteStats attribute) connection_interruptions (RealtimeDataManagerStats attribute) connections (ComprehensiveStats attribute) contractId (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] convert_timeframe_to_seconds() (in module project_x_py.utils), [1] create_config_template() (in module project_x_py.config) create_data_snapshot() (in module project_x_py.utils), [1] create_orderbook() (in module project_x_py) created_at (TradingSuiteStats attribute) creationTimestamp (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] customTag (Order attribute), [1], [2], [3]

D

daily_loss_limit (RiskManagerStats attribute) data_freshness_seconds (RealtimeDataManagerStats attribute) data_latency_ms (RealtimeDataManagerStats attribute) data_manager (ComprehensiveStats attribute) data_validation_errors (RealtimeDataManagerStats attribute)

DEMA (class in project_x_py.indicators) description (Instrument attribute), [1], [2], [3] detect_iceberg_orders() (OrderBook method), [1], [2] detect_order_clusters() (OrderBook method), [1], [2] detect_spoofing() (OrderBook method), [1], [2] direction (Position property), [1]

E

EMA (class in project_x_py.indicators) ema_alpha() (in module project_x_py.indicators) emergency_stops (RiskManagerStats attribute) entry_order_id (BracketOrderResponse attribute), [1], [2], [3] entry_price (BracketOrderResponse attribute), [1], [2], [3] entry_response (BracketOrderResponse attribute), [1], [2], [3] error_count (ComponentStats attribute) error_message (BracketOrderResponse attribute), [1], [2], [3]

error_rate_critical (HealthThresholds attribute) error_rate_excellent (HealthThresholds attribute) error_rate_good (HealthThresholds attribute) error_rate_warning (HealthThresholds attribute) errorCode (OrderPlaceResponse attribute), [1], [2], [3] errorMessage (OrderPlaceResponse attribute), [1], [2], [3] errors (ComprehensiveStats attribute) event_bus (PositionManager attribute) extract_symbol_from_contract_id() (in module project_x_py.utils)

F

failed_api_calls (TradingSuiteStats attribute) fastest_fill_ms (OrderManagerStats attribute) features_enabled (TradingSuiteStats attribute) fees (Trade attribute), [1], [2], [3] fill_rate (OrderManagerStats attribute)

filled_percent (Order property), [1] filledPrice (Order attribute), [1], [2], [3] fillVolume (Order attribute), [1], [2], [3] format_price() (in module project_x_py.utils) format_volume() (in module project_x_py.utils) FVG (class in project_x_py.indicators)

G

generated_at (ComprehensiveStats attribute) get_advanced_market_metrics() (OrderBook method), [1], [2] get_all_indicators() (in module project_x_py.indicators) get_all_positions() (PositionManager method) get_auth_config() (ConfigManager method) get_best_bid_ask() (OrderBook method) get_component_count() (StatisticsAggregator method) get_comprehensive_stats() (StatisticsAggregator method) get_cumulative_delta() (OrderBook method), [1], [2] get_env_var() (in module project_x_py.utils) get_error_count() (BaseStatisticsTracker method) get_health_alerts() (HealthMonitor method) get_health_breakdown() (HealthMonitor method) get_health_score() (BaseStatisticsTracker method) get_indicator_groups() (in module project_x_py.indicators) get_indicator_info() (in module project_x_py.indicators) get_liquidity_levels() (OrderBook method), [1], [2] get_market_imbalance() (OrderBook method), [1], [2] get_market_session_info() (in module project_x_py.utils), [1] get_memory_stats() (OrderBook method), [1] (PositionManager method)

get_memory_usage() (BaseStatisticsTracker method) get_order_type_statistics() (OrderBook method) get_orderbook_asks() (OrderBook method) get_orderbook_bids() (OrderBook method) get_orderbook_depth() (OrderBook method), [1], [2] get_orderbook_snapshot() (OrderBook method) get_position() (PositionManager method) get_position_stats() (PositionManager method) get_recent_errors() (BaseStatisticsTracker method) get_registered_components() (StatisticsAggregator method) get_risk_metrics() (PositionManager method) get_spread_analysis() (OrderBook method), [1] get_statistics() (OrderBook method), [1], [2] get_stats() (BaseStatisticsTracker method) get_status() (BaseStatisticsTracker method) get_suite_stats() (StatisticsAggregator method) get_support_resistance_levels() (OrderBook method), [1], [2] get_trade_flow_summary() (OrderBook method), [1], [2] get_uptime() (BaseStatisticsTracker method) get_volume_profile() (OrderBook method), [1], [2]

H

health (ComprehensiveStats attribute) health_score (TradingSuiteStats attribute)

HealthMonitor (class in project_x_py.statistics.health) HealthThresholds (class in project_x_py.statistics.health) http_client (ComprehensiveStats attribute)

I

id (Account attribute), [1], [2], [3] (Instrument attribute), [1], [2], [3] (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] increment() (BaseStatisticsTracker method) IndicatorError (class in project_x_py.indicators) initialize() (OrderBook method), [1] (PositionManager method) Instrument (class in project_x_py.models), [1] instrument (TradingSuiteStats attribute) is_buy (Order property), [1]

is_cancelled (Order property), [1] is_filled (Order property), [1] is_long (Position property), [1] is_market_hours() (in module project_x_py.utils), [1] is_open (Order property), [1] is_position_open() (PositionManager method) is_rejected (Order property), [1] is_sell (Order property), [1] is_short (Position property), [1] is_terminal (Order property), [1] is_working (Order property), [1] isVisible (Account attribute), [1], [2], [3]

L

largest_order (OrderManagerStats attribute) largest_position (PositionManagerStats attribute) last_activity (ComponentStats attribute) last_order_time (OrderManagerStats attribute) last_position_update (PositionManagerStats attribute) last_update (RealtimeDataManagerStats attribute) leverage_limit (RiskManagerStats attribute)

limit_orders (OrderManagerStats attribute) limitPrice (Order attribute), [1], [2], [3] load_config() (ConfigManager method) load_default_config() (in module project_x_py.config) lock_optimization_stats (RealtimeDataManagerStats attribute) logger (PositionManager attribute) longest_hold_time_minutes (PositionManagerStats attribute)

M

MACD (class in project_x_py.indicators) managed_trades_active (RiskManagerStats attribute) managed_trades_completed (RiskManagerStats attribute) managed_trades_stopped (RiskManagerStats attribute) margin_calls (RiskManagerStats attribute) market_hub_connected (TradingSuiteStats attribute) market_hub_url (ProjectXConfig attribute), [1], [2], [3] market_orders (OrderManagerStats attribute) max_drawdown (PositionManagerStats attribute) (RiskManagerStats attribute) max_loss_limit (RiskManagerStats attribute) max_position_risk (PositionManagerStats attribute) (RiskManagerStats attribute)

memory (ComprehensiveStats attribute) memory_usage_critical (HealthThresholds attribute) memory_usage_excellent (HealthThresholds attribute) memory_usage_good (HealthThresholds attribute) memory_usage_mb (ComponentStats attribute) (RealtimeDataManagerStats attribute) (RiskManagerStats attribute) (TradingSuiteStats attribute) memory_usage_warning (HealthThresholds attribute) message_queue_size (TradingSuiteStats attribute) MIDPOINT (class in project_x_py.indicators) MOM (class in project_x_py.indicators) MomentumIndicator (class in project_x_py.indicators)

N

name (Account attribute), [1], [2], [3] (ComponentStats attribute) (Instrument attribute), [1], [2], [3]

NATR (class in project_x_py.indicators)

O

OBV (class in project_x_py.indicators) open_positions (PositionManagerStats attribute) Order (class in project_x_py.models), [1] order_manager (ComprehensiveStats attribute) (PositionManager attribute) order_validation_failures (OrderManagerStats attribute) OrderBook (class in project_x_py) (class in project_x_py.orderbook) orderbook (ComprehensiveStats attribute) orderId (OrderPlaceResponse attribute), [1], [2], [3] (Trade attribute), [1], [2], [3]

OrderManagerStats (class in project_x_py.types.stats_types) OrderPlaceResponse (class in project_x_py.models), [1] orders_cancelled (OrderManagerStats attribute) orders_filled (OrderManagerStats attribute) orders_modified (OrderManagerStats attribute) orders_placed (OrderManagerStats attribute) orders_rejected (OrderManagerStats attribute) overflow_stats (RealtimeDataManagerStats attribute) OverlapIndicator (class in project_x_py.indicators)

P

performance (ComprehensiveStats attribute) performance_metrics (ComponentStats attribute) portfolio_correlation (PositionManagerStats attribute) portfolio_risk (RiskManagerStats attribute) Position (class in project_x_py.models), [1] position_alerts (PositionManager attribute) position_history (PositionManager attribute) position_lock (PositionManager attribute) position_manager (ComprehensiveStats attribute) position_size_limit (RiskManagerStats attribute) position_updates (PositionManagerStats attribute) PositionManager (class in project_x_py.position_manager) PositionManagerStats (class in project_x_py.types.stats_types) price (Trade attribute), [1], [2], [3]

profit_factor (PositionManagerStats attribute) profitAndLoss (Trade attribute), [1], [2], [3] project_x (PositionManager attribute) ProjectX (class in project_x_py.client) ProjectXAuthenticationError (class in project_x_py.exceptions) ProjectXConfig (class in project_x_py.models), [1] ProjectXConnectionError (class in project_x_py.exceptions) ProjectXDataError (class in project_x_py.exceptions) ProjectXError (class in project_x_py.exceptions) ProjectXInstrumentError (class in project_x_py.exceptions) ProjectXOrderError (class in project_x_py.exceptions) ProjectXPositionError (class in project_x_py.exceptions) ProjectXRateLimitError (class in project_x_py.exceptions) ProjectXRealtimeClient (class in project_x_py) ProjectXServerError (class in project_x_py.exceptions)

Q

quotes_processed (RealtimeDataManagerStats attribute)

R

RateLimiter (class in project_x_py.utils) realized_pnl (PositionManagerStats attribute) realtime (ComprehensiveStats attribute) realtime_client (PositionManager attribute) realtime_connected (TradingSuiteStats attribute) realtime_url (ProjectXConfig attribute), [1], [2], [3] RealtimeDataManagerStats (class in project_x_py.types.stats_types) reconnection_critical (HealthThresholds attribute) reconnection_excellent (HealthThresholds attribute) reconnection_good (HealthThresholds attribute) reconnection_warning (HealthThresholds attribute) record_timing() (BaseStatisticsTracker method) recovery_attempts (RealtimeDataManagerStats attribute) refresh_positions() (PositionManager method) register_component() (StatisticsAggregator method) rejection_rate (OrderManagerStats attribute) remaining_size (Order property), [1] remove_callback() (OrderBook method) requests_per_minute (ProjectXConfig attribute), [1], [2], [3] reset_metrics() (BaseStatisticsTracker method)

response_time_critical (HealthThresholds attribute) response_time_excellent (HealthThresholds attribute) response_time_good (HealthThresholds attribute) response_time_warning (HealthThresholds attribute) retry_attempts (ProjectXConfig attribute), [1], [2], [3] retry_delay_seconds (ProjectXConfig attribute), [1], [2], [3] risk_adjusted_return (RiskManagerStats attribute) risk_alerts (RiskManagerStats attribute) risk_calculations (PositionManagerStats attribute) risk_calculations_per_second (RiskManagerStats attribute) risk_manager (ComprehensiveStats attribute) risk_settings (PositionManager attribute) risk_violations (OrderManagerStats attribute) RiskManagerStats (class in project_x_py.types.stats_types) ROC (class in project_x_py.indicators) round_to_tick_size() (in module project_x_py.utils) RSI (class in project_x_py.indicators) rule_violations (RiskManagerStats attribute) rule_warnings (RiskManagerStats attribute) rules_evaluated (RiskManagerStats attribute) rules_passed (RiskManagerStats attribute)

S

safe_division() (in module project_x_py.indicators) save_config() (ConfigManager method) set_gauge() (BaseStatisticsTracker method) set_status() (BaseStatisticsTracker method) setup_logging() (in module project_x_py.utils) sharpe_ratio (PositionManagerStats attribute) (RiskManagerStats attribute) side (Order attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] side_str (Order property), [1] signed_size (Position property), [1] simulated (Account attribute), [1], [2], [3] size (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] (Trade attribute), [1], [2], [3] slowest_fill_ms (OrderManagerStats attribute) SMA (class in project_x_py.indicators) sortino_ratio (RiskManagerStats attribute) StatisticsAggregator (class in project_x_py.statistics.aggregator) stats (PositionManager attribute)

status (ComponentStats attribute) (Order attribute), [1], [2], [3] (TradingSuiteStats attribute) status_str (Order property), [1] STOCH (class in project_x_py.indicators) STOCHRSI (class in project_x_py.indicators) stop_loss_price (BracketOrderResponse attribute), [1], [2], [3] stop_losses_triggered (RiskManagerStats attribute) stop_order_id (BracketOrderResponse attribute), [1], [2], [3] stop_orders (OrderManagerStats attribute) stop_response (BracketOrderResponse attribute), [1], [2], [3] stopPrice (Order attribute), [1], [2], [3] success (BracketOrderResponse attribute), [1], [2], [3] (OrderPlaceResponse attribute), [1], [2], [3] successful_api_calls (TradingSuiteStats attribute) suite (ComprehensiveStats attribute) suite_id (TradingSuiteStats attribute) symbol (Order property), [1] (Position property), [1] symbolId (Instrument attribute), [1] (Order attribute), [1], [2], [3]

T

take_profit_price (BracketOrderResponse attribute), [1], [2], [3] target_order_id (BracketOrderResponse attribute), [1], [2], [3] target_response (BracketOrderResponse attribute), [1], [2], [3] TEMA (class in project_x_py.indicators) ticks_processed (RealtimeDataManagerStats attribute) tickSize (Instrument attribute), [1], [2], [3] tickValue (Instrument attribute), [1], [2], [3] timeframe_stats (RealtimeDataManagerStats attribute) timeframes (TradingSuiteStats attribute) timeout_seconds (ProjectXConfig attribute), [1], [2], [3] timezone (ProjectXConfig attribute), [1], [2], [3] total_api_calls (TradingSuiteStats attribute) total_bars_stored (RealtimeDataManagerStats attribute) total_cost (Position property), [1] total_errors (TradingSuiteStats attribute) total_pnl (PositionManagerStats attribute) total_positions (PositionManagerStats attribute)

total_risk (PositionManagerStats attribute) total_risk_exposure (RiskManagerStats attribute) total_value (OrderManagerStats attribute) total_volume (OrderManagerStats attribute) track_error() (BaseStatisticsTracker method) track_position_closed() (PositionManager method) track_position_opened() (PositionManager method) track_position_update() (PositionManager method) track_risk_calculation() (PositionManager method) tracked_positions (PositionManager attribute) Trade (class in project_x_py.models), [1] trades_processed (RealtimeDataManagerStats attribute) trading (ComprehensiveStats attribute) TradingSuiteStats (class in project_x_py.types.stats_types) TRANGE (class in project_x_py.indicators) type (Order attribute), [1], [2], [3] (Position attribute), [1], [2], [3] type_str (Order property), [1]

U

ULTOSC (class in project_x_py.indicators) unrealized_pnl (PositionManagerStats attribute) unrealized_pnl() (Position method), [1] unregister_component() (StatisticsAggregator method) updates_per_minute (RealtimeDataManagerStats attribute)

updateTimestamp (Order attribute), [1], [2], [3] uptime_seconds (ComponentStats attribute) (TradingSuiteStats attribute) user_hub_connected (TradingSuiteStats attribute) user_hub_url (ProjectXConfig attribute), [1], [2], [3]

V

validate_config() (ConfigManager method) validate_contract_id() (in module project_x_py.utils) validate_data() (BaseIndicator method) validate_data_length() (BaseIndicator method) validate_period() (BaseIndicator method) validation_error_critical (HealthThresholds attribute) validation_error_excellent (HealthThresholds attribute)

validation_error_good (HealthThresholds attribute) validation_error_warning (HealthThresholds attribute) var_95 (PositionManagerStats attribute) (RiskManagerStats attribute) voided (Trade attribute), [1], [2], [3] VolatilityIndicator (class in project_x_py.indicators) VolumeIndicator (class in project_x_py.indicators) VWAP (class in project_x_py.indicators)

W

WAE (class in project_x_py.indicators) WILLR (class in project_x_py.indicators)

win_rate (PositionManagerStats attribute) WMA (class in project_x_py.indicators) worst_position_pnl (PositionManagerStats attribute)