das-bridge 1.2.0

Python client for DAS Trader Pro CMD API

DAS Trader Python API Client

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Complete Python client for the DAS Trader Pro CMD API that enables automated trading, real-time order management, position tracking, and market data streaming.

🚀 Key Features

Core Trading Capabilities

• Complete Trading: Send, modify, and cancel orders (Market, Limit, Stop, Peg, etc.)
• Real-Time Market Data: Level 1, Level 2, and Time & Sales streaming
• Position Management: Automatic position tracking and real-time P&L
• Historical Data: Access to daily and minute charts
• Specific Order Queries: Get pending orders and executed orders separately

💰 Risk Management & Strategies (NEW!)

• Dollar-Based Position Sizing: Calculate shares to risk exact dollar amounts
• Pre-Built Strategies: Long/short with automatic stops and targets
• Risk/Reward Calculations: Built-in ratio calculations and validation
• Scale-Out Support: Exit positions at multiple target levels
• Buying Power Validation: Automatic position size validation
• Slippage Modeling: Conservative position sizing with slippage consideration

Enhanced Features

• Production-Grade Logging: Structured logging with rotation and masking
• Connection Resilience: Circuit breaker pattern with exponential backoff
• Configuration Management: Environment variables and JSON config support
• Enhanced Error Handling: Categorized exceptions with recovery guidance
• Multi-Format Parsing: Handles various DAS response formats
• Automatic Reconnection: Robust connection handling with auto-reconnect
• Native Asyncio: High performance with concurrent operations
• Type Safety: Fully typed for better IDE support

📋 Requirements

• Python 3.8+
• DAS Trader Pro with CMD API enabled
• Valid DAS Trader account

⚡ Quick Installation

From PyPI (Recommended)

pip install das-bridge

From Source (Development)

git clone https://github.com/jefrnc/das-bridge.git
cd das-bridge
pip install -e .

Optional Dependencies

# For notifications
pip install aiohttp

# For data analysis
pip install numpy pandas matplotlib

# For Windows desktop notifications
pip install win10toast  # Windows only

# For configuration management
pip install python-dotenv

🔧 Configuration

1. Environment Variables

cp .env.example .env
# Edit .env with your credentials

2. Basic Configuration

# .env
DAS_HOST=localhost
DAS_PORT=9910
DAS_USERNAME=your_das_username
DAS_PASSWORD=your_das_password
DAS_ACCOUNT=your_das_account

🎯 Basic Usage

import asyncio
from das_trader import DASTraderClient, OrderSide, OrderType, MarketDataLevel

async def main():
    # Create client
    client = DASTraderClient(host="localhost", port=9910)
    
    try:
        # Connect to DAS Trader
        await client.connect("your_username", "your_password", "your_account")
        
        # Get buying power
        bp = await client.get_buying_power()
        print(f"Buying Power: ${bp['buying_power']:,.2f}")
        
        # Subscribe to market data
        await client.subscribe_quote("AAPL", MarketDataLevel.LEVEL1)
        
        # Get quote
        quote = await client.get_quote("AAPL")
        print(f"AAPL: Bid ${quote.bid} | Ask ${quote.ask} | Last ${quote.last}")
        
        # Send order
        order_id = await client.send_order(
            symbol="AAPL",
            side=OrderSide.BUY,
            quantity=100,
            order_type=OrderType.LIMIT,
            price=150.00
        )
        print(f"Order sent: {order_id}")
        
        # Check positions
        positions = client.get_positions()
        for pos in positions:
            if not pos.is_flat():
                print(f"{pos.symbol}: {pos.quantity} shares, "
                      f"P&L: ${pos.unrealized_pnl:.2f}")
        
    finally:
        await client.disconnect()

if __name__ == "__main__":
    asyncio.run(main())

🔥 Enhanced Capabilities

Advanced Order Management

# Get specific order types
pending_orders = await client.get_pending_orders()
executed_orders = await client.get_executed_orders()

# Enhanced market data
level1_data = await client.get_level1_data("AAPL")
montage_data = await client.get_montage_data("AAPL")

# Robust buying power (handles multi-line responses)
bp_data = await client.get_buying_power()

Production-Ready Features

# Enhanced logging with rotation
from das_trader.enhanced_logger import EnhancedDASLogger

logger = EnhancedDASLogger(
    account_id="TRADER123",
    log_dir="logs/production",
    max_log_size=50*1024*1024  # 50MB rotation
)

# Connection resilience
from das_trader.connection_resilience import ConnectionResilientManager

resilient_mgr = ConnectionResilientManager(
    client.connection,
    max_reconnect_attempts=5,
    health_check_interval=60.0
)

# Configuration management
from das_trader.config_manager import load_das_config

config = load_das_config("config.json")
client = DASTraderClient(**config.get_client_config())

Smart Locate Manager

das-bridge includes an intelligent locate manager that helps you analyze and request stock locates for short selling with volume and cost controls.

# Analyze locate cost and availability
analysis = await client.locate_manager.analyze_locate(
    symbol="AAPL",
    desired_shares=500
)

print(f"Recommendation: {analysis['recommendation']}")
print(f"Locate Rate: ${analysis['locate_rate']:.4f}/share")
print(f"Total Cost: ${analysis['locate_total_cost']:.2f}")
print(f"Is ETB (Free): {analysis['is_etb']}")

# Check and optionally purchase locate
result = await client.locate_manager.ensure_locate(
    symbol="TSLA",
    shares_needed=100,
    auto_purchase=True  # Will purchase if approved
)

if result['success']:
    if result.get('purchase_confirmed'):
        print(f"Locate purchased! Cost: ${result['locate_total_cost']:.2f}")
    elif result.get('already_available'):
        print(f"Already have {result['current_locates']} shares located")

# Direct locate price inquiry
locate_info = await client.inquire_locate_price(
    symbol="NVDA",
    quantity=100,
    route="ALLROUTE"
)

Features:

• Volume Control: Limits shares to max % of daily volume (default 1%)
• Cost Control: Rejects locates above max cost thresholds
• ETB Detection: Identifies Easy to Borrow (free) stocks
• Safety Checks: Validates pricing data integrity
• Block Sizing: Always requests in 100-share blocks

Configurable Parameters:

• max_volume_pct: Maximum % of daily volume (default 1.0%)
• max_cost_pct: Maximum cost as % of position value (default 1.5%)
• max_total_cost: Maximum total cost per 100 shares (default $2.50)
• block_size: Share block size for locate requests (default 100)

See examples/locate_example.py for complete examples.

💰 Risk Management & Trading Strategies

das-bridge includes built-in risk management tools and pre-built trading strategies to help you trade safely and efficiently.

Position Sizing Based on Dollar Risk

# Calculate shares to risk exactly $200
entry_price = 150.00
stop_price = 149.00  # $1 stop
risk_amount = 200.00  # Risk exactly $200

shares = client.risk.calculate_shares_for_risk(
    entry_price=entry_price,
    stop_price=stop_price,
    risk_dollars=risk_amount
)
# Returns: 200 shares (200 / 1.00 = 200)

# With slippage consideration
shares = client.risk.calculate_shares_for_risk(
    entry_price=entry_price,
    stop_price=stop_price,
    risk_dollars=risk_amount,
    slippage=0.05  # Expect $0.05 slippage per share
)
# Returns: 190 shares (more conservative)

Pre-Built Trading Strategies

Long Position with Automatic Stop

# Buy AAPL with $200 risk, automatic position sizing and stop placement
result = await client.strategies.buy_with_risk_stop(
    symbol="AAPL",
    entry_price=150.00,
    stop_price=149.00,
    risk_amount=200.00,
    entry_type="mid",  # Enter at mid price
    target_price=152.00  # Optional profit target
)

if result.success:
    print(f"Position opened!")
    print(f"Entry Order: {result.entry_order_id}")
    print(f"Stop Order: {result.stop_order_id}")
    print(f"Target Order: {result.target_order_id}")

Short Position with Risk Management

# Short TSLA with $300 risk
result = await client.strategies.sell_with_risk_stop(
    symbol="TSLA",
    entry_price=150.00,
    stop_price=151.00,  # Stop above entry for shorts
    risk_amount=300.00,
    target_price=147.00  # Target below entry
)

Close Position

# Close entire position at market
result = await client.strategies.close_position("AAPL", exit_type="market")

# Close 50% at limit price
result = await client.strategies.close_position(
    "AAPL",
    exit_type="limit",
    limit_price=151.00,
    percentage=50.0
)

Scale Out Strategy

# Scale out of position at multiple targets
result = await client.strategies.scale_out(
    symbol="AAPL",
    targets=[
        (151.00, 33.3),  # Sell 1/3 at $151
        (152.00, 33.3),  # Sell 1/3 at $152
        (153.00, 33.4)   # Sell remaining at $153
    ]
)

Risk Calculations

# Calculate risk/reward ratio
ratio = client.risk.calculate_risk_reward_ratio(
    entry_price=150.00,
    stop_price=149.00,  # $1 risk
    target_price=152.00  # $2 reward
)
# Returns: 2.0 (meaning 1:2 risk/reward ratio)

# Validate position against buying power
is_valid, msg = client.risk.validate_position_against_buying_power(
    entry_price=150.00,
    shares=500,
    buying_power=100000.00
)

# Calculate maximum shares for available capital
max_shares = client.risk.calculate_max_shares_for_buying_power(
    entry_price=150.00,
    buying_power=50000.00,
    margin_requirement=1.0  # 1.0 = cash account, 0.25 = 4x margin
)

See examples/risk_based_trading.py for complete examples.

⏰ Extended Hours Trading

das-bridge validates trading sessions and handles order type restrictions automatically.

Session Restrictions

Session	Hours (ET)	Allowed Orders	Strategies Default
Premarket	4:00 AM - 9:30 AM	✅ Limit only	❌ Blocked
RTH	9:30 AM - 4:00 PM	✅ All types	✅ Full support
After-Hours	4:00 PM - 8:00 PM	✅ Limit only	❌ Blocked

Important: Stop orders are NOT allowed in premarket or after-hours.

Extended Hours Example

# During premarket/after-hours - will be REJECTED by default
result = await client.strategies.buy_with_risk_stop(...)
# Returns: success=False, "Cannot execute strategy in premarket..."

# Enable extended hours mode (entry only, no stop)
result = await client.strategies.buy_with_risk_stop(
    symbol="AAPL",
    entry_price=150.0,
    stop_price=149.0,  # Used ONLY for position sizing
    risk_amount=200.0,
    entry_type="limit",
    allow_extended_hours=True  # ✅ Enable extended hours
)

if result.success:
    print(f"Entry placed: {result.entry_order_id}")
    print(f"Stop placed: {result.stop_order_id}")  # None
    print(result.message)
    # "Long position opened: 200 shares of AAPL
    #  WARNING: Stop order NOT placed (premarket restriction).
    #  Suggested stop: $149.00. You must manage stop manually."

See docs/TRADING_SESSIONS.md for complete details.

📊 Supported Order Types

# Market Order
await client.send_order("AAPL", OrderSide.BUY, 100, OrderType.MARKET)

# Limit Order
await client.send_order("AAPL", OrderSide.BUY, 100, OrderType.LIMIT, price=150.00)

# Stop Loss
await client.send_order("AAPL", OrderSide.SELL, 100, OrderType.STOP, stop_price=145.00)

# Stop Limit
await client.send_order("AAPL", OrderSide.SELL, 100, OrderType.STOP_LIMIT,
                       price=148.00, stop_price=145.00)

# Trailing Stop
await client.send_order("AAPL", OrderSide.SELL, 100, OrderType.TRAILING_STOP,
                       trail_amount=2.00)

📈 Callbacks and Events

# Order callbacks
def on_order_filled(order):
    print(f"Order filled: {order.symbol}")

def on_order_rejected(order):
    print(f"Order rejected: {order.symbol}")

client.orders.register_callback("order_filled", on_order_filled)
client.orders.register_callback("order_rejected", on_order_rejected)

# Position callbacks
def on_position_update(position):
    print(f"Position updated: {position.symbol} P&L: ${position.unrealized_pnl:.2f}")

client.positions.register_callback("position_updated", on_position_update)

# Market data callbacks
def on_quote_update(quote):
    print(f"{quote.symbol}: ${quote.last}")

client.market_data.register_callback("quote_update", on_quote_update)

🤖 Advanced Examples

Basic Trading Bot

# See examples/trading_bot.py
python examples/trading_bot.py

Portfolio Monitor

# See examples/portfolio_monitor.py
python examples/portfolio_monitor.py

Market Data Streaming

# See examples/market_data_streaming.py
python examples/market_data_streaming.py

🛡️ Risk Management

# Configuration in config.example.py
MAX_POSITION_SIZE = 1000
MAX_ORDER_VALUE = 50000.0
STOP_LOSS_PERCENT = 0.02  # 2%
TAKE_PROFIT_PERCENT = 0.04  # 4%

# Paper Trading Mode
PAPER_TRADING_MODE = True
PAPER_TRADING_INITIAL_BALANCE = 100000.0

📚 API Documentation

Main Classes

• DASTraderClient: Main client for interacting with DAS Trader
• OrderManager: Order management and status tracking
• PositionManager: Position tracking and P&L
• MarketDataManager: Market data streaming and caching
• ConnectionManager: TCP connection handling and reconnection
• NotificationManager: Multi-platform notification system

Main Enums

• OrderType: MARKET, LIMIT, STOP, STOP_LIMIT, PEG, TRAILING_STOP
• OrderSide: BUY, SELL, SHORT, COVER
• OrderStatus: PENDING, NEW, PARTIALLY_FILLED, FILLED, CANCELLED, REJECTED
• TimeInForce: DAY, GTC, IOC, FOK, MOO, MOC
• MarketDataLevel: LEVEL1, LEVEL2, TIME_SALES

🧪 Testing

# Run tests
pytest tests/ -v

# With coverage
pytest tests/ --cov=das_trader --cov-report=html

🔐 Security

• Never commit credentials in code
• Use environment variables for sensitive configuration
• The .env file is in .gitignore
• Consider using paper trading mode for testing

📝 Logging

import logging
logging.basicConfig(level=logging.INFO)

# The client includes detailed logging:
# - Connections and authentication
# - Sent and received orders
# - Market data streaming
# - Errors and reconnections

🤝 Contributing

Contributions are welcome! Please:

1. Fork the repository
2. Create a branch for your feature (git checkout -b feature/new-feature)
3. Commit your changes (git commit -am 'Add new feature')
4. Push to the branch (git push origin feature/new-feature)
5. Open a Pull Request

📄 License

This project is under the MIT License - see the LICENSE file for details.

⚠️ Disclaimer

This software is for educational and development purposes. Automated trading carries significant financial risks. Use at your own risk and always consider:

• Thorough testing in paper trading mode
• Proper risk management
• Constant position monitoring
• Compliance with local regulations

🔗 Related Projects

• das-api-examples: Practical examples and tests for the DAS Trader Pro CMD API
  • Direct TCP connection tests
  • API feature verification
  • Configuration guides and troubleshooting

📚 Useful Links

• DAS Trader Pro Documentation
• CMD API Manual
• Usage Examples
• Tests

📞 Support

To report bugs or request features:

• Open an Issue
• Check the documentation
• Consult the examples

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Developed with ❤️ for the algorithmic trading community