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fix: trade search Gateway endpoint #86

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fix: trade search Gateway endpoint #86

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26 changes: 17 additions & 9 deletions src/project_x_py/client/trading.py
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Original file line number Diff line number Diff line change
Expand Up @@ -257,20 +257,28 @@ async def search_trades(
if start_date is None:
start_date = end_date - timedelta(days=30)

# Prepare parameters
params = {
# Prepare request payload for Gateway API
payload = {
"accountId": account_id,
"startDate": start_date.isoformat(),
"endDate": end_date.isoformat(),
"limit": limit,
"startTimestamp": start_date.isoformat(),
"endTimestamp": end_date.isoformat(),
}

if contract_id:
params["contractId"] = contract_id
payload["contractId"] = contract_id

response = await self._make_request("GET", "/trades/search", params=params)
response = await self._make_request("POST", "/Trade/search", data=payload)

if not response or not isinstance(response, list):
if response is None:
return []

if isinstance(response, list):
trades_data = response
elif isinstance(response, dict):
if not response.get("success", False):
return []
trades_data = response.get("trades", [])
else:
return []

return [Trade(**trade) for trade in response]
return [Trade(**trade) for trade in trades_data[:limit]]
19 changes: 10 additions & 9 deletions tests/client/test_trading.py
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Original file line number Diff line number Diff line change
Expand Up @@ -275,13 +275,14 @@ async def test_search_trades_with_filters(

# Check request parameters
last_call = mock_httpx_client.request.call_args_list[-1]
params = last_call[1]["params"]
data = last_call[1]["json"]

assert params["accountId"] == 12345
assert params["startDate"] == start_date.isoformat()
assert params["endDate"] == end_date.isoformat()
assert params["limit"] == 50
assert params["contractId"] == "MGC"
assert last_call[1]["method"] == "POST"
assert last_call[1]["url"].endswith("/Trade/search")
assert data["accountId"] == 12345
assert data["startTimestamp"] == start_date.isoformat()
assert data["endTimestamp"] == end_date.isoformat()
assert data["contractId"] == "MGC"

@pytest.mark.asyncio
async def test_search_trades_empty(
Expand Down Expand Up @@ -346,14 +347,14 @@ async def test_search_trades_date_defaults(

# Check default date parameters
last_call = mock_httpx_client.request.call_args_list[-1]
params = last_call[1]["params"]
data = last_call[1]["json"]

# Should have start date 30 days ago
start_date = datetime.datetime.fromisoformat(
params["startDate"].replace("Z", "+00:00")
data["startTimestamp"].replace("Z", "+00:00")
)
end_date = datetime.datetime.fromisoformat(
params["endDate"].replace("Z", "+00:00")
data["endTimestamp"].replace("Z", "+00:00")
)

date_diff = end_date - start_date
Expand Down
53 changes: 29 additions & 24 deletions tests/client/test_trading_legacy.py
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Original file line number Diff line number Diff line change
Expand Up @@ -275,7 +275,9 @@ async def test_search_trades_success(self, trading_client):
simulated=False,
)

mock_response = [
mock_response = {
"success": True,
"trades": [
{
"id": 1,
"accountId": 12345,
Expand Down Expand Up @@ -304,7 +306,8 @@ async def test_search_trades_success(self, trading_client):
"voided": False,
"orderId": 101,
},
]
],
}
trading_client._make_request.return_value = mock_response

trades = await trading_client.search_trades()
Expand Down Expand Up @@ -344,13 +347,12 @@ async def test_search_trades_with_date_range(self, trading_client):

# Verify the request parameters
trading_client._make_request.assert_called_once_with(
"GET",
"/trades/search",
params={
"POST",
"/Trade/search",
data={
"accountId": 12345,
"startDate": start_date.isoformat(),
"endDate": end_date.isoformat(),
"limit": 100,
"startTimestamp": start_date.isoformat(),
"endTimestamp": end_date.isoformat(),
},
)

Expand All @@ -366,7 +368,9 @@ async def test_search_trades_with_contract_filter(self, trading_client):
simulated=False,
)

mock_response = [
mock_response = {
"success": True,
"trades": [
{
"id": 1,
"accountId": 12345,
Expand All @@ -380,7 +384,8 @@ async def test_search_trades_with_contract_filter(self, trading_client):
"voided": False,
"orderId": 102,
}
]
],
}
trading_client._make_request.return_value = mock_response

trades = await trading_client.search_trades(contract_id="MNQ", limit=50)
Expand All @@ -390,8 +395,8 @@ async def test_search_trades_with_contract_filter(self, trading_client):

# Verify contract_id was included in request
call_args = trading_client._make_request.call_args
assert call_args[1]["params"]["contractId"] == "MNQ"
assert call_args[1]["params"]["limit"] == 50
assert call_args[1]["data"]["contractId"] == "MNQ"
assert len(trades) <= 50

@pytest.mark.asyncio
async def test_search_trades_custom_account_id(self, trading_client):
Expand All @@ -406,7 +411,7 @@ async def test_search_trades_custom_account_id(self, trading_client):

# Verify the request used custom account ID
call_args = trading_client._make_request.call_args
assert call_args[1]["params"]["accountId"] == custom_account_id
assert call_args[1]["data"]["accountId"] == custom_account_id

@pytest.mark.asyncio
async def test_search_trades_no_account(self, trading_client):
Expand Down Expand Up @@ -441,10 +446,10 @@ async def test_search_trades_default_dates(self, trading_client):

# Verify date range is approximately 30 days
call_args = trading_client._make_request.call_args
params = call_args[1]["params"]
data = call_args[1]["data"]

start_date = datetime.datetime.fromisoformat(params["startDate"])
end_date = datetime.datetime.fromisoformat(params["endDate"])
start_date = datetime.datetime.fromisoformat(data["startTimestamp"])
end_date = datetime.datetime.fromisoformat(data["endTimestamp"])

date_diff = end_date - start_date
assert 29 <= date_diff.days <= 31
Expand Down Expand Up @@ -476,10 +481,10 @@ async def test_search_trades_with_start_date_only(self, trading_client):

# Verify end_date defaulted to now
call_args = trading_client._make_request.call_args
params = call_args[1]["params"]
data = call_args[1]["data"]

assert params["startDate"] == start_date.isoformat()
end_date = datetime.datetime.fromisoformat(params["endDate"])
assert data["startTimestamp"] == start_date.isoformat()
end_date = datetime.datetime.fromisoformat(data["endTimestamp"])
assert end_date == mock_now

@pytest.mark.asyncio
Expand All @@ -503,10 +508,10 @@ async def test_search_trades_with_end_date_only(self, trading_client):

# Verify start_date is 30 days before end_date
call_args = trading_client._make_request.call_args
params = call_args[1]["params"]
data = call_args[1]["data"]

start_date = datetime.datetime.fromisoformat(params["startDate"])
assert params["endDate"] == end_date.isoformat()
start_date = datetime.datetime.fromisoformat(data["startTimestamp"])
assert data["endTimestamp"] == end_date.isoformat()

date_diff = end_date - start_date
assert 29 <= date_diff.days <= 31
Expand Down Expand Up @@ -559,8 +564,8 @@ async def test_search_trades_invalid_response_type(self, trading_client):
simulated=False,
)

# Invalid response type (dict instead of list)
trading_client._make_request.return_value = {"trades": []}
# Invalid response type (string instead of list/dict)
trading_client._make_request.return_value = "invalid response"

trades = await trading_client.search_trades()

Expand Down
2 changes: 1 addition & 1 deletion tests/conftest.py
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Original file line number Diff line number Diff line change
Expand Up @@ -215,7 +215,7 @@ def mock_trades_data():
@pytest.fixture
def mock_trades_response(mock_response, mock_trades_data):
"""Create a mock trades response."""
return mock_response(json_data=mock_trades_data)
return mock_response(json_data={"success": True, "trades": mock_trades_data})


@pytest.fixture
Expand Down