github marketcalls/openalgo openalgo-scalping-tradesmart
v2.0.1.4
on GitHub

4 hours ago

Version 2.0.1.4 Released

Date: 21st June 2026

Feature Release: Scalping Terminal (keyboard-driven order entry with a server-side SL/TP/TSL engine across all F&O exchanges, live candlestick/volume charts), the TradeSmart (Noren v2) broker integration, two new options tools (Gamma Density and OI Range), a /chart/test live multi-chart streaming page, technical-indicator research tools for the MCP server, F&O freeze-quantity correctness across every exchange, and a startup/runtime performance sweep (WAL SQLite, warm broker modules, deferred traffic-log purge)

This release spans 90+ commits since v2.0.1.3. The headline feature is the Scalping Terminal (/scalping) — a keyboard-first order-entry surface with a server-side stop-loss / target / trailing-stop engine, full F&O exchange + segment coverage (NSE/BSE equity & futures, NFO/BFO/CDS/MCX options), live WebSocket-driven tickers and candlestick/volume charts, and freeze-quantity-safe exits. Alongside it ships the TradeSmart (Noren v2) broker integration, two new analytics tools — Gamma Density (Γ×OI density and convexity zones with forward-based Black-76 IV) and OI Range (open interest by strike for a custom range) — and a /chart/test page for live multi-chart streaming. The MCP server gains technical-indicator research tools, F&O freeze-quantity handling is corrected for CDS/MCX and BSE indices, and a performance sweep enables WAL on every SQLite connection, warms broker modules at startup, and purges traffic logs past their retention window off the hot path.

Highlights

  • Scalping Terminal (/scalping) — A new keyboard-driven scalping surface, built up across phases:
    • Order entry: keyboard shortcuts for buy/sell/exit, NIFTY + current-week expiry + ATM defaults on load, NRML default product to avoid post-square-off MIS rejections.
    • Server-side risk engine: stop-loss, target and browser-driven auto-trailing move to a server-side SL/TP/TSL engine with analyze/live segregation, predefined auto SL & target, and book scoping so F6 closes only the scalping strategy's positions.
    • All F&O exchanges & segments: option chain + expiry for every F&O exchange (NFO/BFO/CDS/MCX), futures by underlying + expiry, and a unified exchange/segment frontend including NSE/BSE equity & futures single-instrument views.
    • Live data & charts: WebSocket-live LTP with a MultiQuotes after-hours fallback, OHLC range visualization on the tickers, and live candlestick + volume charts on a shared timeframe.
    • Freeze-safe: exits never exceed exchange freeze limits, with whole-lot splitting on close and an unknown-freeze fallback.
  • TradeSmart (Noren v2) broker integration (#1548) — New broker plugin on the Noren v2 stack, with a common broker-integration testing guide and an automated runner added alongside it.
  • Gamma Density tool (/gammadensity, #1553) — Γ×OI density and convexity zones (Intraday and To-Expiry panels, ±1σ/±2σ expected-move bands, ATM IV) for all exchanges and underlyings. Index weekly options price off the per-expiry synthetic future as the Black-76 forward (monthly index / stocks use spot), fixing IV/Greeks alignment for weekly index options.
  • OI Range tool (/oirange) — Open interest by strike for a custom strike range with ATM-relative quick selectors and optional 1-minute auto-refresh.
  • Chart Test page (/chart/test) — Live multi-chart streaming page for validating real-time candlestick/volume rendering across instruments.
  • MCP technical-indicator research tools — The MCP server gains indicator-calculation/research tools for use from Claude Desktop / Cursor / Windsurf.
  • F&O freeze-quantity correctness — Freeze quantities now honored for all F&O exchanges including CDS and MCX, and BFO freeze quantities supported for SENSEX / BANKEX / SENSEX50.
  • Performance & startup sweep — WAL + synchronous=NORMAL on every SQLite connection, broker modules warmed at startup with keep-warm pings, order hot-path logs demoted to debug across all 33 brokers, latency percentiles bounded to a 30-day window and cached, and traffic logs purged past their retention window at startup.
  • Platform version bump — 2.0.1.3 → 2.0.1.4. SDK pin (openalgo) 2.0.1 → 2.0.2.

Scalping Terminal — deep dive

A keyboard-first scalping workflow delivered in phases (c1c2923d plan → cba25cb7 hardening):

  • Plumbing & entry — a38d37df (Phase 0: symbol/expiry/strike plumbing + live tickers), 358b0eef (Phase 1: keyboard order entry, sandbox-ready), 97d9426f (NIFTY + current-week expiry + ATM defaults), 11853ca4 (default product NRML to avoid MIS post-square-off 400s).
  • Risk engine — f3e390c0 (Phase 2: stop-loss + browser-driven auto-trailing), 4a7e56ba (server-side SL/TP/TSL engine, analyze/live segregation, all-underlyings), 2594d16e (predefined auto SL & target, WebSocket-driven, book scoping), 626e1d2f (rate-limited trailing-SL writes + cached mode lookup), cba25cb7 (drop stale mode cache; guard SL exit against mode toggle).
  • Exchanges & segments — f066564c (Phase A: option chain + expiry for all F&O exchanges), 2b95004a (Phase B: unified exchange/segment frontend), b9e9aa4d (futures by underlying + expiry), 20ab79d9 (MCX/CDS exchanges + 1cliq control-row), 3baabc2f (NSE/BSE equity & futures single-instrument view).
  • Live data & charts — 7be6bf00 (WebSocket-live LTP with MultiQuotes after-hours fallback), 1bcd3fb2 (OHLC range on tickers), 0e56b9de (live candlestick + volume charts on a shared timeframe), db516b84 (structure-only option chain + event-driven order updates for lower latency).
  • Freeze-safety & correctness — 787ba14e (whole-lot freeze split on close), d31efa1f (exits never exceed freeze limit, unknown-freeze fallback), 71a61ca9 (F6 closes only the scalping strategy's positions), af6751d2 (trust positionbook for net qty so closed legs aren't phantom-open), c4c5523c (coerce string position/trade numerics so live mode doesn't crash), a8363edc (CDS 4-decimal precision and live charts when the broker has no history).
  • Hardening — 45ebd799 and 30ec6617 (security + correctness review fixes: SL exit safety, server lot cap), 6f5a9e2d (stop Socket.IO reconnect churn + live-mode order apikey), 6b8fbf4e/6b2c4c00 (de-duplicate order notifications + trader-friendly errors), 7186446a (share one Socket.IO connection per tab — fixes multi-tab hang).

A new database/scalping_db.py table persists scalping strategy/SL state; it is created automatically.

TradeSmart (Noren v2) — deep dive

feat: add TradeSmart (Noren v2) broker integration — 71359747, merged via PR #1548.

  • New broker plugin following the standard api/, mapping/, database/, streaming/, plugin.json layout on the Noren v2 stack.
  • Data-API throttling: 7c65b839 caps the data API at 120 requests/min with retry on rate-limit responses.
  • test: add common broker-integration testing guide + automated runner — 3c67f7dc adds a reusable broker test harness used to validate the integration.

Options tools

  • Gamma Density (44a7fe50, PR #1553) — services/gamma_density_service.py reuses the option chain for OI + LTP and computes per-strike gamma via opengreeks Black-76 for two horizons (intraday 1-day and full to-expiry), returning Γ×OI density plus daily/to-expiry ±1σ/±2σ expected-move bands. Index weekly options use the per-expiry synthetic future as the Black-76 forward; the expected-move band and Spot marker stay on cash spot.
  • OI Range (dc05c7ac) — open interest by strike for a custom range, with ATM-relative quick selectors (5/10/15/20 strikes each side) and optional 1-minute auto-refresh.
  • Chart Test (e745e319) — /chart/test live multi-chart streaming page; 59d41f35 adds the explicit /scalping route to react_app.py.

Broker fixes

  • 71359747 — TradeSmart: new Noren v2 broker integration (#1548).
  • 64d58909 — Arrow: multiquotes made resilient and diagnosable.
  • 26fb5e3f — 5paisa: market orders via MPP, smart-order auth fix, historical candles for index symbols, WebSocket FD/thread leak fixes in the reconnect path, hardened reconnect (ping timeout, interruptible backoff, race), batched WS subscriptions (#1524); b707dc99 — real intraday history timestamps + review fixes.
  • 1c93aeaf — Dhan: stop dropping 90-day intraday chunks on weekend boundaries (#1517).
  • 119f8012 — Definedge: anchor intraday history end-time to IST so data doesn't lag on non-IST hosts.
  • 4c816c83 — Firstock: map BSE_INDEX to BSE in quote/depth/history paths.

Freeze quantities

  • e087866c — honor freeze quantities for all F&O exchanges, including CDS and MCX (#1541 family).
  • 55184509 — support BFO freeze quantities for SENSEX / BANKEX / SENSEX50.

Performance & reliability

  • 7b7505af — enable WAL + synchronous=NORMAL for all SQLite connections.
  • 3ec2084e — warm broker modules at startup with fast-start keep-warm pings.
  • 9f94a857 — demote order hot-path logs to debug across all 33 brokers.
  • 4e0154cc — bound latency stats percentiles to a 30-day window and cache the result.
  • d221c9cd — purge traffic logs past the retention window at startup (TRAFFIC_LOG_RETENTION_DAYS).
  • db516b84 — structure-only option chain + event-driven order updates (scalping).

WhatsApp / messaging

  • 2259ade6 — marshal wars callbacks off the eventlet hub to prevent freezes (#1515).
  • eedbed45 — bump wars to 0.1.4 (PN→LID delivery) and fix the on_disconnect crash (#1512).

Other fixes

  • 61985786 — Playground: redirect legacy /playground/ instead of returning 500 (#1526).

Security

  • c8517646 — patch Dependabot security advisories (fix/dependabot-security-bumps, #1535).

Documentation

  • c1b0a168 … 5324469d — Flask→FastAPI migration plan, risk assessment, and a 63-item migration tracker CSV (assessment only; no runtime change).
  • c1c2923d, 664cb548, 4d4e5311 — scalping terminal implementation plan + sandbox order-lifecycle validation.
  • 2677dd8c — group indicator prompt docs into docs/prompt/indicators/ (#1529).
  • ae6f0224 — add the current OpenAlgo PRD.

Dependencies

Configuration changes

utils/version.py: VERSION = "2.0.1.4"

pyproject.toml: version = "2.0.1.4"; openalgo==2.0.2 (uv.lock regenerated).

.sample.env:

  • VALID_BROKERS gains tradesmart.
  • New optional variable TRAFFIC_LOG_RETENTION_DAYS='30' — days to retain request traffic logs in logs.db (purged at startup; default applies if absent, no action required).

Database: a new scalping_db table backs the Scalping Terminal's strategy/SL state. It is created automatically on startup — no manual migration required.

Upgrade procedure

For existing installs (Native Ubuntu): 

cd /var/python/openalgo-flask/<deploy-name>/openalgo
sudo ./install/update.sh

For existing installs (Docker): 

cd /opt/openalgo/<domain>
sudo docker compose pull
sudo docker compose up -d

For local developers (uv): 

git pull origin main
uv sync
# Frontend: a plain pull already ships the CI-built dist. Only rebuild if
# you are editing React code:
cd frontend && npm install && npm run build
uv run app.py

Contributors

  • @marketcalls (Rajandran) — release management; Scalping Terminal (keyboard order entry, server-side SL/TP/TSL engine, all-exchange option chain/futures, live charts, freeze-safe exits, hardening); Gamma Density and OI Range tools; Chart Test live-streaming page; MCP technical-indicator research tools; F&O freeze-quantity fixes (CDS/MCX/BSE indices); WAL/startup/latency performance sweep; WhatsApp eventlet-hub and wars fixes; SDK pin bump.
  • @Kalaiviswa — TradeSmart (Noren v2) broker integration (#1548); Arrow multiquotes resilience; 5paisa market orders/smart-order/WS-reconnect overhaul (#1524) and intraday timestamp fixes; Firstock BSE_INDEX→BSE mapping; Definedge intraday IST anchoring.

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