layr0-IMC 1.1.4
A Python library for interacting with layr0_imc's trading APIs with high-performance technical indicators
License: MIT
Requires Python: >=3.7
Keywords: trading, algorithmic-trading, finance, websocket, market-data, technical-analysis, indicators

# layr0_imc Python Library

A Python library for algorithmic trading using layr0_imc's REST APIs. This library provides a comprehensive interface for order management, market data, account operations, and strategy automation.

## Installation

```bash
pip install layr0-IMC
```

## Quick Start

```python
from layr0_imc import api

# Initialize the client
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000"  # or your layr0_imc server URL
)
```

## Publishing Automation

If you are a maintainer and want to build and upload the library to PyPI, use the provided automation script:

```bash
python publish.py
```

This script will:
1. Clean previous build artifacts (`dist/`, `build/`).
2. Install/Update build requirements (`build`, `twine`).
3. Build the package (`.tar.gz` and `.whl`).
4. Prompt you to upload to TestPyPI or PyPI.

> [!IMPORTANT]
> You will need your PyPI API token for the upload step.

## API Categories

### 1. Strategy API

#### Strategy Management Module
layr0_imc's Strategy Management Module allows you to automate your trading strategies using webhooks. This enables seamless integration with any platform or custom system that can send HTTP requests. The Strategy class provides a simple interface to send signals that trigger orders based on your strategy configuration in layr0_imc.

```python
from layr0_imc import Strategy
import requests

# Initialize strategy client
client = Strategy(
    host_url="http://127.0.0.1:5000",  # Your layr0_imc server URL
    webhook_id="your-webhook-id"        # Get this from layr0_imc strategy section
)

try:
    # Long entry (BOTH mode with position size)
    response = client.strategyorder("RELIANCE", "BUY", 1)
    print(f"Long entry successful: {response}")

    # Short entry
    response = client.strategyorder("ZOMATO", "SELL", 1)
    print(f"Short entry successful: {response}")

    # Close positions
    response = client.strategyorder("RELIANCE", "SELL", 0)  # Close long
    response = client.strategyorder("ZOMATO", "BUY", 0)     # Close short

except requests.exceptions.RequestException as e:
    print(f"Error sending order: {e}")
```

Strategy Modes:
- **LONG_ONLY**: Only processes BUY signals for long-only strategies
- **SHORT_ONLY**: Only processes SELL signals for short-only strategies
- **BOTH**: Processes both BUY and SELL signals with position sizing

The Strategy Management Module can be integrated with:
- Custom trading systems
- Technical analysis platforms
- Alert systems
- Automated trading bots
- Any system capable of making HTTP requests

### 2. Accounts API

#### Funds
Get funds and margin details of the trading account.
```python
result = client.funds()
# Returns:
{
    "data": {
        "availablecash": "18083.01",
        "collateral": "0.00",
        "m2mrealized": "0.00",
        "m2munrealized": "0.00",
        "utiliseddebits": "0.00"
    },
    "status": "success"
}
```

#### Orderbook
Get orderbook details with statistics.
```python
result = client.orderbook()
# Returns order details and statistics including:
# - Total buy/sell orders
# - Total completed/open/rejected orders
# - Individual order details with status
```

#### Tradebook
Get execution details of trades.
```python
result = client.tradebook()
# Returns list of executed trades with:
# - Symbol, action, quantity
# - Average price, trade value
# - Timestamp, order ID
```

#### Positionbook
Get current positions across all segments.
```python
result = client.positionbook()
# Returns list of positions with:
# - Symbol, exchange, product
# - Quantity, average price
```

#### Holdings
Get stock holdings with P&L details.
```python
result = client.holdings()
# Returns:
# - List of holdings with quantity and P&L
# - Statistics including total holding value
# - Total investment value and P&L
```

#### Analyzer Status
Get analyzer status information.
```python
result = client.analyzerstatus()
# Returns:
{
    "data": {
        "analyze_mode": false,
        "mode": "live",
        "total_logs": 2
    },
    "status": "success"
}
```

#### Analyzer Toggle
Toggle analyzer mode between analyze and live modes.
```python
# Switch to analyze mode (simulated responses)
result = client.analyzertoggle(mode=True)

# Switch to live mode (actual broker operations)
result = client.analyzertoggle(mode=False)

# Returns:
{
    "status": "success",
    "data": {
        "mode": "live/analyze",
        "analyze_mode": true/false,
        "total_logs": 2,
        "message": "Analyzer mode switched to live"
    }
}
```

#### Margin Calculator
Calculate margin requirements for single or multiple positions (basket margin).
```python
# Single stock margin calculation
result = client.margin(positions=[{
    "symbol": "SBIN",
    "exchange": "NSE",
    "action": "BUY",
    "product": "MIS",
    "pricetype": "LIMIT",
    "quantity": "10",
    "price": "750.50"
}])

# Returns:
{
    "status": "success",
    "data": {
        "total_margin_required": 7505.00,
        "span_margin": 0.00,        # Available for derivatives
        "exposure_margin": 0.00     # Available for derivatives
    }
}

# Options spread with margin benefit
result = client.margin(positions=[
    {
        "symbol": "NIFTY30DEC2526000CE",
        "exchange": "NFO",
        "action": "SELL",
        "product": "NRML",
        "pricetype": "LIMIT",
        "quantity": "75",
        "price": "150.00"
    },
    {
        "symbol": "NIFTY30DEC2526000PE",
        "exchange": "NFO",
        "action": "SELL",
        "product": "NRML",
        "pricetype": "LIMIT",
        "quantity": "75",
        "price": "125.00"
    }
])
# Returns reduced margin due to hedging benefit

# Iron Condor strategy (4 legs)
result = client.margin(positions=[
    {"symbol": "NIFTY30DEC2526500CE", "exchange": "NFO", "action": "SELL",
     "product": "NRML", "pricetype": "LIMIT", "quantity": "75", "price": "50"},
    {"symbol": "NIFTY30DEC2527000CE", "exchange": "NFO", "action": "BUY",
     "product": "NRML", "pricetype": "LIMIT", "quantity": "75", "price": "25"},
    {"symbol": "NIFTY30DEC2525500PE", "exchange": "NFO", "action": "SELL",
     "product": "NRML", "pricetype": "LIMIT", "quantity": "75", "price": "45"},
    {"symbol": "NIFTY30DEC2525000PE", "exchange": "NFO", "action": "BUY",
     "product": "NRML", "pricetype": "LIMIT", "quantity": "75", "price": "20"}
])

# Futures margin
result = client.margin(positions=[{
    "symbol": "NIFTY30DEC25FUT",
    "exchange": "NFO",
    "action": "BUY",
    "product": "NRML",
    "pricetype": "MARKET",
    "quantity": "75"
}])
```

**Supported Parameters:**
- Maximum 50 positions per request
- Exchanges: NSE, BSE, NFO, BFO, CDS, MCX
- Products: CNC (delivery), MIS (intraday), NRML (F&O carry forward)
- Price types: MARKET, LIMIT, SL, SL-M
- For MARKET orders, price can be "0" or omitted
- For LIMIT orders, price is required
- For SL/SL-M orders, trigger_price is required

**Broker-Specific Behavior:**
- Angel One: Supports batch margin up to 50 positions
- Zerodha: Uses basket API for multiple positions
- Dhan/Firstock/Kotak/Paytm: Single position only, aggregated for multiple
- Groww: Basket margin only for FNO segment
- 5paisa: Returns account-level margin

### 3. Orders API

#### Place Order
Place a regular order.
```python
result = client.placeorder(
    symbol="RELIANCE",
    exchange="NSE",
    action="BUY",
    quantity=1,
    price_type="MARKET",
    product="MIS"
)
```

#### Place Smart Order
Place an order with position sizing.
```python
result = client.placesmartorder(
    symbol="RELIANCE",
    exchange="NSE",
    action="BUY",
    quantity=1,
    position_size=100,
    price_type="MARKET",
    product="MIS"
)
```

#### Basket Order
Place multiple orders simultaneously.
```python
orders = [
    {
        "symbol": "RELIANCE",
        "exchange": "NSE",
        "action": "BUY",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    },
    {
        "symbol": "INFY",
        "exchange": "NSE",
        "action": "SELL",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    }
]
result = client.basketorder(orders=orders)
```

#### Split Order
Split a large order into smaller ones.
```python
result = client.splitorder(
    symbol="YESBANK",
    exchange="NSE",
    action="SELL",
    quantity=105,
    splitsize=20,
    price_type="MARKET",
    product="MIS"
)
```

#### Order Status
Check status of a specific order.
```python
result = client.orderstatus(
    order_id="24120900146469",
    strategy="Test Strategy"
)
```

#### Open Position
Get current open position for a symbol.
```python
result = client.openposition(
    symbol="YESBANK",
    exchange="NSE",
    product="CNC"
)
```

#### Modify Order
Modify an existing order.
```python
result = client.modifyorder(
    order_id="24120900146469",
    symbol="RELIANCE",
    action="BUY",
    exchange="NSE",
    quantity=2,
    price="2100",
    product="MIS",
    price_type="LIMIT"
)
```

#### Cancel Order
Cancel a specific order.
```python
result = client.cancelorder(
    order_id="24120900146469"
)
```

#### Cancel All Orders
Cancel all open orders.
```python
result = client.cancelallorder()
```

#### Close Position
Close all open positions.
```python
result = client.closeposition()
```

### 4. WebSocket Feed API

The WebSocket Feed API provides real-time market data through WebSocket connections. The API supports three types of market data:

#### LTP (Last Traded Price) Feed
Get real-time LTP updates for multiple instruments:
```python
from layr0_imc import api
import time

# Initialize the client with explicit WebSocket URL
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",  # REST API host
    ws_url="ws://127.0.0.1:8765"   # WebSocket server URL (can be different from REST API)
)

# Define instruments to subscribe to
instruments = [
    {"exchange": "MCX", "symbol": "GOLDPETAL30MAY25FUT"},
    {"exchange": "MCX", "symbol": "GOLD05JUN25FUT"}
]

# Callback function for data updates
def on_data_received(data):
    print("LTP Update:")
    print(data)

# Connect and subscribe
client.connect()
client.subscribe_ltp(instruments, on_data_received=on_data_received)

# Poll LTP data
print(client.get_ltp())
# Returns nested format:
# {"ltp": {"MCX": {"GOLDPETAL30MAY25FUT": {"timestamp": 1747761583959, "ltp": 9529.0}}}}

# Cleanup
client.unsubscribe_ltp(instruments)
client.disconnect()
```

#### Quote Feed
Get real-time quote updates with OHLC data:
```python
from layr0_imc import api

# Initialize the client
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765"
)

# Define instruments
instruments = [
    {"exchange": "MCX", "symbol": "GOLDPETAL30MAY25FUT"}
]

# Connect and subscribe
client.connect()
client.subscribe_quote(instruments)

# Poll quote data
print(client.get_quotes())
# Returns nested format:
# {"quote": {"MCX": {"GOLDPETAL30MAY25FUT": {
#   "timestamp": 1747767126517,
#   "open": 9430.0,
#   "high": 9544.0,
#   "low": 9390.0,
#   "close": 9437.0,
#   "ltp": 9535.0
# }}}}

# Cleanup
client.unsubscribe_quote(instruments)
client.disconnect()
```

#### Market Depth Feed
Get real-time market depth (order book) data:
```python
from layr0_imc import api

# Initialize the client
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765"
)

# Define instruments
instruments = [
    {"exchange": "MCX", "symbol": "GOLDPETAL30MAY25FUT"}
]

# Connect and subscribe
client.connect()
client.subscribe_depth(instruments)

# Poll depth data
print(client.get_depth())
# Returns nested format with order book:
# {"depth": {"MCX": {"GOLDPETAL30MAY25FUT": {
#   "timestamp": 1747767126517,
#   "ltp": 9535.0,
#   "buyBook": {"1": {"price": "9533.0", "qty": "53332", "orders": "0"}, ...},
#   "sellBook": {"1": {"price": "9535.0", "qty": "53332", "orders": "0"}, ...}
# }}}}

# Cleanup
client.unsubscribe_depth(instruments)
client.disconnect()
```

### 5. REST Data API

#### Quotes
Get real-time quotes for a symbol using REST API.
```python
result = client.quotes(
    symbol="RELIANCE",
    exchange="NSE"
)
# Returns bid/ask, LTP, volume and other quote data
```

#### Market Depth
Get market depth (order book) data.
```python
result = client.depth(
    symbol="RELIANCE",
    exchange="NSE"
)
# Returns market depth with top 5 bids/asks
```

#### Historical Data
Get historical price data.
```python
result = client.history(
    symbol="RELIANCE",
    exchange="NSE",
    interval="5m",  # Use intervals() to get supported intervals
    start_date="2024-01-01",
    end_date="2024-01-31"
)
# Returns pandas DataFrame with OHLC data
```

#### Intervals
Get supported time intervals for historical data.
```python
result = client.intervals()
# Returns:
{
    "status": "success",
    "data": {
        "seconds": ["1s"],
        "minutes": ["1m", "2m", "3m", "5m", "10m", "15m", "30m", "60m"],
        "hours": [],
        "days": ["D"],
        "weeks": [],
        "months": []
    }
}
```

> Note: The legacy `interval()` method is still available but will be deprecated in future versions.

#### Symbol
Get details for a specific trading symbol.
```python
result = client.symbol(
    symbol="NIFTY24APR25FUT",
    exchange="NFO"
)
# Returns:
{
    "status": "success",
    "data": {
        "brexchange": "NFO",
        "brsymbol": "NIFTY24APR25FUT",
        "exchange": "NFO",
        "expiry": "24-APR-25",
        "id": 39521,
        "instrumenttype": "FUTIDX",
        "lotsize": 75,
        "name": "NIFTY",
        "strike": -0.01,
        "symbol": "NIFTY24APR25FUT",
        "tick_size": 0.05,
        "token": "54452"
    }
}
```

#### Search
Search for symbols across exchanges.
```python
result = client.search(
    query="RELIANCE"
)
# Returns list of matching symbols with details

# Search with exchange filter
result = client.search(
    query="NIFTY",
    exchange="NFO"
)
# Supported exchanges: NSE, NFO, BSE, BFO, MCX, CDS, BCD, NCDEX, NSE_INDEX, BSE_INDEX, MCX_INDEX
# Returns:
{
    "status": "success",
    "data": [
        {
            "symbol": "NIFTY24APR25FUT",
            "name": "NIFTY",
            "exchange": "NFO",
            "token": "54452",
            "instrumenttype": "FUTIDX",
            "lotsize": 75,
            "strike": -0.01,
            "expiry": "24-APR-25"
        },
        # ... more matching symbols
    ]
}
```

#### Expiry
Get expiry dates for futures and options.
```python
# Get expiry dates for futures
result = client.expiry(
    symbol="NIFTY",
    exchange="NFO",
    instrumenttype="futures"
)
# Returns:
{
    "status": "success",
    "data": [
        "31-JUL-25",
        "28-AUG-25",
        "25-SEP-25"
    ],
    "message": "Found 3 expiry dates for NIFTY futures in NFO"
}

# Get expiry dates for options
result = client.expiry(
    symbol="NIFTY",
    exchange="NFO",
    instrumenttype="options"
)
# Returns:
{
    "status": "success",
    "data": [
        "10-JUL-25",
        "17-JUL-25",
        "24-JUL-25",
        "31-JUL-25",
        "07-AUG-25",
        "28-AUG-25",
        "25-SEP-25",
        "24-DEC-25",
        "26-MAR-26",
        "25-JUN-26"
    ],
    "message": "Found 10 expiry dates for NIFTY options in NFO"
}
```

### 6. Options API

The Options API provides advanced options trading capabilities including Greeks calculation, auto-symbol resolution, and smart order placement.

#### Option Greeks
Calculate Option Greeks (Delta, Gamma, Theta, Vega, Rho) and Implied Volatility using Black-Scholes Model.

**Prerequisites:**
- Install mibian library: `pip install mibian`
- Requires real-time LTP for underlying and option

```python
# Basic usage - Auto-detects spot price
greeks = client.optiongreeks(
    symbol="NIFTY28NOV2526000CE",
    exchange="NFO"
)
# Returns: Delta, Gamma, Theta, Vega, Rho, IV, and other details

# With custom interest rate (for accurate Rho)
greeks = client.optiongreeks(
    symbol="BANKNIFTY28NOV2550000CE",
    exchange="NFO",
    interest_rate=6.5  # Current RBI repo rate
)

# Using futures as underlying (for arbitrage strategies)
greeks = client.optiongreeks(
    symbol="NIFTY28NOV2526000CE",
    exchange="NFO",
    underlying_symbol="NIFTY28NOV25FUT",
    underlying_exchange="NFO"
)

# MCX with custom expiry time
greeks = client.optiongreeks(
    symbol="CRUDEOIL17NOV255400CE",
    exchange="MCX",
    expiry_time="19:00"  # Crude Oil expires at 7:00 PM
)

# Response format:
{
    "status": "success",
    "symbol": "NIFTY28NOV2526000CE",
    "strike": 26000,
    "option_type": "CE",
    "spot_price": 25966.05,
    "option_price": 85.55,
    "days_to_expiry": 5.42,
    "implied_volatility": 15.25,
    "greeks": {
        "delta": 0.5234,
        "gamma": 0.000125,
        "theta": -12.5678,
        "vega": 18.7654,
        "rho": 0.001234
    }
}
```

#### Option Symbol
Get option symbol details based on underlying and offset without placing an order.

```python
# Get ATM call symbol details
symbol_info = client.optionsymbol(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28NOV24",
    strike_int=50,
    offset="ATM",
    option_type="CE"
)
# Returns: symbol, lot size, tick size, underlying LTP

# Get OTM put for BANKNIFTY
symbol_info = client.optionsymbol(
    underlying="BANKNIFTY",
    exchange="NSE_INDEX",
    expiry_date="28NOV24",
    strike_int=100,
    offset="OTM2",  # 2 strikes Out-of-The-Money
    option_type="PE"
)

# Using future as underlying
symbol_info = client.optionsymbol(
    underlying="NIFTY28OCT25FUT",
    exchange="NFO",
    strike_int=50,
    offset="ITM2",  # 2 strikes In-The-Money
    option_type="CE"
)

# Response format:
{
    "status": "success",
    "symbol": "NIFTY28NOV2526000CE",
    "exchange": "NFO",
    "lotsize": 75,
    "tick_size": 0.05,
    "underlying_ltp": 25966.05
}
```

**Offset Options:**
- `ATM` - At-The-Money
- `ITM1` to `ITM50` - In-The-Money (1-50 strikes)
- `OTM1` to `OTM50` - Out-of-The-Money (1-50 strikes)

#### Options Order
Place option orders with auto-resolved symbols based on underlying and offset.

```python
# Buy ATM call with MARKET order
result = client.optionsorder(
    strategy="test_strategy",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28NOV24",
    strike_int=50,
    offset="ATM",
    option_type="CE",
    action="BUY",
    quantity=75,
    price_type="MARKET",
    product="MIS"
)

# Sell OTM put with LIMIT order
result = client.optionsorder(
    strategy="nifty_scalping",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28NOV24",
    strike_int=50,
    offset="OTM1",
    option_type="PE",
    action="SELL",
    quantity=75,
    price_type="LIMIT",
    product="MIS",
    price="50.0"
)

# Using future as underlying
result = client.optionsorder(
    strategy="futures_arb",
    underlying="NIFTY28OCT25FUT",
    exchange="NFO",
    strike_int=50,
    offset="ITM2",
    option_type="CE",
    action="BUY",
    quantity=75
)

# Stop Loss order
result = client.optionsorder(
    strategy="protective_stop",
    underlying="BANKNIFTY",
    exchange="NSE_INDEX",
    expiry_date="28NOV24",
    strike_int=100,
    offset="ATM",
    option_type="PE",
    action="SELL",
    quantity=30,
    price_type="SL",
    product="MIS",
    price="100.0",
    trigger_price="105.0"
)

# Response format:
{
    "status": "success",
    "orderid": "240123000001234",
    "symbol": "NIFTY28NOV2524000CE",
    "underlying": "NIFTY",
    "underlying_ltp": 23987.50,
    "offset": "ATM",
    "option_type": "CE"
}
```

**Building Option Strategies:**

Iron Condor Example:
```python
# Leg 1: Sell OTM1 Call
client.optionsorder(
    underlying="NIFTY", offset="OTM1", option_type="CE",
    action="SELL", quantity=75, **common_params
)

# Leg 2: Sell OTM1 Put
client.optionsorder(
    underlying="NIFTY", offset="OTM1", option_type="PE",
    action="SELL", quantity=75, **common_params
)

# Leg 3: Buy OTM3 Call
client.optionsorder(
    underlying="NIFTY", offset="OTM3", option_type="CE",
    action="BUY", quantity=75, **common_params
)

# Leg 4: Buy OTM3 Put
client.optionsorder(
    underlying="NIFTY", offset="OTM3", option_type="PE",
    action="BUY", quantity=75, **common_params
)
```

### 7. Telegram Notification API

Send custom alert messages to Telegram users for real-time trading notifications.

**Prerequisites:**
1. Telegram Bot must be running in layr0_imc settings
2. User must link account using `/link` command in Telegram
3. Username is your layr0_imc login username (NOT Telegram @username)

```python
# Basic notification
result = client.telegram(
    username="john_trader",  # Your layr0_imc login username
    message="NIFTY crossed 24000! Consider taking profit."
)

# High priority urgent alert
result = client.telegram(
    username="john_trader",
    message="🚨 URGENT: Stop loss hit on BANKNIFTY position!",
    priority=10
)

# Multi-line trading summary with emojis
result = client.telegram(
    username="john_trader",
    message="""📊 Daily Trading Summary
─────────────────────
✅ Winning Trades: 8
❌ Losing Trades: 2
💰 Net P&L: +₹15,450
📈 Win Rate: 80%

🎯 Great day! Keep it up!""",
    priority=5
)

# Price alert notification
result = client.telegram(
    username="trader_123",
    message="🔔 Price Alert: RELIANCE reached target price ₹2,850",
    priority=8
)

# Strategy signal alert
result = client.telegram(
    username="algo_trader",
    message="""📈 BUY Signal: RSI oversold on NIFTY 24000 CE
Entry: ₹145.50
Target: ₹165.00
SL: ₹138.00""",
    priority=9
)

# Risk management alert
result = client.telegram(
    username="trader_123",
    message="""⚠️ Risk Alert: Daily loss limit reached (-₹25,000)
No new positions recommended.""",
    priority=10
)

# Trade execution confirmation
result = client.telegram(
    username="trader_123",
    message="""✅ Order Executed
Symbol: BANKNIFTY 48000 CE
Action: BUY
Qty: 30
Price: ₹245.75
Total: ₹7,372.50""",
    priority=7
)

# Response format:
{
    "status": "success",
    "message": "Notification sent successfully"
}
```

**Priority Levels:**
- 1-3: Low Priority (General updates, market news)
- 4-6: Normal Priority (Trade signals, daily summaries)
- 7-8: High Priority (Price alerts, position updates)
- 9-10: Urgent (Stop loss hits, risk alerts)

**Message Formatting:**
- Bold: `*text*` or `**text**`
- Italic: `_text_` or `__text__`
- Code: `` `text` ``
- Line breaks: Use `\n` in message string
- Emojis: Standard Unicode emojis supported
- Maximum length: 4096 characters

**Integration with Trading:**
```python
# After order execution
if order_status == "success":
    client.telegram(
        username="trader",
        message=f"✅ Order executed: {symbol} {action} {quantity}",
        priority=7
    )

# Price monitoring
if current_price >= target_price:
    client.telegram(
        username="trader",
        message=f"🎯 {symbol} reached target: ₹{current_price}",
        priority=9
    )

# Risk management
if daily_loss >= max_loss_limit:
    client.telegram(
        username="trader",
        message=f"🚨 Daily loss limit reached: -₹{daily_loss}",
        priority=10
    )
```

## Examples

Check the examples directory for detailed usage:
- account_test.py: Test account-related functions
- margin_example.py: Test margin calculation for single and multiple positions
- order_test.py: Test order management functions
- data_examples.py: Test market data functions
- feed_examples.py: Test WebSocket LTP feeds
- quote_example.py: Test WebSocket quote feeds
- depth_example.py: Test WebSocket market depth feeds
- options_examples.py: Test Options API (Greeks, symbol resolution, orders)
- telegram_examples.py: Test Telegram notification API

## Publishing to PyPI

1. Update version in `layr0_imc/__init__.py`

2. Build the distribution:
```bash
python -m pip install --upgrade build
python -m build
```

3. Upload to PyPI:
```bash
python -m pip install --upgrade twine
python -m twine upload dist/*
```

## License

This project is licensed under the MIT License - see the LICENSE file for details.