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profitdll-wrapper Documentation Overview

Status: v0.4.1 — market data, price depth, order routing, custody and the historical-ingestion stack (progress-callback completion, multi-window runner). This directory contains the architectural specifications, API audits, and design blueprints for profitdll-wrapper.

Independent community project — not affiliated with or endorsed by Nelogica. Provided "as is" with no financial liability for trading outcomes; see the disclaimer in the project README.

A modern, idiomatic, strictly typed, and thread-safe Python wrapper around Nelogica's ProfitDLL (native C/Delphi API using stdcall calling convention, featuring memory pointers and asynchronous callbacks dispatched from a dedicated native ConnectorThread).

The native DLL is low-level and demanding for standard Python development:

  • stdcall calling convention, raw PWideChar and Pointer fields, packed C structs.
  • Asynchronous data delivered exclusively via callbacks executing on a native C thread (ConnectorThread).
  • DLL-allocated heap strings requiring manual memory deallocation.
  • Historical 32-bit ctypes ABI bug when passing structs > 32 bits by value.
  • Over 150 exported C functions without high-level ergonomic abstractions.

profitdll-wrapper encapsulates this complexity behind a clean Python interface: object-oriented client lifecycles, event dispatchers, immutable dataclasses, automatic memory safety, and static type checking.

Design Principles

  1. Idiomatic — Uses context managers (with), dataclasses, strict Enum types, and comprehensive type annotations. Raw ctypes objects are strictly encapsulated.
  2. Safe by Default — Automated C memory management; callbacks safely marshalled to caller threads via thread-safe queues; error codes (NL_*) converted to typed Python exceptions.
  3. Pure Enqueue Architecture — Native callbacks never issue reentrant requests: they copy data via synchronous accessors and enqueue it, preventing GIL deadlocks under intense market data throughput.
  4. Fault Isolation — User exceptions inside event handlers are caught and logged, ensuring callback failures never crash native DLL threads.

Documentation Contents

Document Description
README.md Architectural overview and guide index
ARCHITECTURE.md Layer design, abstraction patterns, and thread-safety invariants
API_SURFACE.md Native ProfitDLL function mapping and ABI audit
INGEST.md Historical data ingestion: sinks, schema, and the profitdll-ingest CLI