afp-sdk 0.5.2__py3-none-any.whl → 0.5.4__py3-none-any.whl

afp/api/trading.py

@@ -1,6 +1,6 @@
 import secrets
 import warnings
-from datetime import datetime
+from datetime import datetime, timedelta
 from decimal import Decimal
 from typing import Generator, Iterable
 
@@ -16,6 +16,7 @@ from ..schemas import (
     Intent,
     IntentData,
     MarketDepthData,
+    OHLCVItem,
     Order,
     OrderFilter,
     OrderCancellationData,
@@ -123,8 +124,9 @@ class Trading(ExchangeAPI):
 
         Raises
         ------
-        afp.exceptions.ValidationError
-            If the exchange rejects the intent.
+        afp.exceptions.RateLimitExceeded
+            If the exchange rejects the order because of too many requests from the
+            authenticated account.
         """
         submission = OrderSubmission(
             type=OrderType.LIMIT_ORDER,
@@ -146,8 +148,13 @@ class Trading(ExchangeAPI):
 
         Raises
         ------
+        afp.exceptions.NotFoundError
+            If the exchange rejects the cancellation because the intent does not exist.
+        afp.exceptions.RateLimitExceeded
+            If the exchange rejects the cancellation because of too many requests from
+            the authenticated account.
         afp.exceptions.ValidationError
-            If the exchange rejects the cancellation.
+            If the exchange rejects the cancellation because it is invalid.
         """
         nonce = self._generate_nonce()
         cancellation_hash = hashing.generate_order_cancellation_hash(nonce, intent_hash)
@@ -238,6 +245,7 @@ class Trading(ExchangeAPI):
         self,
         *,
         product_id: str | None = None,
+        intent_account_id: str | None = None,
         type_: str | None = None,
         states: Iterable[str] = (),
         side: str | None = None,
@@ -255,6 +263,8 @@ class Trading(ExchangeAPI):
         Parameters
         ----------
         product_id : str, optional
+        intent_account_id : str, optional
+            Defaults to the address of the authenticated account.
         type_ : str, optional
             One of `LIMIT_ORDER` and `CANCEL_ORDER`.
         states : iterable of str
@@ -274,8 +284,11 @@ class Trading(ExchangeAPI):
         -------
         list of afp.schemas.OrderFill
         """
+        if intent_account_id is None:
+            intent_account_id = self._authenticator.address
+
         filter = OrderFilter(
-            intent_account_id=self._authenticator.address,
+            intent_account_id=intent_account_id,
             product_id=product_id,
             type=None if type_ is None else OrderType(type_.upper()),
             states=[OrderState(state.upper()) for state in states],
@@ -306,6 +319,7 @@ class Trading(ExchangeAPI):
         self,
         *,
         product_id: str | None = None,
+        intent_account_id: str | None = None,
         intent_hash: str | None = None,
         start: datetime | None = None,
         end: datetime | None = None,
@@ -323,6 +337,8 @@ class Trading(ExchangeAPI):
         Parameters
         ----------
         product_id : str, optional
+        intent_account_id : str, optional
+            Defaults to the address of the authenticated account.
         intent_hash : str, optional
         start : datetime.datetime, optional
         end : datetime.datetime, optional
@@ -339,8 +355,11 @@ class Trading(ExchangeAPI):
         -------
         list of afp.schemas.OrderFill
         """
+        if intent_account_id is None:
+            intent_account_id = self._authenticator.address
+
         filter = OrderFillFilter(
-            intent_account_id=self._authenticator.address,
+            intent_account_id=intent_account_id,
             product_id=product_id,
             intent_hash=intent_hash,
             start=start,
@@ -357,6 +376,7 @@ class Trading(ExchangeAPI):
         self,
         *,
         product_id: str | None = None,
+        intent_account_id: str | None = None,
         intent_hash: str | None = None,
         trade_states: Iterable[str] = ("PENDING",),
     ) -> Generator[OrderFill, None, None]:
@@ -376,6 +396,8 @@ class Trading(ExchangeAPI):
         Parameters
         ----------
         product_id : str, optional
+        intent_account_id : str, optional
+            Defaults to the address of the authenticated account.
         intent_hash : str, optional
         trade_states: iterable of str
             Any of `PENDING`, `CLEARED` and `REJECTED`.
@@ -384,8 +406,11 @@ class Trading(ExchangeAPI):
         -------
         afp.schemas.OrderFill
         """
+        if intent_account_id is None:
+            intent_account_id = self._authenticator.address
+
         filter = OrderFillFilter(
-            intent_account_id=self._authenticator.address,
+            intent_account_id=intent_account_id,
             product_id=product_id,
             intent_hash=intent_hash,
             start=None,
@@ -439,3 +464,71 @@ class Trading(ExchangeAPI):
         """
         value = validators.validate_hexstr32(product_id)
         yield from self._exchange.iter_market_depth_data(value)
+
+    def ohlcv(
+        self,
+        product_id: str,
+        start: datetime | None = None,
+        interval: timedelta = timedelta(minutes=5),
+    ) -> list[OHLCVItem]:
+        """Retrieves Open-High-Low-Close-Volume time series data for the given product.
+
+        Parameters
+        ----------
+        product_id : str
+        start : datetime
+            Defaults to 1 day ago.
+        interval : timedelta
+            The distance between 2 data points. Gets rounded to a multiple of 5 seconds.
+            Defaults to 5 minutes.
+
+        Returns
+        -------
+        list of afp.schemas.OHLCVItem
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such product exists.
+        """
+        if start is None:
+            start = datetime.now() - timedelta(days=1)
+
+        product_id = validators.validate_hexstr32(product_id)
+        start_timestamp = int(start.timestamp())
+        interval_secs = int(validators.validate_timedelta(interval).total_seconds())
+        return self._exchange.get_time_series_data(
+            product_id, start_timestamp, interval_secs
+        )
+
+    def iter_ohlcv(
+        self, product_id: str, interval: timedelta = timedelta(seconds=5)
+    ) -> Generator[OHLCVItem, None, None]:
+        """Subscribes to Open-High-Low-Close-Volume time series data updates for the
+        given product.
+
+        Returns a generator that yields OHLCV data points as they are published
+        by the exhange.
+
+        Parameters
+        ----------
+        product_id : str
+        interval : timedelta
+            The distance between 2 data points. Gets rounded to a multiple of 5 seconds.
+            Defaults to 5 seconds.
+
+        Yields
+        -------
+        afp.schemas.OHLCVItem
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such product exists.
+        """
+        product_id = validators.validate_hexstr32(product_id)
+        start_timestamp = int(datetime.now().timestamp())
+        interval_secs = int(validators.validate_timedelta(interval).total_seconds())
+        yield from self._exchange.iter_time_series_data(
+            product_id, start_timestamp, interval_secs
+        )

afp/enums.py

@@ -11,6 +11,7 @@ class ListingState(StrEnum):
 class OrderType(StrEnum):
     LIMIT_ORDER = "LIMIT_ORDER"
     CANCEL_ORDER = "CANCEL_ORDER"
+    EXCHANGE_INITIATED_CANCELLATION = "EXCHANGE_INITIATED_CANCELLATION"
 
 
 class OrderState(StrEnum):

afp/exceptions.py

@@ -26,5 +26,9 @@ class NotFoundError(ExchangeError):
     pass
 
 
+class RateLimitExceeded(ExchangeError):
+    pass
+
+
 class ValidationError(ExchangeError):
     pass

afp/exchange.py

@@ -11,6 +11,7 @@ from .exceptions import (
     AuthorizationError,
     ExchangeError,
     NotFoundError,
+    RateLimitExceeded,
     ValidationError,
 )
 from .schemas import (
@@ -21,6 +22,7 @@ from .schemas import (
     ExchangeProductUpdateSubmission,
     LoginSubmission,
     MarketDepthData,
+    OHLCVItem,
     Order,
     OrderFilter,
     OrderFill,
@@ -138,6 +140,30 @@ class ExchangeClient:
         for line in response.iter_lines():
             yield MarketDepthData.model_validate_json(line)
 
+    # GET /time-series/{product_id}
+    def get_time_series_data(
+        self, product_id: str, start: int, interval: int
+    ) -> list[OHLCVItem]:
+        response = self._send_request(
+            "GET",
+            f"/time-series/{product_id}",
+            params=dict(start=start, interval=interval),
+        )
+        return [OHLCVItem(**item) for item in response.json()["data"]]
+
+    # GET /stream/time-series/{product_id}
+    def iter_time_series_data(
+        self, product_id: str, start: int, interval: int
+    ) -> Generator[OHLCVItem, None, None]:
+        response = self._send_request(
+            "GET",
+            f"/stream/time-series/{product_id}",
+            params=dict(start=start, interval=interval),
+            stream=True,
+        )
+        for line in response.iter_lines():
+            yield OHLCVItem.model_validate_json(line)
+
     def _send_request(
         self,
         method: str,
@@ -173,6 +199,8 @@ class ExchangeClient:
                 raise AuthorizationError(http_error) from http_error
             if http_error.response.status_code == requests.codes.NOT_FOUND:
                 raise NotFoundError(http_error) from http_error
+            if http_error.response.status_code == requests.codes.TOO_MANY_REQUESTS:
+                raise RateLimitExceeded(http_error) from http_error
             if http_error.response.status_code == requests.codes.BAD_REQUEST:
                 try:
                     reason = response.json()["detail"]

afp/schemas.py

@@ -78,7 +78,8 @@ class LoginSubmission(Model):
 
 class ExchangeParameters(Model):
     trading_protocol_id: str
-    trading_fee_rate: Decimal
+    maker_trading_fee_rate: Decimal
+    taker_trading_fee_rate: Decimal
 
 
 # Admin API
@@ -182,6 +183,7 @@ class OrderFill(Model):
     trade: Trade
     quantity: int
     price: Decimal
+    trading_fee_rate: Decimal
 
 
 class OrderFillFilter(PaginationFilter):
@@ -209,6 +211,15 @@ class MarketDepthData(Model):
     asks: list[MarketDepthItem]
 
 
+class OHLCVItem(Model):
+    timestamp: Timestamp
+    open: Decimal
+    high: Decimal
+    low: Decimal
+    close: Decimal
+    volume: int
+
+
 # Clearing API
 
 

{afp_sdk-0.5.2.dist-info → afp_sdk-0.5.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: afp-sdk
-Version: 0.5.2
+Version: 0.5.4
 Summary: Autonomous Futures Protocol Python SDK
 Keywords: autonity,web3,trading,crypto,prediction,forecast,markets
 License-Expression: MIT

{afp_sdk-0.5.2.dist-info → afp_sdk-0.5.4.dist-info}/RECORD

@@ -5,7 +5,7 @@ afp/api/admin.py,sha256=6TiWCo0SB41CtXYTkTYYGQY7MrdB6OMTyU3-0J0V_7o,2170
 afp/api/base.py,sha256=5X1joEwFX4gxYUDCSTvp_hSFCfLZCktnW-UtZFxDquk,4471
 afp/api/margin_account.py,sha256=sC1DF7J3QTHR7cXcRjTG33oZswVy6qr9xnevQbrQ-ew,15256
 afp/api/product.py,sha256=2N4bPBahuw19GcBbBL20oQ5RFRuUxa5LOZzmN7hs39U,10156
-afp/api/trading.py,sha256=RdBFcY4U6A1T24vZUqR1J8MwdhaouMYZfFqBrdbMcA0,14309
+afp/api/trading.py,sha256=RvsMjPBiuwyB64SsiVAUgKXFRazodq-iht6FdlgSX1A,17649
 afp/auth.py,sha256=sV_9E6CgRWV1xYoppc4IdrnqNo5ZNDBIp6QF3fQbMWE,2055
 afp/bindings/__init__.py,sha256=_n9xoogYi8AAlSx_PE-wjnwP1ujVyDUwoRM0BSm243U,1271
 afp/bindings/auctioneer_facet.py,sha256=4p906zdU2lUsqpWlsiLE3dlxTPrlNpqk8DtjiQUWJ8M,23919
@@ -24,14 +24,14 @@ afp/bindings/trading_protocol.py,sha256=ZloF3REbjFq9v0UGVsM0_Lk0EhfWJKdeJ0PzVEny
 afp/config.py,sha256=_WKywiuty8poE1A0v46uBe1JGpfCzRlxCPamKennfpE,699
 afp/constants.py,sha256=EvDhLpKBOsc8OHGm1paiUAdAetPGD4nyi13coB8rd14,1930
 afp/decorators.py,sha256=SEUQtbgPGc4iVPtBQV2eiCejcDAVImmXcI0uPXFhtJA,2774
-afp/enums.py,sha256=HQ9EqLEvg9EHBA_UDSyn0Lma72fYoefjHfzOcIVKyh0,616
-afp/exceptions.py,sha256=frdS-EH84K0fOf92RgRgNkTe3VII2m36XNCS8eyXLLM,390
-afp/exchange.py,sha256=-QE44UZ-3Q0gsyWip4o19V4BYy283JpaKuQh7_-uS5g,6624
+afp/enums.py,sha256=9JhwdLcTNhyKabKdrALAlCeL3C5XfeXYSSSXSCsuTzE,688
+afp/exceptions.py,sha256=sgPOzrqbB0u8Kc6N65j5_0y4owyyq4oU6-5idcJO7Rs,441
+afp/exchange.py,sha256=auy5SRNaf1PdsqY4HU8w4tAe1KPb_sAGsTW-K-HW76o,7673
 afp/hashing.py,sha256=gBCWN93-ydRPlgnnorSvDQlylcnglrAypRDb-1K-20I,1949
 afp/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-afp/schemas.py,sha256=PCHoEpaU-O-C50UTrru3eRNalCLccWsTRE1AWITiIP0,6607
+afp/schemas.py,sha256=sCARcUvUNEZMcR2nn3iWrygAaoYqv038cLI9EXJFG9A,6818
 afp/validators.py,sha256=zQvPu3HDu6ADnEE72EJlS5hc1-xfru78Mzd74s1u_EM,1841
-afp_sdk-0.5.2.dist-info/licenses/LICENSE,sha256=ZdaKItgc2ppfqta2OJV0oHpSJiK87PUxmUkUo-_0SB8,1065
-afp_sdk-0.5.2.dist-info/WHEEL,sha256=n2u5OFBbdZvCiUKAmfnY1Po2j3FB_NWfuUlt5WiAjrk,79
-afp_sdk-0.5.2.dist-info/METADATA,sha256=SBHaznfY-kCneVxC6gFXrqL0YE28Wxk1LlxWsQ1-hrg,6354
-afp_sdk-0.5.2.dist-info/RECORD,,
+afp_sdk-0.5.4.dist-info/licenses/LICENSE,sha256=ZdaKItgc2ppfqta2OJV0oHpSJiK87PUxmUkUo-_0SB8,1065
+afp_sdk-0.5.4.dist-info/WHEEL,sha256=eh7sammvW2TypMMMGKgsM83HyA_3qQ5Lgg3ynoecH3M,79
+afp_sdk-0.5.4.dist-info/METADATA,sha256=dGqKdpflOR9xCeYhMMZHzCcXzwgM0ItpP8NJFOj2C_0,6354
+afp_sdk-0.5.4.dist-info/RECORD,,

{afp_sdk-0.5.2.dist-info → afp_sdk-0.5.4.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: uv 0.8.23
+Generator: uv 0.8.24
 Root-Is-Purelib: true
 Tag: py3-none-any