architect-py 3.2.0__tar.gz → 3.2.2__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- architect_py-3.2.2/PKG-INFO +191 -0
- architect_py-3.2.2/README.md +166 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/__init__.py +1 -1
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/async_client.py +23 -13
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/client.py +16 -12
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/client_protocol.py +3 -2
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/__init__.py +0 -3
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/client.py +1 -20
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/user_id_query.py +1 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Cpty/CptyRequest.py +4 -3
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Cpty/CptyResponse.py +20 -3
- architect_py-3.2.2/architect_py/grpc_client/Cpty/CptyStatus.py +48 -0
- architect_py-3.2.2/architect_py/grpc_client/Cpty/CptyStatusRequest.py +45 -0
- architect_py-3.2.2/architect_py/grpc_client/Cpty/CptysRequest.py +37 -0
- architect_py-3.2.2/architect_py/grpc_client/Cpty/CptysResponse.py +27 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountSummary.py +28 -3
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Health/HealthCheckRequest.py +4 -1
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Health/HealthCheckResponse.py +6 -1
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/Ticker.py +13 -2
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/Order.py +12 -1
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/OrderflowRequest.py +1 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/definitions.py +117 -66
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/grpc_client.py +27 -29
- architect_py-3.2.2/architect_py/grpc_client/grpc_server.py +54 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/scalars.py +7 -7
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/conftest.py +13 -2
- architect_py-3.2.2/architect_py/tests/test_accounts.py +31 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_order_sending.py +9 -5
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_subscriptions.py +11 -9
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_symbology.py +9 -2
- {architect_py-3.2.0 → architect_py-3.2.2}/pyproject.toml +2 -4
- architect_py-3.2.0/PKG-INFO +0 -213
- architect_py-3.2.0/README.md +0 -187
- {architect_py-3.2.0 → architect_py-3.2.2}/LICENSE +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/base_model.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/cancel_all_orders_mutation.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/cancel_order_mutation.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/create_jwt.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/enums.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/exceptions.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/fragments.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_account_history_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_account_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_account_summaries_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_account_summary_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_candle_snapshot_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_execution_info_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_execution_infos_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_fills_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_first_notice_date_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_future_series_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_historical_orders_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_l_1_book_snapshot_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_l_1_book_snapshots_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_l_2_book_snapshot_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_market_status_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_open_orders_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_product_info_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/get_product_infos_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/input_types.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/juniper_base_client.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/list_accounts_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/place_order_mutation.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/search_symbols_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/subscribe_candles.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/subscribe_orderflow.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/subscribe_trades.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/graphql_client/user_email_query.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Accounts/AccountsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Accounts/AccountsResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Accounts/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Algo/AlgoOrderForTwapAlgo.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Algo/CreateAlgoOrderRequestForTwapAlgo.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Algo/ModifyAlgoOrderRequestForTwapAlgo.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Algo/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Cpty/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountHistoryRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountHistoryResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountSummariesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountSummariesResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/AccountSummaryRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/HistoricalFillsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/HistoricalFillsResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/HistoricalOrdersRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/HistoricalOrdersResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Folio/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Health/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/ArrayOfL1BookSnapshot.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/Candle.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/HistoricalCandlesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/HistoricalCandlesResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L1BookSnapshot.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L1BookSnapshotRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L1BookSnapshotsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L2BookSnapshot.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L2BookSnapshotRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/L2BookUpdate.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/Liquidation.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/MarketStatus.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/MarketStatusRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeCandlesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeCurrentCandlesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeL1BookSnapshotsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeL2BookUpdatesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeLiquidationsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeManyCandlesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeTickersRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/SubscribeTradesRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/TickerRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/TickerUpdate.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/TickersRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/TickersResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/Trade.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Marketdata/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/Cancel.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/CancelAllOrdersRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/CancelAllOrdersResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/CancelOrderRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/OpenOrdersRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/OpenOrdersResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/PendingCancelsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/PendingCancelsResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/PlaceOrderRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Oms/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/Dropcopy.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/DropcopyRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/Orderflow.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/SubscribeOrderflowRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Orderflow/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/PruneExpiredSymbolsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/PruneExpiredSymbolsResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SubscribeSymbology.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SymbologyRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SymbologySnapshot.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SymbologyUpdate.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SymbolsRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/SymbolsResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/UploadSymbologyRequest.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/UploadSymbologyResponse.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/Symbology/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/grpc_client/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/__init__.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_book_building.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_client.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_grpc_client.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_rounding.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/tests/test_snapshots.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/utils/nearest_tick.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/utils/nearest_tick_2.py +0 -0
- {architect_py-3.2.0 → architect_py-3.2.2}/architect_py/utils/price_bands.py +0 -0
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Name: architect-py
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Version: 3.2.2
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Summary: Client library for the Architect trading platform.
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Author: Architect Financial Technologies, Inc.
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Author-email: hello@architect.xyz
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Requires-Python: >=3.10,<4
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Classifier: Development Status :: 3 - Alpha
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Classifier: License :: OSI Approved :: Apache Software License
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Classifier: Operating System :: OS Independent
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Requires-Dist: grpcio (>=1.66.1)
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Requires-Dist: msgspec (>=0.19,<0.20)
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Requires-Dist: pydantic (>=2.10,<3.0)
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Description-Content-Type: text/markdown
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# [](https://architect.co) architect_py
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[](https://pypi.org/project/architect-py/)
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A Python API for [Architect](https://architect.co).
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Just some of the features of this API:
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symbology, market snapshots, past trades, account queries, order management (including sending advanced algos!), and market feed subscriptions.
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This repo heavily uses type hinting, so using a type checker such as Pylance or mypy is suggestible to reduce potential for error.
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## Example usage
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`AsyncClient` and `Client` are the entryways into making calls to the Architect backend.
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Note that the sync `Client` does not have access to any subscription functions, because they are async by nature.
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```python
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import asyncio
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from architect_py.async_client import AsyncClient
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from architect_py.scalars import TradableProduct
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async def main():
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c = await AsyncClient.connect(
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host="<your installation domain>", # e.g. app.architect.co for the brokerage
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api_key="<api key>",
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api_secret="<api secret>"
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paper_trading=True,
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)
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print(await c.who_am_i())
|
56
|
+
|
57
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+
series = await async_client.get_cme_futures_series("ES CME Futures")
|
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|
+
front_ES_future = series[0][1]
|
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+
|
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|
+
s = c.subscribe_trades_stream(front_ES_future)
|
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+
async for trade in s:
|
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|
+
print(trade)
|
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|
+
|
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|
+
asyncio.run(main())
|
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|
+
```
|
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+
|
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+
```python
|
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+
from architect_py.client import Client
|
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+
|
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+
def main():
|
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+
c = Client(
|
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+
host="<your installation domain>",
|
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+
api_key="<api key>",
|
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+
api_secret="<api secret>"
|
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|
+
paper_trading=True,
|
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|
+
)
|
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+
print(c.who_am_i())
|
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|
+
|
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+
print(client.get_account_summaries())
|
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+
|
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|
+
print(client.search_symbols("ES"))
|
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|
+
```
|
83
|
+
|
84
|
+
While the AsyncClient is the recommended way to use the Architect API, the Client instead without any familiarity with `async/await`.
|
85
|
+
The sync clients and async clients usage is identical, except one removes the `await` before the call. The only exception to this is that the sync client does not support any subscriptions, because they are inherently asynchronous.
|
86
|
+
|
87
|
+
Check the `examples` folder or the `architect_py/tests` folders for example usages.
|
88
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+
|
89
|
+
|
90
|
+
## Function Breakdown
|
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|
+
|
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|
+
|
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+
The `async` client has the following functions
|
94
|
+
|
95
|
+
### 🚀 Initialization
|
96
|
+
|
97
|
+
- **`connect`**: The main way to create an AsyncClient object.
|
98
|
+
- **`__init__`**: Users should not be using this constructor directly, unless they do not want to use any subscription methods.
|
99
|
+
|
100
|
+
---
|
101
|
+
|
102
|
+
### 🔍 Symbology
|
103
|
+
|
104
|
+
- **`search_symbols`**: Search for symbols in the Architect database.
|
105
|
+
- **`get_product_info`**: Get the product information (product_type, underlying, multiplier, etc.) for a symbol.
|
106
|
+
- **`get_product_infos`**: Get the product information (product_type, underlying, multiplier, etc.) for a list of symbols.
|
107
|
+
- **`get_execution_info`**: Get the execution information (tick_size, step_size, margin, etc.) for a symbol.
|
108
|
+
- **`get_execution_infos`**: Get the execution information (tick_size, step_size, etc.) for a list of symbols.
|
109
|
+
- **`get_cme_first_notice_date`**: Get the first notice date for a CME future.
|
110
|
+
- **`get_future_series`**: Get the series of futures for a given series symbol.
|
111
|
+
- **`get_expiration_from_CME_name`**: Get the expiration date from a CME future name.
|
112
|
+
- **`get_cme_futures_series`**: Get the futures in a series from the CME.
|
113
|
+
- **`get_cme_future_from_root_month_year`**: Get the symbol for a CME future from the root, month, and year.
|
114
|
+
|
115
|
+
---
|
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|
+
|
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+
### 👤 Account Management
|
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+
|
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|
+
- **`who_am_i`**: Gets the user_id and user_email for the user that the API key belongs to.
|
120
|
+
- **`list_accounts`**: List accounts for the user that the API key belongs to.
|
121
|
+
- **`get_account_summary`**: Gets the account summary for the given account.
|
122
|
+
- **`get_account_summaries`**: Gets the account summaries for the given accounts and trader.
|
123
|
+
- **`get_account_history`**: Gets the account history for the given account and dates.
|
124
|
+
|
125
|
+
---
|
126
|
+
|
127
|
+
### 📑 Order Management
|
128
|
+
|
129
|
+
- **`get_open_orders`**: Returns a list of open orders for the user that match the filters.
|
130
|
+
- **`get_all_open_orders`**: Returns a list of all open orders for the user.
|
131
|
+
- **`get_historical_orders`**: Gets the historical orders that match the filters.
|
132
|
+
- **`get_order`**: Returns the OrderFields object for the specified order.
|
133
|
+
- **`get_orders`**: Returns a list of OrderFields objects for the specified orders.
|
134
|
+
- **`get_fills`**: Returns a list of fills for the given filters.
|
135
|
+
|
136
|
+
---
|
137
|
+
|
138
|
+
### 📈 Market Data
|
139
|
+
|
140
|
+
- **`get_market_status`**: Returns market status for symbol (ie if it is quoting and trading).
|
141
|
+
- **`get_market_snapshot`**: This is an alias for l1_book_snapshot.
|
142
|
+
- **`get_market_snapshots`**: This is an alias for l1_book_snapshot.
|
143
|
+
- **`get_historical_candles`**: Gets the historical candles for a symbol.
|
144
|
+
- **`get_l1_book_snapshot`**: Gets the L1 book snapshot for a symbol.
|
145
|
+
- **`get_l1_book_snapshots`**: Gets the L1 book snapshots for a list of symbols.
|
146
|
+
- **`get_l2_book_snapshot`**: Gets the L2 book snapshot for a symbol.
|
147
|
+
- **`subscribe_l1_book_stream`**: Subscribe to the stream of L1BookSnapshots for a symbol.
|
148
|
+
- **`subscribe_l2_book_stream`**: Subscribe to the stream of L2BookUpdates for a symbol.
|
149
|
+
- **`subscribe_l1_book`**: Returns a L1BookSnapshot object that is constantly updating in the background.
|
150
|
+
- **`subscribe_l2_book`**: Returns a L2BookSnapshot object that is constantly updating in the background.
|
151
|
+
- **`subscribe_trades_stream`**: Subscribe to a stream of trades for a symbol.
|
152
|
+
- **`subscribe_candles_stream`**: Subscribe to a stream of candles for a symbol.
|
153
|
+
|
154
|
+
---
|
155
|
+
|
156
|
+
### 📝 Order Entry and Cancellation
|
157
|
+
|
158
|
+
- **`send_limit_order`**: Sends a regular limit order.
|
159
|
+
- **`send_market_pro_order`**: Sends a market-order like limit price based on the BBO.
|
160
|
+
- **`cancel_order`**: Cancels an order by order id.
|
161
|
+
- **`cancel_all_orders`**: Cancels all open orders.
|
162
|
+
|
163
|
+
|
164
|
+
### Running examples from this package
|
165
|
+
|
166
|
+
Clone this repository to run examples in the `examples` directory. This package
|
167
|
+
uses poetry for dependency management. To enter a poetry virtual environment, make
|
168
|
+
sure you have [poetry](https://python-poetry.org/docs/) installed and run the
|
169
|
+
following from the repository root.
|
170
|
+
|
171
|
+
```bash
|
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|
+
poetry shell
|
173
|
+
poetry install --sync
|
174
|
+
|
175
|
+
export ARCHITECT_HOST="<your installation domain>"
|
176
|
+
export ARCHITECT_API_KEY="<api key>"
|
177
|
+
export ARCHITECT_API_SECRET="<api secret>"
|
178
|
+
|
179
|
+
python -m examples.trades
|
180
|
+
```
|
181
|
+
|
182
|
+
You can exit the poetry shell by running `exit`. Environment variables set
|
183
|
+
within the shell are not persisted.
|
184
|
+
|
185
|
+
|
186
|
+
## API keys for the brokerage
|
187
|
+
|
188
|
+
API keys/secrets for the brokerage can be generated on the [user account page](https://app.architect.co/user/account).
|
189
|
+
|
190
|
+
|
191
|
+
|
@@ -0,0 +1,166 @@
|
|
1
|
+
# [](https://architect.co) architect_py
|
2
|
+
[](https://pypi.org/project/architect-py/)
|
3
|
+
|
4
|
+
A Python API for [Architect](https://architect.co).
|
5
|
+
|
6
|
+
Just some of the features of this API:
|
7
|
+
symbology, market snapshots, past trades, account queries, order management (including sending advanced algos!), and market feed subscriptions.
|
8
|
+
|
9
|
+
This repo heavily uses type hinting, so using a type checker such as Pylance or mypy is suggestible to reduce potential for error.
|
10
|
+
|
11
|
+
|
12
|
+
## Example usage
|
13
|
+
|
14
|
+
`AsyncClient` and `Client` are the entryways into making calls to the Architect backend.
|
15
|
+
Note that the sync `Client` does not have access to any subscription functions, because they are async by nature.
|
16
|
+
|
17
|
+
|
18
|
+
```python
|
19
|
+
import asyncio
|
20
|
+
|
21
|
+
from architect_py.async_client import AsyncClient
|
22
|
+
from architect_py.scalars import TradableProduct
|
23
|
+
|
24
|
+
async def main():
|
25
|
+
c = await AsyncClient.connect(
|
26
|
+
host="<your installation domain>", # e.g. app.architect.co for the brokerage
|
27
|
+
api_key="<api key>",
|
28
|
+
api_secret="<api secret>"
|
29
|
+
paper_trading=True,
|
30
|
+
)
|
31
|
+
print(await c.who_am_i())
|
32
|
+
|
33
|
+
series = await async_client.get_cme_futures_series("ES CME Futures")
|
34
|
+
front_ES_future = series[0][1]
|
35
|
+
|
36
|
+
s = c.subscribe_trades_stream(front_ES_future)
|
37
|
+
async for trade in s:
|
38
|
+
print(trade)
|
39
|
+
|
40
|
+
asyncio.run(main())
|
41
|
+
```
|
42
|
+
|
43
|
+
```python
|
44
|
+
from architect_py.client import Client
|
45
|
+
|
46
|
+
def main():
|
47
|
+
c = Client(
|
48
|
+
host="<your installation domain>",
|
49
|
+
api_key="<api key>",
|
50
|
+
api_secret="<api secret>"
|
51
|
+
paper_trading=True,
|
52
|
+
)
|
53
|
+
print(c.who_am_i())
|
54
|
+
|
55
|
+
print(client.get_account_summaries())
|
56
|
+
|
57
|
+
print(client.search_symbols("ES"))
|
58
|
+
```
|
59
|
+
|
60
|
+
While the AsyncClient is the recommended way to use the Architect API, the Client instead without any familiarity with `async/await`.
|
61
|
+
The sync clients and async clients usage is identical, except one removes the `await` before the call. The only exception to this is that the sync client does not support any subscriptions, because they are inherently asynchronous.
|
62
|
+
|
63
|
+
Check the `examples` folder or the `architect_py/tests` folders for example usages.
|
64
|
+
|
65
|
+
|
66
|
+
## Function Breakdown
|
67
|
+
|
68
|
+
|
69
|
+
The `async` client has the following functions
|
70
|
+
|
71
|
+
### 🚀 Initialization
|
72
|
+
|
73
|
+
- **`connect`**: The main way to create an AsyncClient object.
|
74
|
+
- **`__init__`**: Users should not be using this constructor directly, unless they do not want to use any subscription methods.
|
75
|
+
|
76
|
+
---
|
77
|
+
|
78
|
+
### 🔍 Symbology
|
79
|
+
|
80
|
+
- **`search_symbols`**: Search for symbols in the Architect database.
|
81
|
+
- **`get_product_info`**: Get the product information (product_type, underlying, multiplier, etc.) for a symbol.
|
82
|
+
- **`get_product_infos`**: Get the product information (product_type, underlying, multiplier, etc.) for a list of symbols.
|
83
|
+
- **`get_execution_info`**: Get the execution information (tick_size, step_size, margin, etc.) for a symbol.
|
84
|
+
- **`get_execution_infos`**: Get the execution information (tick_size, step_size, etc.) for a list of symbols.
|
85
|
+
- **`get_cme_first_notice_date`**: Get the first notice date for a CME future.
|
86
|
+
- **`get_future_series`**: Get the series of futures for a given series symbol.
|
87
|
+
- **`get_expiration_from_CME_name`**: Get the expiration date from a CME future name.
|
88
|
+
- **`get_cme_futures_series`**: Get the futures in a series from the CME.
|
89
|
+
- **`get_cme_future_from_root_month_year`**: Get the symbol for a CME future from the root, month, and year.
|
90
|
+
|
91
|
+
---
|
92
|
+
|
93
|
+
### 👤 Account Management
|
94
|
+
|
95
|
+
- **`who_am_i`**: Gets the user_id and user_email for the user that the API key belongs to.
|
96
|
+
- **`list_accounts`**: List accounts for the user that the API key belongs to.
|
97
|
+
- **`get_account_summary`**: Gets the account summary for the given account.
|
98
|
+
- **`get_account_summaries`**: Gets the account summaries for the given accounts and trader.
|
99
|
+
- **`get_account_history`**: Gets the account history for the given account and dates.
|
100
|
+
|
101
|
+
---
|
102
|
+
|
103
|
+
### 📑 Order Management
|
104
|
+
|
105
|
+
- **`get_open_orders`**: Returns a list of open orders for the user that match the filters.
|
106
|
+
- **`get_all_open_orders`**: Returns a list of all open orders for the user.
|
107
|
+
- **`get_historical_orders`**: Gets the historical orders that match the filters.
|
108
|
+
- **`get_order`**: Returns the OrderFields object for the specified order.
|
109
|
+
- **`get_orders`**: Returns a list of OrderFields objects for the specified orders.
|
110
|
+
- **`get_fills`**: Returns a list of fills for the given filters.
|
111
|
+
|
112
|
+
---
|
113
|
+
|
114
|
+
### 📈 Market Data
|
115
|
+
|
116
|
+
- **`get_market_status`**: Returns market status for symbol (ie if it is quoting and trading).
|
117
|
+
- **`get_market_snapshot`**: This is an alias for l1_book_snapshot.
|
118
|
+
- **`get_market_snapshots`**: This is an alias for l1_book_snapshot.
|
119
|
+
- **`get_historical_candles`**: Gets the historical candles for a symbol.
|
120
|
+
- **`get_l1_book_snapshot`**: Gets the L1 book snapshot for a symbol.
|
121
|
+
- **`get_l1_book_snapshots`**: Gets the L1 book snapshots for a list of symbols.
|
122
|
+
- **`get_l2_book_snapshot`**: Gets the L2 book snapshot for a symbol.
|
123
|
+
- **`subscribe_l1_book_stream`**: Subscribe to the stream of L1BookSnapshots for a symbol.
|
124
|
+
- **`subscribe_l2_book_stream`**: Subscribe to the stream of L2BookUpdates for a symbol.
|
125
|
+
- **`subscribe_l1_book`**: Returns a L1BookSnapshot object that is constantly updating in the background.
|
126
|
+
- **`subscribe_l2_book`**: Returns a L2BookSnapshot object that is constantly updating in the background.
|
127
|
+
- **`subscribe_trades_stream`**: Subscribe to a stream of trades for a symbol.
|
128
|
+
- **`subscribe_candles_stream`**: Subscribe to a stream of candles for a symbol.
|
129
|
+
|
130
|
+
---
|
131
|
+
|
132
|
+
### 📝 Order Entry and Cancellation
|
133
|
+
|
134
|
+
- **`send_limit_order`**: Sends a regular limit order.
|
135
|
+
- **`send_market_pro_order`**: Sends a market-order like limit price based on the BBO.
|
136
|
+
- **`cancel_order`**: Cancels an order by order id.
|
137
|
+
- **`cancel_all_orders`**: Cancels all open orders.
|
138
|
+
|
139
|
+
|
140
|
+
### Running examples from this package
|
141
|
+
|
142
|
+
Clone this repository to run examples in the `examples` directory. This package
|
143
|
+
uses poetry for dependency management. To enter a poetry virtual environment, make
|
144
|
+
sure you have [poetry](https://python-poetry.org/docs/) installed and run the
|
145
|
+
following from the repository root.
|
146
|
+
|
147
|
+
```bash
|
148
|
+
poetry shell
|
149
|
+
poetry install --sync
|
150
|
+
|
151
|
+
export ARCHITECT_HOST="<your installation domain>"
|
152
|
+
export ARCHITECT_API_KEY="<api key>"
|
153
|
+
export ARCHITECT_API_SECRET="<api secret>"
|
154
|
+
|
155
|
+
python -m examples.trades
|
156
|
+
```
|
157
|
+
|
158
|
+
You can exit the poetry shell by running `exit`. Environment variables set
|
159
|
+
within the shell are not persisted.
|
160
|
+
|
161
|
+
|
162
|
+
## API keys for the brokerage
|
163
|
+
|
164
|
+
API keys/secrets for the brokerage can be generated on the [user account page](https://app.architect.co/user/account).
|
165
|
+
|
166
|
+
|
@@ -1,2 +1,2 @@
|
|
1
|
-
__version__ = "3.2.
|
1
|
+
__version__ = "3.2.2"
|
2
2
|
# this is automatically updated by poetry-dynamic-versioning, see README.md
|
@@ -15,6 +15,7 @@ The individual graphql types are subject to change, so it is not recommended to
|
|
15
15
|
"""
|
16
16
|
|
17
17
|
import asyncio
|
18
|
+
import functools
|
18
19
|
import logging
|
19
20
|
from datetime import date, datetime
|
20
21
|
from decimal import Decimal
|
@@ -160,9 +161,9 @@ class AsyncClient:
|
|
160
161
|
**kwargs: Any,
|
161
162
|
):
|
162
163
|
"""
|
163
|
-
Users should
|
164
|
+
Users should essentially never be using this constructor directly.
|
164
165
|
|
165
|
-
Use the
|
166
|
+
Use the connect method instead.
|
166
167
|
See self.connect for arg explanations
|
167
168
|
"""
|
168
169
|
|
@@ -198,6 +199,14 @@ class AsyncClient:
|
|
198
199
|
api_key=api_key, api_secret=api_secret, host=host, port=_port, **kwargs
|
199
200
|
)
|
200
201
|
|
202
|
+
async def enable_orderflow(self):
|
203
|
+
"""
|
204
|
+
Load and cache product and execution info so that the SDK can send orders.
|
205
|
+
|
206
|
+
CR alee: determine if this is better than @functools.lru_cache
|
207
|
+
"""
|
208
|
+
pass
|
209
|
+
|
201
210
|
# ------------------------------------------------------------
|
202
211
|
# Symbology
|
203
212
|
# ------------------------------------------------------------
|
@@ -425,9 +434,8 @@ class AsyncClient:
|
|
425
434
|
(user_id, user_email)
|
426
435
|
"""
|
427
436
|
user_id = await self.graphql_client.user_id_query()
|
428
|
-
email = await self.graphql_client.user_email_query()
|
429
437
|
|
430
|
-
return user_id.user_id,
|
438
|
+
return user_id.user_id, user_id.user_email
|
431
439
|
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a list of CandleFields for the specified candles
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"""
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HistoricalCandlesRequest,
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request = HistoricalCandlesRequest(
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symbol=symbol,
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start_date=start,
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end_date=end,
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)
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async def get_l1_book_snapshot(
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self,
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symbol: str,
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"""
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Subscribe to a stream of trades for a symbol.
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"""
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)
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request = SubscribeTradesRequest(symbol=symbol, venue=venue)
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def subscribe_candles_stream(
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"""
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Subscribe to a stream of candles for a symbol.
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SubscribeCandlesRequest,
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request = SubscribeCandlesRequest(
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venue=venue,
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candle_widths=candle_widths,
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)
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# ------------------------------------------------------------
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# Order Entry and Cancellation
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async def send_limit_order(
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self,
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*,
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id: Optional[str] = None,
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execution_venue: Optional[str],
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odir: OrderDir,
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quantity,
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order_type,
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time_in_force,
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-
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id,
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trader,
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account,
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limit_price,
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async def send_market_pro_order(
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self,
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*,
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id: Optional[str] = None,
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symbol: TradableProduct,
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execution_venue: str,
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limit_price = tick_round_method(limit_price, tick_size)
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id=id,
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execution_venue=execution_venue,
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odir=odir,
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@@ -24,6 +24,8 @@ class Client(AsyncClientProtocol):
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This class is a wrapper around the AsyncClient class that allows you to call async methods synchronously.
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This does not work for subscription based methods.
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This Client takes control of the event loop, which you can pass in.
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+
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One can find the function definition in the AsyncClient class.
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The AsyncClient is more performant and powerful, so it is recommended to use that class if possible.
|
@@ -48,18 +50,6 @@ class Client(AsyncClientProtocol):
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loop: Optional[AbstractEventLoop] = None,
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**kwargs,
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):
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-
super().__setattr__(
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"client",
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AsyncClient(
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api_key=api_key,
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api_secret=api_secret,
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host=host,
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paper_trading=paper_trading,
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_i_know_what_i_am_doing=True,
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**kwargs,
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),
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)
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if loop is None:
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try:
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loop = asyncio.get_running_loop()
|
@@ -68,6 +58,20 @@ class Client(AsyncClientProtocol):
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asyncio.set_event_loop(loop)
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super().__setattr__("_loop", loop)
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+
async_client = loop.run_until_complete(
|
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+
AsyncClient.connect(
|
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+
api_key=api_key,
|
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+
api_secret=api_secret,
|
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+
host=host,
|
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+
paper_trading=paper_trading,
|
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|
+
**kwargs,
|
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|
+
)
|
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|
+
)
|
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|
+
super().__setattr__(
|
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|
+
"client",
|
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+
async_client,
|
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|
+
)
|
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|
+
|
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|
if "ipykernel" in sys.modules:
|
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|
# for jupyter notebooks
|
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|
import atexit
|
@@ -19,6 +19,7 @@ class AsyncClientProtocol:
|
|
19
19
|
def cancel_order(self, order_id: str) -> CancelFields: ...
|
20
20
|
@staticmethod
|
21
21
|
def connect(*, api_key: str, api_secret: str, paper_trading: bool, host: str = 'app.architect.co', grpc_endpoint: str = 'cme.marketdata.architect.co', _port: Optional[int] = None, **kwargs: Any) -> AsyncClient: ...
|
22
|
+
def enable_orderflow(self) -> Any: ...
|
22
23
|
def get_account_history(self, account: str, from_inclusive: Optional[datetime] = None, to_exclusive: Optional[datetime] = None) -> Sequence[AccountSummaryFields]: ...
|
23
24
|
def get_account_summaries(self, accounts: Optional[list[str]] = None, trader: Optional[str] = None) -> Sequence[AccountSummaryFields]: ...
|
24
25
|
def get_account_summary(self, account: str) -> AccountSummaryFields: ...
|
@@ -47,6 +48,6 @@ class AsyncClientProtocol:
|
|
47
48
|
def get_product_infos(self, symbols: Optional[list[str]]) -> Sequence[ProductInfoFields]: ...
|
48
49
|
def list_accounts(self) -> Sequence[AccountWithPermissionsFields]: ...
|
49
50
|
def search_symbols(self, search_string: Optional[str] = None, execution_venue: Optional[str] = None, offset: int = 0, limit: int = 20) -> list[TradableProduct]: ...
|
50
|
-
def send_limit_order(self, *, symbol: TradableProduct, execution_venue: Optional[str], odir: OrderDir, quantity: Decimal, limit_price: Decimal, order_type: OrderType = OrderType.LIMIT, time_in_force: TimeInForce = TimeInForce.DAY, good_til_date: Optional[datetime] = None, price_round_method: Optional[TickRoundMethod] = None, account: Optional[str] = None, trader: Optional[str] = None, post_only: bool = False, trigger_price: Optional[Decimal] = None) -> OrderFields: ...
|
51
|
-
def send_market_pro_order(self, *, symbol: TradableProduct, execution_venue: str, odir: OrderDir, quantity: Decimal, time_in_force: TimeInForce = TimeInForce.DAY, account: Optional[str] = None, fraction_through_market: Decimal = Decimal('0.001')) -> OrderFields: ...
|
51
|
+
def send_limit_order(self, *, id: Optional[str] = None, symbol: TradableProduct, execution_venue: Optional[str], odir: OrderDir, quantity: Decimal, limit_price: Decimal, order_type: OrderType = OrderType.LIMIT, time_in_force: TimeInForce = TimeInForce.DAY, good_til_date: Optional[datetime] = None, price_round_method: Optional[TickRoundMethod] = None, account: Optional[str] = None, trader: Optional[str] = None, post_only: bool = False, trigger_price: Optional[Decimal] = None) -> OrderFields: ...
|
52
|
+
def send_market_pro_order(self, *, id: Optional[str] = None, symbol: TradableProduct, execution_venue: str, odir: OrderDir, quantity: Decimal, time_in_force: TimeInForce = TimeInForce.DAY, account: Optional[str] = None, fraction_through_market: Decimal = Decimal('0.001')) -> OrderFields: ...
|
52
53
|
def who_am_i(self) -> tuple[str, str]: ...
|
@@ -160,7 +160,6 @@ from .subscribe_orderflow import (
|
|
160
160
|
SubscribeOrderflowOrderflowOrderStale,
|
161
161
|
)
|
162
162
|
from .subscribe_trades import SubscribeTrades, SubscribeTradesTrades
|
163
|
-
from .user_email_query import UserEmailQuery, UserEmailQueryUser
|
164
163
|
from .user_id_query import UserIdQuery, UserIdQueryUser
|
165
164
|
|
166
165
|
__all__ = [
|
@@ -282,8 +281,6 @@ __all__ = [
|
|
282
281
|
"SubscribeTradesTrades",
|
283
282
|
"TimeInForce",
|
284
283
|
"Upload",
|
285
|
-
"UserEmailQuery",
|
286
|
-
"UserEmailQueryUser",
|
287
284
|
"UserIdQuery",
|
288
285
|
"UserIdQueryUser",
|
289
286
|
]
|
@@ -58,7 +58,6 @@ if TYPE_CHECKING:
|
|
58
58
|
SubscribeOrderflowOrderflowOrderStale,
|
59
59
|
)
|
60
60
|
from .subscribe_trades import SubscribeTradesTrades
|
61
|
-
from .user_email_query import UserEmailQueryUser
|
62
61
|
from .user_id_query import UserIdQueryUser
|
63
62
|
|
64
63
|
|
@@ -75,6 +74,7 @@ class GraphQLClient(JuniperBaseClient):
|
|
75
74
|
query UserIdQuery {
|
76
75
|
user {
|
77
76
|
userId
|
77
|
+
userEmail
|
78
78
|
}
|
79
79
|
}
|
80
80
|
"""
|
@@ -86,25 +86,6 @@ class GraphQLClient(JuniperBaseClient):
|
|
86
86
|
data = self.get_data(response)
|
87
87
|
return UserIdQuery.model_validate(data).user
|
88
88
|
|
89
|
-
async def user_email_query(self, **kwargs: Any) -> "UserEmailQueryUser":
|
90
|
-
from .user_email_query import UserEmailQuery
|
91
|
-
|
92
|
-
query = gql(
|
93
|
-
"""
|
94
|
-
query UserEmailQuery {
|
95
|
-
user {
|
96
|
-
userEmail
|
97
|
-
}
|
98
|
-
}
|
99
|
-
"""
|
100
|
-
)
|
101
|
-
variables: Dict[str, object] = {}
|
102
|
-
response = await self.execute(
|
103
|
-
query=query, operation_name="UserEmailQuery", variables=variables, **kwargs
|
104
|
-
)
|
105
|
-
data = self.get_data(response)
|
106
|
-
return UserEmailQuery.model_validate(data).user
|
107
|
-
|
108
89
|
async def search_symbols_query(
|
109
90
|
self,
|
110
91
|
search_string: Union[Optional[str], "UnsetType"] = UNSET,
|
@@ -4,9 +4,9 @@
|
|
4
4
|
from __future__ import annotations
|
5
5
|
from architect_py.grpc_client.Cpty.CptyResponse import (
|
6
6
|
CptyResponse,
|
7
|
-
|
7
|
+
Symbology,
|
8
8
|
ReconcileOrder,
|
9
|
-
|
9
|
+
ReconcileOpenOrders,
|
10
10
|
UpdateAccountSummary,
|
11
11
|
)
|
12
12
|
|
@@ -60,8 +60,9 @@ CptyRequest = Annotated[
|
|
60
60
|
]
|
61
61
|
|
62
62
|
CptyRequest_rpc_method = "duplex_stream"
|
63
|
+
UnannotatedCptyRequest = Login | Logout | PlaceOrder | CancelOrder
|
63
64
|
CptyRequestResponseType = CptyResponse
|
64
65
|
CptyRequestUnannotatedResponseType = (
|
65
|
-
|
66
|
+
Symbology | ReconcileOrder | ReconcileOpenOrders | UpdateAccountSummary
|
66
67
|
)
|
67
68
|
CptyRequest_route = "/json.architect.Cpty/Cpty"
|
@@ -46,7 +46,24 @@ class UpdateAccountSummary(Struct, omit_defaults=True, tag_field="t", tag="as"):
|
|
46
46
|
return f"UpdateAccountSummary(account={self.account},is_snapshot={self.is_snapshot},timestamp={self.timestamp},timestamp_ns={self.timestamp_ns},balances={self.balances},positions={self.positions},statistics={self.statistics})"
|
47
47
|
|
48
48
|
|
49
|
-
class
|
49
|
+
class Symbology(Struct, omit_defaults=True, tag_field="t", tag="xs"):
|
50
|
+
execution_info: Dict[str, Dict[str, definitions.ExecutionInfo]]
|
51
|
+
|
52
|
+
# below is a constructor that takes all field titles as arguments for convenience
|
53
|
+
@classmethod
|
54
|
+
def new(
|
55
|
+
cls,
|
56
|
+
execution_info: Dict[str, Dict[str, definitions.ExecutionInfo]],
|
57
|
+
):
|
58
|
+
return cls(
|
59
|
+
execution_info,
|
60
|
+
)
|
61
|
+
|
62
|
+
def __str__(self) -> str:
|
63
|
+
return f"Symbology(execution_info={self.execution_info})"
|
64
|
+
|
65
|
+
|
66
|
+
class ReconcileOpenOrders(Struct, omit_defaults=True, tag_field="t", tag="oo"):
|
50
67
|
orders: List[Order]
|
51
68
|
snapshot_for_account: Optional[definitions.AccountIdOrName] = None
|
52
69
|
|
@@ -63,7 +80,7 @@ class ReconcileOpenOrder(Struct, omit_defaults=True, tag_field="t", tag="oo"):
|
|
63
80
|
)
|
64
81
|
|
65
82
|
def __str__(self) -> str:
|
66
|
-
return f"
|
83
|
+
return f"ReconcileOpenOrders(orders={self.orders},snapshot_for_account={self.snapshot_for_account})"
|
67
84
|
|
68
85
|
|
69
86
|
class ReconcileOrder(Order, omit_defaults=True, tag_field="t", tag="ro"):
|
@@ -71,6 +88,6 @@ class ReconcileOrder(Order, omit_defaults=True, tag_field="t", tag="ro"):
|
|
71
88
|
|
72
89
|
|
73
90
|
CptyResponse = Annotated[
|
74
|
-
Union[
|
91
|
+
Union[Symbology, ReconcileOrder, ReconcileOpenOrders, UpdateAccountSummary],
|
75
92
|
Meta(title="CptyResponse"),
|
76
93
|
]
|