architect-py 3.2.1__py3-none-any.whl → 3.2.2__py3-none-any.whl

architect_py/__init__.py

@@ -1,2 +1,2 @@
-__version__ = "3.2.1"
+__version__ = "3.2.2"
 # this is automatically updated by poetry-dynamic-versioning, see README.md

architect_py/async_client.py

@@ -161,9 +161,9 @@ class AsyncClient:
         **kwargs: Any,
     ):
         """
-        Users should not be using this constructor directly, unless they do not want to use any subscription methods.
+        Users should essentially never be using this constructor directly.
 
-        Use the create method instead.
+        Use the connect method instead.
         See self.connect for arg explanations
         """
 
@@ -199,6 +199,14 @@ class AsyncClient:
             api_key=api_key, api_secret=api_secret, host=host, port=_port, **kwargs
         )
 
+    async def enable_orderflow(self):
+        """
+        Load and cache product and execution info so that the SDK can send orders.
+
+        CR alee: determine if this is better than @functools.lru_cache
+        """
+        pass
+
     # ------------------------------------------------------------
     # Symbology
     # ------------------------------------------------------------
@@ -244,7 +252,6 @@ class AsyncClient:
         info = await self.graphql_client.get_product_info_query(symbol)
         return info.product_info
 
-    @functools.lru_cache
     async def get_product_infos(
         self, symbols: Optional[list[str]]
     ) -> Sequence[ProductInfoFields]:
@@ -264,7 +271,6 @@ class AsyncClient:
         infos = await self.graphql_client.get_product_infos_query(symbols)
         return infos.product_infos
 
-    @functools.lru_cache
     async def get_execution_info(
         self, symbol: TradableProduct, execution_venue: str
     ) -> Optional[ExecutionInfoFields]:
@@ -949,6 +955,7 @@ class AsyncClient:
     async def send_limit_order(
         self,
         *,
+        id: Optional[str] = None,
         symbol: TradableProduct,
         execution_venue: Optional[str],
         odir: OrderDir,
@@ -1027,7 +1034,7 @@ class AsyncClient:
             quantity,
             order_type,
             time_in_force,
-            None,
+            id,
             trader,
             account,
             limit_price,
@@ -1042,6 +1049,7 @@ class AsyncClient:
     async def send_market_pro_order(
         self,
         *,
+        id: Optional[str] = None,
         symbol: TradableProduct,
         execution_venue: str,
         odir: OrderDir,
@@ -1118,6 +1126,7 @@ class AsyncClient:
             limit_price = tick_round_method(limit_price, tick_size)
 
         return await self.send_limit_order(
+            id=id,
             symbol=symbol,
             execution_venue=execution_venue,
             odir=odir,

architect_py/client.py

@@ -24,6 +24,8 @@ class Client(AsyncClientProtocol):
     This class is a wrapper around the AsyncClient class that allows you to call async methods synchronously.
     This does not work for subscription based methods.
 
+    This Client takes control of the event loop, which you can pass in.
+
     One can find the function definition in the AsyncClient class.
 
     The AsyncClient is more performant and powerful, so it is recommended to use that class if possible.
@@ -48,18 +50,6 @@ class Client(AsyncClientProtocol):
         loop: Optional[AbstractEventLoop] = None,
         **kwargs,
     ):
-        super().__setattr__(
-            "client",
-            AsyncClient(
-                api_key=api_key,
-                api_secret=api_secret,
-                host=host,
-                paper_trading=paper_trading,
-                _i_know_what_i_am_doing=True,
-                **kwargs,
-            ),
-        )
-
         if loop is None:
             try:
                 loop = asyncio.get_running_loop()
@@ -68,6 +58,20 @@ class Client(AsyncClientProtocol):
                 asyncio.set_event_loop(loop)
         super().__setattr__("_loop", loop)
 
+        async_client = loop.run_until_complete(
+            AsyncClient.connect(
+                api_key=api_key,
+                api_secret=api_secret,
+                host=host,
+                paper_trading=paper_trading,
+                **kwargs,
+            )
+        )
+        super().__setattr__(
+            "client",
+            async_client,
+        )
+
         if "ipykernel" in sys.modules:
             # for jupyter notebooks
             import atexit

architect_py/client_protocol.py

@@ -19,6 +19,7 @@ class AsyncClientProtocol:
     def cancel_order(self, order_id: str) -> CancelFields: ...
     @staticmethod
     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: ...
+    def enable_orderflow(self) -> Any: ...
     def get_account_history(self, account: str, from_inclusive: Optional[datetime] = None, to_exclusive: Optional[datetime] = None) -> Sequence[AccountSummaryFields]: ...
     def get_account_summaries(self, accounts: Optional[list[str]] = None, trader: Optional[str] = None) -> Sequence[AccountSummaryFields]: ...
     def get_account_summary(self, account: str) -> AccountSummaryFields: ...
@@ -47,6 +48,6 @@ class AsyncClientProtocol:
     def get_product_infos(self, symbols: Optional[list[str]]) -> Sequence[ProductInfoFields]: ...
     def list_accounts(self) -> Sequence[AccountWithPermissionsFields]: ...
     def search_symbols(self, search_string: Optional[str] = None, execution_venue: Optional[str] = None, offset: int = 0, limit: int = 20) -> list[TradableProduct]: ...
-    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: ...
-    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: ...
+    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: ...
+    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: ...
     def who_am_i(self) -> tuple[str, str]: ...

architect_py/grpc_client/Cpty/CptyRequest.py

@@ -6,7 +6,7 @@ from architect_py.grpc_client.Cpty.CptyResponse import (
     CptyResponse,
     Symbology,
     ReconcileOrder,
-    ReconcileOpenOrder,
+    ReconcileOpenOrders,
     UpdateAccountSummary,
 )
 
@@ -60,8 +60,9 @@ CptyRequest = Annotated[
 ]
 
 CptyRequest_rpc_method = "duplex_stream"
+UnannotatedCptyRequest = Login | Logout | PlaceOrder | CancelOrder
 CptyRequestResponseType = CptyResponse
 CptyRequestUnannotatedResponseType = (
-    Symbology | ReconcileOrder | ReconcileOpenOrder | UpdateAccountSummary
+    Symbology | ReconcileOrder | ReconcileOpenOrders | UpdateAccountSummary
 )
 CptyRequest_route = "/json.architect.Cpty/Cpty"

architect_py/grpc_client/Cpty/CptyResponse.py

@@ -63,7 +63,7 @@ class Symbology(Struct, omit_defaults=True, tag_field="t", tag="xs"):
         return f"Symbology(execution_info={self.execution_info})"
 
 
-class ReconcileOpenOrder(Struct, omit_defaults=True, tag_field="t", tag="oo"):
+class ReconcileOpenOrders(Struct, omit_defaults=True, tag_field="t", tag="oo"):
     orders: List[Order]
     snapshot_for_account: Optional[definitions.AccountIdOrName] = None
 
@@ -80,7 +80,7 @@ class ReconcileOpenOrder(Struct, omit_defaults=True, tag_field="t", tag="oo"):
         )
 
     def __str__(self) -> str:
-        return f"ReconcileOpenOrder(orders={self.orders},snapshot_for_account={self.snapshot_for_account})"
+        return f"ReconcileOpenOrders(orders={self.orders},snapshot_for_account={self.snapshot_for_account})"
 
 
 class ReconcileOrder(Order, omit_defaults=True, tag_field="t", tag="ro"):
@@ -88,6 +88,6 @@ class ReconcileOrder(Order, omit_defaults=True, tag_field="t", tag="ro"):
 
 
 CptyResponse = Annotated[
-    Union[Symbology, ReconcileOrder, ReconcileOpenOrder, UpdateAccountSummary],
+    Union[Symbology, ReconcileOrder, ReconcileOpenOrders, UpdateAccountSummary],
     Meta(title="CptyResponse"),
 ]

architect_py/grpc_client/Cpty/CptyStatus.py

@@ -0,0 +1,48 @@
+# generated by datamodel-codegen:
+#   filename:  Cpty/CptyStatus.json
+
+from __future__ import annotations
+
+from typing import Annotated, Optional
+
+from msgspec import Meta, Struct
+
+
+class CptyStatus(Struct, omit_defaults=True):
+    connected: bool
+    kind: str
+    last_heartbeat: Annotated[int, Meta(description="UNIX epoch time or -1 for never")]
+    """
+    UNIX epoch time or -1 for never
+    """
+    last_heartbeat_stale_threshold: Annotated[
+        int, Meta(description="Stale threshold in seconds, or -1 for never stale")
+    ]
+    """
+    Stale threshold in seconds, or -1 for never stale
+    """
+    logged_in: bool
+    instance: Optional[str] = None
+
+    # below is a constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        connected: bool,
+        kind: str,
+        last_heartbeat: int,
+        last_heartbeat_stale_threshold: int,
+        logged_in: bool,
+        instance: Optional[str] = None,
+    ):
+        return cls(
+            connected,
+            kind,
+            last_heartbeat,
+            last_heartbeat_stale_threshold,
+            logged_in,
+            instance,
+        )
+
+    def __str__(self) -> str:
+        return f"CptyStatus(connected={self.connected},kind={self.kind},last_heartbeat={self.last_heartbeat},last_heartbeat_stale_threshold={self.last_heartbeat_stale_threshold},logged_in={self.logged_in},instance={self.instance})"

architect_py/grpc_client/Cpty/CptyStatusRequest.py

@@ -0,0 +1,45 @@
+# generated by datamodel-codegen:
+#   filename:  Cpty/CptyStatusRequest.json
+
+from __future__ import annotations
+from architect_py.grpc_client.Cpty.CptyStatus import CptyStatus
+
+from typing import Optional
+
+from msgspec import Struct
+
+
+class CptyStatusRequest(Struct, omit_defaults=True):
+    kind: str
+    instance: Optional[str] = None
+
+    # below is a constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        kind: str,
+        instance: Optional[str] = None,
+    ):
+        return cls(
+            kind,
+            instance,
+        )
+
+    def __str__(self) -> str:
+        return f"CptyStatusRequest(kind={self.kind},instance={self.instance})"
+
+    @staticmethod
+    def get_response_type():
+        return CptyStatus
+
+    @staticmethod
+    def get_unannotated_response_type():
+        return CptyStatus
+
+    @staticmethod
+    def get_route() -> str:
+        return "/json.architect.Cpty/CptyStatus"
+
+    @staticmethod
+    def get_rpc_method():
+        return "unary"

architect_py/grpc_client/Cpty/CptysRequest.py

@@ -0,0 +1,37 @@
+# generated by datamodel-codegen:
+#   filename:  Cpty/CptysRequest.json
+
+from __future__ import annotations
+from architect_py.grpc_client.Cpty.CptysResponse import CptysResponse
+
+from msgspec import Struct
+
+
+class CptysRequest(Struct, omit_defaults=True):
+    pass
+
+    # below is a constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+    ):
+        return cls()
+
+    def __str__(self) -> str:
+        return f"CptysRequest()"
+
+    @staticmethod
+    def get_response_type():
+        return CptysResponse
+
+    @staticmethod
+    def get_unannotated_response_type():
+        return CptysResponse
+
+    @staticmethod
+    def get_route() -> str:
+        return "/json.architect.Cpty/Cptys"
+
+    @staticmethod
+    def get_rpc_method():
+        return "unary"

architect_py/grpc_client/Cpty/CptysResponse.py

@@ -0,0 +1,27 @@
+# generated by datamodel-codegen:
+#   filename:  Cpty/CptysResponse.json
+
+from __future__ import annotations
+
+from typing import List
+
+from msgspec import Struct
+
+from .CptyStatus import CptyStatus
+
+
+class CptysResponse(Struct, omit_defaults=True):
+    cptys: List[CptyStatus]
+
+    # below is a constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        cptys: List[CptyStatus],
+    ):
+        return cls(
+            cptys,
+        )
+
+    def __str__(self) -> str:
+        return f"CptysResponse(cptys={self.cptys})"

architect_py/grpc_client/Marketdata/Ticker.py

@@ -4,7 +4,7 @@
 from __future__ import annotations
 from datetime import datetime, timezone
 
-from datetime import datetime
+from datetime import date, datetime
 from decimal import Decimal
 from typing import Annotated, Optional
 
@@ -37,6 +37,7 @@ class Ticker(Struct, omit_defaults=True):
     p: Optional[Annotated[Optional[Decimal], Meta(title="last_price")]] = None
     price_to_earnings: Optional[Decimal] = None
     q: Optional[Annotated[Optional[Decimal], Meta(title="last_size")]] = None
+    sd: Optional[Annotated[Optional[date], Meta(title="last_settlement_date")]] = None
     shares_outstanding_weighted_adj: Optional[Decimal] = None
     sp: Optional[Annotated[Optional[Decimal], Meta(title="last_settlement_price")]] = (
         None
@@ -75,6 +76,7 @@ class Ticker(Struct, omit_defaults=True):
         last_price: Optional[Decimal] = None,
         price_to_earnings: Optional[Decimal] = None,
         last_size: Optional[Decimal] = None,
+        last_settlement_date: Optional[date] = None,
         shares_outstanding_weighted_adj: Optional[Decimal] = None,
         last_settlement_price: Optional[Decimal] = None,
         volume_24h: Optional[Decimal] = None,
@@ -108,6 +110,7 @@ class Ticker(Struct, omit_defaults=True):
             last_price,
             price_to_earnings,
             last_size,
+            last_settlement_date,
             shares_outstanding_weighted_adj,
             last_settlement_price,
             volume_24h,
@@ -119,7 +122,7 @@ class Ticker(Struct, omit_defaults=True):
         )
 
     def __str__(self) -> str:
-        return f"Ticker(symbol={self.s},timestamp_ns={self.tn},timestamp={self.ts},venue={self.ve},ask_price={self.ap},ask_size={self.as_},bid_price={self.bp},bid_size={self.bs},dividend={self.dividend},dividend_yield={self.dividend_yield},eps_adj={self.eps_adj},funding_rate={self.fr},next_funding_time={self.ft},high_24h={self.h},index_price={self.ip},low_24h={self.l},market_cap={self.market_cap},mark_price={self.mp},open_24h={self.o},open_interest={self.oi},last_price={self.p},price_to_earnings={self.price_to_earnings},last_size={self.q},shares_outstanding_weighted_adj={self.shares_outstanding_weighted_adj},last_settlement_price={self.sp},volume_24h={self.v},volume_30d={self.vm},session_high={self.xh},session_low={self.xl},session_open={self.xo},session_volume={self.xv})"
+        return f"Ticker(symbol={self.s},timestamp_ns={self.tn},timestamp={self.ts},venue={self.ve},ask_price={self.ap},ask_size={self.as_},bid_price={self.bp},bid_size={self.bs},dividend={self.dividend},dividend_yield={self.dividend_yield},eps_adj={self.eps_adj},funding_rate={self.fr},next_funding_time={self.ft},high_24h={self.h},index_price={self.ip},low_24h={self.l},market_cap={self.market_cap},mark_price={self.mp},open_24h={self.o},open_interest={self.oi},last_price={self.p},price_to_earnings={self.price_to_earnings},last_size={self.q},last_settlement_date={self.sd},shares_outstanding_weighted_adj={self.shares_outstanding_weighted_adj},last_settlement_price={self.sp},volume_24h={self.v},volume_30d={self.vm},session_high={self.xh},session_low={self.xl},session_open={self.xo},session_volume={self.xv})"
 
     @property
     def symbol(self) -> str:
@@ -273,6 +276,14 @@ class Ticker(Struct, omit_defaults=True):
     def last_size(self, value: Optional[Decimal]) -> None:
         self.q = value
 
+    @property
+    def last_settlement_date(self) -> Optional[date]:
+        return self.sd
+
+    @last_settlement_date.setter
+    def last_settlement_date(self, value: Optional[date]) -> None:
+        self.sd = value
+
     @property
     def last_settlement_price(self) -> Optional[Decimal]:
         return self.sp

architect_py/grpc_client/Orderflow/OrderflowRequest.py

@@ -46,6 +46,7 @@ OrderflowRequest = Annotated[
 ]
 
 OrderflowRequest_rpc_method = "duplex_stream"
+UnannotatedOrderflowRequest = PlaceOrder | CancelOrder | CancelAllOrders
 OrderflowRequestResponseType = Orderflow
 OrderflowRequestUnannotatedResponseType = (
     OrderPending