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

architect_py/grpc_client/definitions.py

@@ -159,124 +159,26 @@ class AccountStatistics(Struct, omit_defaults=True):
         return f"AccountStatistics(cash_excess={self.cash_excess},equity={self.equity},position_margin={self.position_margin},purchasing_power={self.purchasing_power},realized_pnl={self.realized_pnl},total_margin={self.total_margin},unrealized_pnl={self.unrealized_pnl},yesterday_equity={self.yesterday_equity})"
 
 
-class AggregatedAccountSummary(Struct, omit_defaults=True):
-    account: str
-    balances: Dict[str, Decimal]
-    positions: Dict[str, AccountPosition]
-    timestamp: datetime
-    cash_excess: Optional[
-        Annotated[Optional[Decimal], Meta(description="Cash available to withdraw.")]
-    ] = None
-    """
-    Cash available to withdraw.
-    """
-    equity: Optional[
-        Annotated[
-            Optional[Decimal],
-            Meta(description="Total account equity; net liquidation value."),
-        ]
-    ] = None
-    """
-    Total account equity; net liquidation value.
-    """
-    position_margin: Optional[
-        Annotated[
-            Optional[Decimal],
-            Meta(description="Margin requirement based on current positions only."),
-        ]
-    ] = None
-    """
-    Margin requirement based on current positions only.
-    """
-    purchasing_power: Optional[
-        Annotated[
-            Optional[Decimal],
-            Meta(
-                description="Total purchasing power; post-multiplied. (e.g. for cash margin account could be 2x available cash)"
-            ),
-        ]
-    ] = None
-    """
-    Total purchasing power; post-multiplied. (e.g. for cash margin account could be 2x available cash)
-    """
-    realized_pnl: Optional[Decimal] = None
-    total_margin: Optional[
-        Annotated[
-            Optional[Decimal],
-            Meta(
-                description="Margin requirement calculated for worst-case based on open positions and working orders."
-            ),
-        ]
-    ] = None
-    """
-    Margin requirement calculated for worst-case based on open positions and working orders.
-    """
-    unrealized_pnl: Optional[Decimal] = None
-    yesterday_equity: Optional[
-        Annotated[
-            Optional[Decimal], Meta(description="Yesterday total account equity.")
-        ]
-    ] = None
-    """
-    Yesterday total account equity.
-    """
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        account: str,
-        balances: Dict[str, Decimal],
-        positions: Dict[str, AccountPosition],
-        timestamp: datetime,
-        cash_excess: Optional[Decimal] = None,
-        equity: Optional[Decimal] = None,
-        position_margin: Optional[Decimal] = None,
-        purchasing_power: Optional[Decimal] = None,
-        realized_pnl: Optional[Decimal] = None,
-        total_margin: Optional[Decimal] = None,
-        unrealized_pnl: Optional[Decimal] = None,
-        yesterday_equity: Optional[Decimal] = None,
-    ):
-        return cls(
-            account,
-            balances,
-            positions,
-            timestamp,
-            cash_excess,
-            equity,
-            position_margin,
-            purchasing_power,
-            realized_pnl,
-            total_margin,
-            unrealized_pnl,
-            yesterday_equity,
-        )
-
-    def __str__(self) -> str:
-        return f"AggregatedAccountSummary(account={self.account},balances={self.balances},positions={self.positions},timestamp={self.timestamp},cash_excess={self.cash_excess},equity={self.equity},position_margin={self.position_margin},purchasing_power={self.purchasing_power},realized_pnl={self.realized_pnl},total_margin={self.total_margin},unrealized_pnl={self.unrealized_pnl},yesterday_equity={self.yesterday_equity})"
-
-
 class AlgoState(str, Enum):
     Pending = "Pending"
     Running = "Running"
     Stopped = "Stopped"
 
 
-class CancelStatus(int, Enum):
-    Pending = 0
-    Acked = 1
-    Rejected = 2
-    Out = 127
+class CancelStatus(str, Enum):
+    Pending = "Pending"
+    Acked = "Acked"
+    Rejected = "Rejected"
+    Out = "Out"
 
 
-class CandleWidth(int, Enum):
-    OneSecond = 1
-    FiveSecond = 2
-    OneMinute = 4
-    FifteenMinute = 8
-    OneHour = 16
-    OneDay = 32
+class CandleWidth(str, Enum):
+    OneSecond = "OneSecond"
+    FiveSecond = "FiveSecond"
+    OneMinute = "OneMinute"
+    FifteenMinute = "FifteenMinute"
+    OneHour = "OneHour"
+    OneDay = "OneDay"
 
 
 class CptyLogoutRequest(Struct, omit_defaults=True):
@@ -503,14 +405,14 @@ class OrderRejectReason(str, Enum):
     Unknown = "Unknown"
 
 
-class OrderSource(int, Enum):
-    API = 0
-    GUI = 1
-    Algo = 2
-    Reconciled = 3
-    CLI = 4
-    Telegram = 5
-    Other = 255
+class OrderSource(str, Enum):
+    API = "API"
+    GUI = "GUI"
+    Algo = "Algo"
+    Reconciled = "Reconciled"
+    CLI = "CLI"
+    Telegram = "Telegram"
+    Other = "Other"
 
 
 class OrderStale(Struct, omit_defaults=True):
@@ -530,16 +432,16 @@ class OrderStale(Struct, omit_defaults=True):
         return f"OrderStale(id={self.id})"
 
 
-class OrderStatus(int, Enum):
-    Pending = 0
-    Open = 1
-    Rejected = 2
-    Out = 127
-    Canceling = 128
-    Canceled = 129
-    ReconciledOut = 130
-    Stale = 254
-    Unknown = 255
+class OrderStatus(str, Enum):
+    Pending = "Pending"
+    Open = "Open"
+    Rejected = "Rejected"
+    Out = "Out"
+    Canceling = "Canceling"
+    Canceled = "Canceled"
+    ReconciledOut = "ReconciledOut"
+    Stale = "Stale"
+    Unknown = "Unknown"
 
 
 class SortTickersBy(str, Enum):
@@ -648,50 +550,35 @@ class DerivativeKind(str, Enum):
     Quanto = "Quanto"
 
 
-class FillKind(int, Enum):
-    Normal = 0
-    Reversal = 1
-    Correction = 2
+class FillKind(str, Enum):
+    Normal = "Normal"
+    Reversal = "Reversal"
+    Correction = "Correction"
 
 
 HumanDuration = str
 
 
-class Base(Struct, omit_defaults=True):
-    unit: Literal["base"]
+class Unit(str, Enum):
+    base = "base"
+    quote = "quote"
 
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        unit: Literal["base"],
-    ):
-        return cls(
-            unit,
-        )
-
-    def __str__(self) -> str:
-        return f"Base(unit={self.unit})"
 
-
-class Quote(Struct, omit_defaults=True):
-    unit: Literal["quote"]
+class MinOrderQuantityUnit(Struct, omit_defaults=True):
+    unit: Unit
 
     # below is a constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        unit: Literal["quote"],
+        unit: Unit,
     ):
         return cls(
             unit,
         )
 
     def __str__(self) -> str:
-        return f"Quote(unit={self.unit})"
-
-
-MinOrderQuantityUnit = Union[Base, Quote]
+        return f"MinOrderQuantityUnit(unit={self.unit})"
 
 
 class OptionsExerciseType(str, Enum):
@@ -1072,6 +959,7 @@ class TimeZone(str, Enum):
     America_Coral_Harbour = "America/Coral_Harbour"
     America_Cordoba = "America/Cordoba"
     America_Costa_Rica = "America/Costa_Rica"
+    America_Coyhaique = "America/Coyhaique"
     America_Creston = "America/Creston"
     America_Cuiaba = "America/Cuiaba"
     America_Curacao = "America/Curacao"
@@ -1669,7 +1557,7 @@ class AberrantFill(Struct, omit_defaults=True):
     id: Annotated[str, Meta(title="fill_id")]
     x: Annotated[str, Meta(title="execution_venue")]
     a: Optional[Annotated[Optional[str], Meta(title="account")]] = None
-    atn: Optional[Annotated[Optional[int], Meta(ge=0, title="recv_time_ns")]] = None
+    atn: Optional[Annotated[Optional[int], Meta(title="recv_time_ns")]] = None
     ats: Optional[Annotated[Optional[int], Meta(title="recv_time")]] = None
     d: Optional[Annotated[Optional[OrderDir], Meta(title="direction")]] = None
     f: Optional[Annotated[Optional[Decimal], Meta(title="fee")]] = None
@@ -1679,7 +1567,7 @@ class AberrantFill(Struct, omit_defaults=True):
     p: Optional[Annotated[Optional[Decimal], Meta(title="price")]] = None
     q: Optional[Annotated[Optional[Decimal], Meta(title="quantity")]] = None
     s: Optional[Annotated[Optional[str], Meta(title="symbol")]] = None
-    tn: Optional[Annotated[Optional[int], Meta(ge=0, title="trade_time_ns")]] = None
+    tn: Optional[Annotated[Optional[int], Meta(title="trade_time_ns")]] = None
     ts: Optional[Annotated[Optional[int], Meta(title="trade_time")]] = None
     u: Optional[Annotated[Optional[UserId], Meta(title="trader")]] = None
     xid: Optional[Annotated[Optional[str], Meta(title="exchange_fill_id")]] = None
@@ -1982,7 +1870,7 @@ class Fill(Struct, omit_defaults=True):
     x: Annotated[str, Meta(title="execution_venue")]
     a: Optional[Annotated[Optional[str], Meta(title="account")]] = None
     agg: Optional[Annotated[int, Meta(title="is_taker")]] = None
-    atn: Optional[Annotated[Optional[int], Meta(ge=0, title="recv_time_ns")]] = None
+    atn: Optional[Annotated[Optional[int], Meta(title="recv_time_ns")]] = None
     ats: Optional[
         Annotated[
             Optional[int],

architect_py/grpc_client/grpc_client.py

@@ -49,6 +49,9 @@ from architect_py.grpc_client.Orderflow.OrderflowRequest import (
     OrderflowRequest_route,
     OrderflowRequestUnannotatedResponseType,
 )
+from architect_py.grpc_client.Symbology.SymbolsRequest import (
+    SymbolsRequest,
+)
 from architect_py.grpc_client.definitions import L2BookDiff
 from architect_py.scalars import TradableProduct
 
@@ -192,6 +195,11 @@ class GRPCClient:
             self._decoders[response_type] = decoder
             return decoder
 
+    async def symbols(self) -> list[str]:
+        request = SymbolsRequest()
+        response = await self.request(request)
+        return response.symbols
+
     async def request_l1_book_snapshot(self, symbol: TradableProduct) -> L1BookSnapshot:
         request = L1BookSnapshotRequest(symbol=symbol)
         return await self.request(request)

architect_py/grpc_client/grpc_server.py

@@ -2,7 +2,9 @@ import grpc
 import msgspec
 from typing import Union
 from .grpc_client import encoder
-from .Cpty.CptyRequest import Login, Logout, PlaceOrder, CancelOrder
+from .Cpty.CptyRequest import (
+    UnannotatedCptyRequest,
+)
 from .Orderflow.SubscribeOrderflowRequest import SubscribeOrderflowRequest
 
 
@@ -14,8 +16,7 @@ class CptyServicer(object):
 
 
 def add_CptyServicer_to_server(servicer, server):
-    # CR alee: there must be a better way to get the unannotated request type
-    decoder = msgspec.json.Decoder(type=Union[Login, Logout, PlaceOrder, CancelOrder])
+    decoder = msgspec.json.Decoder(type=UnannotatedCptyRequest)
     rpc_method_handlers = {
         "Cpty": grpc.stream_stream_rpc_method_handler(
             servicer.Cpty,
@@ -37,9 +38,9 @@ class OrderflowServicer(object):
 
 
 def add_OrderflowServicer_to_server(servicer, server):
-    # CR alee: this doesn't work
-    # decoder = msgspec.json.Decoder(type=SubscribeOrderflowRequest.get_unannotated_response_type())
-    decoder = msgspec.json.Decoder(type=dict)
+    decoder = msgspec.json.Decoder(
+        type=SubscribeOrderflowRequest.get_unannotated_response_type()
+    )
     rpc_method_handlers = {
         "SubscribeOrderflow": grpc.unary_stream_rpc_method_handler(
             servicer.SubscribeOrderflow,

architect_py/tests/conftest.py

@@ -99,9 +99,10 @@ def sync_client():
 @pytest_asyncio.fixture
 async def front_ES_future(async_client: AsyncClient) -> str:
     series = await async_client.get_cme_futures_series("ES CME Futures")
+    assert async_client.get_expiration_from_CME_name(series[0][1]) == series[0][0]
 
     inc = 0
-    if datetime.now().date() >= async_client.get_expiration_from_CME_name(series[0][1]):
+    if datetime.now().date() >= series[0][0]:
         inc += 1
 
     return series[inc][1]
@@ -110,9 +111,10 @@ async def front_ES_future(async_client: AsyncClient) -> str:
 @pytest_asyncio.fixture
 async def front_ES_future_tp(async_client: AsyncClient) -> str:
     series = await async_client.get_cme_futures_series("ES CME Futures")
+    assert async_client.get_expiration_from_CME_name(series[0][1]) == series[0][0]
 
     inc = 0
-    if datetime.now().date() >= async_client.get_expiration_from_CME_name(series[0][1]):
+    if datetime.now().date() >= series[0][0]:
         inc += 1
 
     return f"{series[inc][1]}/USD"

architect_py/tests/test_order_sending.py

@@ -1,3 +1,4 @@
+import asyncio
 from decimal import Decimal
 
 import pytest
@@ -31,7 +32,7 @@ async def test_live_far_order_cancel(async_client: AsyncClient, front_ES_future:
     min_qty = Decimal(execution_info.min_order_quantity)
 
     if bid_price := snapshot.bid_price:
-        far_price = bid_price * Decimal("0.8")
+        far_price = bid_price * Decimal("0.9")
     else:
         raise ValueError(f"No bid price in snapshot for {tp} at venue {venue}")
     limit_price = TickRoundMethod.FLOOR(far_price, execution_info.tick_size)
@@ -53,9 +54,12 @@ async def test_live_far_order_cancel(async_client: AsyncClient, front_ES_future:
 
     assert order is not None
 
+    await asyncio.sleep(1)
+
     order_query = await async_client.get_order(order.id)
     if order_query is None:
         raise ValueError("Order is None")
     else:
-        cancel = await async_client.cancel_order(order.id)
-        assert cancel
+        if order_query.reject_reason is None and order_query.reject_message is None:
+            cancel = await async_client.cancel_order(order.id)
+            assert cancel

architect_py/tests/test_subscriptions.py

@@ -108,12 +108,9 @@ async def test_subscribe_l2_stream(
 
 @pytest.mark.asyncio
 @pytest.mark.timeout(15)
-async def test_subscribe_cme_trades(async_client: AsyncClient):
+async def test_subscribe_cme_trades(async_client: AsyncClient, front_ES_future_tp: str):
     venue = "CME"
-    markets = await async_client.get_cme_futures_series("ES CME Futures")
-    _, market = markets[0]
-
-    market = TradableProduct(market, "USD")
+    market = TradableProduct(front_ES_future_tp)
     market_status = await async_client.get_market_status(market, venue)
 
     if not market_status.is_trading:

architect_py-3.2.2.dist-info/METADATA

@@ -0,0 +1,191 @@
+Metadata-Version: 2.3
+Name: architect-py
+Version: 3.2.2
+Summary: Client library for the Architect trading platform.
+Author: Architect Financial Technologies, Inc.
+Author-email: hello@architect.xyz
+Requires-Python: >=3.10,<4
+Classifier: Development Status :: 3 - Alpha
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: asyncio (>=3)
+Requires-Dist: dnspython (>=2.0)
+Requires-Dist: gql[httpx] (>=3.5.0,<4.0.0)
+Requires-Dist: grpcio (>=1.66.1)
+Requires-Dist: msgspec (>=0.19,<0.20)
+Requires-Dist: pydantic (>=2.10,<3.0)
+Requires-Dist: websockets (>=11)
+Description-Content-Type: text/markdown
+
+# [![Architect](https://avatars.githubusercontent.com/u/116864654?s=29&v=2)](https://architect.co) architect_py 
+[![PyPI version](https://img.shields.io/pypi/v/architect-py.svg)](https://pypi.org/project/architect-py/)
+
+A Python API for [Architect](https://architect.co).
+
+Just some of the features of this API:
+symbology, market snapshots, past trades, account queries, order management (including sending advanced algos!), and market feed subscriptions.
+
+This repo heavily uses type hinting, so using a type checker such as Pylance or mypy is suggestible to reduce potential for error.
+
+
+## Example usage
+
+`AsyncClient` and `Client` are the entryways into making calls to the Architect backend.
+Note that the sync `Client` does not have access to any subscription functions, because they are async by nature.
+
+
+```python
+import asyncio
+
+from architect_py.async_client import AsyncClient
+from architect_py.scalars import TradableProduct
+
+async def main():
+    c = await AsyncClient.connect(
+        host="<your installation domain>",  # e.g. app.architect.co for the brokerage
+        api_key="<api key>",
+        api_secret="<api secret>"
+        paper_trading=True,
+    )
+    print(await c.who_am_i())
+
+    series = await async_client.get_cme_futures_series("ES CME Futures")
+    front_ES_future = series[0][1]
+
+    s = c.subscribe_trades_stream(front_ES_future)
+    async for trade in s:
+        print(trade)
+
+asyncio.run(main())
+```
+
+```python
+from architect_py.client import Client
+
+def main():
+    c = Client(
+        host="<your installation domain>",
+        api_key="<api key>",
+        api_secret="<api secret>"
+        paper_trading=True,
+    )
+    print(c.who_am_i())
+
+    print(client.get_account_summaries())
+
+    print(client.search_symbols("ES"))
+```
+
+While the AsyncClient is the recommended way to use the Architect API, the Client instead without any familiarity with `async/await`.
+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.
+
+Check the `examples` folder or the `architect_py/tests` folders for example usages.
+
+
+## Function Breakdown
+
+
+The `async` client has the following functions
+
+### 🚀 Initialization
+
+- **`connect`**: The main way to create an AsyncClient object.
+- **`__init__`**: Users should not be using this constructor directly, unless they do not want to use any subscription methods.
+
+---
+
+### 🔍 Symbology
+
+- **`search_symbols`**: Search for symbols in the Architect database.
+- **`get_product_info`**: Get the product information (product_type, underlying, multiplier, etc.) for a symbol.
+- **`get_product_infos`**: Get the product information (product_type, underlying, multiplier, etc.) for a list of symbols.
+- **`get_execution_info`**: Get the execution information (tick_size, step_size, margin, etc.) for a symbol.
+- **`get_execution_infos`**: Get the execution information (tick_size, step_size, etc.) for a list of symbols.
+- **`get_cme_first_notice_date`**: Get the first notice date for a CME future.
+- **`get_future_series`**: Get the series of futures for a given series symbol.
+- **`get_expiration_from_CME_name`**: Get the expiration date from a CME future name.
+- **`get_cme_futures_series`**: Get the futures in a series from the CME.
+- **`get_cme_future_from_root_month_year`**: Get the symbol for a CME future from the root, month, and year.
+
+---
+
+### 👤 Account Management
+
+- **`who_am_i`**: Gets the user_id and user_email for the user that the API key belongs to.
+- **`list_accounts`**: List accounts for the user that the API key belongs to.
+- **`get_account_summary`**: Gets the account summary for the given account.
+- **`get_account_summaries`**: Gets the account summaries for the given accounts and trader.
+- **`get_account_history`**: Gets the account history for the given account and dates.
+
+---
+
+### 📑 Order Management
+
+- **`get_open_orders`**: Returns a list of open orders for the user that match the filters.
+- **`get_all_open_orders`**: Returns a list of all open orders for the user.
+- **`get_historical_orders`**: Gets the historical orders that match the filters.
+- **`get_order`**: Returns the OrderFields object for the specified order.
+- **`get_orders`**: Returns a list of OrderFields objects for the specified orders.
+- **`get_fills`**: Returns a list of fills for the given filters.
+
+---
+
+### 📈 Market Data
+
+- **`get_market_status`**: Returns market status for symbol (ie if it is quoting and trading).
+- **`get_market_snapshot`**: This is an alias for l1_book_snapshot.
+- **`get_market_snapshots`**: This is an alias for l1_book_snapshot.
+- **`get_historical_candles`**: Gets the historical candles for a symbol.
+- **`get_l1_book_snapshot`**: Gets the L1 book snapshot for a symbol.
+- **`get_l1_book_snapshots`**: Gets the L1 book snapshots for a list of symbols.
+- **`get_l2_book_snapshot`**: Gets the L2 book snapshot for a symbol.
+- **`subscribe_l1_book_stream`**: Subscribe to the stream of L1BookSnapshots for a symbol.
+- **`subscribe_l2_book_stream`**: Subscribe to the stream of L2BookUpdates for a symbol.
+- **`subscribe_l1_book`**: Returns a L1BookSnapshot object that is constantly updating in the background.
+- **`subscribe_l2_book`**: Returns a L2BookSnapshot object that is constantly updating in the background.
+- **`subscribe_trades_stream`**: Subscribe to a stream of trades for a symbol.
+- **`subscribe_candles_stream`**: Subscribe to a stream of candles for a symbol.
+
+---
+
+### 📝 Order Entry and Cancellation
+
+- **`send_limit_order`**: Sends a regular limit order.
+- **`send_market_pro_order`**: Sends a market-order like limit price based on the BBO.
+- **`cancel_order`**: Cancels an order by order id.
+- **`cancel_all_orders`**: Cancels all open orders.
+
+
+### Running examples from this package
+
+Clone this repository to run examples in the `examples` directory. This package
+uses poetry for dependency management. To enter a poetry virtual environment, make
+sure you have [poetry](https://python-poetry.org/docs/) installed and run the
+following from the repository root.
+
+```bash
+poetry shell
+poetry install --sync
+
+export ARCHITECT_HOST="<your installation domain>"
+export ARCHITECT_API_KEY="<api key>"
+export ARCHITECT_API_SECRET="<api secret>"
+
+python -m examples.trades
+```
+
+You can exit the poetry shell by running `exit`. Environment variables set
+within the shell are not persisted.
+
+
+## API keys for the brokerage
+
+API keys/secrets for the brokerage can be generated on the [user account page](https://app.architect.co/user/account).
+
+
+