architect-py 3.2.1__py3-none-any.whl → 5.0.0__py3-none-any.whl

architect_py/grpc_client/Folio/AggregatedAccountSummariesRequest.py

@@ -1,59 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  Folio/AggregatedAccountSummariesRequest.json
-
-from __future__ import annotations
-from architect_py.grpc_client.Folio.AggregatedAccountSummariesResponse import (
-    AggregatedAccountSummariesResponse,
-)
-
-from typing import Annotated, List, Optional
-
-from msgspec import Meta, Struct
-
-from .. import definitions
-
-
-class AggregatedAccountSummariesRequest(Struct, omit_defaults=True):
-    accounts: Optional[
-        Annotated[
-            List[definitions.AccountIdOrName],
-            Meta(
-                description="If trader and accounts are both None, return all accounts for the user"
-            ),
-        ]
-    ] = None
-    """
-    If trader and accounts are both None, return all accounts for the user
-    """
-    trader: Optional[definitions.TraderIdOrEmail] = None
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        accounts: Optional[List[definitions.AccountIdOrName]] = None,
-        trader: Optional[definitions.TraderIdOrEmail] = None,
-    ):
-        return cls(
-            accounts,
-            trader,
-        )
-
-    def __str__(self) -> str:
-        return f"AggregatedAccountSummariesRequest(accounts={self.accounts},trader={self.trader})"
-
-    @staticmethod
-    def get_response_type():
-        return AggregatedAccountSummariesResponse
-
-    @staticmethod
-    def get_unannotated_response_type():
-        return AggregatedAccountSummariesResponse
-
-    @staticmethod
-    def get_route() -> str:
-        return "/json.architect.Folio/AggregatedAccountSummaries"
-
-    @staticmethod
-    def get_rpc_method():
-        return "unary"

architect_py/grpc_client/Folio/AggregatedAccountSummariesResponse.py

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

architect_py/grpc_client/Health/__init__.py

@@ -1,2 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  processed_schemas

architect_py/grpc_client/Marketdata/__init__.py

@@ -1,2 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  processed_schemas

architect_py/grpc_client/Oms/Cancel.py

@@ -1,42 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  Oms/Cancel.json
-
-from __future__ import annotations
-
-from typing import Annotated, Optional
-
-from msgspec import Meta, Struct
-
-from .. import definitions
-
-
-class Cancel(Struct, omit_defaults=True):
-    id: definitions.OrderId
-    o: definitions.CancelStatus
-    tn: Annotated[int, Meta(ge=0)]
-    ts: int
-    xid: str
-    r: Optional[str] = None
-
-    # below is a constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        id: definitions.OrderId,
-        o: definitions.CancelStatus,
-        tn: int,
-        ts: int,
-        xid: str,
-        r: Optional[str] = None,
-    ):
-        return cls(
-            id,
-            o,
-            tn,
-            ts,
-            xid,
-            r,
-        )
-
-    def __str__(self) -> str:
-        return f"Cancel(id={self.id},o={self.o},tn={self.tn},ts={self.ts},xid={self.xid},r={self.r})"

architect_py/grpc_client/Oms/__init__.py

@@ -1,2 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  processed_schemas

architect_py/grpc_client/Orderflow/__init__.py

@@ -1,2 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  processed_schemas

architect_py/grpc_client/Symbology/__init__.py

@@ -1,2 +0,0 @@
-# generated by datamodel-codegen:
-#   filename:  processed_schemas

architect_py/grpc_client/__init__.py

@@ -1,2 +0,0 @@
-# datamodel-code-generator stomps on the __init__.py file so we import from adjacent file
-from .grpc_client import *

architect_py/grpc_client/grpc_client.py

@@ -1,405 +0,0 @@
-from asyncio.log import logger
-from types import UnionType
-from typing import (
-    Any,
-    AsyncIterator,
-    Optional,
-    Protocol,
-    Type,
-    TypeVar,
-    cast,
-)
-from datetime import datetime, timedelta
-from urllib.parse import urlparse
-
-import msgspec
-
-import dns.asyncresolver
-import dns.resolver
-from dns.rdtypes.IN.SRV import SRV
-
-import grpc
-
-import bisect
-from decimal import Decimal
-
-from architect_py.graphql_client.client import GraphQLClient
-
-
-from architect_py.grpc_client.Marketdata.L1BookSnapshot import L1BookSnapshot
-from architect_py.grpc_client.Marketdata.L1BookSnapshotRequest import (
-    L1BookSnapshotRequest,
-)
-from architect_py.grpc_client.Marketdata.L2BookSnapshot import L2BookSnapshot
-from architect_py.grpc_client.Marketdata.L2BookSnapshotRequest import (
-    L2BookSnapshotRequest,
-)
-from architect_py.grpc_client.Marketdata.L2BookUpdate import (
-    L2BookUpdate,
-)
-from architect_py.grpc_client.Marketdata.SubscribeL1BookSnapshotsRequest import (
-    SubscribeL1BookSnapshotsRequest,
-)
-from architect_py.grpc_client.Marketdata.SubscribeL2BookUpdatesRequest import (
-    SubscribeL2BookUpdatesRequest,
-)
-from architect_py.grpc_client.Orderflow.Orderflow import Orderflow
-from architect_py.grpc_client.Orderflow.OrderflowRequest import (
-    OrderflowRequest,
-    OrderflowRequest_route,
-    OrderflowRequestUnannotatedResponseType,
-)
-from architect_py.grpc_client.definitions import L2BookDiff
-from architect_py.scalars import TradableProduct
-
-
-"""
-get_account_summaries_for_cpty
-"""
-
-
-def enc_hook(obj: Any) -> Any:
-    if isinstance(obj, TradableProduct):
-        return str(obj)
-
-
-encoder = msgspec.json.Encoder(enc_hook=enc_hook)
-ResponseTypeGeneric = TypeVar("ResponseTypeGeneric", covariant=True)
-
-
-class RequestType(Protocol[ResponseTypeGeneric]):
-    @staticmethod
-    def get_unannotated_response_type() -> Type[ResponseTypeGeneric]: ...
-
-    @staticmethod
-    def get_response_type() -> Type[ResponseTypeGeneric]: ...
-
-    @staticmethod
-    def get_route() -> str: ...
-
-    @staticmethod
-    def get_rpc_method() -> Any: ...
-
-
-class GRPCClient:
-    jwt: str
-    jwt_expiration: datetime
-
-    graphql_client: GraphQLClient
-    l1_books: dict[TradableProduct, L1BookSnapshot]
-    l2_books: dict[TradableProduct, L2BookSnapshot]
-    channel: grpc.aio.Channel
-    _decoders: dict[type | UnionType, msgspec.json.Decoder]
-
-    def __init__(
-        self,
-        graphql_client: GraphQLClient,
-        endpoint: str = "cme.marketdata.architect.co",
-    ):
-        """
-        Please ensure to call the initialize method before using the gRPC client.
-
-        grpc_client = GRPCClient(graphql_client, endpoint)
-        await grpc_client.initialize()
-
-
-        Brave users may create their own requests using the subscribe and request methods.
-        The types are correct so if a typechecker such as PyLance is throwing errors,
-        it's likely a bug in user code.
-
-        async for snap in self.subscribe(
-            RequestType.get_request_helper(), # add args/kwargs here
-        ):
-
-        snap = await self.request(
-            RequestType.get_request_helper(), # add args/kwargs here
-        )
-        """
-        self.graphql_client = graphql_client
-
-        self.jwt_expiration = datetime(1995, 11, 10)
-
-        self.l1_books: dict[TradableProduct, L1BookSnapshot] = {}
-        self.l2_books: dict[TradableProduct, L2BookSnapshot] = {}
-        self.endpoint = endpoint
-
-        self._decoders: dict[type | UnionType, msgspec.json.Decoder] = {}
-
-    async def initialize(self) -> Optional[str]:
-        """
-        Initialize the gRPC channel with the given endpoint.
-        Must call this method before using the gRPC client.
-        """
-        # "binance-futures-usd-m.marketdata.architect.co",
-        # "https://usdm.binance.marketdata.architect.co"
-        # "bybit.marketdata.architect.co",
-        # "binance.marketdata.architect.co",
-        # "cme.marketdata.architect.co",
-        self.channel = await self.get_grpc_channel(self.endpoint)
-
-    async def change_channel(self, endpoint: str) -> None:
-        self.channel = await self.get_grpc_channel(endpoint)
-
-    async def get_grpc_channel(
-        self,
-        endpoint: str,
-    ) -> grpc.aio.Channel:
-        if "://" not in endpoint:
-            endpoint = f"http://{endpoint}"
-        url = urlparse(endpoint)
-        if url.hostname is None:
-            raise Exception(f"Invalid endpoint: {endpoint}")
-
-        is_https = url.scheme == "https"
-        srv_records: dns.resolver.Answer = await dns.asyncresolver.resolve(
-            url.hostname, "SRV"
-        )
-        if len(srv_records) == 0:
-            raise Exception(f"No SRV records found for {url.hostname}")
-
-        record = cast(SRV, srv_records[0])
-
-        connect_str = f"{record.target}:{record.port}"
-        if is_https:
-            credentials = grpc.ssl_channel_credentials()
-            return grpc.aio.secure_channel(connect_str, credentials)
-        else:
-            return grpc.aio.insecure_channel(connect_str)
-
-    async def refresh_grpc_credentials(self, force: bool = False) -> str:
-        """
-        Refresh the JWT for the gRPC channel if it's nearing expiration (within 1 minute).
-        If force is True, refresh the JWT unconditionally.
-        """
-        if force or datetime.now() > self.jwt_expiration - timedelta(minutes=1):
-            try:
-                self.jwt = (await self.graphql_client.create_jwt()).create_jwt
-                self.jwt_expiration = datetime.now() + timedelta(hours=23)
-            except Exception as e:
-                logger.error("Failed to refresh gRPC credentials: %s", e)
-        return self.jwt
-
-    def get_decoder(
-        self,
-        response_type: type[ResponseTypeGeneric] | UnionType,
-    ) -> msgspec.json.Decoder:
-        try:
-            return self._decoders[response_type]
-        except KeyError:
-            # we use a try / except because we sacrifice first time query
-            # to optimize for repeated lookups
-            decoder = msgspec.json.Decoder(type=response_type)
-            self._decoders[response_type] = decoder
-            return decoder
-
-    async def request_l1_book_snapshot(self, symbol: TradableProduct) -> L1BookSnapshot:
-        request = L1BookSnapshotRequest(symbol=symbol)
-        return await self.request(request)
-
-    async def request_l2_book_snapshot(
-        self, venue: Optional[str], symbol: TradableProduct
-    ) -> L2BookSnapshot:
-        request = L2BookSnapshotRequest(venue=venue, symbol=symbol)
-        return await self.request(request)
-
-    def initialize_l1_books(
-        self, symbols: list[TradableProduct]
-    ) -> list[L1BookSnapshot]:
-        if symbols is not None:
-            if len(self.l1_books) + len(symbols) > 100:
-                raise ValueError(
-                    "Not suggestible to watch more than 100 L1 symbols at once, as it may cause performance issues."
-                )
-            symbols = [symbol for symbol in symbols if symbol not in self.l1_books]
-
-            for symbol in symbols:
-                self.l1_books[symbol] = L1BookSnapshot(symbol, 0, 0)
-        else:
-            raise ValueError("symbols must be a list of TradableProduct")
-            # could technically be None, but we don't want to allow that
-            # as users should be explicit about what they want to watch
-
-        return [self.l1_books[symbol] for symbol in symbols]
-
-    async def watch_l1_books(self, symbols: list[TradableProduct]) -> None:
-        symbols_cast = cast(list[str], symbols)
-
-        request = SubscribeL1BookSnapshotsRequest(symbols=symbols_cast)
-
-        async for snap in self.subscribe(request):
-            book = self.l1_books[cast(TradableProduct, snap.symbol)]
-            update_struct(book, snap)
-
-    def initialize_l2_book(
-        self, symbol: TradableProduct, venue: Optional[str]
-    ) -> L2BookSnapshot:
-        if symbol not in self.l2_books:
-            if len(self.l2_books) > 20:
-                raise ValueError(
-                    "Not suggestible to watch more than 20 L2 symbols at once, as it may cause performance issues."
-                )
-            self.l2_books[symbol] = L2BookSnapshot([], [], 0, 0, 0, 0)
-        return self.l2_books[symbol]
-
-    async def subscribe_l1_books_stream(
-        self, symbols: list[str]
-    ) -> AsyncIterator[L1BookSnapshot]:
-        request = SubscribeL1BookSnapshotsRequest(symbols=symbols)
-        return self.subscribe(
-            request,
-        )
-
-    async def subscribe_l2_books_stream(
-        self, symbol: TradableProduct, venue: Optional[str]
-    ) -> AsyncIterator[L2BookUpdate]:
-        decoder: msgspec.json.Decoder[L2BookUpdate] = self.get_decoder(
-            SubscribeL2BookUpdatesRequest.get_unannotated_response_type()
-        )
-        stub = self.channel.unary_stream(
-            SubscribeL2BookUpdatesRequest.get_route(),
-            request_serializer=encoder.encode,
-            response_deserializer=decoder.decode,
-        )
-        req = SubscribeL2BookUpdatesRequest(symbol=symbol, venue=venue)
-        jwt = await self.refresh_grpc_credentials()
-        call = stub(req, metadata=(("authorization", f"Bearer {jwt}"),))
-        async for update in call:
-            yield update
-
-    async def watch_l2_book(
-        self, symbol: TradableProduct, venue: Optional[str]
-    ) -> None:
-        async for up in self.subscribe_l2_books_stream(symbol, venue):
-            if isinstance(up, L2BookDiff):  # elif up.t = "d":  # diff
-                if symbol not in self.l2_books:
-                    raise ValueError(
-                        f"received update before snapshot for L2 book {symbol}"
-                    )
-                book = self.l2_books[symbol]
-                if (
-                    up.sequence_id != book.sequence_id
-                    or up.sequence_number != book.sequence_number + 1
-                ):
-                    raise ValueError(
-                        f"received update out of order for L2 book {symbol}"
-                    )
-                L2_update_from_diff(book, up)
-            elif isinstance(up, L2BookSnapshot):  # if up.t = "s":
-                book = self.l2_books[symbol]
-                update_struct(book, up)
-
-    async def subscribe_orderflow_stream(
-        self, request_iterator: AsyncIterator[OrderflowRequest]
-    ) -> AsyncIterator[Orderflow]:
-        """
-        subscribe_orderflow_stream is a duplex_stream meaning that it is a stream that can be read from and written to.
-        This is a stream that will be used to send orders to the Architect and receive order updates from the Architect.
-        """
-        decoder = self.get_decoder(OrderflowRequestUnannotatedResponseType)
-        stub = self.channel.stream_stream(
-            OrderflowRequest_route,
-            request_serializer=encoder.encode,
-            response_deserializer=decoder.decode,
-        )
-        jwt = await self.refresh_grpc_credentials()
-        call = stub(request_iterator, metadata=(("authorization", f"Bearer {jwt}"),))
-        async for update in call:
-            yield update
-
-    async def subscribe(
-        self,
-        request: RequestType[ResponseTypeGeneric],
-    ) -> AsyncIterator[ResponseTypeGeneric]:
-        """
-        Generic function for subscribing to a stream of updates from the gRPC server.
-
-        request_type and ResponseTypeGeneric *cannot* be union types
-        """
-        decoder: msgspec.json.Decoder[ResponseTypeGeneric] = self.get_decoder(
-            request.get_unannotated_response_type()
-        )
-        stub = self.channel.unary_stream(
-            request.get_route(),
-            request_serializer=encoder.encode,
-            response_deserializer=decoder.decode,
-        )
-        jwt = await self.refresh_grpc_credentials()
-        call = stub(request, metadata=(("authorization", f"Bearer {jwt}"),))
-        async for update in call:
-            yield update
-
-    async def request(
-        self,
-        request: RequestType[ResponseTypeGeneric],
-    ) -> ResponseTypeGeneric:
-        """
-        Generic function for making a unary request to the gRPC server.
-
-        request_type and ResponseTypeGeneric *cannot* be union types
-        """
-        decoder: msgspec.json.Decoder[ResponseTypeGeneric] = self.get_decoder(
-            request.get_unannotated_response_type()
-        )
-        stub = self.channel.unary_unary(
-            request.get_route(),
-            request_serializer=encoder.encode,
-            response_deserializer=decoder.decode,
-        )
-        jwt = await self.refresh_grpc_credentials()
-        return await stub(request, metadata=(("authorization", f"Bearer {jwt}"),))
-
-
-def update_order_list(
-    order_list: list[list[Decimal]],
-    price: Decimal,
-    size: Decimal,
-    ascending: bool,
-) -> None:
-    """
-    Updates a sorted order list (either ascending for asks or descending for bids)
-    using binary search to insert, update, or remove the given price level.
-    """
-    if ascending:
-        idx = bisect.bisect_left(order_list, [price, Decimal(0)])
-    else:
-        lo, hi = 0, len(order_list)
-        while lo < hi:
-            mid = (lo + hi) // 2
-            if order_list[mid][0] > price:
-                lo = mid + 1
-            else:
-                hi = mid
-        idx = lo
-
-    if idx < len(order_list) and order_list[idx][0] == price:
-        if size.is_zero():
-            order_list.pop(idx)
-        else:
-            # Update the size.
-            order_list[idx][1] = size
-    else:
-        if not size.is_zero():
-            order_list.insert(idx, [price, size])
-
-
-def L2_update_from_diff(book: L2BookSnapshot, diff: L2BookDiff) -> None:
-    """
-    we use binary search because the L2 does not have many levels
-    and is simpler to maintain in the context of the codegen
-    """
-
-    book.timestamp = diff.timestamp
-    book.timestamp_ns = diff.timestamp_ns
-    book.sequence_id = diff.sequence_id
-    book.sequence_number = diff.sequence_number
-
-    for price, size in diff.bids:
-        update_order_list(book.bids, price, size, ascending=False)
-
-    for price, size in diff.asks:
-        update_order_list(book.asks, price, size, ascending=True)
-
-
-def update_struct(A: msgspec.Struct, B: msgspec.Struct) -> None:
-    for field in B.__struct_fields__:
-        setattr(A, field, getattr(B, field))