architect-py 3.2.1__py3-none-any.whl → 5.0.0b1__py3-none-any.whl

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.
Files changed (171) hide show
  1. architect_py/__init__.py +8 -2
  2. architect_py/async_client.py +887 -575
  3. architect_py/client.py +36 -33
  4. architect_py/client_interface.py +62 -0
  5. architect_py/common_types/__init__.py +6 -0
  6. architect_py/common_types/order_dir.py +85 -0
  7. architect_py/common_types/scalars.py +25 -0
  8. architect_py/common_types/tradable_product.py +59 -0
  9. architect_py/graphql_client/client.py +3 -6
  10. architect_py/graphql_client/fragments.py +3 -6
  11. architect_py/graphql_client/get_fills_query.py +2 -1
  12. architect_py/graphql_client/search_symbols_query.py +2 -1
  13. architect_py/graphql_client/subscribe_orderflow.py +2 -1
  14. architect_py/graphql_client/subscribe_trades.py +2 -1
  15. architect_py/grpc/__init__.py +125 -0
  16. architect_py/grpc/client.py +86 -0
  17. architect_py/{grpc_client → grpc/models}/Accounts/AccountsRequest.py +2 -2
  18. architect_py/{grpc_client → grpc/models}/Accounts/AccountsResponse.py +1 -1
  19. architect_py/{grpc_client → grpc/models}/Accounts/__init__.py +1 -1
  20. architect_py/{grpc_client → grpc/models}/Algo/AlgoOrderForTwapAlgo.py +1 -1
  21. architect_py/{grpc_client → grpc/models}/Algo/CreateAlgoOrderRequestForTwapAlgo.py +2 -2
  22. architect_py/{grpc_client → grpc/models}/Algo/ModifyAlgoOrderRequestForTwapAlgo.py +2 -2
  23. architect_py/{grpc_client → grpc/models}/Algo/__init__.py +1 -1
  24. architect_py/grpc/models/Auth/CreateJwtRequest.py +47 -0
  25. architect_py/grpc/models/Auth/CreateJwtResponse.py +23 -0
  26. architect_py/{grpc_client/Cpty → grpc/models/Auth}/__init__.py +1 -1
  27. architect_py/grpc/models/Core/ConfigRequest.py +37 -0
  28. architect_py/grpc/models/Core/ConfigResponse.py +25 -0
  29. architect_py/{grpc_client/Folio → grpc/models/Core}/__init__.py +1 -1
  30. architect_py/{grpc_client → grpc/models}/Cpty/CptyRequest.py +5 -4
  31. architect_py/{grpc_client → grpc/models}/Cpty/CptyResponse.py +6 -6
  32. architect_py/grpc/models/Cpty/CptyStatus.py +48 -0
  33. architect_py/grpc/models/Cpty/CptyStatusRequest.py +45 -0
  34. architect_py/grpc/models/Cpty/CptysRequest.py +37 -0
  35. architect_py/grpc/models/Cpty/CptysResponse.py +27 -0
  36. architect_py/grpc/models/Cpty/__init__.py +2 -0
  37. architect_py/{grpc_client → grpc/models}/Folio/AccountHistoryRequest.py +2 -2
  38. architect_py/{grpc_client → grpc/models}/Folio/AccountHistoryResponse.py +1 -1
  39. architect_py/{grpc_client → grpc/models}/Folio/AccountSummariesRequest.py +2 -2
  40. architect_py/{grpc_client → grpc/models}/Folio/AccountSummariesResponse.py +1 -1
  41. architect_py/{grpc_client → grpc/models}/Folio/AccountSummary.py +1 -1
  42. architect_py/{grpc_client → grpc/models}/Folio/AccountSummaryRequest.py +2 -2
  43. architect_py/{grpc_client → grpc/models}/Folio/HistoricalFillsRequest.py +3 -3
  44. architect_py/{grpc_client → grpc/models}/Folio/HistoricalFillsResponse.py +1 -1
  45. architect_py/{grpc_client → grpc/models}/Folio/HistoricalOrdersRequest.py +3 -3
  46. architect_py/{grpc_client → grpc/models}/Folio/HistoricalOrdersResponse.py +1 -1
  47. architect_py/grpc/models/Folio/__init__.py +2 -0
  48. architect_py/{grpc_client → grpc/models}/Health/HealthCheckRequest.py +2 -2
  49. architect_py/{grpc_client → grpc/models}/Health/HealthCheckResponse.py +1 -1
  50. architect_py/grpc/models/Health/__init__.py +2 -0
  51. architect_py/{grpc_client → grpc/models}/Marketdata/Candle.py +1 -1
  52. architect_py/{grpc_client → grpc/models}/Marketdata/HistoricalCandlesRequest.py +11 -8
  53. architect_py/{grpc_client → grpc/models}/Marketdata/HistoricalCandlesResponse.py +1 -1
  54. architect_py/{grpc_client → grpc/models}/Marketdata/L1BookSnapshot.py +36 -3
  55. architect_py/{grpc_client → grpc/models}/Marketdata/L1BookSnapshotRequest.py +8 -3
  56. architect_py/{grpc_client → grpc/models}/Marketdata/L1BookSnapshotsRequest.py +6 -3
  57. architect_py/{grpc_client → grpc/models}/Marketdata/L2BookSnapshot.py +1 -1
  58. architect_py/{grpc_client → grpc/models}/Marketdata/L2BookSnapshotRequest.py +2 -2
  59. architect_py/{grpc_client → grpc/models}/Marketdata/Liquidation.py +2 -2
  60. architect_py/{grpc_client → grpc/models}/Marketdata/MarketStatus.py +1 -1
  61. architect_py/{grpc_client → grpc/models}/Marketdata/MarketStatusRequest.py +2 -2
  62. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeCandlesRequest.py +2 -2
  63. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeCurrentCandlesRequest.py +3 -4
  64. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeL1BookSnapshotsRequest.py +6 -3
  65. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeL2BookUpdatesRequest.py +2 -2
  66. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeLiquidationsRequest.py +2 -2
  67. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeManyCandlesRequest.py +2 -2
  68. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeTickersRequest.py +2 -2
  69. architect_py/{grpc_client → grpc/models}/Marketdata/SubscribeTradesRequest.py +2 -2
  70. architect_py/{grpc_client → grpc/models}/Marketdata/Ticker.py +14 -3
  71. architect_py/{grpc_client → grpc/models}/Marketdata/TickerRequest.py +2 -2
  72. architect_py/{grpc_client → grpc/models}/Marketdata/TickersRequest.py +2 -2
  73. architect_py/{grpc_client → grpc/models}/Marketdata/TickersResponse.py +1 -1
  74. architect_py/{grpc_client → grpc/models}/Marketdata/Trade.py +2 -2
  75. architect_py/grpc/models/Marketdata/__init__.py +2 -0
  76. architect_py/{grpc_client → grpc/models}/Oms/Cancel.py +1 -1
  77. architect_py/{grpc_client → grpc/models}/Oms/CancelAllOrdersRequest.py +2 -2
  78. architect_py/{grpc_client → grpc/models}/Oms/CancelAllOrdersResponse.py +1 -1
  79. architect_py/{grpc_client → grpc/models}/Oms/CancelOrderRequest.py +2 -2
  80. architect_py/{grpc_client → grpc/models}/Oms/OpenOrdersRequest.py +2 -2
  81. architect_py/{grpc_client → grpc/models}/Oms/OpenOrdersResponse.py +1 -1
  82. architect_py/{grpc_client → grpc/models}/Oms/Order.py +2 -2
  83. architect_py/{grpc_client → grpc/models}/Oms/PendingCancelsRequest.py +2 -2
  84. architect_py/{grpc_client → grpc/models}/Oms/PendingCancelsResponse.py +1 -1
  85. architect_py/{grpc_client → grpc/models}/Oms/PlaceOrderRequest.py +3 -3
  86. architect_py/grpc/models/Oms/__init__.py +2 -0
  87. architect_py/{grpc_client → grpc/models}/Orderflow/DropcopyRequest.py +2 -2
  88. architect_py/{grpc_client → grpc/models}/Orderflow/OrderflowRequest.py +2 -1
  89. architect_py/{grpc_client → grpc/models}/Orderflow/SubscribeOrderflowRequest.py +2 -2
  90. architect_py/grpc/models/Orderflow/__init__.py +2 -0
  91. architect_py/grpc/models/Symbology/DownloadProductCatalogRequest.py +42 -0
  92. architect_py/grpc/models/Symbology/DownloadProductCatalogResponse.py +27 -0
  93. architect_py/{grpc_client → grpc/models}/Symbology/PruneExpiredSymbolsRequest.py +2 -2
  94. architect_py/{grpc_client → grpc/models}/Symbology/PruneExpiredSymbolsResponse.py +1 -1
  95. architect_py/{grpc_client → grpc/models}/Symbology/SubscribeSymbology.py +1 -1
  96. architect_py/{grpc_client → grpc/models}/Symbology/SymbologyRequest.py +2 -2
  97. architect_py/{grpc_client → grpc/models}/Symbology/SymbologySnapshot.py +7 -2
  98. architect_py/{grpc_client → grpc/models}/Symbology/SymbologyUpdate.py +9 -2
  99. architect_py/{grpc_client → grpc/models}/Symbology/SymbolsRequest.py +2 -2
  100. architect_py/{grpc_client → grpc/models}/Symbology/SymbolsResponse.py +1 -1
  101. architect_py/grpc/models/Symbology/UploadProductCatalogRequest.py +49 -0
  102. architect_py/grpc/models/Symbology/UploadProductCatalogResponse.py +20 -0
  103. architect_py/{grpc_client → grpc/models}/Symbology/UploadSymbologyRequest.py +2 -2
  104. architect_py/{grpc_client → grpc/models}/Symbology/UploadSymbologyResponse.py +1 -1
  105. architect_py/grpc/models/Symbology/__init__.py +2 -0
  106. architect_py/grpc/models/__init__.py +2 -0
  107. architect_py/{grpc_client → grpc/models}/definitions.py +293 -223
  108. architect_py/grpc/resolve_endpoint.py +67 -0
  109. architect_py/{grpc_client/grpc_server.py → grpc/server.py} +13 -9
  110. architect_py/grpc/utils.py +32 -0
  111. architect_py/tests/conftest.py +86 -85
  112. architect_py/tests/test_book_building.py +49 -50
  113. architect_py/tests/test_marketdata.py +168 -0
  114. architect_py/tests/test_order_entry.py +37 -0
  115. architect_py/tests/test_orderflow.py +38 -0
  116. architect_py/tests/test_portfolio_management.py +23 -0
  117. architect_py/tests/test_rounding.py +28 -28
  118. architect_py/tests/test_symbology.py +37 -30
  119. architect_py/utils/nearest_tick.py +2 -5
  120. architect_py/utils/nearest_tick_2.py +1 -2
  121. architect_py/utils/orderbook.py +35 -0
  122. architect_py/utils/pandas.py +44 -0
  123. architect_py/utils/price_bands.py +0 -3
  124. architect_py/utils/symbol_parsing.py +29 -0
  125. architect_py-5.0.0b1.dist-info/METADATA +124 -0
  126. architect_py-5.0.0b1.dist-info/RECORD +184 -0
  127. {architect_py-3.2.1.dist-info → architect_py-5.0.0b1.dist-info}/WHEEL +2 -1
  128. architect_py-5.0.0b1.dist-info/top_level.txt +4 -0
  129. examples/__init__.py +0 -0
  130. examples/book_subscription.py +53 -0
  131. examples/candles.py +30 -0
  132. examples/common.py +107 -0
  133. examples/external_cpty.py +77 -0
  134. examples/funding_rate_mean_reversion_algo.py +192 -0
  135. examples/order_sending.py +92 -0
  136. examples/stream_l1_marketdata.py +25 -0
  137. examples/stream_l2_marketdata.py +40 -0
  138. examples/trades.py +21 -0
  139. examples/tutorial_async.py +84 -0
  140. examples/tutorial_sync.py +95 -0
  141. scripts/generate_functions_md.py +164 -0
  142. scripts/generate_sync_interface.py +207 -0
  143. scripts/postprocess_grpc.py +594 -0
  144. scripts/preprocess_grpc_schema.py +647 -0
  145. templates/exceptions.py +83 -0
  146. templates/juniper_base_client.py +371 -0
  147. architect_py/client_protocol.py +0 -52
  148. architect_py/grpc_client/Folio/AggregatedAccountSummariesRequest.py +0 -59
  149. architect_py/grpc_client/Folio/AggregatedAccountSummariesResponse.py +0 -27
  150. architect_py/grpc_client/Health/__init__.py +0 -2
  151. architect_py/grpc_client/Marketdata/__init__.py +0 -2
  152. architect_py/grpc_client/Oms/__init__.py +0 -2
  153. architect_py/grpc_client/Orderflow/__init__.py +0 -2
  154. architect_py/grpc_client/Symbology/__init__.py +0 -2
  155. architect_py/grpc_client/__init__.py +0 -2
  156. architect_py/grpc_client/grpc_client.py +0 -405
  157. architect_py/scalars.py +0 -172
  158. architect_py/tests/test_accounts.py +0 -31
  159. architect_py/tests/test_client.py +0 -29
  160. architect_py/tests/test_grpc_client.py +0 -30
  161. architect_py/tests/test_order_sending.py +0 -61
  162. architect_py/tests/test_snapshots.py +0 -52
  163. architect_py/tests/test_subscriptions.py +0 -129
  164. architect_py-3.2.1.dist-info/METADATA +0 -212
  165. architect_py-3.2.1.dist-info/RECORD +0 -146
  166. /architect_py/{grpc_client → grpc/models}/Marketdata/ArrayOfL1BookSnapshot.py +0 -0
  167. /architect_py/{grpc_client → grpc/models}/Marketdata/L2BookUpdate.py +0 -0
  168. /architect_py/{grpc_client → grpc/models}/Marketdata/TickerUpdate.py +0 -0
  169. /architect_py/{grpc_client → grpc/models}/Orderflow/Dropcopy.py +0 -0
  170. /architect_py/{grpc_client → grpc/models}/Orderflow/Orderflow.py +0 -0
  171. {architect_py-3.2.1.dist-info → architect_py-5.0.0b1.dist-info/licenses}/LICENSE +0 -0
@@ -37,7 +37,7 @@ class Candle(Struct, omit_defaults=True):
37
37
  mo: Optional[Annotated[Optional[Decimal], Meta(title="mid_open")]] = None
38
38
  o: Optional[Annotated[Optional[Decimal], Meta(title="open")]] = None
39
39
 
40
- # below is a constructor that takes all field titles as arguments for convenience
40
+ # Constructor that takes all field titles as arguments for convenience
41
41
  @classmethod
42
42
  def new(
43
43
  cls,
@@ -2,11 +2,11 @@
2
2
  # filename: Marketdata/HistoricalCandlesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.HistoricalCandlesResponse import (
5
+ from architect_py.grpc.models.Marketdata.HistoricalCandlesResponse import (
6
6
  HistoricalCandlesResponse,
7
7
  )
8
8
 
9
- from datetime import datetime
9
+ from typing import Optional
10
10
 
11
11
  from msgspec import Struct
12
12
 
@@ -15,28 +15,31 @@ from .. import definitions
15
15
 
16
16
  class HistoricalCandlesRequest(Struct, omit_defaults=True):
17
17
  candle_width: definitions.CandleWidth
18
- end_date: datetime
19
- start_date: datetime
18
+ end_date: definitions.DateTimeOrUtc
19
+ start_date: definitions.DateTimeOrUtc
20
20
  symbol: str
21
+ venue: Optional[str] = None
21
22
 
22
- # below is a constructor that takes all field titles as arguments for convenience
23
+ # Constructor that takes all field titles as arguments for convenience
23
24
  @classmethod
24
25
  def new(
25
26
  cls,
26
27
  candle_width: definitions.CandleWidth,
27
- end_date: datetime,
28
- start_date: datetime,
28
+ end_date: definitions.DateTimeOrUtc,
29
+ start_date: definitions.DateTimeOrUtc,
29
30
  symbol: str,
31
+ venue: Optional[str] = None,
30
32
  ):
31
33
  return cls(
32
34
  candle_width,
33
35
  end_date,
34
36
  start_date,
35
37
  symbol,
38
+ venue,
36
39
  )
37
40
 
38
41
  def __str__(self) -> str:
39
- return f"HistoricalCandlesRequest(candle_width={self.candle_width},end_date={self.end_date},start_date={self.start_date},symbol={self.symbol})"
42
+ return f"HistoricalCandlesRequest(candle_width={self.candle_width},end_date={self.end_date},start_date={self.start_date},symbol={self.symbol},venue={self.venue})"
40
43
 
41
44
  @staticmethod
42
45
  def get_response_type():
@@ -13,7 +13,7 @@ from .Candle import Candle
13
13
  class HistoricalCandlesResponse(Struct, omit_defaults=True):
14
14
  candles: List[Candle]
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -16,8 +16,21 @@ class L1BookSnapshot(Struct, omit_defaults=True):
16
16
  ts: Annotated[int, Meta(title="timestamp")]
17
17
  a: Optional[Annotated[List[Decimal], Meta(title="best_ask")]] = None
18
18
  b: Optional[Annotated[List[Decimal], Meta(title="best_bid")]] = None
19
-
20
- # below is a constructor that takes all field titles as arguments for convenience
19
+ rt: Optional[
20
+ Annotated[
21
+ Optional[int],
22
+ Meta(
23
+ description="Time that Architect feed received the message; only set if streaming from direct L1 feeds",
24
+ title="recv_time",
25
+ ),
26
+ ]
27
+ ] = None
28
+ """
29
+ Time that Architect feed received the message; only set if streaming from direct L1 feeds
30
+ """
31
+ rtn: Optional[Annotated[Optional[int], Meta(title="recv_time_ns")]] = None
32
+
33
+ # Constructor that takes all field titles as arguments for convenience
21
34
  @classmethod
22
35
  def new(
23
36
  cls,
@@ -26,6 +39,8 @@ class L1BookSnapshot(Struct, omit_defaults=True):
26
39
  timestamp: int,
27
40
  best_ask: Optional[List[Decimal]] = None,
28
41
  best_bid: Optional[List[Decimal]] = None,
42
+ recv_time: Optional[int] = None,
43
+ recv_time_ns: Optional[int] = None,
29
44
  ):
30
45
  return cls(
31
46
  symbol,
@@ -33,10 +48,12 @@ class L1BookSnapshot(Struct, omit_defaults=True):
33
48
  timestamp,
34
49
  best_ask,
35
50
  best_bid,
51
+ recv_time,
52
+ recv_time_ns,
36
53
  )
37
54
 
38
55
  def __str__(self) -> str:
39
- return f"L1BookSnapshot(symbol={self.s},timestamp_ns={self.tn},timestamp={self.ts},best_ask={self.a},best_bid={self.b})"
56
+ return f"L1BookSnapshot(symbol={self.s},timestamp_ns={self.tn},timestamp={self.ts},best_ask={self.a},best_bid={self.b},recv_time={self.rt},recv_time_ns={self.rtn})"
40
57
 
41
58
  @property
42
59
  def symbol(self) -> str:
@@ -85,3 +102,19 @@ class L1BookSnapshot(Struct, omit_defaults=True):
85
102
  @best_bid.setter
86
103
  def best_bid(self, value: Optional[List[Decimal]]) -> None:
87
104
  self.b = value
105
+
106
+ @property
107
+ def recv_time(self) -> Optional[int]:
108
+ return self.rt
109
+
110
+ @recv_time.setter
111
+ def recv_time(self, value: Optional[int]) -> None:
112
+ self.rt = value
113
+
114
+ @property
115
+ def recv_time_ns(self) -> Optional[int]:
116
+ return self.rtn
117
+
118
+ @recv_time_ns.setter
119
+ def recv_time_ns(self, value: Optional[int]) -> None:
120
+ self.rtn = value
@@ -2,26 +2,31 @@
2
2
  # filename: Marketdata/L1BookSnapshotRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.L1BookSnapshot import L1BookSnapshot
5
+ from architect_py.grpc.models.Marketdata.L1BookSnapshot import L1BookSnapshot
6
+
7
+ from typing import Optional
6
8
 
7
9
  from msgspec import Struct
8
10
 
9
11
 
10
12
  class L1BookSnapshotRequest(Struct, omit_defaults=True):
11
13
  symbol: str
14
+ venue: Optional[str] = None
12
15
 
13
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
14
17
  @classmethod
15
18
  def new(
16
19
  cls,
17
20
  symbol: str,
21
+ venue: Optional[str] = None,
18
22
  ):
19
23
  return cls(
20
24
  symbol,
25
+ venue,
21
26
  )
22
27
 
23
28
  def __str__(self) -> str:
24
- return f"L1BookSnapshotRequest(symbol={self.symbol})"
29
+ return f"L1BookSnapshotRequest(symbol={self.symbol},venue={self.venue})"
25
30
 
26
31
  @staticmethod
27
32
  def get_response_type():
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/L1BookSnapshotsRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.ArrayOfL1BookSnapshot import (
5
+ from architect_py.grpc.models.Marketdata.ArrayOfL1BookSnapshot import (
6
6
  ArrayOfL1BookSnapshot,
7
7
  L1BookSnapshot,
8
8
  )
@@ -14,19 +14,22 @@ from msgspec import Struct
14
14
 
15
15
  class L1BookSnapshotsRequest(Struct, omit_defaults=True):
16
16
  symbols: Optional[List[str]] = None
17
+ venue: Optional[str] = None
17
18
 
18
- # below is a constructor that takes all field titles as arguments for convenience
19
+ # Constructor that takes all field titles as arguments for convenience
19
20
  @classmethod
20
21
  def new(
21
22
  cls,
22
23
  symbols: Optional[List[str]] = None,
24
+ venue: Optional[str] = None,
23
25
  ):
24
26
  return cls(
25
27
  symbols,
28
+ venue,
26
29
  )
27
30
 
28
31
  def __str__(self) -> str:
29
- return f"L1BookSnapshotsRequest(symbols={self.symbols})"
32
+ return f"L1BookSnapshotsRequest(symbols={self.symbols},venue={self.venue})"
30
33
 
31
34
  @staticmethod
32
35
  def get_response_type():
@@ -27,7 +27,7 @@ class L2BookSnapshot(Struct, omit_defaults=True):
27
27
  tn: Annotated[int, Meta(ge=0, title="timestamp_ns")]
28
28
  ts: Annotated[int, Meta(title="timestamp")]
29
29
 
30
- # below is a constructor that takes all field titles as arguments for convenience
30
+ # Constructor that takes all field titles as arguments for convenience
31
31
  @classmethod
32
32
  def new(
33
33
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/L2BookSnapshotRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.L2BookSnapshot import L2BookSnapshot
5
+ from architect_py.grpc.models.Marketdata.L2BookSnapshot import L2BookSnapshot
6
6
 
7
7
  from typing import Optional
8
8
 
@@ -13,7 +13,7 @@ class L2BookSnapshotRequest(Struct, omit_defaults=True):
13
13
  symbol: str
14
14
  venue: Optional[str] = None
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/Liquidation.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.scalars import OrderDir
5
+ from architect_py.common_types import OrderDir
6
6
  from datetime import datetime, timezone
7
7
 
8
8
  from decimal import Decimal
@@ -21,7 +21,7 @@ class Liquidation(Struct, omit_defaults=True):
21
21
  tn: Annotated[int, Meta(ge=0, title="timestamp_ns")]
22
22
  ts: Annotated[int, Meta(title="timestamp")]
23
23
 
24
- # below is a constructor that takes all field titles as arguments for convenience
24
+ # Constructor that takes all field titles as arguments for convenience
25
25
  @classmethod
26
26
  def new(
27
27
  cls,
@@ -13,7 +13,7 @@ class MarketStatus(Struct, omit_defaults=True):
13
13
  is_quoting: Optional[bool] = None
14
14
  is_trading: Optional[bool] = None
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/MarketStatusRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.MarketStatus import MarketStatus
5
+ from architect_py.grpc.models.Marketdata.MarketStatus import MarketStatus
6
6
 
7
7
  from typing import Optional
8
8
 
@@ -13,7 +13,7 @@ class MarketStatusRequest(Struct, omit_defaults=True):
13
13
  symbol: str
14
14
  venue: Optional[str] = None
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeCandlesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Candle import Candle
5
+ from architect_py.grpc.models.Marketdata.Candle import Candle
6
6
 
7
7
  from typing import Annotated, List, Optional
8
8
 
@@ -24,7 +24,7 @@ class SubscribeCandlesRequest(Struct, omit_defaults=True):
24
24
  """
25
25
  venue: Optional[str] = None
26
26
 
27
- # below is a constructor that takes all field titles as arguments for convenience
27
+ # Constructor that takes all field titles as arguments for convenience
28
28
  @classmethod
29
29
  def new(
30
30
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeCurrentCandlesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Candle import Candle
5
+ from architect_py.grpc.models.Marketdata.Candle import Candle
6
6
 
7
7
  from typing import Annotated, Optional
8
8
 
@@ -22,8 +22,7 @@ class SubscribeCurrentCandlesRequest(Struct, omit_defaults=True):
22
22
  Annotated[
23
23
  Optional[int],
24
24
  Meta(
25
- description="If None, send the current candle on every trade or candle tick. Otherwise, send a candle every `tick_period_ms`.",
26
- ge=0,
25
+ description="If None, send the current candle on every trade or candle tick. Otherwise, send a candle every `tick_period_ms`."
27
26
  ),
28
27
  ]
29
28
  ] = None
@@ -32,7 +31,7 @@ class SubscribeCurrentCandlesRequest(Struct, omit_defaults=True):
32
31
  """
33
32
  venue: Optional[str] = None
34
33
 
35
- # below is a constructor that takes all field titles as arguments for convenience
34
+ # Constructor that takes all field titles as arguments for convenience
36
35
  @classmethod
37
36
  def new(
38
37
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeL1BookSnapshotsRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.L1BookSnapshot import L1BookSnapshot
5
+ from architect_py.grpc.models.Marketdata.L1BookSnapshot import L1BookSnapshot
6
6
 
7
7
  from typing import Annotated, List, Optional
8
8
 
@@ -19,19 +19,22 @@ class SubscribeL1BookSnapshotsRequest(Struct, omit_defaults=True):
19
19
  """
20
20
  If None, subscribe from all symbols on the feed
21
21
  """
22
+ venue: Optional[str] = None
22
23
 
23
- # below is a constructor that takes all field titles as arguments for convenience
24
+ # Constructor that takes all field titles as arguments for convenience
24
25
  @classmethod
25
26
  def new(
26
27
  cls,
27
28
  symbols: Optional[List[str]] = None,
29
+ venue: Optional[str] = None,
28
30
  ):
29
31
  return cls(
30
32
  symbols,
33
+ venue,
31
34
  )
32
35
 
33
36
  def __str__(self) -> str:
34
- return f"SubscribeL1BookSnapshotsRequest(symbols={self.symbols})"
37
+ return f"SubscribeL1BookSnapshotsRequest(symbols={self.symbols},venue={self.venue})"
35
38
 
36
39
  @staticmethod
37
40
  def get_response_type():
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeL2BookUpdatesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.L2BookUpdate import (
5
+ from architect_py.grpc.models.Marketdata.L2BookUpdate import (
6
6
  L2BookUpdate,
7
7
  Snapshot,
8
8
  Diff,
@@ -17,7 +17,7 @@ class SubscribeL2BookUpdatesRequest(Struct, omit_defaults=True):
17
17
  symbol: str
18
18
  venue: Optional[str] = None
19
19
 
20
- # below is a constructor that takes all field titles as arguments for convenience
20
+ # Constructor that takes all field titles as arguments for convenience
21
21
  @classmethod
22
22
  def new(
23
23
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeLiquidationsRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Liquidation import Liquidation
5
+ from architect_py.grpc.models.Marketdata.Liquidation import Liquidation
6
6
 
7
7
  from typing import List, Optional
8
8
 
@@ -12,7 +12,7 @@ from msgspec import Struct
12
12
  class SubscribeLiquidationsRequest(Struct, omit_defaults=True):
13
13
  symbols: Optional[List[str]] = None
14
14
 
15
- # below is a constructor that takes all field titles as arguments for convenience
15
+ # Constructor that takes all field titles as arguments for convenience
16
16
  @classmethod
17
17
  def new(
18
18
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeManyCandlesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Candle import Candle
5
+ from architect_py.grpc.models.Marketdata.Candle import Candle
6
6
 
7
7
  from typing import Annotated, List, Optional
8
8
 
@@ -24,7 +24,7 @@ class SubscribeManyCandlesRequest(Struct, omit_defaults=True):
24
24
  """
25
25
  venue: Optional[str] = None
26
26
 
27
- # below is a constructor that takes all field titles as arguments for convenience
27
+ # Constructor that takes all field titles as arguments for convenience
28
28
  @classmethod
29
29
  def new(
30
30
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeTickersRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.TickerUpdate import (
5
+ from architect_py.grpc.models.Marketdata.TickerUpdate import (
6
6
  TickerUpdate,
7
7
  Snapshot,
8
8
  Diff,
@@ -28,7 +28,7 @@ class SubscribeTickersRequest(Struct, omit_defaults=True):
28
28
  If None, subscribe from all symbols on the feed
29
29
  """
30
30
 
31
- # below is a constructor that takes all field titles as arguments for convenience
31
+ # Constructor that takes all field titles as arguments for convenience
32
32
  @classmethod
33
33
  def new(
34
34
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/SubscribeTradesRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Trade import Trade
5
+ from architect_py.grpc.models.Marketdata.Trade import Trade
6
6
 
7
7
  from typing import Annotated, Optional
8
8
 
@@ -21,7 +21,7 @@ class SubscribeTradesRequest(Struct, omit_defaults=True):
21
21
  """
22
22
  venue: Optional[str] = None
23
23
 
24
- # below is a constructor that takes all field titles as arguments for convenience
24
+ # Constructor that takes all field titles as arguments for convenience
25
25
  @classmethod
26
26
  def new(
27
27
  cls,
@@ -4,7 +4,7 @@
4
4
  from __future__ import annotations
5
5
  from datetime import datetime, timezone
6
6
 
7
- from datetime import datetime
7
+ from datetime import date, datetime
8
8
  from decimal import Decimal
9
9
  from typing import Annotated, Optional
10
10
 
@@ -37,6 +37,7 @@ class Ticker(Struct, omit_defaults=True):
37
37
  p: Optional[Annotated[Optional[Decimal], Meta(title="last_price")]] = None
38
38
  price_to_earnings: Optional[Decimal] = None
39
39
  q: Optional[Annotated[Optional[Decimal], Meta(title="last_size")]] = None
40
+ sd: Optional[Annotated[Optional[date], Meta(title="last_settlement_date")]] = None
40
41
  shares_outstanding_weighted_adj: Optional[Decimal] = None
41
42
  sp: Optional[Annotated[Optional[Decimal], Meta(title="last_settlement_price")]] = (
42
43
  None
@@ -48,7 +49,7 @@ class Ticker(Struct, omit_defaults=True):
48
49
  xo: Optional[Annotated[Optional[Decimal], Meta(title="session_open")]] = None
49
50
  xv: Optional[Annotated[Optional[Decimal], Meta(title="session_volume")]] = None
50
51
 
51
- # below is a constructor that takes all field titles as arguments for convenience
52
+ # Constructor that takes all field titles as arguments for convenience
52
53
  @classmethod
53
54
  def new(
54
55
  cls,
@@ -75,6 +76,7 @@ class Ticker(Struct, omit_defaults=True):
75
76
  last_price: Optional[Decimal] = None,
76
77
  price_to_earnings: Optional[Decimal] = None,
77
78
  last_size: Optional[Decimal] = None,
79
+ last_settlement_date: Optional[date] = None,
78
80
  shares_outstanding_weighted_adj: Optional[Decimal] = None,
79
81
  last_settlement_price: Optional[Decimal] = None,
80
82
  volume_24h: Optional[Decimal] = None,
@@ -108,6 +110,7 @@ class Ticker(Struct, omit_defaults=True):
108
110
  last_price,
109
111
  price_to_earnings,
110
112
  last_size,
113
+ last_settlement_date,
111
114
  shares_outstanding_weighted_adj,
112
115
  last_settlement_price,
113
116
  volume_24h,
@@ -119,7 +122,7 @@ class Ticker(Struct, omit_defaults=True):
119
122
  )
120
123
 
121
124
  def __str__(self) -> str:
122
- 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})"
125
+ 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})"
123
126
 
124
127
  @property
125
128
  def symbol(self) -> str:
@@ -273,6 +276,14 @@ class Ticker(Struct, omit_defaults=True):
273
276
  def last_size(self, value: Optional[Decimal]) -> None:
274
277
  self.q = value
275
278
 
279
+ @property
280
+ def last_settlement_date(self) -> Optional[date]:
281
+ return self.sd
282
+
283
+ @last_settlement_date.setter
284
+ def last_settlement_date(self, value: Optional[date]) -> None:
285
+ self.sd = value
286
+
276
287
  @property
277
288
  def last_settlement_price(self) -> Optional[Decimal]:
278
289
  return self.sp
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/TickerRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.Ticker import Ticker
5
+ from architect_py.grpc.models.Marketdata.Ticker import Ticker
6
6
 
7
7
  from typing import Optional
8
8
 
@@ -13,7 +13,7 @@ class TickerRequest(Struct, omit_defaults=True):
13
13
  symbol: str
14
14
  venue: Optional[str] = None
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/TickersRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Marketdata.TickersResponse import TickersResponse
5
+ from architect_py.grpc.models.Marketdata.TickersResponse import TickersResponse
6
6
 
7
7
  from typing import List, Optional
8
8
 
@@ -18,7 +18,7 @@ class TickersRequest(Struct, omit_defaults=True):
18
18
  symbols: Optional[List[str]] = None
19
19
  venue: Optional[str] = None
20
20
 
21
- # below is a constructor that takes all field titles as arguments for convenience
21
+ # Constructor that takes all field titles as arguments for convenience
22
22
  @classmethod
23
23
  def new(
24
24
  cls,
@@ -13,7 +13,7 @@ from .Ticker import Ticker
13
13
  class TickersResponse(Struct, omit_defaults=True):
14
14
  tickers: List[Ticker]
15
15
 
16
- # below is a constructor that takes all field titles as arguments for convenience
16
+ # Constructor that takes all field titles as arguments for convenience
17
17
  @classmethod
18
18
  def new(
19
19
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Marketdata/Trade.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.scalars import OrderDir
5
+ from architect_py.common_types import OrderDir
6
6
  from datetime import datetime, timezone
7
7
 
8
8
  from decimal import Decimal
@@ -21,7 +21,7 @@ class Trade(Struct, omit_defaults=True):
21
21
  ts: Annotated[int, Meta(title="timestamp")]
22
22
  d: Optional[Annotated[Optional[OrderDir], Meta(title="direction")]] = None
23
23
 
24
- # below is a constructor that takes all field titles as arguments for convenience
24
+ # Constructor that takes all field titles as arguments for convenience
25
25
  @classmethod
26
26
  def new(
27
27
  cls,
@@ -0,0 +1,2 @@
1
+ # generated by datamodel-codegen:
2
+ # filename: schemas
@@ -18,7 +18,7 @@ class Cancel(Struct, omit_defaults=True):
18
18
  xid: str
19
19
  r: Optional[str] = None
20
20
 
21
- # below is a constructor that takes all field titles as arguments for convenience
21
+ # Constructor that takes all field titles as arguments for convenience
22
22
  @classmethod
23
23
  def new(
24
24
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Oms/CancelAllOrdersRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Oms.CancelAllOrdersResponse import CancelAllOrdersResponse
5
+ from architect_py.grpc.models.Oms.CancelAllOrdersResponse import CancelAllOrdersResponse
6
6
 
7
7
  from typing import Optional
8
8
 
@@ -17,7 +17,7 @@ class CancelAllOrdersRequest(Struct, omit_defaults=True):
17
17
  execution_venue: Optional[str] = None
18
18
  trader: Optional[definitions.TraderIdOrEmail] = None
19
19
 
20
- # below is a constructor that takes all field titles as arguments for convenience
20
+ # Constructor that takes all field titles as arguments for convenience
21
21
  @classmethod
22
22
  def new(
23
23
  cls,
@@ -9,7 +9,7 @@ from msgspec import Struct
9
9
  class CancelAllOrdersResponse(Struct, omit_defaults=True):
10
10
  pass
11
11
 
12
- # below is a constructor that takes all field titles as arguments for convenience
12
+ # Constructor that takes all field titles as arguments for convenience
13
13
  @classmethod
14
14
  def new(
15
15
  cls,
@@ -2,7 +2,7 @@
2
2
  # filename: Oms/CancelOrderRequest.json
3
3
 
4
4
  from __future__ import annotations
5
- from architect_py.grpc_client.Oms.Cancel import Cancel
5
+ from architect_py.grpc.models.Oms.Cancel import Cancel
6
6
 
7
7
  from typing import Annotated, Optional
8
8
 
@@ -26,7 +26,7 @@ class CancelOrderRequest(Struct, omit_defaults=True):
26
26
  If not specified, one will be generated for you; note, in that case, you won't know for sure if the specific request went through.
27
27
  """
28
28
 
29
- # below is a constructor that takes all field titles as arguments for convenience
29
+ # Constructor that takes all field titles as arguments for convenience
30
30
  @classmethod
31
31
  def new(
32
32
  cls,