architect-py 3.2.2__py3-none-any.whl → 5.0.0b2__py3-none-any.whl

architect_py/client.py

@@ -1,14 +1,12 @@
 import asyncio
-
 import sys
 import threading
 from asyncio import AbstractEventLoop
 from functools import partial
 from typing import Any, Awaitable, Callable, Coroutine, Optional, TypeVar
 
-from architect_py.async_client import AsyncClient
-from .client_protocol import AsyncClientProtocol
-
+from .async_client import AsyncClient
+from .client_interface import ClientProtocol
 
 T = TypeVar("T")
 
@@ -19,7 +17,7 @@ def is_async_function(obj):
     return callable(obj) and hasattr(obj, "__code__") and obj.__code__.co_flags & 0x80
 
 
-class Client(AsyncClientProtocol):
+class Client(ClientProtocol):
     """
     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.
@@ -36,34 +34,36 @@ class Client(AsyncClientProtocol):
     Instead, add them to the AsyncClient class.
     """
 
-    __slots__ = ("client", "_loop")
+    __slots__ = ("client", "_event_loop")
     client: AsyncClient
-    _loop: AbstractEventLoop
+    _event_loop: AbstractEventLoop
 
     def __init__(
         self,
         *,
-        api_key: str,
-        api_secret: str,
-        host: str = "app.architect.co",
-        paper_trading: bool = True,
-        loop: Optional[AbstractEventLoop] = None,
+        api_key: Optional[str] = None,
+        api_secret: Optional[str] = None,
+        paper_trading: bool,
+        endpoint: str = "https://app.architect.co",
+        graphql_port: Optional[int] = None,
+        event_loop: Optional[AbstractEventLoop] = None,
         **kwargs,
     ):
-        if loop is None:
+        if event_loop is None:
             try:
-                loop = asyncio.get_running_loop()
+                event_loop = asyncio.get_running_loop()
             except RuntimeError:
-                loop = asyncio.new_event_loop()
-                asyncio.set_event_loop(loop)
-        super().__setattr__("_loop", loop)
+                event_loop = asyncio.new_event_loop()
+                asyncio.set_event_loop(event_loop)
+        super().__setattr__("_event_loop", event_loop)
 
-        async_client = loop.run_until_complete(
+        async_client = self._event_loop.run_until_complete(
             AsyncClient.connect(
                 api_key=api_key,
                 api_secret=api_secret,
-                host=host,
                 paper_trading=paper_trading,
+                endpoint=endpoint,
+                graphql_port=graphql_port,
                 **kwargs,
             )
         )
@@ -128,19 +128,18 @@ class Client(AsyncClientProtocol):
     ) -> T:
         return (
             super()
-            .__getattribute__("_loop")
+            .__getattribute__("_event_loop")
             .run_until_complete(async_method(*args, **kwargs))
         )
 
 
 class AsyncExecutor:
     def __init__(self):
-        """
-        one consideration is to enforce this class to be a singleton
-        however, this is not necessary as the class is only used in the Client class
-        when it is used in a jupyter notebook, so unlikely to be a problem
-        """
-
+        # NB: one consideration is to enforce this class to be a singleton.
+        #
+        # However, this is not necessary as the class is only used in the
+        # Client class when it is used in a jupyter notebook, so its unlikely
+        # to be a problem.
         self.loop = asyncio.new_event_loop()
         self.thread = threading.Thread(target=self._run_loop, daemon=True)
         self.thread.start()

architect_py/client_interface.py

@@ -0,0 +1,63 @@
+# fmt: off
+
+# mypy: ignore-errors
+
+# Autogenerated from generate_sync_interface.py
+
+# If you are here for function definitions, please refer to architect_py/async_client.py
+# This file is so that the sync client has good type hinting
+# It is not used for anything else
+# For maintainers: ensure that the types in this file are correct for correct type hinting
+
+
+from typing import Any, Union
+from .graphql_client import *
+from .async_client import *
+from .grpc.models.definitions import *
+class ClientProtocol:
+    def cancel_all_orders(self, account: Optional[str] = None, execution_venue: Optional[str] = None, trader: Optional[str] = None) -> bool: ...
+    def cancel_order(self, order_id: str) -> Cancel: ...
+    def core(self) -> GrpcClient: ...
+    def discover_marketdata(self) -> Any: ...
+    def enable_orderflow(self) -> Any: ...
+    def get_account_history(self, account: str, from_inclusive: Optional[datetime] = None, to_exclusive: Optional[datetime] = None) -> list[AccountSummary]: ...
+    def get_account_summaries(self, accounts: Optional[list[str]] = None, trader: Optional[str] = None) -> list[AccountSummary]: ...
+    def get_account_summary(self, account: str) -> AccountSummary: ...
+    def get_all_open_orders(self) -> list[Order]: ...
+    def get_cme_first_notice_date(self, symbol: str) -> Optional[date]: ...
+    def get_cme_future_from_root_month_year(self, root: str, month: int, year: int) -> str: ...
+    def get_cme_futures_series(self, series: str) -> list[tuple[date, str]]: ...
+    def get_execution_info(self, symbol: Union[TradableProduct, str], execution_venue: str) -> Optional[ExecutionInfoFields]: ...
+    def get_execution_infos(self, symbols: Optional[list[TradableProduct]], execution_venue: Optional[str] = None) -> Sequence[ExecutionInfoFields]: ...
+    @staticmethod
+    def get_expiration_from_CME_name(name: str) -> Optional[date]: ...
+    def get_fills(self, from_inclusive: Optional[datetime] = None, to_exclusive: Optional[datetime] = None, venue: Optional[str] = None, account: Optional[str] = None, order_id: Optional[str] = None, limit: Optional[int] = None) -> HistoricalFillsResponse: ...
+    def get_future_series(self, series_symbol: str) -> list[str]: ...
+    def get_futures_series(self, series_symbol: str) -> list[str]: ...
+    def get_historical_candles(self, symbol: Union[TradableProduct, str], venue: str, candle_width: CandleWidth, start: datetime, end: datetime, *, as_dataframe: bool = False) -> Union[list[Candle], pd.DataFrame]: ...
+    def get_historical_orders(self, order_ids: Optional[list[str]] = None, from_inclusive: Optional[datetime] = None, to_exclusive: Optional[datetime] = None, venue: Optional[str] = None, account: Optional[str] = None, parent_order_id: Optional[str] = None) -> list[Order]: ...
+    def get_l1_book_snapshot(self, symbol: Union[TradableProduct, str], venue: str) -> L1BookSnapshot: ...
+    def get_l1_book_snapshots(self, symbols: list[Union[TradableProduct, str]], venue: str) -> Sequence[L1BookSnapshot]: ...
+    def get_l2_book_snapshot(self, symbol: Union[TradableProduct, str], venue: str) -> L2BookSnapshot: ...
+    def get_market_snapshot(self, symbol: Union[TradableProduct, str], venue: str) -> L1BookSnapshot: ...
+    def get_market_snapshots(self, symbols: list[Union[TradableProduct, str]], venue: str) -> Sequence[L1BookSnapshot]: ...
+    def get_market_status(self, symbol: Union[TradableProduct, str], venue: str) -> MarketStatus: ...
+    def get_open_orders(self, order_ids: Optional[list[str]] = None, venue: Optional[str] = None, account: Optional[str] = None, trader: Optional[str] = None, symbol: Optional[str] = None, parent_order_id: Optional[str] = None) -> list[Order]: ...
+    def get_order(self, order_id: str) -> Optional[Order]: ...
+    def get_orders(self, order_ids: list[str]) -> list[Optional[Order]]: ...
+    def get_product_info(self, symbol: str) -> Optional[ProductInfoFields]: ...
+    def get_product_infos(self, symbols: Optional[list[str]]) -> Sequence[ProductInfoFields]: ...
+    def get_ticker(self, symbol: Union[TradableProduct, str], venue: str) -> Ticker: ...
+    def hmart(self) -> GrpcClient: ...
+    def list_accounts(self) -> list[AccountWithPermissions]: ...
+    def list_symbols(self, *, marketdata: Optional[str] = None) -> list[str]: ...
+    def marketdata(self, venue: str) -> GrpcClient: ...
+    def place_limit_order(self, *, id: Optional[str] = None, symbol: Union[TradableProduct, str], execution_venue: Optional[str] = None, dir: Optional[OrderDir] = None, quantity: Decimal, limit_price: Decimal, order_type: OrderType = OrderType.LIMIT, time_in_force: Union[GoodTilDate, TimeInForceEnum] = TimeInForceEnum.DAY, price_round_method: Optional[TickRoundMethod] = None, account: Optional[str] = None, trader: Optional[str] = None, post_only: bool = False, trigger_price: Optional[Decimal] = None, **kwargs: Any) -> Order: ...
+    def refresh_jwt(self, force: bool = False) -> Any: ...
+    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, *args: Any, **kwargs: Any) -> Order: ...
+    def send_market_pro_order(self, *, id: Optional[str] = None, symbol: Union[TradableProduct, str], execution_venue: str, odir: OrderDir, quantity: Decimal, time_in_force: Union[GoodTilDate, TimeInForceEnum] = TimeInForceEnum.DAY, account: Optional[str] = None, fraction_through_market: Decimal = Decimal('0.001')) -> Order: ...
+    def set_hmart(self, endpoint: str) -> Any: ...
+    def set_jwt(self, jwt: Optional[str], jwt_expiration: Optional[datetime] = None) -> Any: ...
+    def set_marketdata(self, venue: str, endpoint: str) -> Any: ...
+    def who_am_i(self) -> tuple[str, str]: ...

architect_py/common_types/__init__.py

@@ -0,0 +1,6 @@
+from .order_dir import OrderDir
+from .tradable_product import TradableProduct
+
+Venue = str
+
+__all__ = ["OrderDir", "TradableProduct", "Venue"]

architect_py/common_types/order_dir.py

@@ -0,0 +1,91 @@
+from enum import Enum
+from typing import Literal
+
+
+class OrderDir(str, Enum):
+    BUY = "BUY"
+    SELL = "SELL"
+
+    def flip(self) -> "OrderDir":
+        """
+        Returns the opposite direction.
+        """
+        if self == OrderDir.BUY:
+            return OrderDir.SELL
+        elif self == OrderDir.SELL:
+            return OrderDir.BUY
+        else:
+            raise ValueError(f"Unknown Dir: {self}")
+
+    def get_opposite(self) -> "OrderDir":
+        """
+        @deprecated(reason="Use flip instead")
+        """
+        return self.flip()
+
+    def __int__(self):
+        if self == OrderDir.BUY:
+            return 1
+        elif self == OrderDir.SELL:
+            return -1
+        else:
+            raise ValueError(f"Unknown Dir: {self}")
+
+    def __str__(self) -> str:
+        return self.value
+
+    def lower(self) -> str:
+        return self.value.lower()
+
+    @classmethod
+    def from_string(cls, value: str) -> "OrderDir":
+        lower = value.lower()
+        if lower == "buy":
+            return cls.BUY
+        elif lower == "sell":
+            return cls.SELL
+        elif lower == "bid":
+            return cls.BUY
+        elif lower == "ask":
+            return cls.SELL
+        elif lower == "b":
+            return cls.BUY
+        elif lower == "a" or lower == "s":
+            return cls.SELL
+        else:
+            raise ValueError(f"Unknown Dir: {value}")
+
+    @classmethod
+    def from_unit(cls, value: Literal[1, -1]) -> "OrderDir":
+        if value == 1:
+            return cls.BUY
+        elif value == -1:
+            return cls.SELL
+        else:
+            raise ValueError(f"Unknown Dir: {value}")
+
+    @classmethod
+    def from_sign(cls, value: int) -> "OrderDir":
+        if value > 0:
+            return cls.BUY
+        elif value < 0:
+            return cls.SELL
+        else:
+            raise ValueError(f"Unknown Dir: {value}")
+
+
+def graphql_serialize_order_dir(value: OrderDir) -> str:
+    """
+    For ariadne-codegen
+    """
+    return value.lower()
+
+
+def graphql_parse_order_dir(value: str) -> OrderDir:
+    """
+    For ariadne-codegen
+    """
+    if value == "buy":
+        return OrderDir.BUY
+    else:
+        return OrderDir.SELL

architect_py/common_types/scalars.py

@@ -0,0 +1,25 @@
+from datetime import datetime, timezone
+from typing import TYPE_CHECKING, Optional
+
+if TYPE_CHECKING:
+    from architect_py.graphql_client.base_model import UnsetType
+
+
+def convert_datetime_to_utc_str(dt: "Optional[datetime] | UnsetType") -> Optional[str]:
+    if not isinstance(dt, datetime):
+        return None
+
+    if dt.tzinfo is None:
+        raise ValueError(
+            "in a datetime sent to the backend, the good_til_date must be timezone-aware. Try \n"
+            "from zoneinfo import ZoneInfo\n"
+            "datetime(..., tzinfo={your_local_timezone}) or "
+            "datetime.now(tz=ZoneInfo('UTC'))\n"
+            "# examples of local timezones:\n"
+            "ZoneInfo('America/New_York'), "
+            "ZoneInfo('America/Los_Angeles'), ZoneInfo('America/Chicago')"
+        )
+    utc_str = dt.astimezone(timezone.utc).isoformat()[:-6]
+    # [:-6] removes the utc offset
+
+    return f"{utc_str}Z"

architect_py/common_types/tradable_product.py

@@ -0,0 +1,59 @@
+from typing import Optional
+
+
+class TradableProduct(str):
+    """
+    Example instantiations:
+        TradableProduct("ES 20250321 CME Future", "USD")
+        TradableProduct("ES 20250321 CME Future/USD")
+        (these are equivalent)
+
+    This type exists to enforce the
+    {base}/{quote} format for strings
+
+    A base is the product that is being priced in terms of the quote.
+    For example,
+    "ES 20250321 CME Future/USD" means that the ES 20250321 CME Future is priced in USD.
+    "ES 20250321 CME Future/EUR" means that the ES 20250321 CME Future is priced in EUR.
+    "ES 20250321 CME Future/BTC" means that the ES 20250321 CME Future is priced in BTC
+        (such a product does not exist on any exchange though).
+
+    For example in a currency pair, the base is the first currency and the quote is the second currency.
+    In the currency pair USD/EUR, USD is the base and EUR is the quote.
+    USD/EUR = 1.1234 means that 1 USD = 1.1234 EUR
+    EUR/USD = 0.8901 means that 1 EUR = 0.8901 USD
+    """
+
+    def __new__(
+        cls, base_or_value: str, quote: Optional[str] = None
+    ) -> "TradableProduct":
+        """
+        These are equivalent:
+            TradableProduct("ES 20250321 CME Future", "USD")
+            TradableProduct("ES 20250321 CME Future/USD")
+        """
+        if quote is None:
+            value = base_or_value
+        else:
+            value = f"{base_or_value}/{quote}"
+
+        assert "/" in value, (
+            f"TradableProduct must be in the form of 'base/quote'. Got: {base_or_value}"
+        )
+        return super().__new__(cls, value)
+
+    def base_quote(self) -> list[str]:
+        return self.split("/")
+
+    def base(self) -> str:
+        return self.split("/", 1)[0]
+
+    def quote(self) -> str:
+        return self.split("/", 1)[1]
+
+
+def parse_tradable_product(value: str) -> TradableProduct:
+    """
+    For ariadne-codegen
+    """
+    return TradableProduct(value)

architect_py/graphql_client/__init__.py

@@ -20,6 +20,7 @@ from .enums import (
     OrderSource,
     OrderStatus,
     OrderType,
+    PutOrCall,
     SortTickersBy,
     TimeInForce,
 )
@@ -259,6 +260,7 @@ __all__ = [
     "PlaceOrderMutationOmsPlaceOrder",
     "ProductInfoFields",
     "ProductInfoFieldsSpreadLegs",
+    "PutOrCall",
     "SearchSymbolsQuery",
     "SearchSymbolsQuerySymbology",
     "SortTickersBy",

architect_py/graphql_client/client.py

@@ -6,12 +6,9 @@ from decimal import Decimal
 from typing import TYPE_CHECKING, Any, AsyncIterator, Dict, List, Optional, Union
 from uuid import UUID
 
-from architect_py.scalars import (
-    OrderDir,
-    TradableProduct,
-    convert_datetime_to_utc_str,
-    graphql_serialize_order_dir,
-)
+from architect_py.common_types import OrderDir, TradableProduct
+from architect_py.common_types.order_dir import graphql_serialize_order_dir
+from architect_py.common_types.scalars import convert_datetime_to_utc_str
 
 from .base_model import UNSET
 from .juniper_base_client import JuniperBaseClient

architect_py/graphql_client/enums.py

@@ -59,6 +59,11 @@ class OrderType(str, Enum):
     TAKE_PROFIT_LIMIT = "TAKE_PROFIT_LIMIT"
 
 
+class PutOrCall(str, Enum):
+    PUT = "PUT"
+    CALL = "CALL"
+
+
 class SortTickersBy(str, Enum):
     VOLUME_DESC = "VOLUME_DESC"
     CHANGE_ASC = "CHANGE_ASC"

architect_py/graphql_client/fragments.py

@@ -8,12 +8,9 @@ from uuid import UUID
 
 from pydantic import BeforeValidator, Field
 
-from architect_py.scalars import (
-    OrderDir,
-    TradableProduct,
-    graphql_parse_order_dir,
-    parse_tradable_product,
-)
+from architect_py.common_types import OrderDir, TradableProduct
+from architect_py.common_types.order_dir import graphql_parse_order_dir
+from architect_py.common_types.tradable_product import parse_tradable_product
 
 from .base_model import BaseModel
 from .enums import (

architect_py/graphql_client/get_fills_query.py

@@ -8,7 +8,8 @@ from uuid import UUID
 
 from pydantic import BeforeValidator, Field
 
-from architect_py.scalars import OrderDir, graphql_parse_order_dir
+from architect_py.common_types import OrderDir
+from architect_py.common_types.order_dir import graphql_parse_order_dir
 
 from .base_model import BaseModel
 from .enums import FillKind

architect_py/graphql_client/search_symbols_query.py

@@ -5,7 +5,8 @@ from typing import Annotated, List
 
 from pydantic import BeforeValidator, Field
 
-from architect_py.scalars import TradableProduct, parse_tradable_product
+from architect_py.common_types import TradableProduct
+from architect_py.common_types.tradable_product import parse_tradable_product
 
 from .base_model import BaseModel
 

architect_py/graphql_client/subscribe_orderflow.py

@@ -8,7 +8,8 @@ from uuid import UUID
 
 from pydantic import BeforeValidator, Field
 
-from architect_py.scalars import OrderDir, graphql_parse_order_dir
+from architect_py.common_types import OrderDir
+from architect_py.common_types.order_dir import graphql_parse_order_dir
 
 from .base_model import BaseModel
 from .enums import FillKind

architect_py/graphql_client/subscribe_trades.py

@@ -7,7 +7,8 @@ from typing import Annotated, Optional
 
 from pydantic import BeforeValidator
 
-from architect_py.scalars import OrderDir, graphql_parse_order_dir
+from architect_py.common_types import OrderDir
+from architect_py.common_types.order_dir import graphql_parse_order_dir
 
 from .base_model import BaseModel
 

architect_py/grpc/__init__.py

@@ -0,0 +1,143 @@
+from .models.Accounts.AccountsRequest import AccountsRequest
+from .models.Accounts.AccountsResponse import AccountsResponse
+from .models.Auth.CreateJwtRequest import CreateJwtRequest
+from .models.Auth.CreateJwtResponse import CreateJwtResponse
+from .models.Core.ConfigRequest import ConfigRequest
+from .models.Core.ConfigResponse import ConfigResponse
+from .models.Cpty.CptyRequest import CptyRequest
+from .models.Cpty.CptyResponse import CptyResponse
+from .models.Cpty.CptysRequest import CptysRequest
+from .models.Cpty.CptysResponse import CptysResponse
+from .models.Cpty.CptyStatus import CptyStatus
+from .models.Cpty.CptyStatusRequest import CptyStatusRequest
+from .models.definitions import (
+    Account,
+    AccountIdOrName,
+    AccountPosition,
+    AccountStatistics,
+    AccountWithPermissions,
+    CandleWidth,
+    L2BookDiff,
+    OrderId,
+    OrderSource,
+    OrderType,
+    SortTickersBy,
+    TimeInForce,
+    TimeInForceEnum,
+    TraderIdOrEmail,
+)
+from .models.Folio.AccountHistoryRequest import AccountHistoryRequest
+from .models.Folio.AccountHistoryResponse import AccountHistoryResponse
+from .models.Folio.AccountSummariesRequest import AccountSummariesRequest
+from .models.Folio.AccountSummariesResponse import AccountSummariesResponse
+from .models.Folio.AccountSummary import AccountSummary
+from .models.Folio.AccountSummaryRequest import AccountSummaryRequest
+from .models.Folio.HistoricalFillsRequest import HistoricalFillsRequest
+from .models.Folio.HistoricalFillsResponse import HistoricalFillsResponse
+from .models.Folio.HistoricalOrdersRequest import HistoricalOrdersRequest
+from .models.Folio.HistoricalOrdersResponse import HistoricalOrdersResponse
+from .models.Marketdata.ArrayOfL1BookSnapshot import ArrayOfL1BookSnapshot
+from .models.Marketdata.Candle import Candle
+from .models.Marketdata.HistoricalCandlesRequest import HistoricalCandlesRequest
+from .models.Marketdata.HistoricalCandlesResponse import HistoricalCandlesResponse
+from .models.Marketdata.L1BookSnapshot import L1BookSnapshot
+from .models.Marketdata.L1BookSnapshotRequest import L1BookSnapshotRequest
+from .models.Marketdata.L1BookSnapshotsRequest import L1BookSnapshotsRequest
+from .models.Marketdata.L2BookSnapshot import L2BookSnapshot
+from .models.Marketdata.L2BookSnapshotRequest import L2BookSnapshotRequest
+from .models.Marketdata.L2BookUpdate import L2BookUpdate
+from .models.Marketdata.Liquidation import Liquidation
+from .models.Marketdata.MarketStatus import MarketStatus
+from .models.Marketdata.MarketStatusRequest import MarketStatusRequest
+from .models.Marketdata.SubscribeCandlesRequest import SubscribeCandlesRequest
+from .models.Marketdata.SubscribeCurrentCandlesRequest import (
+    SubscribeCurrentCandlesRequest,
+)
+from .models.Marketdata.SubscribeL1BookSnapshotsRequest import (
+    SubscribeL1BookSnapshotsRequest,
+)
+from .models.Marketdata.SubscribeL2BookUpdatesRequest import (
+    SubscribeL2BookUpdatesRequest,
+)
+from .models.Marketdata.SubscribeLiquidationsRequest import SubscribeLiquidationsRequest
+from .models.Marketdata.SubscribeManyCandlesRequest import SubscribeManyCandlesRequest
+from .models.Marketdata.SubscribeTickersRequest import SubscribeTickersRequest
+from .models.Marketdata.SubscribeTradesRequest import SubscribeTradesRequest
+from .models.Marketdata.Ticker import Ticker
+from .models.Marketdata.TickerRequest import TickerRequest
+from .models.Marketdata.TickersRequest import TickersRequest
+from .models.Marketdata.TickersResponse import TickersResponse
+from .models.Marketdata.TickerUpdate import TickerUpdate
+from .models.Marketdata.Trade import Trade
+from .models.Symbology.SymbolsRequest import SymbolsRequest
+from .models.Symbology.SymbolsResponse import SymbolsResponse
+from .resolve_endpoint import resolve_endpoint
+
+__all__ = [
+    "Account",
+    "AccountHistoryRequest",
+    "AccountHistoryResponse",
+    "AccountIdOrName",
+    "AccountPosition",
+    "AccountStatistics",
+    "AccountsRequest",
+    "AccountsResponse",
+    "AccountSummaryRequest",
+    "AccountSummary",
+    "AccountSummariesRequest",
+    "AccountSummariesResponse",
+    "AccountWithPermissions",
+    "ArrayOfL1BookSnapshot",
+    "Candle",
+    "CandleWidth",
+    "CreateJwtRequest",
+    "CreateJwtResponse",
+    "ConfigRequest",
+    "ConfigResponse",
+    "CptyRequest",
+    "CptyResponse",
+    "CptysRequest",
+    "CptysResponse",
+    "CptyStatus",
+    "CptyStatusRequest",
+    "HistoricalFillsRequest",
+    "HistoricalFillsResponse",
+    "HistoricalOrdersRequest",
+    "HistoricalOrdersResponse",
+    "HistoricalCandlesRequest",
+    "HistoricalCandlesResponse",
+    "L1BookSnapshot",
+    "L1BookSnapshotRequest",
+    "L1BookSnapshotsRequest",
+    "L2BookSnapshot",
+    "L2BookSnapshotRequest",
+    "L2BookUpdate",
+    "L2BookDiff",
+    "Liquidation",
+    "MarketStatus",
+    "MarketStatusRequest",
+    "OrderId",
+    "OrderSource",
+    "OrderType",
+    "SortTickersBy",
+    "SubscribeCandlesRequest",
+    "SubscribeCurrentCandlesRequest",
+    "SubscribeL1BookSnapshotsRequest",
+    "SubscribeL2BookUpdatesRequest",
+    "SubscribeLiquidationsRequest",
+    "SubscribeManyCandlesRequest",
+    "SubscribeTickersRequest",
+    "SubscribeTradesRequest",
+    "Ticker",
+    "TickerRequest",
+    "TickersRequest",
+    "TickersResponse",
+    "TickerUpdate",
+    "TimeInForce",
+    "TimeInForceEnum",
+    "Trade",
+    "TraderIdOrEmail",
+    "resolve_endpoint",
+    "SymbolsRequest",
+    "SymbolsResponse",
+]