architect-py 5.0.0b2__py3-none-any.whl → 5.1.0b1__py3-none-any.whl

architect_py/__init__.py

@@ -1,15 +1,442 @@
-__version__ = "5.0.0b2"
+# ruff: noqa:I001
 
+__version__ = "5.1.0b1"
+
+from .utils.nearest_tick import TickRoundMethod
 from .async_client import AsyncClient
 from .client import Client
-from .common_types import OrderDir, TradableProduct
-from .grpc import CandleWidth, TimeInForceEnum
+from .common_types import OrderDir, TradableProduct, TimeInForce, Venue
+from .grpc.models.definitions import (
+    AccountIdOrName,
+    AccountPosition,
+    AccountStatistics,
+    AlgoOrderStatus,
+    CancelStatus,
+    CandleWidth,
+    CptyLogoutRequest,
+    DateTimeOrUtc,
+    Deposit,
+    HealthMetric,
+    HealthStatus,
+    L2BookDiff,
+    OrderId,
+    OrderOut,
+    OrderRejectReason,
+    OrderSource,
+    OrderStale,
+    OrderStatus,
+    OrderType,
+    ProductCatalogInfo,
+    RqdAccountStatistics,
+    SortTickersBy,
+    Statement,
+    TraderIdOrEmail,
+    UserId,
+    Withdrawal,
+    AccountPermissions,
+    AliasKind,
+    DerivativeKind,
+    FillKind,
+    Unit,
+    MinOrderQuantityUnit,
+    OptionsExerciseType,
+    PriceDisplayFormat,
+    Fiat,
+    Commodity,
+    Crypto,
+    Equity,
+    Index,
+    Future,
+    Perpetual,
+    Unknown,
+    PutOrCall,
+    SnapshotOrUpdateForStringAndProductCatalogInfo1,
+    SnapshotOrUpdateForStringAndProductCatalogInfo2,
+    SnapshotOrUpdateForStringAndString1,
+    SnapshotOrUpdateForStringAndString2,
+    SimpleDecimal,
+    Varying1,
+    Varying,
+    AccountName,
+    OptionLike,
+    EventContractSeriesInstance2,
+    OptionsSeriesInstance,
+    SpreadLeg,
+    Outcome,
+    AberrantFill,
+    CancelReject,
+    CptyLoginRequest,
+    ExecutionInfo,
+    Fill,
+    OptionsContract,
+    OptionsGreeks,
+    OptionsSeriesInfo,
+    OrderAck,
+    OrderCanceled,
+    OrderCanceling,
+    OrderReject,
+    SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString1,
+    SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString2,
+    SnapshotOrUpdateForStringAndOptionsSeriesInfo1,
+    SnapshotOrUpdateForStringAndOptionsSeriesInfo2,
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1,
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2,
+    Account,
+    FutureSpread,
+    Option,
+    SnapshotOrUpdateForStringAndExecutionInfo1,
+    SnapshotOrUpdateForStringAndExecutionInfo2,
+    Enumerated,
+    EventContractSeriesInstance1,
+    AccountWithPermissions,
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo1,
+    SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo2,
+    EventContract,
+    ProductInfo,
+    SnapshotOrUpdateForStringAndProductInfo1,
+    SnapshotOrUpdateForStringAndProductInfo2,
+)
+from .grpc.models.Accounts.AccountsRequest import AccountsRequest
+from .grpc.models.Accounts.AccountsResponse import AccountsResponse
+from .grpc.models.Algo.AlgoOrder import AlgoOrder
+from .grpc.models.Algo.AlgoOrderRequest import AlgoOrderRequest
+from .grpc.models.Algo.AlgoOrdersRequest import AlgoOrdersRequest
+from .grpc.models.Algo.AlgoOrdersResponse import AlgoOrdersResponse
+from .grpc.models.Algo.CreateAlgoOrderRequest import CreateAlgoOrderRequest
+from .grpc.models.Algo.PauseAlgoRequest import PauseAlgoRequest
+from .grpc.models.Algo.PauseAlgoResponse import PauseAlgoResponse
+from .grpc.models.Algo.StartAlgoRequest import StartAlgoRequest
+from .grpc.models.Algo.StartAlgoResponse import StartAlgoResponse
+from .grpc.models.Algo.StopAlgoRequest import StopAlgoRequest
+from .grpc.models.Algo.StopAlgoResponse import StopAlgoResponse
+from .grpc.models.Auth.CreateJwtRequest import CreateJwtRequest
+from .grpc.models.Auth.CreateJwtResponse import CreateJwtResponse
+from .grpc.models.Boss.DepositsRequest import DepositsRequest
+from .grpc.models.Boss.DepositsResponse import DepositsResponse
+from .grpc.models.Boss.RqdAccountStatisticsRequest import RqdAccountStatisticsRequest
+from .grpc.models.Boss.RqdAccountStatisticsResponse import RqdAccountStatisticsResponse
+from .grpc.models.Boss.StatementUrlRequest import StatementUrlRequest
+from .grpc.models.Boss.StatementUrlResponse import StatementUrlResponse
+from .grpc.models.Boss.StatementsRequest import StatementsRequest
+from .grpc.models.Boss.StatementsResponse import StatementsResponse
+from .grpc.models.Boss.WithdrawalsRequest import WithdrawalsRequest
+from .grpc.models.Boss.WithdrawalsResponse import WithdrawalsResponse
+from .grpc.models.Core.ConfigRequest import ConfigRequest
+from .grpc.models.Core.ConfigResponse import ConfigResponse
+from .grpc.models.Core.RestartCptyRequest import RestartCptyRequest
+from .grpc.models.Core.RestartCptyResponse import RestartCptyResponse
+from .grpc.models.Cpty.CptyRequest import CptyRequest
+from .grpc.models.Cpty.CptyResponse import CptyResponse
+from .grpc.models.Cpty.CptyStatus import CptyStatus
+from .grpc.models.Cpty.CptyStatusRequest import CptyStatusRequest
+from .grpc.models.Cpty.CptysRequest import CptysRequest
+from .grpc.models.Cpty.CptysResponse import CptysResponse
+from .grpc.models.Folio.AccountHistoryRequest import AccountHistoryRequest
+from .grpc.models.Folio.AccountHistoryResponse import AccountHistoryResponse
+from .grpc.models.Folio.AccountSummariesRequest import AccountSummariesRequest
+from .grpc.models.Folio.AccountSummariesResponse import AccountSummariesResponse
+from .grpc.models.Folio.AccountSummary import AccountSummary
+from .grpc.models.Folio.AccountSummaryRequest import AccountSummaryRequest
+from .grpc.models.Folio.HistoricalFillsRequest import HistoricalFillsRequest
+from .grpc.models.Folio.HistoricalFillsResponse import HistoricalFillsResponse
+from .grpc.models.Folio.HistoricalOrdersRequest import HistoricalOrdersRequest
+from .grpc.models.Folio.HistoricalOrdersResponse import HistoricalOrdersResponse
+from .grpc.models.Health.HealthCheckRequest import HealthCheckRequest
+from .grpc.models.Health.HealthCheckResponse import HealthCheckResponse
+from .grpc.models.Marketdata.ArrayOfL1BookSnapshot import ArrayOfL1BookSnapshot
+from .grpc.models.Marketdata.Candle import Candle
+from .grpc.models.Marketdata.HistoricalCandlesRequest import HistoricalCandlesRequest
+from .grpc.models.Marketdata.HistoricalCandlesResponse import HistoricalCandlesResponse
+from .grpc.models.Marketdata.L1BookSnapshot import L1BookSnapshot
+from .grpc.models.Marketdata.L1BookSnapshotRequest import L1BookSnapshotRequest
+from .grpc.models.Marketdata.L1BookSnapshotsRequest import L1BookSnapshotsRequest
+from .grpc.models.Marketdata.L2BookSnapshot import L2BookSnapshot
+from .grpc.models.Marketdata.L2BookSnapshotRequest import L2BookSnapshotRequest
+from .grpc.models.Marketdata.L2BookUpdate import L2BookUpdate
+from .grpc.models.Marketdata.Liquidation import Liquidation
+from .grpc.models.Marketdata.MarketStatus import MarketStatus
+from .grpc.models.Marketdata.MarketStatusRequest import MarketStatusRequest
+from .grpc.models.Marketdata.SubscribeCandlesRequest import SubscribeCandlesRequest
+from .grpc.models.Marketdata.SubscribeCurrentCandlesRequest import (
+    SubscribeCurrentCandlesRequest,
+)
+from .grpc.models.Marketdata.SubscribeL1BookSnapshotsRequest import (
+    SubscribeL1BookSnapshotsRequest,
+)
+from .grpc.models.Marketdata.SubscribeL2BookUpdatesRequest import (
+    SubscribeL2BookUpdatesRequest,
+)
+from .grpc.models.Marketdata.SubscribeLiquidationsRequest import (
+    SubscribeLiquidationsRequest,
+)
+from .grpc.models.Marketdata.SubscribeManyCandlesRequest import (
+    SubscribeManyCandlesRequest,
+)
+from .grpc.models.Marketdata.SubscribeTickersRequest import SubscribeTickersRequest
+from .grpc.models.Marketdata.SubscribeTradesRequest import SubscribeTradesRequest
+from .grpc.models.Marketdata.Ticker import Ticker
+from .grpc.models.Marketdata.TickerRequest import TickerRequest
+from .grpc.models.Marketdata.TickerUpdate import TickerUpdate
+from .grpc.models.Marketdata.TickersRequest import TickersRequest
+from .grpc.models.Marketdata.TickersResponse import TickersResponse
+from .grpc.models.Marketdata.Trade import Trade
+from .grpc.models.Oms.Cancel import Cancel
+from .grpc.models.Oms.CancelAllOrdersRequest import CancelAllOrdersRequest
+from .grpc.models.Oms.CancelAllOrdersResponse import CancelAllOrdersResponse
+from .grpc.models.Oms.CancelOrderRequest import CancelOrderRequest
+from .grpc.models.Oms.OpenOrdersRequest import OpenOrdersRequest
+from .grpc.models.Oms.OpenOrdersResponse import OpenOrdersResponse
+from .grpc.models.Oms.Order import Order
+from .grpc.models.Oms.PendingCancelsRequest import PendingCancelsRequest
+from .grpc.models.Oms.PendingCancelsResponse import PendingCancelsResponse
+from .grpc.models.Oms.PlaceOrderRequest import PlaceOrderRequest
+from .grpc.models.OptionsMarketdata.OptionsChain import OptionsChain
+from .grpc.models.OptionsMarketdata.OptionsChainGreeks import OptionsChainGreeks
+from .grpc.models.OptionsMarketdata.OptionsChainGreeksRequest import (
+    OptionsChainGreeksRequest,
+)
+from .grpc.models.OptionsMarketdata.OptionsChainRequest import OptionsChainRequest
+from .grpc.models.OptionsMarketdata.OptionsExpirations import OptionsExpirations
+from .grpc.models.OptionsMarketdata.OptionsExpirationsRequest import (
+    OptionsExpirationsRequest,
+)
+from .grpc.models.Orderflow.Dropcopy import Dropcopy
+from .grpc.models.Orderflow.DropcopyRequest import DropcopyRequest
+from .grpc.models.Orderflow.Orderflow import Orderflow
+from .grpc.models.Orderflow.OrderflowRequest import OrderflowRequest
+from .grpc.models.Orderflow.SubscribeOrderflowRequest import SubscribeOrderflowRequest
+from .grpc.models.Symbology.DownloadProductCatalogRequest import (
+    DownloadProductCatalogRequest,
+)
+from .grpc.models.Symbology.DownloadProductCatalogResponse import (
+    DownloadProductCatalogResponse,
+)
+from .grpc.models.Symbology.ExecutionInfoRequest import ExecutionInfoRequest
+from .grpc.models.Symbology.ExecutionInfoResponse import ExecutionInfoResponse
+from .grpc.models.Symbology.PruneExpiredSymbolsRequest import PruneExpiredSymbolsRequest
+from .grpc.models.Symbology.PruneExpiredSymbolsResponse import (
+    PruneExpiredSymbolsResponse,
+)
+from .grpc.models.Symbology.SubscribeSymbology import SubscribeSymbology
+from .grpc.models.Symbology.SymbologyRequest import SymbologyRequest
+from .grpc.models.Symbology.SymbologySnapshot import SymbologySnapshot
+from .grpc.models.Symbology.SymbologyUpdate import SymbologyUpdate
+from .grpc.models.Symbology.SymbolsRequest import SymbolsRequest
+from .grpc.models.Symbology.SymbolsResponse import SymbolsResponse
+from .grpc.models.Symbology.UploadProductCatalogRequest import (
+    UploadProductCatalogRequest,
+)
+from .grpc.models.Symbology.UploadProductCatalogResponse import (
+    UploadProductCatalogResponse,
+)
+from .grpc.models.Symbology.UploadSymbologyRequest import UploadSymbologyRequest
+from .grpc.models.Symbology.UploadSymbologyResponse import UploadSymbologyResponse
 
 __all__ = [
+    "AberrantFill",
+    "Account",
+    "AccountHistoryRequest",
+    "AccountHistoryResponse",
+    "AccountIdOrName",
+    "AccountName",
+    "AccountPermissions",
+    "AccountPosition",
+    "AccountStatistics",
+    "AccountSummariesRequest",
+    "AccountSummariesResponse",
+    "AccountSummary",
+    "AccountSummaryRequest",
+    "AccountWithPermissions",
+    "AccountsRequest",
+    "AccountsResponse",
+    "AlgoOrder",
+    "AlgoOrderRequest",
+    "AlgoOrderStatus",
+    "AlgoOrdersRequest",
+    "AlgoOrdersResponse",
+    "AliasKind",
+    "ArrayOfL1BookSnapshot",
     "AsyncClient",
-    "Client",
+    "Cancel",
+    "CancelAllOrdersRequest",
+    "CancelAllOrdersResponse",
+    "CancelOrderRequest",
+    "CancelReject",
+    "CancelStatus",
+    "Candle",
     "CandleWidth",
+    "Client",
+    "Commodity",
+    "ConfigRequest",
+    "ConfigResponse",
+    "CptyLoginRequest",
+    "CptyLogoutRequest",
+    "CptyRequest",
+    "CptyResponse",
+    "CptyStatus",
+    "CptyStatusRequest",
+    "CptysRequest",
+    "CptysResponse",
+    "CreateAlgoOrderRequest",
+    "CreateJwtRequest",
+    "CreateJwtResponse",
+    "Crypto",
+    "DateTimeOrUtc",
+    "Deposit",
+    "DepositsRequest",
+    "DepositsResponse",
+    "DerivativeKind",
+    "DownloadProductCatalogRequest",
+    "DownloadProductCatalogResponse",
+    "Dropcopy",
+    "DropcopyRequest",
+    "Enumerated",
+    "Equity",
+    "EventContract",
+    "EventContractSeriesInstance1",
+    "EventContractSeriesInstance2",
+    "ExecutionInfo",
+    "ExecutionInfoRequest",
+    "ExecutionInfoResponse",
+    "Fiat",
+    "Fill",
+    "FillKind",
+    "Future",
+    "FutureSpread",
+    "HealthCheckRequest",
+    "HealthCheckResponse",
+    "HealthMetric",
+    "HealthStatus",
+    "HistoricalCandlesRequest",
+    "HistoricalCandlesResponse",
+    "HistoricalFillsRequest",
+    "HistoricalFillsResponse",
+    "HistoricalOrdersRequest",
+    "HistoricalOrdersResponse",
+    "Index",
+    "L1BookSnapshot",
+    "L1BookSnapshotRequest",
+    "L1BookSnapshotsRequest",
+    "L2BookDiff",
+    "L2BookSnapshot",
+    "L2BookSnapshotRequest",
+    "L2BookUpdate",
+    "Liquidation",
+    "MarketStatus",
+    "MarketStatusRequest",
+    "MinOrderQuantityUnit",
+    "OpenOrdersRequest",
+    "OpenOrdersResponse",
+    "Option",
+    "OptionLike",
+    "OptionsChain",
+    "OptionsChainGreeks",
+    "OptionsChainGreeksRequest",
+    "OptionsChainRequest",
+    "OptionsContract",
+    "OptionsExerciseType",
+    "OptionsExpirations",
+    "OptionsExpirationsRequest",
+    "OptionsGreeks",
+    "OptionsSeriesInfo",
+    "OptionsSeriesInstance",
+    "Order",
+    "OrderAck",
+    "OrderCanceled",
+    "OrderCanceling",
     "OrderDir",
+    "OrderId",
+    "OrderOut",
+    "OrderReject",
+    "OrderRejectReason",
+    "OrderSource",
+    "OrderStale",
+    "OrderStatus",
+    "OrderType",
+    "Orderflow",
+    "OrderflowRequest",
+    "Outcome",
+    "PauseAlgoRequest",
+    "PauseAlgoResponse",
+    "PendingCancelsRequest",
+    "PendingCancelsResponse",
+    "Perpetual",
+    "PlaceOrderRequest",
+    "PriceDisplayFormat",
+    "ProductCatalogInfo",
+    "ProductInfo",
+    "PruneExpiredSymbolsRequest",
+    "PruneExpiredSymbolsResponse",
+    "PutOrCall",
+    "RestartCptyRequest",
+    "RestartCptyResponse",
+    "RqdAccountStatistics",
+    "RqdAccountStatisticsRequest",
+    "RqdAccountStatisticsResponse",
+    "SimpleDecimal",
+    "SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString1",
+    "SnapshotOrUpdateForAliasKindAndSnapshotOrUpdateForStringAndString2",
+    "SnapshotOrUpdateForStringAndExecutionInfo1",
+    "SnapshotOrUpdateForStringAndExecutionInfo2",
+    "SnapshotOrUpdateForStringAndOptionsSeriesInfo1",
+    "SnapshotOrUpdateForStringAndOptionsSeriesInfo2",
+    "SnapshotOrUpdateForStringAndProductCatalogInfo1",
+    "SnapshotOrUpdateForStringAndProductCatalogInfo2",
+    "SnapshotOrUpdateForStringAndProductInfo1",
+    "SnapshotOrUpdateForStringAndProductInfo2",
+    "SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo1",
+    "SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndExecutionInfo2",
+    "SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1",
+    "SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2",
+    "SnapshotOrUpdateForStringAndString1",
+    "SnapshotOrUpdateForStringAndString2",
+    "SortTickersBy",
+    "SpreadLeg",
+    "StartAlgoRequest",
+    "StartAlgoResponse",
+    "Statement",
+    "StatementUrlRequest",
+    "StatementUrlResponse",
+    "StatementsRequest",
+    "StatementsResponse",
+    "StopAlgoRequest",
+    "StopAlgoResponse",
+    "SubscribeCandlesRequest",
+    "SubscribeCurrentCandlesRequest",
+    "SubscribeL1BookSnapshotsRequest",
+    "SubscribeL2BookUpdatesRequest",
+    "SubscribeLiquidationsRequest",
+    "SubscribeManyCandlesRequest",
+    "SubscribeOrderflowRequest",
+    "SubscribeSymbology",
+    "SubscribeTickersRequest",
+    "SubscribeTradesRequest",
+    "SymbologyRequest",
+    "SymbologySnapshot",
+    "SymbologyUpdate",
+    "SymbolsRequest",
+    "SymbolsResponse",
+    "TickRoundMethod",
+    "Ticker",
+    "TickerRequest",
+    "TickerUpdate",
+    "TickersRequest",
+    "TickersResponse",
+    "TimeInForce",
     "TradableProduct",
-    "TimeInForceEnum",
+    "Trade",
+    "TraderIdOrEmail",
+    "Unit",
+    "Unknown",
+    "UploadProductCatalogRequest",
+    "UploadProductCatalogResponse",
+    "UploadSymbologyRequest",
+    "UploadSymbologyResponse",
+    "UserId",
+    "Varying",
+    "Varying1",
+    "Venue",
+    "Withdrawal",
+    "WithdrawalsRequest",
+    "WithdrawalsResponse",
 ]

architect_py/async_client.py

@@ -18,38 +18,37 @@ from typing import (
 import grpc
 import pandas as pd
 
-from architect_py.grpc.models.Oms.Cancel import Cancel
-from architect_py.grpc.models.Oms.CancelAllOrdersRequest import CancelAllOrdersRequest
-from architect_py.grpc.models.Oms.CancelOrderRequest import CancelOrderRequest
-from architect_py.grpc.models.Oms.OpenOrdersRequest import OpenOrdersRequest
-from architect_py.grpc.models.Oms.Order import Order
-from architect_py.grpc.models.Oms.PlaceOrderRequest import (
-    PlaceOrderRequest,
+# cannot do architect_py import * due to circular import
+from architect_py.common_types import OrderDir, TimeInForce, TradableProduct, Venue
+from architect_py.graphql_client import GraphQLClient
+from architect_py.graphql_client.exceptions import GraphQLClientGraphQLMultiError
+from architect_py.graphql_client.fragments import (
+    ExecutionInfoFields,
+    ProductInfoFields,
+)
+from architect_py.grpc.client import GrpcClient
+from architect_py.grpc.models import *
+from architect_py.grpc.models.definitions import (
+    AccountIdOrName,
+    AccountWithPermissions,
+    CandleWidth,
+    L2BookDiff,
+    OrderId,
+    OrderSource,
+    OrderType,
+    SortTickersBy,
+    TraderIdOrEmail,
 )
-from architect_py.grpc.models.Orderflow.Orderflow import Orderflow
 from architect_py.grpc.models.Orderflow.OrderflowRequest import (
-    OrderflowRequest,
     OrderflowRequest_route,
     OrderflowRequestUnannotatedResponseType,
 )
-from architect_py.grpc.models.Orderflow.SubscribeOrderflowRequest import (
-    SubscribeOrderflowRequest,
-)
-
-from .common_types import OrderDir, TradableProduct, Venue
-from .graphql_client import GraphQLClient
-from .graphql_client.exceptions import GraphQLClientGraphQLMultiError
-from .graphql_client.fragments import (
-    ExecutionInfoFields,
-    ProductInfoFields,
-)
-from .grpc import *
-from .grpc.client import GrpcClient
-from .utils.nearest_tick import TickRoundMethod
-from .utils.orderbook import update_orderbook_side
-from .utils.pandas import candles_to_dataframe
-from .utils.price_bands import price_band_pairs
-from .utils.symbol_parsing import nominative_expiration
+from architect_py.grpc.resolve_endpoint import resolve_endpoint
+from architect_py.utils.nearest_tick import TickRoundMethod
+from architect_py.utils.orderbook import update_orderbook_side
+from architect_py.utils.pandas import candles_to_dataframe
+from architect_py.utils.price_bands import price_band_pairs
+from architect_py.utils.symbol_parsing import nominative_expiration
 
 
 class AsyncClient:
@@ -73,8 +72,8 @@ class AsyncClient:
     @staticmethod
     async def connect(
         *,
-        api_key: Optional[str] = None,
-        api_secret: Optional[str] = None,
+        api_key: str,
+        api_secret: str,
         paper_trading: bool,
         endpoint: str = "https://app.architect.co",
         graphql_port: Optional[int] = None,
@@ -83,6 +82,8 @@ class AsyncClient:
         """
         Connect to an Architect installation.
 
+        An `api_key` and `api_secret` can be created at https://app.architect.co/api-keys
+
         Raises ValueError if the API key and secret are not the correct length or contain invalid characters.
         """
         if paper_trading:
@@ -106,6 +107,14 @@ class AsyncClient:
             f"Resolved endpoint {endpoint}: {grpc_host}:{grpc_port} use_ssl={use_ssl}"
         )
 
+        # Sanity check paper trading on prod environments
+        if paper_trading:
+            if grpc_host == "app.architect.co" or grpc_host == "staging.architect.co":
+                if grpc_port != 10081:
+                    raise ValueError("Wrong gRPC port for paper trading")
+                if graphql_port is not None and graphql_port != 5678:
+                    raise ValueError("Wrong GraphQL port for paper trading")
+
         client = AsyncClient(
             api_key=api_key,
             api_secret=api_secret,
@@ -152,11 +161,6 @@ class AsyncClient:
                 "API secret must be a Base64-encoded string, 44 characters long"
             )
 
-        if paper_trading and (graphql_port is not None or grpc_port is not None):
-            raise ValueError(
-                "If paper_trading is True, graphql_port and grpc_port must be None"
-            )
-
         if graphql_port is None:
             if paper_trading:
                 graphql_port = 5678
@@ -439,7 +443,7 @@ class AsyncClient:
 
     async def get_execution_infos(
         self,
-        symbols: Optional[list[TradableProduct]],
+        symbols: Optional[list[TradableProduct | str]],
         execution_venue: Optional[str] = None,
     ) -> Sequence[ExecutionInfoFields]:
         """
@@ -455,9 +459,11 @@ class AsyncClient:
             that were asked for, or in the same order; any duplicates or invalid
             symbols will be ignored.
         """
-        res = await self.graphql_client.get_execution_infos_query(
-            symbols, execution_venue
-        )
+        if symbols is not None:
+            tps = [TradableProduct(symbol) for symbol in symbols]
+        else:
+            tps = None
+        res = await self.graphql_client.get_execution_infos_query(tps, execution_venue)
         return res.execution_infos
 
     async def get_cme_first_notice_date(self, symbol: str) -> Optional[date]:
@@ -499,6 +505,33 @@ class AsyncClient:
         res = await self.graphql_client.get_future_series_query(series_symbol)
         return res.futures_series
 
+    async def get_front_future(
+        self, series_symbol: str, venue: str, by_volume: bool = True
+    ) -> str:
+        """
+        Gets the future with the most volume in a series.
+
+        Args:
+            series_symbol: the futures series
+                e.g. "ES CME Futures" would yield the lead future for the ES series
+            venue: the venue to get the lead future for, e.g. "CME"
+            by_volume: if True, sort by volume; otherwise sort by expiration date
+
+        Returns:
+            The lead future symbol
+        """
+        futures = await self.get_futures_series(series_symbol)
+        if not by_volume:
+            futures.sort()
+            return futures[0]
+        else:
+            grpc_client = await self.marketdata(venue)
+            req = TickersRequest(
+                symbols=futures, k=SortTickersBy.VOLUME_DESC, venue=venue
+            )
+            res: TickersResponse = await grpc_client.unary_unary(req)
+            return res.tickers[0].symbol
+
     @staticmethod
     def get_expiration_from_CME_name(name: str) -> Optional[date]:
         """
@@ -1157,6 +1190,12 @@ class AsyncClient:
             to_exclusive=to_exclusive,
         )
         orders = await grpc_client.unary_unary(historical_orders_request)
+        if orders is None:
+            raise ValueError(
+                "No orders found for the given filters. "
+                "If order_ids is not specified, then from_inclusive and to_exclusive "
+                "MUST be specified."
+            )
         return orders.orders
 
     async def get_order(self, order_id: OrderId) -> Optional[Order]:
@@ -1302,8 +1341,6 @@ class AsyncClient:
             async for of in client.subscribe_orderflow_stream(request):
                 print(of)
             ```
-
-        This WILL block the event loop until the stream is closed.
         """
         grpc_client = await self.core()
         request: SubscribeOrderflowRequest = SubscribeOrderflowRequest(
@@ -1348,7 +1385,7 @@ class AsyncClient:
         quantity: Decimal,
         limit_price: Decimal,
         order_type: OrderType = OrderType.LIMIT,
-        time_in_force: TimeInForce = TimeInForceEnum.DAY,
+        time_in_force: TimeInForce = TimeInForce.DAY,
         price_round_method: Optional[TickRoundMethod] = None,
         account: Optional[str] = None,
         trader: Optional[str] = None,
@@ -1446,7 +1483,7 @@ class AsyncClient:
         execution_venue: str,
         odir: OrderDir,
         quantity: Decimal,
-        time_in_force: TimeInForce = TimeInForceEnum.DAY,
+        time_in_force: TimeInForce = TimeInForce.DAY,
         account: Optional[str] = None,
         fraction_through_market: Decimal = Decimal("0.001"),
     ) -> Order:
@@ -1498,7 +1535,7 @@ class AsyncClient:
             limit_price = ticker.bid_price * (1 - fraction_through_market)
             if price_band and ticker.last_price:
                 price_band_reference_price = ticker.last_price - price_band
-                limit_price = min(limit_price, price_band_reference_price)
+                limit_price = max(limit_price, price_band_reference_price)
 
         # Conservatively round price to nearest tick
         tick_round_method = (