architect-py 5.0.0b3__py3-none-any.whl → 5.1.0__py3-none-any.whl

architect_py/graphql_client/enums.py

@@ -4,78 +4,6 @@
 from enum import Enum
 
 
-class CancelStatus(str, Enum):
-    PENDING = "PENDING"
-    ACKED = "ACKED"
-    REJECTED = "REJECTED"
-    OUT = "OUT"
-
-
-class CandleWidth(str, Enum):
-    ONE_SECOND = "ONE_SECOND"
-    FIVE_SECOND = "FIVE_SECOND"
-    ONE_MINUTE = "ONE_MINUTE"
-    FIFTEEN_MINUTE = "FIFTEEN_MINUTE"
-    ONE_HOUR = "ONE_HOUR"
-    ONE_DAY = "ONE_DAY"
-
-
-class FillKind(str, Enum):
-    NORMAL = "NORMAL"
-    REVERSAL = "REVERSAL"
-    CORRECTION = "CORRECTION"
-
-
 class MinOrderQuantityUnit(str, Enum):
     BASE = "BASE"
     QUOTE = "QUOTE"
-
-
-class OrderSource(str, Enum):
-    API = "API"
-    GUI = "GUI"
-    ALGO = "ALGO"
-    RECONCILED = "RECONCILED"
-    CLI = "CLI"
-    TELEGRAM = "TELEGRAM"
-    OTHER = "OTHER"
-
-
-class OrderStatus(str, Enum):
-    PENDING = "PENDING"
-    OPEN = "OPEN"
-    REJECTED = "REJECTED"
-    OUT = "OUT"
-    CANCELING = "CANCELING"
-    CANCELED = "CANCELED"
-    RECONCILED_OUT = "RECONCILED_OUT"
-    STALE = "STALE"
-    UNKNOWN = "UNKNOWN"
-
-
-class OrderType(str, Enum):
-    LIMIT = "LIMIT"
-    STOP_LOSS_LIMIT = "STOP_LOSS_LIMIT"
-    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"
-    CHANGE_DESC = "CHANGE_DESC"
-    ABS_CHANGE_DESC = "ABS_CHANGE_DESC"
-
-
-class TimeInForce(str, Enum):
-    GTC = "GTC"
-    GTD = "GTD"
-    DAY = "DAY"
-    IOC = "IOC"
-    FOK = "FOK"
-    ATO = "ATO"
-    ATC = "ATC"

architect_py/graphql_client/fragments.py

@@ -1,93 +1,14 @@
 # Generated by ariadne-codegen
 # Source: queries.graphql
 
-from datetime import date, datetime
+from datetime import date
 from decimal import Decimal
-from typing import Annotated, List, Optional
-from uuid import UUID
+from typing import List, Optional
 
-from pydantic import BeforeValidator, Field
-
-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 pydantic import Field
 
 from .base_model import BaseModel
-from .enums import (
-    CancelStatus,
-    CandleWidth,
-    MinOrderQuantityUnit,
-    OrderSource,
-    OrderStatus,
-    OrderType,
-    TimeInForce,
-)
-
-
-class AccountSummaryFields(BaseModel):
-    account: UUID
-    timestamp: datetime
-    balances: List["AccountSummaryFieldsBalances"]
-    positions: List["AccountSummaryFieldsPositions"]
-    unrealized_pnl: Optional[Decimal] = Field(alias="unrealizedPnl")
-    realized_pnl: Optional[Decimal] = Field(alias="realizedPnl")
-    equity: Optional[Decimal]
-    yesterday_equity: Optional[Decimal] = Field(alias="yesterdayEquity")
-    cash_excess: Optional[Decimal] = Field(alias="cashExcess")
-    purchasing_power: Optional[Decimal] = Field(alias="purchasingPower")
-    total_margin: Optional[Decimal] = Field(alias="totalMargin")
-    position_margin: Optional[Decimal] = Field(alias="positionMargin")
-
-
-class AccountSummaryFieldsBalances(BaseModel):
-    product: str
-    balance: Decimal
-
-
-class AccountSummaryFieldsPositions(BaseModel):
-    symbol: Annotated[TradableProduct, BeforeValidator(parse_tradable_product)]
-    quantity: Decimal
-    trade_time: Optional[datetime] = Field(alias="tradeTime")
-    cost_basis: Optional[Decimal] = Field(alias="costBasis")
-    break_even_price: Optional[Decimal] = Field(alias="breakEvenPrice")
-    liquidation_price: Optional[Decimal] = Field(alias="liquidationPrice")
-
-
-class AccountWithPermissionsFields(BaseModel):
-    account: "AccountWithPermissionsFieldsAccount"
-    trader: str
-    permissions: "AccountWithPermissionsFieldsPermissions"
-
-
-class AccountWithPermissionsFieldsAccount(BaseModel):
-    id: UUID
-    name: str
-
-
-class AccountWithPermissionsFieldsPermissions(BaseModel):
-    list: bool
-    view: bool
-    trade: bool
-    reduce_or_close: bool = Field(alias="reduceOrClose")
-    set_limits: bool = Field(alias="setLimits")
-
-
-class CancelFields(BaseModel):
-    cancel_id: UUID = Field(alias="cancelId")
-    order_id: str = Field(alias="orderId")
-    recv_time: Optional[datetime] = Field(alias="recvTime")
-    status: CancelStatus
-    reject_reason: Optional[str] = Field(alias="rejectReason")
-
-
-class CandleFields(BaseModel):
-    timestamp: Optional[datetime]
-    width: CandleWidth
-    open: Optional[Decimal]
-    high: Optional[Decimal]
-    low: Optional[Decimal]
-    close: Optional[Decimal]
-    volume: Decimal
+from .enums import MinOrderQuantityUnit
 
 
 class ExecutionInfoFields(BaseModel):
@@ -102,66 +23,6 @@ class ExecutionInfoFields(BaseModel):
     maintenance_margin: Optional[Decimal] = Field(alias="maintenanceMargin")
 
 
-class L2BookLevelFields(BaseModel):
-    price: Decimal
-    size: Decimal
-
-
-class L2BookFields(BaseModel):
-    timestamp: Optional[datetime]
-    bids: List["L2BookFieldsBids"]
-    asks: List["L2BookFieldsAsks"]
-
-
-class L2BookFieldsBids(L2BookLevelFields):
-    pass
-
-
-class L2BookFieldsAsks(L2BookLevelFields):
-    pass
-
-
-class MarketStatusFields(BaseModel):
-    symbol: str
-    is_trading: Optional[bool] = Field(alias="isTrading")
-    is_quoting: Optional[bool] = Field(alias="isQuoting")
-
-
-class MarketTickerFields(BaseModel):
-    symbol: str
-    timestamp: Optional[datetime]
-    bid_price: Optional[Decimal] = Field(alias="bidPrice")
-    bid_size: Optional[Decimal] = Field(alias="bidSize")
-    ask_price: Optional[Decimal] = Field(alias="askPrice")
-    ask_size: Optional[Decimal] = Field(alias="askSize")
-    last_price: Optional[Decimal] = Field(alias="lastPrice")
-    last_size: Optional[Decimal] = Field(alias="lastSize")
-
-
-class OrderFields(BaseModel):
-    id: str
-    parent_id: Optional[str] = Field(alias="parentId")
-    recv_time: Optional[datetime] = Field(alias="recvTime")
-    status: OrderStatus
-    reject_reason: Optional[str] = Field(alias="rejectReason")
-    reject_message: Optional[str] = Field(alias="rejectMessage")
-    symbol: str
-    trader: str
-    account: UUID
-    dir: Annotated[OrderDir, BeforeValidator(graphql_parse_order_dir)]
-    quantity: Decimal
-    filled_quantity: Decimal = Field(alias="filledQuantity")
-    average_fill_price: Optional[Decimal] = Field(alias="averageFillPrice")
-    order_type: OrderType = Field(alias="orderType")
-    limit_price: Optional[Decimal] = Field(alias="limitPrice")
-    post_only: Optional[bool] = Field(alias="postOnly")
-    trigger_price: Optional[Decimal] = Field(alias="triggerPrice")
-    time_in_force: TimeInForce = Field(alias="timeInForce")
-    good_til_date: Optional[datetime] = Field(alias="goodTilDate")
-    source: OrderSource
-    execution_venue: str = Field(alias="executionVenue")
-
-
 class SpreadLegFields(BaseModel):
     product: str
     quantity: Decimal
@@ -186,15 +47,6 @@ class ProductInfoFieldsSpreadLegs(SpreadLegFields):
     pass
 
 
-AccountSummaryFields.model_rebuild()
-AccountWithPermissionsFields.model_rebuild()
-CancelFields.model_rebuild()
-CandleFields.model_rebuild()
 ExecutionInfoFields.model_rebuild()
-L2BookLevelFields.model_rebuild()
-L2BookFields.model_rebuild()
-MarketStatusFields.model_rebuild()
-MarketTickerFields.model_rebuild()
-OrderFields.model_rebuild()
 SpreadLegFields.model_rebuild()
 ProductInfoFields.model_rebuild()

architect_py/grpc/__init__.py

@@ -1,143 +0,0 @@
-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",
-]

architect_py/grpc/client.py

@@ -8,6 +8,11 @@ from . import *
 from .utils import RequestType, ResponseTypeGeneric, decoders, encoder
 
 
+def dec_hook(type, obj):
+    # type should have a static method deserialize
+    return type.deserialize(obj)
+
+
 class GrpcClient:
     endpoint: str
     channel: grpc.aio.Channel
@@ -35,7 +40,7 @@ class GrpcClient:
         try:
             return decoders[response_type]
         except KeyError:
-            decoder = msgspec.json.Decoder(type=response_type)
+            decoder = msgspec.json.Decoder(type=response_type, dec_hook=dec_hook)
             decoders[response_type] = decoder
             return decoder
 

architect_py/grpc/models/Core/RestartCptyRequest.py

@@ -0,0 +1,40 @@
+# generated by datamodel-codegen:
+#   filename:  Core/RestartCptyRequest.json
+
+from __future__ import annotations
+from architect_py.grpc.models.Core.RestartCptyResponse import RestartCptyResponse
+
+from msgspec import Struct
+
+
+class RestartCptyRequest(Struct, omit_defaults=True):
+    cpty: str
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        cpty: str,
+    ):
+        return cls(
+            cpty,
+        )
+
+    def __str__(self) -> str:
+        return f"RestartCptyRequest(cpty={self.cpty})"
+
+    @staticmethod
+    def get_response_type():
+        return RestartCptyResponse
+
+    @staticmethod
+    def get_unannotated_response_type():
+        return RestartCptyResponse
+
+    @staticmethod
+    def get_route() -> str:
+        return "/json.architect.Core/RestartCpty"
+
+    @staticmethod
+    def get_rpc_method():
+        return "unary"

architect_py/grpc/models/Core/RestartCptyResponse.py

@@ -0,0 +1,20 @@
+# generated by datamodel-codegen:
+#   filename:  Core/RestartCptyResponse.json
+
+from __future__ import annotations
+
+from msgspec import Struct
+
+
+class RestartCptyResponse(Struct, omit_defaults=True):
+    pass
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+    ):
+        return cls()
+
+    def __str__(self) -> str:
+        return f"RestartCptyResponse()"

architect_py/grpc/models/Marketdata/Liquidation.py

@@ -10,7 +10,6 @@ from typing import Annotated
 
 from msgspec import Meta, Struct
 
-from .. import definitions
 
 
 class Liquidation(Struct, omit_defaults=True):

architect_py/grpc/models/Marketdata/Ticker.py

@@ -29,6 +29,9 @@ class Ticker(Struct, omit_defaults=True):
     ft: Optional[Annotated[Optional[datetime], Meta(title="next_funding_time")]] = None
     h: Optional[Annotated[Optional[Decimal], Meta(title="high_24h")]] = None
     ip: Optional[Annotated[Optional[Decimal], Meta(title="index_price")]] = None
+    isp: Optional[
+        Annotated[Optional[Decimal], Meta(title="indicative_settlement_price")]
+    ] = None
     l: Optional[Annotated[Optional[Decimal], Meta(title="low_24h")]] = None
     market_cap: Optional[Decimal] = None
     mp: Optional[Annotated[Optional[Decimal], Meta(title="mark_price")]] = None
@@ -68,6 +71,7 @@ class Ticker(Struct, omit_defaults=True):
         next_funding_time: Optional[datetime] = None,
         high_24h: Optional[Decimal] = None,
         index_price: Optional[Decimal] = None,
+        indicative_settlement_price: Optional[Decimal] = None,
         low_24h: Optional[Decimal] = None,
         market_cap: Optional[Decimal] = None,
         mark_price: Optional[Decimal] = None,
@@ -102,6 +106,7 @@ class Ticker(Struct, omit_defaults=True):
             next_funding_time,
             high_24h,
             index_price,
+            indicative_settlement_price,
             low_24h,
             market_cap,
             mark_price,
@@ -122,7 +127,7 @@ class Ticker(Struct, omit_defaults=True):
         )
 
     def __str__(self) -> str:
-        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})"
+        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},indicative_settlement_price={self.isp},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})"
 
     @property
     def symbol(self) -> str:
@@ -228,6 +233,14 @@ class Ticker(Struct, omit_defaults=True):
     def index_price(self, value: Optional[Decimal]) -> None:
         self.ip = value
 
+    @property
+    def indicative_settlement_price(self) -> Optional[Decimal]:
+        return self.isp
+
+    @indicative_settlement_price.setter
+    def indicative_settlement_price(self, value: Optional[Decimal]) -> None:
+        self.isp = value
+
     @property
     def low_24h(self) -> Optional[Decimal]:
         return self.l

architect_py/grpc/models/Marketdata/TickersRequest.py

@@ -4,17 +4,19 @@
 from __future__ import annotations
 from architect_py.grpc.models.Marketdata.TickersResponse import TickersResponse
 
-from typing import List, Optional
+from typing import Annotated, List, Optional
 
-from msgspec import Struct
+from msgspec import Meta, Struct
 
 from .. import definitions
 
 
 class TickersRequest(Struct, omit_defaults=True):
-    i: Optional[int] = None
-    k: Optional[definitions.SortTickersBy] = None
-    n: Optional[int] = None
+    i: Optional[Annotated[Optional[int], Meta(title="offset")]] = None
+    k: Optional[
+        Annotated[Optional[definitions.SortTickersBy], Meta(title="sort_by")]
+    ] = None
+    n: Optional[Annotated[Optional[int], Meta(title="limit")]] = None
     symbols: Optional[List[str]] = None
     venue: Optional[str] = None
 
@@ -22,22 +24,46 @@ class TickersRequest(Struct, omit_defaults=True):
     @classmethod
     def new(
         cls,
-        i: Optional[int] = None,
-        k: Optional[definitions.SortTickersBy] = None,
-        n: Optional[int] = None,
+        offset: Optional[int] = None,
+        sort_by: Optional[definitions.SortTickersBy] = None,
+        limit: Optional[int] = None,
         symbols: Optional[List[str]] = None,
         venue: Optional[str] = None,
     ):
         return cls(
-            i,
-            k,
-            n,
+            offset,
+            sort_by,
+            limit,
             symbols,
             venue,
         )
 
     def __str__(self) -> str:
-        return f"TickersRequest(i={self.i},k={self.k},n={self.n},symbols={self.symbols},venue={self.venue})"
+        return f"TickersRequest(offset={self.i},sort_by={self.k},limit={self.n},symbols={self.symbols},venue={self.venue})"
+
+    @property
+    def offset(self) -> Optional[int]:
+        return self.i
+
+    @offset.setter
+    def offset(self, value: Optional[int]) -> None:
+        self.i = value
+
+    @property
+    def sort_by(self) -> Optional[definitions.SortTickersBy]:
+        return self.k
+
+    @sort_by.setter
+    def sort_by(self, value: Optional[definitions.SortTickersBy]) -> None:
+        self.k = value
+
+    @property
+    def limit(self) -> Optional[int]:
+        return self.n
+
+    @limit.setter
+    def limit(self, value: Optional[int]) -> None:
+        self.n = value
 
     @staticmethod
     def get_response_type():

architect_py/grpc/models/Marketdata/Trade.py

@@ -10,7 +10,6 @@ from typing import Annotated, Optional
 
 from msgspec import Meta, Struct
 
-from .. import definitions
 
 
 class Trade(Struct, omit_defaults=True):