architect-py 5.1.2__tar.gz → 5.1.4__tar.gz

{architect_py-5.1.2 → architect_py-5.1.4}/PKG-INFO

@@ -1,11 +1,11 @@
 Metadata-Version: 2.4
 Name: architect-py
-Version: 5.1.2
+Version: 5.1.4
 Summary: Python SDK for the Architect trading platform and brokerage.
 Author-email: "Architect Financial Technologies, Inc." <hello@architect.co>
 License-Expression: Apache-2.0
-Project-URL: Homepage, https://www.architect.co/brokerage/overview
 Project-URL: Documentation, https://docs.architect.co
+Project-URL: Homepage, https://www.architect.co/brokerage/overview
 Project-URL: Repository, https://github.com/architect-xyz/architect-py
 Classifier: Programming Language :: Python :: 3
 Classifier: Operating System :: OS Independent
@@ -48,7 +48,7 @@ Go to [FUNCTIONS.md](FUNCTIONS.md) file to see a catalog of methods.
 
 ## Examples
 
-Go to the [Examples](./examples) to see examples of a variety of common use cases.
+Go to the [Examples](./examples) to see examples of a variety of common use cases.  To run a specific example, use e.g. `python -m examples.orderflow_streaming`.
 
 ## Documentation 
 

{architect_py-5.1.2 → architect_py-5.1.4}/README.md

@@ -23,7 +23,7 @@ Go to [FUNCTIONS.md](FUNCTIONS.md) file to see a catalog of methods.
 
 ## Examples
 
-Go to the [Examples](./examples) to see examples of a variety of common use cases.
+Go to the [Examples](./examples) to see examples of a variety of common use cases.  To run a specific example, use e.g. `python -m examples.orderflow_streaming`.
 
 ## Documentation 
 

{architect_py-5.1.2 → architect_py-5.1.4}/architect_py/__init__.py

@@ -1,12 +1,13 @@
 # ruff: noqa:I001
 
-__version__ = "5.1.2"
+__version__ = "5.1.4"
 
 from .utils.nearest_tick import TickRoundMethod
 from .async_client import AsyncClient
 from .client import Client
 from .common_types import OrderDir, TradableProduct, TimeInForce, Venue
 from .grpc.models.definitions import (
+    AccountHistoryGranularity,
     AccountIdOrName,
     AccountPosition,
     AccountStatistics,
@@ -32,12 +33,14 @@ from .grpc.models.definitions import (
     SortTickersBy,
     Statement,
     TraderIdOrEmail,
+    TriggerLimitOrderType,
     UserId,
     Withdrawal,
     AccountPermissions,
     AliasKind,
     DerivativeKind,
     FillKind,
+    HumanDuration,
     Unit,
     MinOrderQuantityUnit,
     OptionsExerciseType,
@@ -55,6 +58,7 @@ from .grpc.models.definitions import (
     SnapshotOrUpdateForStringAndProductCatalogInfo2,
     SnapshotOrUpdateForStringAndString1,
     SnapshotOrUpdateForStringAndString2,
+    SpreaderPhase,
     SimpleDecimal,
     Varying1,
     Varying,
@@ -82,6 +86,8 @@ from .grpc.models.definitions import (
     SnapshotOrUpdateForStringAndOptionsSeriesInfo2,
     SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1,
     SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2,
+    SpreaderParams,
+    SpreaderStatus,
     Account,
     FutureSpread,
     Option,
@@ -110,6 +116,9 @@ 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.AlgoHelper.AlgoParamTypes import AlgoParamTypes
+from .grpc.models.Auth.AuthInfoRequest import AuthInfoRequest
+from .grpc.models.Auth.AuthInfoResponse import AuthInfoResponse
 from .grpc.models.Auth.CreateJwtRequest import CreateJwtRequest
 from .grpc.models.Auth.CreateJwtResponse import CreateJwtResponse
 from .grpc.models.Boss.DepositsRequest import DepositsRequest
@@ -236,6 +245,7 @@ from .grpc.models.Symbology.UploadSymbologyResponse import UploadSymbologyRespon
 __all__ = [
     "AberrantFill",
     "Account",
+    "AccountHistoryGranularity",
     "AccountHistoryRequest",
     "AccountHistoryResponse",
     "AccountIdOrName",
@@ -255,9 +265,12 @@ __all__ = [
     "AlgoOrderStatus",
     "AlgoOrdersRequest",
     "AlgoOrdersResponse",
+    "AlgoParamTypes",
     "AliasKind",
     "ArrayOfL1BookSnapshot",
     "AsyncClient",
+    "AuthInfoRequest",
+    "AuthInfoResponse",
     "Cancel",
     "CancelAllOrdersRequest",
     "CancelAllOrdersResponse",
@@ -315,6 +328,7 @@ __all__ = [
     "HistoricalFillsResponse",
     "HistoricalOrdersRequest",
     "HistoricalOrdersResponse",
+    "HumanDuration",
     "Index",
     "L1BookSnapshot",
     "L1BookSnapshotRequest",
@@ -394,6 +408,9 @@ __all__ = [
     "SnapshotOrUpdateForStringAndString2",
     "SortTickersBy",
     "SpreadLeg",
+    "SpreaderParams",
+    "SpreaderPhase",
+    "SpreaderStatus",
     "StartAlgoRequest",
     "StartAlgoResponse",
     "Statement",
@@ -428,6 +445,7 @@ __all__ = [
     "TradableProduct",
     "Trade",
     "TraderIdOrEmail",
+    "TriggerLimitOrderType",
     "Unit",
     "Unknown",
     "UploadProductCatalogRequest",

{architect_py-5.1.2 → architect_py-5.1.4}/architect_py/async_client.py

@@ -6,16 +6,15 @@ from decimal import Decimal
 from typing import (
     Any,
     AsyncGenerator,
-    AsyncIterator,
     List,
     Literal,
     Optional,
     Sequence,
+    Tuple,
     Union,
     overload,
 )
 
-import grpc
 import pandas as pd
 
 # cannot do architect_py import * due to circular import
@@ -37,12 +36,11 @@ from architect_py.grpc.models.definitions import (
     OrderSource,
     OrderType,
     SortTickersBy,
+    SpreaderParams,
     TraderIdOrEmail,
+    TriggerLimitOrderType,
 )
-from architect_py.grpc.models.Orderflow.OrderflowRequest import (
-    OrderflowRequest_route,
-    OrderflowRequestUnannotatedResponseType,
-)
+from architect_py.grpc.orderflow import OrderflowChannel
 from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT, resolve_endpoint
 from architect_py.utils.nearest_tick import TickRoundMethod
 from architect_py.utils.orderbook import update_orderbook_side
@@ -55,7 +53,10 @@ class AsyncClient:
     api_key: Optional[str] = None
     api_secret: Optional[str] = None
     paper_trading: bool
+    as_user: Optional[str] = None
+    as_role: Optional[str] = None
     graphql_client: GraphQLClient
+    grpc_options: Sequence[Tuple[str, Any]] | None = None
     grpc_core: Optional[GrpcClient] = None
     grpc_marketdata: dict[Venue, GrpcClient] = {}
     grpc_hmart: Optional[GrpcClient] = None
@@ -77,14 +78,24 @@ class AsyncClient:
         paper_trading: bool,
         endpoint: str = "https://app.architect.co",
         graphql_port: Optional[int] = None,
+        grpc_options: Sequence[Tuple[str, Any]] | None = None,
+        as_user: Optional[str] = None,
+        as_role: Optional[str] = None,
         **kwargs: Any,
     ) -> "AsyncClient":
         """
         Connect to an Architect installation.
 
-        An `api_key` and `api_secret` can be created at https://app.architect.co/api-keys
+        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.
+
+        ## Advanced configuration
+
+        ### gRPC channel options
+
+        Use `grpc_options` to configure gRPC channels created by this client.
+        See https://grpc.github.io/grpc/python/glossary.html#term-channel_arguments for reference.
         """
         if paper_trading:
             COLOR = "\033[30;43m"
@@ -121,8 +132,11 @@ class AsyncClient:
             api_key=api_key,
             api_secret=api_secret,
             paper_trading=paper_trading,
+            as_user=as_user,
+            as_role=as_role,
             grpc_host=grpc_host,
             grpc_port=grpc_port,
+            grpc_options=grpc_options,
             graphql_port=graphql_port,
             use_ssl=use_ssl,
             _i_know_what_i_am_doing=True,
@@ -142,8 +156,11 @@ class AsyncClient:
         api_key: Optional[str] = None,
         api_secret: Optional[str] = None,
         paper_trading: bool,
+        as_user: Optional[str] = None,
+        as_role: Optional[str] = None,
         grpc_host: str = "app.architect.co",
         grpc_port: int,
+        grpc_options: Sequence[Tuple[str, Any]] | None = None,
         graphql_port: Optional[int] = None,
         use_ssl: bool = True,
         _i_know_what_i_am_doing: bool = False,
@@ -172,6 +189,8 @@ class AsyncClient:
         self.api_key = api_key
         self.api_secret = api_secret
         self.paper_trading = paper_trading
+        self.as_user = as_user
+        self.as_role = as_role
         self.graphql_client = GraphQLClient(
             host=grpc_host,
             port=graphql_port,
@@ -179,7 +198,15 @@ class AsyncClient:
             api_key=api_key,
             api_secret=api_secret,
         )
-        self.grpc_core = GrpcClient(host=grpc_host, port=grpc_port, use_ssl=use_ssl)
+        self.grpc_options = grpc_options
+        self.grpc_core = GrpcClient(
+            host=grpc_host,
+            port=grpc_port,
+            use_ssl=use_ssl,
+            options=grpc_options,
+            as_user=as_user,
+            as_role=as_role,
+        )
 
     async def close(self):
         """
@@ -223,7 +250,9 @@ class AsyncClient:
         ):
             try:
                 req = CreateJwtRequest(api_key=self.api_key, api_secret=self.api_secret)
-                res: CreateJwtResponse = await self.grpc_core.unary_unary(req)
+                res: CreateJwtResponse = await self.grpc_core.unary_unary(
+                    req, no_metadata=True
+                )
                 self.jwt = res.jwt
                 # CR alee: actually read the JWT to get the expiration time;
                 # for now, we just "know" that the JWTs are granted for an hour
@@ -268,7 +297,12 @@ class AsyncClient:
                         use_ssl,
                     )
                     self.grpc_marketdata[venue] = GrpcClient(
-                        host=grpc_host, port=grpc_port, use_ssl=use_ssl
+                        host=grpc_host,
+                        port=grpc_port,
+                        use_ssl=use_ssl,
+                        options=self.grpc_options,
+                        as_user=self.as_user,
+                        as_role=self.as_role,
                     )
                 except Exception as e:
                     logging.error("Failed to set marketdata endpoint: %s", e)
@@ -282,7 +316,12 @@ class AsyncClient:
         try:
             grpc_host, grpc_port, use_ssl = await resolve_endpoint(endpoint)
             self.grpc_marketdata[venue] = GrpcClient(
-                host=grpc_host, port=grpc_port, use_ssl=use_ssl
+                host=grpc_host,
+                port=grpc_port,
+                use_ssl=use_ssl,
+                options=self.grpc_options,
+                as_user=self.as_user,
+                as_role=self.as_role,
             )
             logging.debug(
                 f"Setting marketdata endpoint for {venue}: {grpc_host}:{grpc_port} use_ssl={use_ssl}"
@@ -315,7 +354,12 @@ class AsyncClient:
                 use_ssl,
             )
             self.grpc_hmart = GrpcClient(
-                host=grpc_host, port=grpc_port, use_ssl=use_ssl
+                host=grpc_host,
+                port=grpc_port,
+                use_ssl=use_ssl,
+                options=self.grpc_options,
+                as_user=self.as_user,
+                as_role=self.as_role,
             )
         except Exception as e:
             logging.error("Failed to set hmart endpoint: %s", e)
@@ -356,6 +400,12 @@ class AsyncClient:
         res = await self.graphql_client.user_id_query()
         return res.user_id, res.user_email
 
+    async def auth_info(self) -> AuthInfoResponse:
+        grpc_client = await self.core()
+        req = AuthInfoRequest()
+        res: AuthInfoResponse = await grpc_client.unary_unary(req)
+        return res
+
     def enable_orderflow(self):
         """
         @deprecated(reason="No longer needed; orderflow is enabled by default")
@@ -364,6 +414,17 @@ class AsyncClient:
             "as of v5.0.0: enable_orderflow is deprecated; orderflow is enabled by default"
         )
 
+    async def cpty_status(
+        self, kind: str, instance: Optional[str] = None
+    ) -> CptyStatus:
+        """
+        Get cpty status.
+        """
+        grpc_client = await self.core()
+        req = CptyStatusRequest(kind=kind, instance=instance)
+        res: CptyStatus = await grpc_client.unary_unary(req)
+        return res
+
     # ------------------------------------------------------------
     # Symbology
     # ------------------------------------------------------------
@@ -830,7 +891,11 @@ class AsyncClient:
         return res
 
     async def stream_l1_book_snapshots(
-        self, symbols: Sequence[TradableProduct | str], venue: Venue
+        self,
+        symbols: Sequence[TradableProduct | str],
+        venue: Venue,
+        *,
+        send_initial_snapshots: Optional[bool] = False,
     ) -> AsyncGenerator[L1BookSnapshot, None]:
         """
         Subscribe to the stream of L1BookSnapshots for a symbol.
@@ -841,7 +906,11 @@ class AsyncClient:
             venue: the venue to subscribe to
         """
         grpc_client = await self.marketdata(venue)
-        req = SubscribeL1BookSnapshotsRequest(symbols=list(symbols), venue=venue)
+        req = SubscribeL1BookSnapshotsRequest(
+            symbols=list(symbols),
+            venue=venue,
+            send_initial_snapshots=send_initial_snapshots,
+        )
         async for res in grpc_client.unary_stream(req):
             yield res
 
@@ -1346,30 +1415,17 @@ class AsyncClient:
 
     async def orderflow(
         self,
-        request_iterator: AsyncIterator[OrderflowRequest],
-    ) -> AsyncGenerator[Orderflow, None]:
+        max_queue_size: int = 1024,
+    ) -> OrderflowChannel:
         """
         A two-way channel for both order entry and listening to order updates (fills, acks, outs, etc.).
 
         This is considered the most efficient way to trade in this SDK.
 
-        Example:
-            See test_orderflow.py for an example.
-
-        This WILL block the event loop until the stream is closed.
+        This requires advanced knowledge of the SDK and asyncio, not recommended for beginners.
+        See the OrderflowManager documentation for more details.
         """
-        grpc_client = await self.core()
-        decoder = grpc_client.get_decoder(OrderflowRequestUnannotatedResponseType)
-        stub: grpc.aio.StreamStreamMultiCallable = grpc_client.channel.stream_stream(
-            OrderflowRequest_route,
-            request_serializer=grpc_client.encoder().encode,
-            response_deserializer=decoder.decode,
-        )
-        call: grpc.aio._base_call.StreamStreamCall[OrderflowRequest, Orderflow] = stub(
-            request_iterator, metadata=(("authorization", f"Bearer {grpc_client.jwt}"),)
-        )
-        async for update in call:
-            yield update
+        return OrderflowChannel(self, max_queue_size=max_queue_size)
 
     async def stream_orderflow(
         self,
@@ -1382,28 +1438,16 @@ class AsyncClient:
 
         Example:
             ```python
-            async for of in client.stream_orderflow(account, execution_venue, trader):
-                print(of)
+            async for event in client.stream_orderflow(account, execution_venue, trader):
+                print(event)
             ```
         """
         grpc_client = await self.core()
-        request: SubscribeOrderflowRequest = SubscribeOrderflowRequest(
+        req: SubscribeOrderflowRequest = SubscribeOrderflowRequest(
             account=account, execution_venue=execution_venue, trader=trader
         )
-        grpc_client = await self.core()
-        decoder = grpc_client.get_decoder(SubscribeOrderflowRequest)
-        stub: grpc.aio.UnaryStreamMultiCallable[
-            SubscribeOrderflowRequest, Orderflow
-        ] = grpc_client.channel.unary_stream(
-            SubscribeOrderflowRequest.get_route(),
-            request_serializer=grpc_client.encoder().encode,
-            response_deserializer=decoder.decode,
-        )
-        call: grpc.aio._base_call.UnaryStreamCall[
-            SubscribeOrderflowRequest, Orderflow
-        ] = stub(request, metadata=(("authorization", f"Bearer {grpc_client.jwt}"),))
-        async for update in call:
-            yield update
+        async for res in grpc_client.unary_stream(req):  # type: ignore
+            yield res
 
     # ------------------------------------------------------------
     # Order entry
@@ -1415,9 +1459,27 @@ class AsyncClient:
         **kwargs,
     ) -> Order:
         """
-        @deprecated(reason="Use place_limit_order instead")
+        @deprecated(reason="Use place_order instead")
         """
-        return await self.place_limit_order(*args, **kwargs)
+        logging.warning(
+            "send_limit_order is deprecated, use place_order instead. "
+            "This will be removed in a future version."
+        )
+        return await self.place_order(*args, **kwargs)
+
+    async def place_limit_order(
+        self,
+        *args,
+        **kwargs,
+    ) -> Order:
+        """
+        @deprecated(reason="Use place_order instead")
+        """
+        logging.warning(
+            "place_limit_order is deprecated, use place_order instead. "
+            "This will be removed in a future version."
+        )
+        return await self.place_order(*args, **kwargs)
 
     async def place_orders(
         self, order_requests: Sequence[PlaceOrderRequest]
@@ -1461,26 +1523,28 @@ class AsyncClient:
 
         return res
 
-    async def place_limit_order(
+    async def place_order(
         self,
         *,
         id: Optional[OrderId] = None,
         symbol: TradableProduct | str,
         execution_venue: Optional[str] = None,
-        dir: Optional[OrderDir] = None,
+        dir: OrderDir,
         quantity: Decimal,
-        limit_price: Decimal,
+        limit_price: Optional[Decimal] = None,
         order_type: OrderType = OrderType.LIMIT,
         time_in_force: TimeInForce = TimeInForce.DAY,
         price_round_method: Optional[TickRoundMethod] = None,
         account: Optional[str] = None,
         trader: Optional[str] = None,
-        post_only: bool = False,
+        post_only: Optional[bool] = None,
         trigger_price: Optional[Decimal] = None,
+        stop_loss: Optional[TriggerLimitOrderType] = None,
+        take_profit_price: Optional[Decimal] = None,
         **kwargs: Any,
     ) -> Order:
         """
-        Sends a regular limit order.
+        Sends a regular order.
 
         Args:
             id: in case user wants to generate their own order id, otherwise it will be generated automatically
@@ -1499,8 +1563,10 @@ class AsyncClient:
                 While technically optional, for most order types, the account is required
             trader: the trader to send the order for, defaults to the user's trader
                 for when sending order for another user, not relevant for vast majority of users
-            post_only: whether the order should be post only, not supported by all exchanges
+            post_only: whether the order should be post only, NOT SUPPORTED BY ALL EXCHANGES (e.g. CME)
             trigger_price: the trigger price for the order, only relevant for stop / take_profit orders
+            stop_loss_price: the stop loss price for a bracket order.
+            profit_price: the take profit price for a bracket order.
         Returns:
             the Order object for the order
             The order.status should  be "PENDING" until the order is "OPEN" / "REJECTED" / "OUT" / "CANCELED" / "STALE"
@@ -1510,14 +1576,7 @@ class AsyncClient:
         grpc_client = await self.core()
         assert quantity > 0, "quantity must be positive"
 
-        if dir is None:
-            if "odir" in kwargs and isinstance(kwargs["odir"], OrderDir):
-                logging.warning("odir is deprecated, use dir instead")
-                dir = kwargs["odir"]
-            else:
-                raise ValueError("dir is required")
-
-        if price_round_method is not None:
+        if limit_price is not None and price_round_method is not None:
             if execution_venue is None:
                 product_info = await self.get_product_info(symbol)
                 if product_info is None:
@@ -1557,6 +1616,8 @@ class AsyncClient:
             execution_venue=execution_venue,
             post_only=post_only,
             trigger_price=trigger_price,
+            stop_loss=stop_loss,
+            take_profit_price=take_profit_price,
         )
         res = await grpc_client.unary_unary(req)
         return res
@@ -1701,3 +1762,26 @@ class AsyncClient:
         # )
         # res = await grpc_client.unary_unary(req)
         # return True
+
+    async def create_algo_order(
+        self,
+        *,
+        params: SpreaderParams,
+        id: Optional[str] = None,
+        trader: Optional[str] = None,
+    ):
+        """
+        Sends an advanced algo order such as the spreader.
+        """
+        grpc_client = await self.core()
+
+        if isinstance(params, SpreaderParams):
+            algo = "SPREADER"
+        else:
+            raise ValueError(
+                "Unsupported algo type. Only SpreaderParams is supported for now."
+            )
+
+        req = CreateAlgoOrderRequest(algo=algo, params=params, id=id, trader=trader)
+        res = await grpc_client.unary_unary(req)
+        return res

{architect_py-5.1.2 → architect_py-5.1.4}/architect_py/client.py

@@ -4,7 +4,15 @@ import threading
 from asyncio import AbstractEventLoop
 from collections.abc import Callable
 from functools import partial
-from typing import Any, Concatenate, Coroutine, Optional, ParamSpec, TypeVar
+from typing import (
+    Any,
+    Concatenate,
+    Coroutine,
+    Optional,
+    ParamSpec,
+    Sequence,
+    TypeVar,
+)
 
 from .async_client import AsyncClient
 
@@ -48,8 +56,11 @@ class Client:
         api_key: str,
         api_secret: str,
         paper_trading: bool,
+        as_user: Optional[str] = None,
+        as_role: Optional[str] = None,
         endpoint: str = "https://app.architect.co",
         graphql_port: Optional[int] = None,
+        grpc_options: Sequence[tuple[str, Any]] | None = None,
         event_loop: Optional[AbstractEventLoop] = None,
         **kwargs,
     ):
@@ -76,8 +87,11 @@ class Client:
             api_key=api_key,
             api_secret=api_secret,
             paper_trading=paper_trading,
+            as_user=as_user,
+            as_role=as_role,
             endpoint=endpoint,
             graphql_port=graphql_port,
+            grpc_options=grpc_options,
             **kwargs,
         )