architect-py 5.1.3__py3-none-any.whl → 5.1.4__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- architect_py/__init__.py +19 -1
- architect_py/async_client.py +136 -49
- architect_py/client.py +15 -1
- architect_py/client.pyi +26 -8
- architect_py/grpc/client.py +37 -13
- architect_py/grpc/models/AlgoHelper/AlgoParamTypes.py +31 -0
- architect_py/grpc/models/AlgoHelper/__init__.py +2 -0
- architect_py/grpc/models/Auth/AuthInfoRequest.py +37 -0
- architect_py/grpc/models/Auth/AuthInfoResponse.py +30 -0
- architect_py/grpc/models/Folio/AccountHistoryRequest.py +35 -4
- architect_py/grpc/models/Marketdata/Candle.py +6 -0
- architect_py/grpc/models/Marketdata/L1BookSnapshot.py +17 -3
- architect_py/grpc/models/Marketdata/L2BookSnapshot.py +6 -0
- architect_py/grpc/models/Marketdata/Liquidation.py +6 -0
- architect_py/grpc/models/Marketdata/Ticker.py +6 -0
- architect_py/grpc/models/Marketdata/TickersRequest.py +4 -1
- architect_py/grpc/models/Marketdata/Trade.py +6 -0
- architect_py/grpc/models/Oms/Order.py +38 -14
- architect_py/grpc/models/Oms/PlaceOrderRequest.py +38 -14
- architect_py/grpc/models/__init__.py +4 -1
- architect_py/grpc/models/definitions.py +174 -0
- architect_py/grpc/orderflow.py +138 -0
- architect_py/tests/test_order_entry.py +9 -6
- architect_py/tests/test_orderflow.py +116 -27
- {architect_py-5.1.3.dist-info → architect_py-5.1.4.dist-info}/METADATA +1 -1
- {architect_py-5.1.3.dist-info → architect_py-5.1.4.dist-info}/RECORD +32 -27
- examples/funding_rate_mean_reversion_algo.py +23 -47
- scripts/correct_sync_interface.py +5 -2
- scripts/postprocess_grpc.py +17 -2
- {architect_py-5.1.3.dist-info → architect_py-5.1.4.dist-info}/WHEEL +0 -0
- {architect_py-5.1.3.dist-info → architect_py-5.1.4.dist-info}/licenses/LICENSE +0 -0
- {architect_py-5.1.3.dist-info → architect_py-5.1.4.dist-info}/top_level.txt +0 -0
architect_py/__init__.py
CHANGED
@@ -1,12 +1,13 @@
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# ruff: noqa:I001
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__version__ = "5.1.
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__version__ = "5.1.4"
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from .utils.nearest_tick import TickRoundMethod
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from .async_client import AsyncClient
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from .client import Client
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from .common_types import OrderDir, TradableProduct, TimeInForce, Venue
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from .grpc.models.definitions import (
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AccountHistoryGranularity,
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AccountIdOrName,
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AccountPosition,
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AccountStatistics,
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SortTickersBy,
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Statement,
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TraderIdOrEmail,
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TriggerLimitOrderType,
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UserId,
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Withdrawal,
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AccountPermissions,
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AliasKind,
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DerivativeKind,
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FillKind,
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HumanDuration,
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Unit,
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MinOrderQuantityUnit,
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OptionsExerciseType,
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SnapshotOrUpdateForStringAndProductCatalogInfo2,
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SnapshotOrUpdateForStringAndString1,
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SnapshotOrUpdateForStringAndString2,
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SpreaderPhase,
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SimpleDecimal,
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Varying1,
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Varying,
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SnapshotOrUpdateForStringAndOptionsSeriesInfo2,
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SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo1,
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SnapshotOrUpdateForStringAndSnapshotOrUpdateForStringAndProductCatalogInfo2,
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SpreaderParams,
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SpreaderStatus,
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Account,
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FutureSpread,
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Option,
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from .grpc.models.Algo.StartAlgoResponse import StartAlgoResponse
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from .grpc.models.Algo.StopAlgoRequest import StopAlgoRequest
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from .grpc.models.Algo.StopAlgoResponse import StopAlgoResponse
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from .grpc.models.AlgoHelper.AlgoParamTypes import AlgoParamTypes
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from .grpc.models.Auth.AuthInfoRequest import AuthInfoRequest
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from .grpc.models.Auth.AuthInfoResponse import AuthInfoResponse
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from .grpc.models.Auth.CreateJwtRequest import CreateJwtRequest
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from .grpc.models.Auth.CreateJwtResponse import CreateJwtResponse
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from .grpc.models.Boss.DepositsRequest import DepositsRequest
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__all__ = [
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"AberrantFill",
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"Account",
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"AccountHistoryGranularity",
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"AccountHistoryRequest",
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"AccountHistoryResponse",
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"AccountIdOrName",
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"AlgoOrderStatus",
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"AlgoOrdersRequest",
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"AlgoOrdersResponse",
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"AlgoParamTypes",
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"AliasKind",
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"ArrayOfL1BookSnapshot",
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"AsyncClient",
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"AuthInfoRequest",
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"AuthInfoResponse",
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"Cancel",
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"CancelAllOrdersRequest",
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"CancelAllOrdersResponse",
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"HistoricalFillsResponse",
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"HistoricalOrdersRequest",
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"HistoricalOrdersResponse",
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"HumanDuration",
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"Index",
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"L1BookSnapshot",
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"L1BookSnapshotRequest",
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"SnapshotOrUpdateForStringAndString2",
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"SortTickersBy",
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"SpreadLeg",
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"SpreaderParams",
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"SpreaderPhase",
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"SpreaderStatus",
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"StartAlgoRequest",
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"StartAlgoResponse",
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"Statement",
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"TradableProduct",
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"Trade",
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"TraderIdOrEmail",
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"TriggerLimitOrderType",
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"Unit",
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"Unknown",
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"UploadProductCatalogRequest",
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architect_py/async_client.py
CHANGED
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from typing import (
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Any,
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AsyncGenerator,
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AsyncIterator,
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List,
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Literal,
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Optional,
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Sequence,
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Tuple,
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Union,
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overload,
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)
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-
import grpc
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import pandas as pd
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# cannot do architect_py import * due to circular import
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OrderSource,
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OrderType,
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SortTickersBy,
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SpreaderParams,
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TraderIdOrEmail,
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TriggerLimitOrderType,
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)
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from architect_py.grpc.
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OrderflowRequest_route,
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OrderflowRequestUnannotatedResponseType,
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)
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from architect_py.grpc.orderflow import OrderflowChannel
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from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT, resolve_endpoint
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from architect_py.utils.nearest_tick import TickRoundMethod
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from architect_py.utils.orderbook import update_orderbook_side
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api_key: Optional[str] = None
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api_secret: Optional[str] = None
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paper_trading: bool
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as_user: Optional[str] = None
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as_role: Optional[str] = None
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graphql_client: GraphQLClient
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grpc_options: Sequence[Tuple[str, Any]] | None = None
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grpc_core: Optional[GrpcClient] = None
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grpc_marketdata: dict[Venue, GrpcClient] = {}
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grpc_hmart: Optional[GrpcClient] = None
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paper_trading: bool,
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endpoint: str = "https://app.architect.co",
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graphql_port: Optional[int] = None,
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grpc_options: Sequence[Tuple[str, Any]] | None = None,
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as_user: Optional[str] = None,
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as_role: Optional[str] = None,
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**kwargs: Any,
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) -> "AsyncClient":
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"""
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Connect to an Architect installation.
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An `api_key` and `api_secret` can be created at https://app.architect.co/api-keys
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An `api_key` and `api_secret` can be created at https://app.architect.co/api-keys.
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Raises ValueError if the API key and secret are not the correct length or contain invalid characters.
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## Advanced configuration
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### gRPC channel options
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Use `grpc_options` to configure gRPC channels created by this client.
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See https://grpc.github.io/grpc/python/glossary.html#term-channel_arguments for reference.
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"""
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if paper_trading:
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COLOR = "\033[30;43m"
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api_key=api_key,
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api_secret=api_secret,
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paper_trading=paper_trading,
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as_user=as_user,
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as_role=as_role,
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grpc_host=grpc_host,
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grpc_port=grpc_port,
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grpc_options=grpc_options,
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graphql_port=graphql_port,
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use_ssl=use_ssl,
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_i_know_what_i_am_doing=True,
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api_key: Optional[str] = None,
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api_secret: Optional[str] = None,
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paper_trading: bool,
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as_user: Optional[str] = None,
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as_role: Optional[str] = None,
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grpc_host: str = "app.architect.co",
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grpc_port: int,
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grpc_options: Sequence[Tuple[str, Any]] | None = None,
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graphql_port: Optional[int] = None,
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_i_know_what_i_am_doing: bool = False,
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self.api_key = api_key
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self.api_secret = api_secret
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self.paper_trading = paper_trading
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self.as_user = as_user
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self.as_role = as_role
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self.graphql_client = GraphQLClient(
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host=grpc_host,
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api_key=api_key,
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api_secret=api_secret,
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)
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self.
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self.grpc_options = grpc_options
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self.grpc_core = GrpcClient(
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host=grpc_host,
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port=grpc_port,
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use_ssl=use_ssl,
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options=grpc_options,
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as_user=as_user,
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as_role=as_role,
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)
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async def close(self):
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"""
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):
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try:
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req = CreateJwtRequest(api_key=self.api_key, api_secret=self.api_secret)
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res: CreateJwtResponse = await self.grpc_core.unary_unary(
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res: CreateJwtResponse = await self.grpc_core.unary_unary(
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req, no_metadata=True
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)
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self.jwt = res.jwt
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# CR alee: actually read the JWT to get the expiration time;
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# for now, we just "know" that the JWTs are granted for an hour
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use_ssl,
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)
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self.grpc_marketdata[venue] = GrpcClient(
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port=grpc_port,
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use_ssl=use_ssl,
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options=self.grpc_options,
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as_user=self.as_user,
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as_role=self.as_role,
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)
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except Exception as e:
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logging.error("Failed to set marketdata endpoint: %s", e)
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grpc_host, grpc_port, use_ssl = await resolve_endpoint(endpoint)
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self.grpc_marketdata[venue] = GrpcClient(
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port=grpc_port,
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options=self.grpc_options,
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as_user=self.as_user,
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as_role=self.as_role,
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logging.debug(
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f"Setting marketdata endpoint for {venue}: {grpc_host}:{grpc_port} use_ssl={use_ssl}"
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use_ssl,
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self.grpc_hmart = GrpcClient(
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options=self.grpc_options,
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as_user=self.as_user,
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as_role=self.as_role,
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)
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except Exception as e:
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logging.error("Failed to set hmart endpoint: %s", e)
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res = await self.graphql_client.user_id_query()
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return res.user_id, res.user_email
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async def auth_info(self) -> AuthInfoResponse:
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grpc_client = await self.core()
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req = AuthInfoRequest()
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res: AuthInfoResponse = await grpc_client.unary_unary(req)
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return res
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def enable_orderflow(self):
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"""
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@deprecated(reason="No longer needed; orderflow is enabled by default")
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"as of v5.0.0: enable_orderflow is deprecated; orderflow is enabled by default"
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)
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async def cpty_status(
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async def cpty_status(
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self, kind: str, instance: Optional[str] = None
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) -> CptyStatus:
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"""
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Get cpty status.
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"""
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return res
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async def stream_l1_book_snapshots(
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self,
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symbols: Sequence[TradableProduct | str],
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venue: Venue,
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*,
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send_initial_snapshots: Optional[bool] = False,
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) -> AsyncGenerator[L1BookSnapshot, None]:
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"""
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Subscribe to the stream of L1BookSnapshots for a symbol.
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venue: the venue to subscribe to
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"""
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grpc_client = await self.marketdata(venue)
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req = SubscribeL1BookSnapshotsRequest(
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req = SubscribeL1BookSnapshotsRequest(
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symbols=list(symbols),
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venue=venue,
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send_initial_snapshots=send_initial_snapshots,
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)
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yield res
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async def orderflow(
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|
self,
|
1358
|
-
|
1359
|
-
) ->
|
1418
|
+
max_queue_size: int = 1024,
|
1419
|
+
) -> OrderflowChannel:
|
1360
1420
|
"""
|
1361
1421
|
A two-way channel for both order entry and listening to order updates (fills, acks, outs, etc.).
|
1362
1422
|
|
1363
1423
|
This is considered the most efficient way to trade in this SDK.
|
1364
1424
|
|
1365
|
-
|
1366
|
-
|
1367
|
-
|
1368
|
-
This WILL block the event loop until the stream is closed.
|
1425
|
+
This requires advanced knowledge of the SDK and asyncio, not recommended for beginners.
|
1426
|
+
See the OrderflowManager documentation for more details.
|
1369
1427
|
"""
|
1370
|
-
|
1371
|
-
decoder = grpc_client.get_decoder(OrderflowRequestUnannotatedResponseType)
|
1372
|
-
stub: grpc.aio.StreamStreamMultiCallable = grpc_client.channel.stream_stream(
|
1373
|
-
OrderflowRequest_route,
|
1374
|
-
request_serializer=grpc_client.encoder().encode,
|
1375
|
-
response_deserializer=decoder.decode,
|
1376
|
-
)
|
1377
|
-
call: grpc.aio._base_call.StreamStreamCall[OrderflowRequest, Orderflow] = stub(
|
1378
|
-
request_iterator, metadata=(("authorization", f"Bearer {grpc_client.jwt}"),)
|
1379
|
-
)
|
1380
|
-
async for update in call:
|
1381
|
-
yield update
|
1428
|
+
return OrderflowChannel(self, max_queue_size=max_queue_size)
|
1382
1429
|
|
1383
1430
|
async def stream_orderflow(
|
1384
1431
|
self,
|
@@ -1412,9 +1459,27 @@ class AsyncClient:
|
|
1412
1459
|
**kwargs,
|
1413
1460
|
) -> Order:
|
1414
1461
|
"""
|
1415
|
-
@deprecated(reason="Use
|
1462
|
+
@deprecated(reason="Use place_order instead")
|
1416
1463
|
"""
|
1417
|
-
|
1464
|
+
logging.warning(
|
1465
|
+
"send_limit_order is deprecated, use place_order instead. "
|
1466
|
+
"This will be removed in a future version."
|
1467
|
+
)
|
1468
|
+
return await self.place_order(*args, **kwargs)
|
1469
|
+
|
1470
|
+
async def place_limit_order(
|
1471
|
+
self,
|
1472
|
+
*args,
|
1473
|
+
**kwargs,
|
1474
|
+
) -> Order:
|
1475
|
+
"""
|
1476
|
+
@deprecated(reason="Use place_order instead")
|
1477
|
+
"""
|
1478
|
+
logging.warning(
|
1479
|
+
"place_limit_order is deprecated, use place_order instead. "
|
1480
|
+
"This will be removed in a future version."
|
1481
|
+
)
|
1482
|
+
return await self.place_order(*args, **kwargs)
|
1418
1483
|
|
1419
1484
|
async def place_orders(
|
1420
1485
|
self, order_requests: Sequence[PlaceOrderRequest]
|
@@ -1458,26 +1523,28 @@ class AsyncClient:
|
|
1458
1523
|
|
1459
1524
|
return res
|
1460
1525
|
|
1461
|
-
async def
|
1526
|
+
async def place_order(
|
1462
1527
|
self,
|
1463
1528
|
*,
|
1464
1529
|
id: Optional[OrderId] = None,
|
1465
1530
|
symbol: TradableProduct | str,
|
1466
1531
|
execution_venue: Optional[str] = None,
|
1467
|
-
dir:
|
1532
|
+
dir: OrderDir,
|
1468
1533
|
quantity: Decimal,
|
1469
|
-
limit_price: Decimal,
|
1534
|
+
limit_price: Optional[Decimal] = None,
|
1470
1535
|
order_type: OrderType = OrderType.LIMIT,
|
1471
1536
|
time_in_force: TimeInForce = TimeInForce.DAY,
|
1472
1537
|
price_round_method: Optional[TickRoundMethod] = None,
|
1473
1538
|
account: Optional[str] = None,
|
1474
1539
|
trader: Optional[str] = None,
|
1475
|
-
post_only: bool =
|
1540
|
+
post_only: Optional[bool] = None,
|
1476
1541
|
trigger_price: Optional[Decimal] = None,
|
1542
|
+
stop_loss: Optional[TriggerLimitOrderType] = None,
|
1543
|
+
take_profit_price: Optional[Decimal] = None,
|
1477
1544
|
**kwargs: Any,
|
1478
1545
|
) -> Order:
|
1479
1546
|
"""
|
1480
|
-
Sends a regular
|
1547
|
+
Sends a regular order.
|
1481
1548
|
|
1482
1549
|
Args:
|
1483
1550
|
id: in case user wants to generate their own order id, otherwise it will be generated automatically
|
@@ -1496,8 +1563,10 @@ class AsyncClient:
|
|
1496
1563
|
While technically optional, for most order types, the account is required
|
1497
1564
|
trader: the trader to send the order for, defaults to the user's trader
|
1498
1565
|
for when sending order for another user, not relevant for vast majority of users
|
1499
|
-
post_only: whether the order should be post only,
|
1566
|
+
post_only: whether the order should be post only, NOT SUPPORTED BY ALL EXCHANGES (e.g. CME)
|
1500
1567
|
trigger_price: the trigger price for the order, only relevant for stop / take_profit orders
|
1568
|
+
stop_loss_price: the stop loss price for a bracket order.
|
1569
|
+
profit_price: the take profit price for a bracket order.
|
1501
1570
|
Returns:
|
1502
1571
|
the Order object for the order
|
1503
1572
|
The order.status should be "PENDING" until the order is "OPEN" / "REJECTED" / "OUT" / "CANCELED" / "STALE"
|
@@ -1507,14 +1576,7 @@ class AsyncClient:
|
|
1507
1576
|
grpc_client = await self.core()
|
1508
1577
|
assert quantity > 0, "quantity must be positive"
|
1509
1578
|
|
1510
|
-
if
|
1511
|
-
if "odir" in kwargs and isinstance(kwargs["odir"], OrderDir):
|
1512
|
-
logging.warning("odir is deprecated, use dir instead")
|
1513
|
-
dir = kwargs["odir"]
|
1514
|
-
else:
|
1515
|
-
raise ValueError("dir is required")
|
1516
|
-
|
1517
|
-
if price_round_method is not None:
|
1579
|
+
if limit_price is not None and price_round_method is not None:
|
1518
1580
|
if execution_venue is None:
|
1519
1581
|
product_info = await self.get_product_info(symbol)
|
1520
1582
|
if product_info is None:
|
@@ -1554,6 +1616,8 @@ class AsyncClient:
|
|
1554
1616
|
execution_venue=execution_venue,
|
1555
1617
|
post_only=post_only,
|
1556
1618
|
trigger_price=trigger_price,
|
1619
|
+
stop_loss=stop_loss,
|
1620
|
+
take_profit_price=take_profit_price,
|
1557
1621
|
)
|
1558
1622
|
res = await grpc_client.unary_unary(req)
|
1559
1623
|
return res
|
@@ -1698,3 +1762,26 @@ class AsyncClient:
|
|
1698
1762
|
# )
|
1699
1763
|
# res = await grpc_client.unary_unary(req)
|
1700
1764
|
# return True
|
1765
|
+
|
1766
|
+
async def create_algo_order(
|
1767
|
+
self,
|
1768
|
+
*,
|
1769
|
+
params: SpreaderParams,
|
1770
|
+
id: Optional[str] = None,
|
1771
|
+
trader: Optional[str] = None,
|
1772
|
+
):
|
1773
|
+
"""
|
1774
|
+
Sends an advanced algo order such as the spreader.
|
1775
|
+
"""
|
1776
|
+
grpc_client = await self.core()
|
1777
|
+
|
1778
|
+
if isinstance(params, SpreaderParams):
|
1779
|
+
algo = "SPREADER"
|
1780
|
+
else:
|
1781
|
+
raise ValueError(
|
1782
|
+
"Unsupported algo type. Only SpreaderParams is supported for now."
|
1783
|
+
)
|
1784
|
+
|
1785
|
+
req = CreateAlgoOrderRequest(algo=algo, params=params, id=id, trader=trader)
|
1786
|
+
res = await grpc_client.unary_unary(req)
|
1787
|
+
return res
|
architect_py/client.py
CHANGED
@@ -4,7 +4,15 @@ import threading
|
|
4
4
|
from asyncio import AbstractEventLoop
|
5
5
|
from collections.abc import Callable
|
6
6
|
from functools import partial
|
7
|
-
from typing import
|
7
|
+
from typing import (
|
8
|
+
Any,
|
9
|
+
Concatenate,
|
10
|
+
Coroutine,
|
11
|
+
Optional,
|
12
|
+
ParamSpec,
|
13
|
+
Sequence,
|
14
|
+
TypeVar,
|
15
|
+
)
|
8
16
|
|
9
17
|
from .async_client import AsyncClient
|
10
18
|
|
@@ -48,8 +56,11 @@ class Client:
|
|
48
56
|
api_key: str,
|
49
57
|
api_secret: str,
|
50
58
|
paper_trading: bool,
|
59
|
+
as_user: Optional[str] = None,
|
60
|
+
as_role: Optional[str] = None,
|
51
61
|
endpoint: str = "https://app.architect.co",
|
52
62
|
graphql_port: Optional[int] = None,
|
63
|
+
grpc_options: Sequence[tuple[str, Any]] | None = None,
|
53
64
|
event_loop: Optional[AbstractEventLoop] = None,
|
54
65
|
**kwargs,
|
55
66
|
):
|
@@ -76,8 +87,11 @@ class Client:
|
|
76
87
|
api_key=api_key,
|
77
88
|
api_secret=api_secret,
|
78
89
|
paper_trading=paper_trading,
|
90
|
+
as_user=as_user,
|
91
|
+
as_role=as_role,
|
79
92
|
endpoint=endpoint,
|
80
93
|
graphql_port=graphql_port,
|
94
|
+
grpc_options=grpc_options,
|
81
95
|
**kwargs,
|
82
96
|
)
|
83
97
|
|
architect_py/client.pyi
CHANGED
@@ -9,8 +9,8 @@ from architect_py.graphql_client import GraphQLClient as GraphQLClient
|
|
9
9
|
from architect_py.graphql_client.exceptions import GraphQLClientGraphQLMultiError as GraphQLClientGraphQLMultiError
|
10
10
|
from architect_py.graphql_client.fragments import ExecutionInfoFields as ExecutionInfoFields, ProductInfoFields as ProductInfoFields
|
11
11
|
from architect_py.grpc.client import GrpcClient as GrpcClient
|
12
|
-
from architect_py.grpc.models.
|
13
|
-
from architect_py.grpc.
|
12
|
+
from architect_py.grpc.models.definitions import AccountIdOrName as AccountIdOrName, AccountWithPermissions as AccountWithPermissions, CandleWidth as CandleWidth, L2BookDiff as L2BookDiff, OrderId as OrderId, OrderSource as OrderSource, OrderType as OrderType, SortTickersBy as SortTickersBy, SpreaderParams as SpreaderParams, TraderIdOrEmail as TraderIdOrEmail, TriggerLimitOrderType as TriggerLimitOrderType
|
13
|
+
from architect_py.grpc.orderflow import OrderflowChannel as OrderflowChannel
|
14
14
|
from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT as PAPER_GRPC_PORT, resolve_endpoint as resolve_endpoint
|
15
15
|
from architect_py.utils.nearest_tick import TickRoundMethod as TickRoundMethod
|
16
16
|
from architect_py.utils.orderbook import update_orderbook_side as update_orderbook_side
|
@@ -19,7 +19,7 @@ from architect_py.utils.price_bands import price_band_pairs as price_band_pairs
|
|
19
19
|
from architect_py.utils.symbol_parsing import nominative_expiration as nominative_expiration
|
20
20
|
from datetime import date, datetime
|
21
21
|
from decimal import Decimal
|
22
|
-
from typing import Any, AsyncGenerator,
|
22
|
+
from typing import Any, AsyncGenerator, Literal, Sequence, overload
|
23
23
|
|
24
24
|
class Client:
|
25
25
|
"""
|
@@ -37,14 +37,17 @@ class Client:
|
|
37
37
|
api_key: str | None
|
38
38
|
api_secret: str | None
|
39
39
|
paper_trading: bool
|
40
|
+
as_user: str | None
|
41
|
+
as_role: str | None
|
40
42
|
graphql_client: GraphQLClient
|
43
|
+
grpc_options: Sequence[tuple[str, Any]] | None
|
41
44
|
grpc_core: GrpcClient | None
|
42
45
|
grpc_marketdata: dict[Venue, GrpcClient]
|
43
46
|
grpc_hmart: GrpcClient | None
|
44
47
|
jwt: str | None
|
45
48
|
jwt_expiration: datetime | None
|
46
49
|
l1_books: dict[Venue, dict[TradableProduct, tuple[L1BookSnapshot, asyncio.Task]]]
|
47
|
-
def __init__(self, *, api_key: str, api_secret: str, paper_trading: bool, endpoint: str = 'https://app.architect.co', graphql_port: int | None = None, event_loop: asyncio.events.AbstractEventLoop | None = None) -> None:
|
50
|
+
def __init__(self, *, api_key: str, api_secret: str, paper_trading: bool, as_user: str | None = None, as_role: str | None = None, endpoint: str = 'https://app.architect.co', graphql_port: int | None = None, grpc_options: Sequence[tuple[str, Any]] | None = None, event_loop: asyncio.events.AbstractEventLoop | None = None) -> None:
|
48
51
|
"""
|
49
52
|
Create a new Client instance.
|
50
53
|
|
@@ -118,6 +121,11 @@ class Client:
|
|
118
121
|
Returns:
|
119
122
|
(user_id, user_email)
|
120
123
|
"""
|
124
|
+
def auth_info(self) -> AuthInfoResponse: ...
|
125
|
+
def cpty_status(self, kind: str, instance: str | None = None) -> CptyStatus:
|
126
|
+
"""
|
127
|
+
Get cpty status.
|
128
|
+
"""
|
121
129
|
def list_symbols(self, *, marketdata: Venue | None = None) -> list[str]:
|
122
130
|
"""
|
123
131
|
List all symbols.
|
@@ -446,7 +454,11 @@ class Client:
|
|
446
454
|
'''
|
447
455
|
def send_limit_order(self, *args, **kwargs) -> Order:
|
448
456
|
'''
|
449
|
-
@deprecated(reason="Use
|
457
|
+
@deprecated(reason="Use place_order instead")
|
458
|
+
'''
|
459
|
+
def place_limit_order(self, *args, **kwargs) -> Order:
|
460
|
+
'''
|
461
|
+
@deprecated(reason="Use place_order instead")
|
450
462
|
'''
|
451
463
|
def place_orders(self, order_requests: Sequence[PlaceOrderRequest]) -> list[Order]:
|
452
464
|
"""
|
@@ -477,9 +489,9 @@ class Client:
|
|
477
489
|
trigger_price=trigger_price,
|
478
490
|
)
|
479
491
|
"""
|
480
|
-
def
|
492
|
+
def place_order(self, *, id: OrderId | None = None, symbol: TradableProduct | str, execution_venue: str | None = None, dir: OrderDir, quantity: Decimal, limit_price: Decimal | None = None, order_type: OrderType = ..., time_in_force: TimeInForce = ..., price_round_method: TickRoundMethod | None = None, account: str | None = None, trader: str | None = None, post_only: bool | None = None, trigger_price: Decimal | None = None, stop_loss: TriggerLimitOrderType | None = None, take_profit_price: Decimal | None = None, **kwargs: Any) -> Order:
|
481
493
|
'''
|
482
|
-
Sends a regular
|
494
|
+
Sends a regular order.
|
483
495
|
|
484
496
|
Args:
|
485
497
|
id: in case user wants to generate their own order id, otherwise it will be generated automatically
|
@@ -498,8 +510,10 @@ class Client:
|
|
498
510
|
While technically optional, for most order types, the account is required
|
499
511
|
trader: the trader to send the order for, defaults to the user\'s trader
|
500
512
|
for when sending order for another user, not relevant for vast majority of users
|
501
|
-
post_only: whether the order should be post only,
|
513
|
+
post_only: whether the order should be post only, NOT SUPPORTED BY ALL EXCHANGES (e.g. CME)
|
502
514
|
trigger_price: the trigger price for the order, only relevant for stop / take_profit orders
|
515
|
+
stop_loss_price: the stop loss price for a bracket order.
|
516
|
+
profit_price: the take profit price for a bracket order.
|
503
517
|
Returns:
|
504
518
|
the Order object for the order
|
505
519
|
The order.status should be "PENDING" until the order is "OPEN" / "REJECTED" / "OUT" / "CANCELED" / "STALE"
|
@@ -544,3 +558,7 @@ class Client:
|
|
544
558
|
True if all orders were cancelled successfully
|
545
559
|
False if there was an error
|
546
560
|
"""
|
561
|
+
def create_algo_order(self, *, params: SpreaderParams, id: str | None = None, trader: str | None = None):
|
562
|
+
"""
|
563
|
+
Sends an advanced algo order such as the spreader.
|
564
|
+
"""
|