architect-py 5.1.4b1__py3-none-any.whl → 5.1.5__py3-none-any.whl

architect_py/tests/test_positions.py

@@ -0,0 +1,173 @@
+import asyncio
+from decimal import Decimal
+
+import pytest
+
+from architect_py.async_client import AsyncClient, OrderDir, OrderType
+
+
+@pytest.mark.asyncio
+@pytest.mark.timeout(10)
+async def test_positions(async_client: AsyncClient):
+    if not async_client.paper_trading:
+        return
+
+    accounts = await async_client.list_accounts()
+
+    assert len(accounts) == 1, (
+        f"Expected exactly one account in paper trading mode, got {len(accounts)}"
+    )
+    account_id = accounts[0].account.id
+    front_ES_future = await async_client.get_front_future("ES CME Futures", "CME")
+    positions = await async_client.get_positions(accounts=[account_id])
+    ES_position = positions.get(front_ES_future)
+
+    # flatten position
+    if ES_position is not None:
+        flatten_direction = OrderDir.SELL if ES_position > Decimal(0) else OrderDir.BUY
+
+        order = await async_client.place_order(
+            symbol=front_ES_future,
+            venue="CME",
+            dir=flatten_direction,
+            quantity=Decimal(value="1"),
+            account=account_id,
+            order_type=OrderType.MARKET,
+        )
+        while True:
+            open_orders = await async_client.get_open_orders(order_ids=[order.id])
+            if not open_orders:
+                break
+            await asyncio.sleep(0.2)
+
+        fills = await async_client.get_fills(order_id=order.id)
+        assert len(fills.fills) == 1, "Expected exactly one fill for the order"
+        assert fills.fills[0].dir == flatten_direction, (
+            "Fill direction does not match order direction"
+        )
+
+    # go long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(5), (
+        f"Expected position in {front_ES_future} to be 5, got {positions.get(front_ES_future)}"
+    )
+
+    # go long to flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="8"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(8), (
+        f"Expected position in {front_ES_future} to be 8, got {positions.get(front_ES_future)}"
+    )
+
+    # go long to short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="10"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-2), (
+        f"Expected position in {front_ES_future} to be -2, got {positions.get(front_ES_future)}"
+    )
+
+    # go flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="2"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-5), (
+        f"Expected position in {front_ES_future} to be -5, got {positions.get(front_ES_future)}"
+    )
+
+    # go short to flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-5), (
+        f"Expected position in {front_ES_future} to be -5, got {positions.get(front_ES_future)}"
+    )
+
+    # go short to long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="10"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(5), (
+        f"Expected position in {front_ES_future} to be 5, got {positions.get(front_ES_future)}"
+    )

architect_py/tests/test_rounding.py

@@ -1,41 +1,41 @@
-# from decimal import Decimal
+from decimal import Decimal
 
-# from architect_py.utils.nearest_tick import TickRoundMethod
+from architect_py.utils.nearest_tick import TickRoundMethod
 
 
-# def test_rounding():
-#     # Example usage
-#     value = Decimal("123.454")
-#     tick_size = Decimal("0.01")
+def _test_rounding():
+    # Example usage
+    value = Decimal("123.454")
+    tick_size = Decimal("0.01")
 
-#     rounded_value = TickRoundMethod.ROUND(value, tick_size=tick_size)
-#     assert rounded_value == Decimal("123.45")
+    rounded_value = TickRoundMethod.ROUND(value, tick_size=tick_size)
+    assert rounded_value == Decimal("123.45")
 
-#     rounded_ceil = TickRoundMethod.CEIL(value, tick_size)
-#     assert rounded_ceil == Decimal("123.46")
+    rounded_ceil = TickRoundMethod.CEIL(value, tick_size)
+    assert rounded_ceil == Decimal("123.46")
 
-#     rounded_floor = TickRoundMethod.FLOOR(value, tick_size)
-#     assert rounded_floor == Decimal("123.45")
+    rounded_floor = TickRoundMethod.FLOOR(value, tick_size)
+    assert rounded_floor == Decimal("123.45")
 
-#     rounded_floor = TickRoundMethod.FLOOR(Decimal("123.459"), tick_size)
-#     assert rounded_floor == Decimal("123.45")
+    rounded_floor = TickRoundMethod.FLOOR(Decimal("123.459"), tick_size)
+    assert rounded_floor == Decimal("123.45")
 
-#     rounded_toward_zero_pos = TickRoundMethod.TOWARD_ZERO(value, tick_size)
-#     assert rounded_toward_zero_pos == Decimal("123.45")
+    rounded_toward_zero_pos = TickRoundMethod.TOWARD_ZERO(value, tick_size)
+    assert rounded_toward_zero_pos == Decimal("123.45")
 
-#     value_negative = Decimal("-123.456")
-#     rounded_toward_zero_neg = TickRoundMethod.TOWARD_ZERO(value_negative, tick_size)
-#     assert rounded_toward_zero_neg == Decimal("-123.45")
+    value_negative = Decimal("-123.456")
+    rounded_toward_zero_neg = TickRoundMethod.TOWARD_ZERO(value_negative, tick_size)
+    assert rounded_toward_zero_neg == Decimal("-123.45")
 
-#     rounded_away_from_zero_pos = TickRoundMethod.AWAY_FROM_ZERO(value, tick_size)
-#     assert rounded_away_from_zero_pos == Decimal("123.46")
+    rounded_away_from_zero_pos = TickRoundMethod.AWAY_FROM_ZERO(value, tick_size)
+    assert rounded_away_from_zero_pos == Decimal("123.46")
 
-#     rounded_away_from_zero_neg = TickRoundMethod.AWAY_FROM_ZERO(
-#         value_negative, tick_size
-#     )
-#     assert rounded_away_from_zero_neg == Decimal("-123.46")
+    rounded_away_from_zero_neg = TickRoundMethod.AWAY_FROM_ZERO(
+        value_negative, tick_size
+    )
+    assert rounded_away_from_zero_neg == Decimal("-123.46")
 
 
-# if __name__ == "__main__":
-#     test_rounding()
-#     print("rounding.py: All tests passed!")
+if __name__ == "__main__":
+    _test_rounding()
+    print("rounding.py: All tests passed!")

architect_py/utils/pandas.py

@@ -4,7 +4,7 @@ import msgspec
 import pandas as pd
 
 if TYPE_CHECKING:
-    from .. import Candle
+    from .. import Candle, Ticker
 
 CANDLES_FIELD_MAP = {
     "av": "sell_volume",
@@ -43,3 +43,52 @@ def candles_to_dataframe(candles: List["Candle"]) -> pd.DataFrame:
     df.style.hide(["tn", "ts"], axis=1)
     df.set_index("timestamp", inplace=True)
     return df
+
+
+def tickers_to_dataframe(tickers: List["Ticker"]) -> pd.DataFrame:
+    records = msgspec.to_builtins(tickers)
+    df = pd.DataFrame.from_records(records)
+    df.rename(
+        columns={
+            "s": "symbol",
+            "ve": "venue",
+            "ap": "ask_price",
+            "as": "ask_size",
+            "bp": "bid_price",
+            "bs": "bid_size",
+            "dividend": "dividend",
+            "dividend_yield": "dividend_yield",
+            "eps_adj": "eps_adj",
+            "fr": "funding_rate",
+            "ft": "next_funding_time",
+            "h": "high_24h",
+            "ip": "index_price",
+            "isp": "indicative_settlement_price",
+            "l": "low_24h",
+            "market_cap": "market_cap",
+            "mp": "mark_price",
+            "o": "open_24h",
+            "oi": "open_interest",
+            "p": "last_price",
+            "price_to_earnings": "price_to_earnings",
+            "q": "last_size",
+            "sd": "last_settlement_date",
+            "shares_outstanding_weighted_adj": "shares_outstanding_weighted_adj",
+            "sp": "last_settlement_price",
+            "v": "volume_24h",
+            "vm": "volume_30d",
+            "xh": "session_high",
+            "xl": "session_low",
+            "xo": "session_open",
+            "xv": "session_volume",
+        },
+        inplace=True,
+    )
+    df["timestamp"] = pd.to_datetime(
+        df["ts"] * 1_000_000_000 + df["tn"],
+        unit="ns",
+        utc=True,
+    )
+    df.style.hide(["tn", "ts"], axis=1)
+    df.set_index("symbol", inplace=True)
+    return df

{architect_py-5.1.4b1.dist-info → architect_py-5.1.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: architect-py
-Version: 5.1.4b1
+Version: 5.1.5
 Summary: Python SDK for the Architect trading platform and brokerage.
 Author-email: "Architect Financial Technologies, Inc." <hello@architect.co>
 License-Expression: Apache-2.0

{architect_py-5.1.4b1.dist-info → architect_py-5.1.5.dist-info}/RECORD

@@ -1,7 +1,7 @@
-architect_py/__init__.py,sha256=8CrccOPnPzBy9EjbeXrvHImwdFvNofKqInTPsDz-9Fw,16123
-architect_py/async_client.py,sha256=k6bGfqkan0sdlKI2LOYTRwwT-UZLPDgKagxo_IUqhxU,62227
-architect_py/client.py,sha256=S9FsNoRJGB2xiE6H1nPPIg_-oAPZ5qPOBWy_4Hw0UuI,5056
-architect_py/client.pyi,sha256=bXd7pjtc1lDCB0l6tRkHr8tydz7n65TUpsyUeYaqV_4,24801
+architect_py/__init__.py,sha256=jrffx1fAChnV8djCoFdEmsTwyHTCkw0_P3RvSimjcx8,16666
+architect_py/async_client.py,sha256=jU_P4McMXGsKhUIov0CEXG27qi4SdfIVZkU3uFc-md8,65827
+architect_py/client.py,sha256=y8w17ZLo_Y2-knH-46qqVGlSJyQHB9qwOPodI9pzN-Q,5192
+architect_py/client.pyi,sha256=w8yM9u2TQvm12DHoEunq0CKTQ0EVOqrkh_iuNMf1Dk8,26113
 architect_py/common_types/__init__.py,sha256=fzOdIlKGWVN9V2Onc5z1v2bpvtZ4H9RSFA9ymJcBi3k,197
 architect_py/common_types/order_dir.py,sha256=ebyWTcXzJWrotkc2D9wNGc6JXbE5I3NLLuAz3I7FTZ8,2191
 architect_py/common_types/time_in_force.py,sha256=gEDYcNp014Eeb98zJDytiV0hGxHu_QsQndeM6Hk0Wa8,3132
@@ -23,12 +23,13 @@ architect_py/graphql_client/juniper_base_client.py,sha256=0kbAihyRgEP3n28zRumoST
 architect_py/graphql_client/search_symbols_query.py,sha256=hbGa6gF-gMWtRYQm2vlCTPDex8RWrJ4Yn4nT0VRQnCQ,614
 architect_py/graphql_client/user_id_query.py,sha256=tWKJJLgEINzd8e7rYlGklQCnwcwHzYFpCGQvhxQGX20,334
 architect_py/grpc/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-architect_py/grpc/client.py,sha256=qApYInm_eEhSFKYZRQ_EJyrV-PMA1AOhJ1PoArzGGvM,3597
+architect_py/grpc/client.py,sha256=qoH-bb-sDjoDlYYmByQVbzYBbCimFY_AmoOLEBDxEtA,4096
+architect_py/grpc/orderflow.py,sha256=XKysE11lK7yKXMctLvNTqq4g5F_DoKJT_8Jx37bgTLE,4836
 architect_py/grpc/resolve_endpoint.py,sha256=r_PBWANIJJ47N5uyPcnefZ21ZE1-mzgACfCBfQpekg8,2621
 architect_py/grpc/server.py,sha256=Abmdfe1eYbctVgzoJYBBBLpd7UD70FbYQLtJImSyRzs,1934
 architect_py/grpc/utils.py,sha256=5sykLExUNZbcQHcxLCCM9DdOOiJJZcpputGrDtaMifY,667
-architect_py/grpc/models/__init__.py,sha256=RrTLZvU7mNykDNp1oOm4-dekzab9ugIXd_my7Sm0Vx4,9153
-architect_py/grpc/models/definitions.py,sha256=UB2-xXjoAM6ZTkNrsa1Q2-W_t6XUWHykP_R5tqzDcbc,77048
+architect_py/grpc/models/__init__.py,sha256=DVsP-OURNPSlFKWxQGShF7ytvOUJc2_fQ-ng5kOh1X8,9366
+architect_py/grpc/models/definitions.py,sha256=fWVidMJ4pEzP7Z6bLhyYlSYxGttfH40Vgki1P9b47ow,82836
 architect_py/grpc/models/Accounts/AccountsRequest.py,sha256=1a88cltSebOb53EdJ0hKEGR7FlmBiibrCtGzLTKqDBY,1524
 architect_py/grpc/models/Accounts/AccountsResponse.py,sha256=DlXbkd3UbRybblBAfokw-K6nRvLNZgqz7cc0EKiW1zI,636
 architect_py/grpc/models/Accounts/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
@@ -44,6 +45,10 @@ architect_py/grpc/models/Algo/StartAlgoResponse.py,sha256=mS5kF5NEreJo6cNu4HFoDk
 architect_py/grpc/models/Algo/StopAlgoRequest.py,sha256=pKmj0L9cNTfuA682QnM87PjRBcJ_IsWPvKJdulK8Nwo,997
 architect_py/grpc/models/Algo/StopAlgoResponse.py,sha256=_HTDziNPpcVHTABHP-bdHGgro-lQRC44zf8J0Hv5dbA,418
 architect_py/grpc/models/Algo/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
+architect_py/grpc/models/AlgoHelper/AlgoParamTypes.py,sha256=U-zgHxcPlND283rqjvWkFPWlYORTKNQDRAAmbr3SepE,779
+architect_py/grpc/models/AlgoHelper/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
+architect_py/grpc/models/Auth/AuthInfoRequest.py,sha256=9MfFQzf2O4SZ156Bb-bJrTIT1uMpbMiv7XlD0E0MHzk,825
+architect_py/grpc/models/Auth/AuthInfoResponse.py,sha256=mok-7QUahZUlzBAosuQ5ng0ESSdcWLfXIywt3rgvYn4,813
 architect_py/grpc/models/Auth/CreateJwtRequest.py,sha256=3ezxlv3LbqZhM00kUrdn5OtYBGVMCZtw05m8NNOYMTI,1110
 architect_py/grpc/models/Auth/CreateJwtResponse.py,sha256=G1rsG7f4gMiWK4WVxTZMzFSy08z80nQCnZHJWWfXDNQ,483
 architect_py/grpc/models/Auth/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
@@ -59,7 +64,7 @@ architect_py/grpc/models/Boss/WithdrawalsRequest.py,sha256=876d2gsGbSTPZ74wCoe0n
 architect_py/grpc/models/Boss/WithdrawalsResponse.py,sha256=th6r28rjNBUuMBs95lwf9pxaxFtrwKJ_VAq7egwMVM8,632
 architect_py/grpc/models/Boss/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Core/ConfigRequest.py,sha256=9taH97J4b-_Co7d-o_zHOPg_vckc_InvnADXYpd_MlM,809
-architect_py/grpc/models/Core/ConfigResponse.py,sha256=pQimTNwdE-FL2Z1Pq6_YRPmagt-ZgJoub9P1lpj0gVk,556
+architect_py/grpc/models/Core/ConfigResponse.py,sha256=fjOEuwTyawepSaVGfLXqhmo_1ssDsDbyYkxje_SwBlU,717
 architect_py/grpc/models/Core/RestartCptyRequest.py,sha256=Hl_uSGkMFE9yPonClcNE24neeib8LP3fHH6UwpI_WSQ,916
 architect_py/grpc/models/Core/RestartCptyResponse.py,sha256=aCyJfucfFGHieGURjEejeT9HPoaKJ2xCGPVqw5pcCJs,427
 architect_py/grpc/models/Core/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
@@ -70,11 +75,11 @@ architect_py/grpc/models/Cpty/CptyStatusRequest.py,sha256=5eYYL2L5TmFKgoUuAInvFS
 architect_py/grpc/models/Cpty/CptysRequest.py,sha256=th1vto4vclExgZD4HwXaNy87amRP2oM1ix4WLetnIW8,801
 architect_py/grpc/models/Cpty/CptysResponse.py,sha256=cQiRp3VEewfcCKRxqdXpMT2EEZujO3h9LZtHATBDPtk,568
 architect_py/grpc/models/Cpty/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
-architect_py/grpc/models/Folio/AccountHistoryRequest.py,sha256=dAPd5pFHCcw1CauCbbTx_foKnPB2PTtbv6BZUh5H0dI,1407
+architect_py/grpc/models/Folio/AccountHistoryRequest.py,sha256=62zM93rALjckq8y5sA-6OvtB6zwpUOIXRtUik_tehQA,2837
 architect_py/grpc/models/Folio/AccountHistoryResponse.py,sha256=3CUKPrqbUpH1MRYFZi2Q4dfN-nzcM6OxM_FA5pA_OyQ,622
 architect_py/grpc/models/Folio/AccountSummariesRequest.py,sha256=epYjLFc1cMblp04li_WSCIcl4bFJEjDedJNO9D2x1bg,1595
 architect_py/grpc/models/Folio/AccountSummariesResponse.py,sha256=YoJddUl0TB1pkoI7C_avt94RSL9ZCf2u8_kOYpewRGI,678
-architect_py/grpc/models/Folio/AccountSummary.py,sha256=MtIzJ4v78gD1jZPoa4ooV6H3sctfOf1FV2vgiUiXDp4,3633
+architect_py/grpc/models/Folio/AccountSummary.py,sha256=2upTyjDCpkxIXZ40DjUmZFaBBnmIbhF1htijOoCc2D4,3816
 architect_py/grpc/models/Folio/AccountSummaryRequest.py,sha256=qu9f-liMEOqxq8LM2h9EosCj2vtTJwduUKjiwYO8GTo,1002
 architect_py/grpc/models/Folio/HistoricalFillsRequest.py,sha256=ybd6vIO1xkiovUW9Q-Pl4K21kfmFX8uMOoE7LZqsOLU,2241
 architect_py/grpc/models/Folio/HistoricalFillsResponse.py,sha256=MmHFvt-FuLgw93fHN8lfcyMsG2qHys1gUD0gq0QZGyM,775
@@ -85,16 +90,16 @@ architect_py/grpc/models/Health/HealthCheckRequest.py,sha256=uKxA8HbItw-MF-LfHk7
 architect_py/grpc/models/Health/HealthCheckResponse.py,sha256=0yh75XgiyrJdNet4xx5_u7gyW6Qx8fwTPO9h6E_HVWU,755
 architect_py/grpc/models/Health/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Marketdata/ArrayOfL1BookSnapshot.py,sha256=Os13kKncZgwoCqrorTspvcj8EO7u4Xr3fNQV8mWONFM,329
-architect_py/grpc/models/Marketdata/Candle.py,sha256=VDGh7cDiDhu91dAxARLMJkE2CqJvOLL4m1Z8u-cK9KE,8259
+architect_py/grpc/models/Marketdata/Candle.py,sha256=GIidzpVm9CwxbkIS3cJiRB_WaWQ3vwoGr_g6dSaDl9I,8472
 architect_py/grpc/models/Marketdata/HistoricalCandlesRequest.py,sha256=uJvsHOn2gXD9w4ybk1iXu4Z1LJ4g5g89y_DIwAMUChY,1587
 architect_py/grpc/models/Marketdata/HistoricalCandlesResponse.py,sha256=_LGtTw6dVMtF0U6N7l68IbxDDMcooOEW7YsJaoLtniY,604
-architect_py/grpc/models/Marketdata/L1BookSnapshot.py,sha256=X7Jm7vpBuyDJx1XI5-1XvjH5gw8h-7pap_1RTv9PHw8,3541
+architect_py/grpc/models/Marketdata/L1BookSnapshot.py,sha256=tM-2KEhy3M8hxwfDpPLDmNYIh_cfblWZkRVk_A1k6Ww,3874
 architect_py/grpc/models/Marketdata/L1BookSnapshotRequest.py,sha256=9TxfqAivsmZgmIuIemmX6A9bTvMvVU6rWYDGi86gZZg,1072
 architect_py/grpc/models/Marketdata/L1BookSnapshotsRequest.py,sha256=TFGnuPfTcHMSO849WnEPj1a52RsVReAEWqQ9Fb3La1g,1189
-architect_py/grpc/models/Marketdata/L2BookSnapshot.py,sha256=MEyDSZ6LfAtyujGLRZ6pts5o7UNIp8A9_kqV6K7Y-k8,2572
+architect_py/grpc/models/Marketdata/L2BookSnapshot.py,sha256=bvJJPfXMhS68J8M2U6Yb-yvLJuCLy_dUF_viG0udBWM,2785
 architect_py/grpc/models/Marketdata/L2BookSnapshotRequest.py,sha256=9qRKbwY2KLtW2F-40XOvRfT73kVPTymL0Q3JCR2EbtU,1072
 architect_py/grpc/models/Marketdata/L2BookUpdate.py,sha256=i-kWdJZvAoYEI280TfC3sTH46VIpMoj8N2UxWAkTDLs,2602
-architect_py/grpc/models/Marketdata/Liquidation.py,sha256=cLKfosZl0gdVuL3qoFuJ32UB7Xjk9vVhOxsoc_QNLEw,2420
+architect_py/grpc/models/Marketdata/Liquidation.py,sha256=QFco-zA3xUKstAbFkJ4qn_uluQ8XK6yDApvQULsSl3Y,2633
 architect_py/grpc/models/Marketdata/MarketStatus.py,sha256=4Kt2z16t7dpjpiELWshJyyH1b-D07YdQchjGMvZkSRM,977
 architect_py/grpc/models/Marketdata/MarketStatusRequest.py,sha256=ajyI4UlvFusyM0743dukT4KFZTlp9iUh0lTGWl6n7nw,1056
 architect_py/grpc/models/Marketdata/SubscribeCandlesRequest.py,sha256=ck5pQx54uymlpR-jxFpxcW0LPDLU7R8GvqLqF-7GmoU,1508
@@ -105,12 +110,12 @@ architect_py/grpc/models/Marketdata/SubscribeLiquidationsRequest.py,sha256=6BhC4
 architect_py/grpc/models/Marketdata/SubscribeManyCandlesRequest.py,sha256=pel2GGysDsJXjPY7rkyqqyGS3MPl13YezJS7apihiFc,1512
 architect_py/grpc/models/Marketdata/SubscribeTickersRequest.py,sha256=7g2LBAYd97OJ9FrxpUvZKO7hSMng-K4KfnsN08O4XSM,1437
 architect_py/grpc/models/Marketdata/SubscribeTradesRequest.py,sha256=7P8FyNx6wijNUBGry0vaMhaEKuG1ik8kTibJBvdol2k,1299
-architect_py/grpc/models/Marketdata/Ticker.py,sha256=O4kJK1RyThYgfpvIr9mgRWAAkYgwwAKgOhEhbfDo9b4,11592
+architect_py/grpc/models/Marketdata/Ticker.py,sha256=ti8Z3HEePBGk66DUwgZjKMpBhHrimT_Rv4VYaC7f3rs,11805
 architect_py/grpc/models/Marketdata/TickerRequest.py,sha256=Ay--5JKgCfdvlVWD2H6YSa_66NC3Dt6c-XK8JkbWhus,1008
 architect_py/grpc/models/Marketdata/TickerUpdate.py,sha256=sJ4wvCeGckMV30HwAcAsEMQbCzjN31OxF19q70jdxok,437
 architect_py/grpc/models/Marketdata/TickersRequest.py,sha256=x6UlQdAisnXgs3vbghQY3nuiFccSU3ueU0YJVAKaKUs,2359
 architect_py/grpc/models/Marketdata/TickersResponse.py,sha256=CLzKx-ItwH9-Qq8YruFhXh7TmtHwzNRMEOPJ9LQD9co,574
-architect_py/grpc/models/Marketdata/Trade.py,sha256=RKZq_HUDLxIE41caDrwf99V0c48kH2pm3XRCn5RLcEQ,2476
+architect_py/grpc/models/Marketdata/Trade.py,sha256=NZ-pM4MUNzQvq5RwYOS0_xgmDI17AxdM4t8NKdPnGu8,2689
 architect_py/grpc/models/Marketdata/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Oms/Cancel.py,sha256=P550abgbBqVbC3UE7YaOaEytF__DsTYWsepNvkHaAQE,2357
 architect_py/grpc/models/Oms/CancelAllOrdersRequest.py,sha256=oCRbluj6nyoDCHQszPDRIBt4ygFyO7QHZhCf8T8-fYM,1474
@@ -118,10 +123,10 @@ architect_py/grpc/models/Oms/CancelAllOrdersResponse.py,sha256=YM1H_nrV4RhpLMEwS
 architect_py/grpc/models/Oms/CancelOrderRequest.py,sha256=0yJysCf0IcwUevEqVnAkIm-OkOAbp_vOwh1p1ljSsp8,1939
 architect_py/grpc/models/Oms/OpenOrdersRequest.py,sha256=5Uv9ndI2WqRJgOWNLeKcIV8czb0ff6wHUW0gokeBktg,1804
 architect_py/grpc/models/Oms/OpenOrdersResponse.py,sha256=HT4YXjbbwdp2rLLXxoetF33DGe2j403soMLme2p18ts,592
-architect_py/grpc/models/Oms/Order.py,sha256=jjNSxHO8kdc67xhUdiRmsOdvISQPgtYeQ_pm4H3E5dg,10680
+architect_py/grpc/models/Oms/Order.py,sha256=slEem8b898Hh1Uckc_mhvN2bthVgB-JfDjAlN5uxs94,11683
 architect_py/grpc/models/Oms/PendingCancelsRequest.py,sha256=jdbBOpCHBlZFAZfF6urJZXXa5Dr5cTRR3AJ9ss4rY6E,1620
 architect_py/grpc/models/Oms/PendingCancelsResponse.py,sha256=mWRNRDa489Vdg-r7dJMOmfOO8l57yg8lBMynBDcY60A,628
-architect_py/grpc/models/Oms/PlaceOrderRequest.py,sha256=se2iSEC_TrL5y-m_CRJkk9jsYLFOGnE57QFwz4Dqtck,8317
+architect_py/grpc/models/Oms/PlaceOrderRequest.py,sha256=DDMkKgsqWVlMhUeidxTlVDHyNdeuPLu29PUwOTd0ijo,9320
 architect_py/grpc/models/Oms/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/OptionsMarketdata/OptionsChain.py,sha256=8Sdp57aUXlW13X1POlBKxxaEZofwRZ7VGDLzq1l9GoU,732
 architect_py/grpc/models/OptionsMarketdata/OptionsChainGreeks.py,sha256=Jhb5CM4t84EdETDO3SOakHkuaWG30Dm4lREpKgBFzFM,742
@@ -158,25 +163,26 @@ architect_py/tests/conftest.py,sha256=XCeq44muZi6i9CxOe9lH7rCmt5pQViWJ_25gSowrLP
 architect_py/tests/test_book_building.py,sha256=biqs8X9bw1YSb6mrCDS-ELesdD-P5F6bE3MYXP0BeQ4,1236
 architect_py/tests/test_encoding.py,sha256=J61Lk2CDIqgdcsj0-KYBZweYh5EQ4XAXsRyM0fdMqfU,1085
 architect_py/tests/test_marketdata.py,sha256=W26OrL51ONAclBjBcm7trS1QPXtLLjdgnsbDR2kqtIw,4963
-architect_py/tests/test_order_entry.py,sha256=eD3YrRKTpsJqAI5ahzk4J8uPKXby_XLYIcv_ZaqDKRA,1179
-architect_py/tests/test_orderflow.py,sha256=PRCr4Yzaif9OG0Eq1zxCUpTfFsHA3WEWSBiETRDvnIE,1038
+architect_py/tests/test_order_entry.py,sha256=5HDjzNJOC7lSx4driP4mDJr9HuR2cFTwO8s1haGXl9E,1284
+architect_py/tests/test_orderflow.py,sha256=b4iohhs7YUoJMevlUfLQyIoVqjam7pl0BPs0dSfZhqM,3951
 architect_py/tests/test_portfolio_management.py,sha256=Q4pburTDJ53hrq2_aRbNAOG3nwbCEsgZQGbI_AMHLxE,709
-architect_py/tests/test_rounding.py,sha256=cAQ1-tWOVgxENt0Fzs9YcFDdDDYmCtOHvAA_w76wy9g,1417
+architect_py/tests/test_positions.py,sha256=zVO6qmYVn7heQt2C17deYUUCAmJ-u6cnekTmqKm8Vh0,5925
+architect_py/tests/test_rounding.py,sha256=qjuPIdX6TbfPtfrzotZx6-Aodf4et7j3AswgQ7DQtm4,1363
 architect_py/tests/test_symbology.py,sha256=74fbUgoycuViMHHnurE2Dnfao75wWu_cmQMyU5XQcdY,3436
 architect_py/tests/test_sync_client.py,sha256=teaHrp-CMpKIDsGPdnyxvmuW_a3hgFftnsnPsFHz9Tw,946
 architect_py/utils/nearest_tick.py,sha256=i1cCGMSi-sP4Grbp0RCwEsoLzMWN9iC6gPMBm2daDWM,4810
 architect_py/utils/nearest_tick_2.py,sha256=f-o6b73Mo8epCIaOYBS9F0k_6UHUDSVG1N_VWg7iFBU,3641
 architect_py/utils/orderbook.py,sha256=JM02NhHbmK3sNaS2Ara8FBY4TvKvtMIzJW1oVd8KC3s,1004
-architect_py/utils/pandas.py,sha256=QHz2ynj4T92FobuzRaNoH3ypArHoSDCiGtZ3PVXJ2vo,1017
+architect_py/utils/pandas.py,sha256=Jyiimf6Y5FbTLotUhSIgOnRHMGz7ZvAqNSCHEwZ9eQU,2599
 architect_py/utils/price_bands.py,sha256=j7ioSA3dx025CD5E2Vg7XQvmjPvxQb-gzQBfQTovpTw,21874
 architect_py/utils/symbol_parsing.py,sha256=OjJzk2c6QU2s0aJMSyVEzlWD5Vy-RlakJVW7jNHVDJk,845
-architect_py-5.1.4b1.dist-info/licenses/LICENSE,sha256=6P0_5gYN8iPWPZeqA9nxiO3tRQmcSA1ijAVR7C8j1SI,11362
+architect_py-5.1.5.dist-info/licenses/LICENSE,sha256=6P0_5gYN8iPWPZeqA9nxiO3tRQmcSA1ijAVR7C8j1SI,11362
 examples/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 examples/book_subscription.py,sha256=1WFQN_QCE8cRS_CIv2k0NxqpK37fA9-Ja2Kfxs8vsb8,1461
 examples/candles.py,sha256=T71TsxbfXCT6mrJZmTgdTKesJFdQhYP_4AsiNK-8KyQ,756
 examples/config.py,sha256=rv6x7QYJO6ckvpRcwghyJbkL_lTBPnK0u6nKgkYTvxQ,1858
 examples/external_cpty.py,sha256=xxGXONXwoWIS8ys0SgxHLSmntAi1BlwV2NR9WD1kvpc,2527
-examples/funding_rate_mean_reversion_algo.py,sha256=Y9zJ7N4TEm36TH3jIHMbDxucKOOlD2VHe5oNcLai11o,6502
+examples/funding_rate_mean_reversion_algo.py,sha256=gv35eKiJeyU7-A6hPtFLsXxmgUxFQSMPYKV-gh2afo0,5650
 examples/order_sending.py,sha256=0M5eK20nDO5KXJZV-yidC7HR_RHP3uJL9f-q9FF0BIs,3313
 examples/orderflow_channel.py,sha256=L6W9aZS95Xmjl1IvrKA1Cp06r9-QOERsBETLOg3EImk,1891
 examples/orderflow_streaming.py,sha256=BtVwCYWBCpytaAFN9u2WPgGCugyNMsGa6nA1dPWuVLs,1300
@@ -189,12 +195,12 @@ examples/tutorial_sync.py,sha256=w5Sqa0YFh0XnpoXuhD3WsKRKpR5cuTTNb7pCp-Aqnz0,284
 scripts/add_imports_to_inits.py,sha256=bryhz6RpKAJsSieVMnXnRyLp8evNkpOsNUkBUPkk1WQ,4518
 scripts/correct_sync_interface.py,sha256=gTSJLDAT8s-ayN_JqgKbeM6c3DYZOapduS_GIqrvD-A,4134
 scripts/generate_functions_md.py,sha256=-rVRhbHlDodGH2a32UCsMLIpgXtDvOhBmkHa0RqDpCA,6232
-scripts/postprocess_grpc.py,sha256=QqFZdOLH6hLPRCLUkf7qvuGooLsXulcpMghCpleHc-A,23198
+scripts/postprocess_grpc.py,sha256=1A8HCMG3aBAJaORlBTaYyADow8LOcm2EVeRm0xlF0Gc,23606
 scripts/preprocess_grpc_schema.py,sha256=p9LdoMZzixBSsVx7Dy3_8uJzOy_QwCoVMkAABQKUsBA,22894
 scripts/prune_graphql_schema.py,sha256=hmfw5FD_iKGKMFkq6H1neZiXXtljFFrOwi2fiusTWE4,6210
 templates/exceptions.py,sha256=tIHbiO5Q114h9nPwJXsgHvW_bERLwxuNp9Oj41p6t3A,2379
 templates/juniper_base_client.py,sha256=B8QF4IFSwqBK5UY2aFPbSdYnX9bcwnlxLK4ojPRaW0E,12705
-architect_py-5.1.4b1.dist-info/METADATA,sha256=T9t4zgT065VEpW9f1WGsCXkUNK_O1UQimeeqfrem1uY,2640
-architect_py-5.1.4b1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-architect_py-5.1.4b1.dist-info/top_level.txt,sha256=UjtO97OACFQ9z5MzS-X2wBlt5Ovk1vxakQPKfokI454,40
-architect_py-5.1.4b1.dist-info/RECORD,,
+architect_py-5.1.5.dist-info/METADATA,sha256=mUUxF_AZbqF0dHqRcn1mivlye9rkUi1KMogf-Qqw9jQ,2638
+architect_py-5.1.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+architect_py-5.1.5.dist-info/top_level.txt,sha256=UjtO97OACFQ9z5MzS-X2wBlt5Ovk1vxakQPKfokI454,40
+architect_py-5.1.5.dist-info/RECORD,,

examples/funding_rate_mean_reversion_algo.py

@@ -4,7 +4,7 @@ Do *NOT* run this script in production. This script is for educational purposes
 
 import asyncio
 from decimal import Decimal
-from typing import AsyncIterator, Optional
+from typing import Optional
 
 from architect_py import (
     AsyncClient,
@@ -13,16 +13,15 @@ from architect_py import (
     TimeInForce,
     TradableProduct,
 )
-from architect_py.graphql_client.exceptions import GraphQLClientHttpError
 from architect_py.grpc.models.Orderflow.Orderflow import (
     TaggedOrderAck,
     TaggedOrderOut,
     TaggedOrderReject,
 )
 from architect_py.grpc.models.Orderflow.OrderflowRequest import (
-    OrderflowRequest,
     PlaceOrder,
 )
+from architect_py.grpc.orderflow import OrderflowChannel
 
 from .config import connect_async_client
 
@@ -36,23 +35,6 @@ target_position = 0
 current_position = 0
 
 
-class OrderflowRequester:
-    def __init__(self):
-        self.queue: asyncio.Queue[OrderflowRequest] = asyncio.Queue()
-
-    async def __aiter__(self) -> AsyncIterator[OrderflowRequest]:
-        while True:
-            value = await self.queue.get()  # Wait for a value
-            yield value  # Yield it when available
-
-    async def __anext__(self) -> OrderflowRequest:
-        return await self.queue.get()
-
-    async def put(self, value: OrderflowRequest) -> None:
-        # OrderflowRequest contains: PlaceOrder, CancelOrder, CancelAllOrders
-        await self.queue.put(value)  # Put value into the queue
-
-
 async def update_marketdata(c: AsyncClient):
     while True:
         ticker = await c.get_ticker(tradable_product, venue)
@@ -81,30 +63,23 @@ async def update_marketdata(c: AsyncClient):
 
 
 async def subscribe_and_print_orderflow(
-    c: AsyncClient, orderflow_requester: OrderflowRequester
-):
-    try:
-        stream = c.orderflow(orderflow_requester)
-        """
-        subscribe_orderflow_stream is a duplex_stream meaning that it is a stream that can be read from and written to.
-        This is a stream that will be used to send orders to the Architect and receive order updates from the Architect.
-        """
-        async for orderflow in stream:
-            if isinstance(orderflow, TaggedOrderAck):
-                print(f"<!> ACK {orderflow.order_id}")
-            if isinstance(orderflow, TaggedOrderReject):
-                print(f"<!> REJECT {orderflow.id} {orderflow.r}: {orderflow.rm}")
-                # reject reason, reject message
-            elif isinstance(orderflow, TaggedOrderOut):
-                print(f"<!> OUT {orderflow.id}")
-    except GraphQLClientHttpError as e:
-        print(e.status_code)
-        print(e.response.json())
-
-
-async def step_to_target_position(
-    c: AsyncClient, orderflow_requester: OrderflowRequester
+    c: AsyncClient, orderflow_manager: OrderflowChannel
 ):
+    """
+    subscribe_orderflow_stream is a duplex_stream meaning that it is a stream that can be read from and written to.
+    This is a stream that will be used to send orders to the Architect and receive order updates from the Architect.
+    """
+    async for orderflow in orderflow_manager:
+        if isinstance(orderflow, TaggedOrderAck):
+            print(f"<!> ACK {orderflow.order_id}")
+        if isinstance(orderflow, TaggedOrderReject):
+            print(f"<!> REJECT {orderflow.id} {orderflow.r}: {orderflow.rm}")
+            # reject reason, reject message
+        elif isinstance(orderflow, TaggedOrderOut):
+            print(f"<!> OUT {orderflow.id}")
+
+
+async def step_to_target_position(c: AsyncClient, orderflow_manager: OrderflowChannel):
     while True:
         await asyncio.sleep(10)
         # check open orders
@@ -147,7 +122,7 @@ async def step_to_target_position(
                 )
 
         if order is not None:
-            await orderflow_requester.put(
+            await orderflow_manager.send(
                 order
             )  # this will add the order to the queue to send over
 
@@ -176,13 +151,14 @@ async def print_info(c: AsyncClient):
 async def main():
     c = await connect_async_client()
 
-    orderflow_requester = OrderflowRequester()
+    orderflow_manager = await c.orderflow()
+    await orderflow_manager.start()
 
     await asyncio.gather(
         update_marketdata(c),
-        step_to_target_position(c, orderflow_requester),
+        step_to_target_position(c, orderflow_manager),
         print_info(c),
-        subscribe_and_print_orderflow(c, orderflow_requester),
+        subscribe_and_print_orderflow(c, orderflow_manager),
     )
     await c.close()
 

scripts/postprocess_grpc.py

@@ -358,12 +358,25 @@ def add_post_processing_to_unflattened_types(content: str, json_data: dict) -> s
     )
     union_keys = set.union(*map(set, enum_variant_to_other_required_keys.values()))
 
+    if_statement_used = False
     for i, (enum_value, required_keys) in enumerate(
         enum_variant_to_other_required_keys.items()
     ):
-        conditional = "if" if i == 0 else "elif"
+        conditional = "elif" if if_statement_used else "if"
         title = properties[enum_tag]["title"]
         req_keys_subset = [key for key in required_keys if key not in common_keys]
+
+        if not req_keys_subset:
+            continue
+
+        req_keys_titles = []
+        for key in req_keys_subset:
+            key_title = properties[key].get("title")
+            if key_title is None:
+                req_keys_titles.append(key)
+            else:
+                req_keys_titles.append(f"{key_title} ({key})")
+
         should_be_empty_keys: list[str] = list(union_keys - set(required_keys))
 
         req_keys_subset.sort()
@@ -373,12 +386,14 @@ def add_post_processing_to_unflattened_types(content: str, json_data: dict) -> s
             f'        {conditional} self.{enum_tag} == "{enum_value}":\n'
             f"            if not all(getattr(self, key) is not None for key in {req_keys_subset}):\n"
             f'                raise ValueError(f"When field {enum_tag} ({title}) is of value {enum_value}, '
-            f'class {class_title} requires fields {req_keys_subset}")\n'
+            f'class {class_title} requires fields {req_keys_titles}")\n'
             f"            elif any(getattr(self, key) is not None for key in {should_be_empty_keys}):\n"
             f'                raise ValueError(f"When field {enum_tag} ({title}) is of value {enum_value}, '
             f'class {class_title} should not have fields {should_be_empty_keys}")\n'
         )
 
+        if_statement_used = True
+
     return "".join(lines)