architect-py 5.1.4rc1__py3-none-any.whl → 5.1.6__py3-none-any.whl

architect_py/client.pyi

@@ -14,7 +14,7 @@ from architect_py.grpc.orderflow import OrderflowChannel as OrderflowChannel
 from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT as PAPER_GRPC_PORT, resolve_endpoint as resolve_endpoint
 from architect_py.utils.nearest_tick import TickRoundMethod as TickRoundMethod
 from architect_py.utils.orderbook import update_orderbook_side as update_orderbook_side
-from architect_py.utils.pandas import candles_to_dataframe as candles_to_dataframe
+from architect_py.utils.pandas import candles_to_dataframe as candles_to_dataframe, tickers_to_dataframe as tickers_to_dataframe
 from architect_py.utils.price_bands import price_band_pairs as price_band_pairs
 from architect_py.utils.symbol_parsing import nominative_expiration as nominative_expiration
 from datetime import date, datetime
@@ -75,45 +75,14 @@ class Client:
 
         Query methods on Client that require auth will call this method internally.
         """
-    def set_jwt(self, jwt: str | None, jwt_expiration: datetime | None = None):
-        """
-        Manually set the JWT for gRPC authentication.
-
-        Args:
-            jwt: the JWT to set;
-                None to clear the JWT
-            jwt_expiration: when to expire the JWT
-        """
-    def discover_marketdata(self) -> None:
-        """
-        Load marketdata endpoints from the server config.
-
-        The Architect core is responsible for telling you where to find marketdata as per
-        its configuration.  You can also manually set marketdata endpoints by calling
-        set_marketdata directly.
-
-        This method is called on Client.connect.
-        """
     def set_marketdata(self, venue: Venue, endpoint: str):
         """
         Manually set the marketdata endpoint for a venue.
         """
-    def marketdata(self, venue: Venue) -> GrpcClient:
-        """
-        Get the marketdata client for a venue.
-        """
     def set_hmart(self, endpoint: str):
         """
         Manually set the hmart (historical marketdata service) endpoint.
         """
-    def hmart(self) -> GrpcClient:
-        """
-        Get the hmart (historical marketdata service) client.
-        """
-    def core(self) -> GrpcClient:
-        """
-        Get the core client.
-        """
     def who_am_i(self) -> tuple[str, str]:
         """
         Gets the user_id and user_email for the user that the API key belongs to.
@@ -121,7 +90,6 @@ class Client:
         Returns:
             (user_id, user_email)
         """
-    def auth_info(self) -> AuthInfoResponse: ...
     def cpty_status(self, kind: str, instance: str | None = None) -> CptyStatus:
         """
         Get cpty status.
@@ -353,6 +321,10 @@ class Client:
         """
         Gets the ticker for a symbol.
         """
+    def get_tickers(self, *, venue: Venue, symbols: Sequence[TradableProduct | str] | None = None, include_options: bool = False, sort_by: SortTickersBy | str | None = None, offset: int | None = None, limit: int | None = None, as_dataframe: bool = False) -> Sequence[Ticker] | pd.DataFrame:
+        """
+        Gets the tickers for a list of symbols.
+        """
     def list_accounts(self) -> list[AccountWithPermissions]:
         """
         List accounts for the user that the API key belongs to.
@@ -370,6 +342,13 @@ class Client:
             account: account uuid or name
                 Examples: "00000000-0000-0000-0000-000000000000", "STONEX:000000/JDoe"
         '''
+    def get_positions(self, accounts: list[str] | None = None, trader: str | None = None) -> dict[str, Decimal]:
+        """
+        Get positions for the specified symbols.
+
+        Args:
+            symbols: list of symbol strings
+        """
     def get_account_summaries(self, accounts: list[str] | None = None, trader: str | None = None) -> list[AccountSummary]:
         """
         Get account summaries for accounts matching the filters.
@@ -489,7 +468,7 @@ class Client:
                 trigger_price=trigger_price,
             )
         """
-    def place_order(self, *, id: OrderId | None = None, symbol: TradableProduct | str, execution_venue: str | None = None, dir: OrderDir, quantity: Decimal, limit_price: Decimal, 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:
+    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:
         '''
         Sends a regular order.
 
@@ -498,7 +477,7 @@ class Client:
             symbol: the symbol to send the order for
             execution_venue: the execution venue to send the order to,
                 if execution_venue is set to None, the OMS will send the order to the primary_exchange
-                the primary_exchange can be deduced from `get_product_info`
+                the primary_exchange can be deduced from `get_product_info` (generally will be "CME" or "US-EQUITIES")
             dir: the direction of the order, BUY or SELL
             quantity: the quantity of the order
             limit_price: the limit price of the order
@@ -510,7 +489,7 @@ class Client:
                 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.
@@ -558,7 +537,7 @@ class Client:
             True if all orders were cancelled successfully
             False if there was an error
         """
-    def create_algo_order(self, *, params: SpreaderParams, id: str | None = None, trader: str | None = None):
+    def place_algo_order(self, *, params: SpreaderParams, id: str | None = None, trader: str | None = None):
         """
         Sends an advanced algo order such as the spreader.
         """

architect_py/grpc/models/Accounts/ResetPaperAccountRequest.py

@@ -0,0 +1,59 @@
+# generated by datamodel-codegen:
+#   filename:  Accounts/ResetPaperAccountRequest.json
+
+from __future__ import annotations
+from architect_py.grpc.models.Accounts.ResetPaperAccountResponse import (
+    ResetPaperAccountResponse,
+)
+
+from typing import Annotated, Optional
+
+from msgspec import Meta, Struct
+
+from .. import definitions
+
+
+class ResetPaperAccountRequest(Struct, omit_defaults=True):
+    account: Annotated[
+        definitions.AccountIdOrName,
+        Meta(
+            description="The trader for whom to reset paper accounts. If not specified, defaults to the caller user."
+        ),
+    ]
+    """
+    The trader for whom to reset paper accounts. If not specified, defaults to the caller user.
+    """
+    balance: Optional[int] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        account: definitions.AccountIdOrName,
+        balance: Optional[int] = None,
+    ):
+        return cls(
+            account,
+            balance,
+        )
+
+    def __str__(self) -> str:
+        return (
+            f"ResetPaperAccountRequest(account={self.account},balance={self.balance})"
+        )
+
+    @staticmethod
+    def get_response_type():
+        return ResetPaperAccountResponse
+
+    @staticmethod
+    def get_unannotated_response_type():
+        return ResetPaperAccountResponse
+
+    @staticmethod
+    def get_route() -> str:
+        return "/json.architect.Accounts/ResetPaperAccount"
+
+    @staticmethod
+    def get_rpc_method():
+        return "unary"

architect_py/grpc/models/Accounts/ResetPaperAccountResponse.py

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

architect_py/grpc/models/Boss/OptionsTransactionsRequest.py

@@ -0,0 +1,42 @@
+# generated by datamodel-codegen:
+#   filename:  Boss/OptionsTransactionsRequest.json
+
+from __future__ import annotations
+from architect_py.grpc.models.Boss.OptionsTransactionsResponse import (
+    OptionsTransactionsResponse,
+)
+
+from msgspec import Struct
+
+
+class OptionsTransactionsRequest(Struct, omit_defaults=True):
+    account_id: str
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        account_id: str,
+    ):
+        return cls(
+            account_id,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsTransactionsRequest(account_id={self.account_id})"
+
+    @staticmethod
+    def get_response_type():
+        return OptionsTransactionsResponse
+
+    @staticmethod
+    def get_unannotated_response_type():
+        return OptionsTransactionsResponse
+
+    @staticmethod
+    def get_route() -> str:
+        return "/json.architect.Boss/OptionsTransactions"
+
+    @staticmethod
+    def get_rpc_method():
+        return "unary"

architect_py/grpc/models/Boss/OptionsTransactionsResponse.py

@@ -0,0 +1,27 @@
+# generated by datamodel-codegen:
+#   filename:  Boss/OptionsTransactionsResponse.json
+
+from __future__ import annotations
+
+from typing import List
+
+from msgspec import Struct
+
+from .. import definitions
+
+
+class OptionsTransactionsResponse(Struct, omit_defaults=True):
+    options_transactions: List[definitions.OptionsTransaction]
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        options_transactions: List[definitions.OptionsTransaction],
+    ):
+        return cls(
+            options_transactions,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsTransactionsResponse(options_transactions={self.options_transactions})"

architect_py/grpc/models/Core/ConfigResponse.py

@@ -3,23 +3,28 @@
 
 from __future__ import annotations
 
-from typing import Dict
+from typing import Dict, Optional
 
 from msgspec import Struct
 
 
 class ConfigResponse(Struct, omit_defaults=True):
     marketdata: Dict[str, str]
+    symbology: Optional[str] = None
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
         marketdata: Dict[str, str],
+        symbology: Optional[str] = None,
     ):
         return cls(
             marketdata,
+            symbology,
         )
 
     def __str__(self) -> str:
-        return f"ConfigResponse(marketdata={self.marketdata})"
+        return (
+            f"ConfigResponse(marketdata={self.marketdata},symbology={self.symbology})"
+        )

architect_py/grpc/models/Folio/AccountSummary.py

@@ -15,7 +15,13 @@ from .. import definitions
 class AccountSummary(Struct, omit_defaults=True):
     account: str
     balances: Dict[str, Decimal]
-    positions: Dict[str, List[definitions.AccountPosition]]
+    positions: Annotated[
+        Dict[str, List[definitions.AccountPosition]],
+        Meta(description="map from TradableProduct to a list of AccountPosition"),
+    ]
+    """
+    map from TradableProduct to a list of AccountPosition
+    """
     timestamp: datetime
     cash_excess: Optional[
         Annotated[Optional[Decimal], Meta(description="Cash available to withdraw.")]

architect_py/grpc/models/Marketdata/Candle.py

@@ -136,10 +136,16 @@ class Candle(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/L1BookSnapshot.py

@@ -103,10 +103,16 @@ class L1BookSnapshot(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/L2BookSnapshot.py

@@ -100,8 +100,14 @@ class L2BookSnapshot(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)

architect_py/grpc/models/Marketdata/Liquidation.py

@@ -93,8 +93,14 @@ class Liquidation(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)

architect_py/grpc/models/Marketdata/Ticker.py

@@ -155,10 +155,16 @@ class Ticker(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/Trade.py

@@ -85,10 +85,16 @@ class Trade(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/OptionsMarketdata/OptionsChain.py

@@ -7,19 +7,19 @@ from typing import List
 
 from msgspec import Struct
 
-from .. import definitions
+from .OptionsContract import OptionsContract
 
 
 class OptionsChain(Struct, omit_defaults=True):
-    calls: List[definitions.OptionsContract]
-    puts: List[definitions.OptionsContract]
+    calls: List[OptionsContract]
+    puts: List[OptionsContract]
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        calls: List[definitions.OptionsContract],
-        puts: List[definitions.OptionsContract],
+        calls: List[OptionsContract],
+        puts: List[OptionsContract],
     ):
         return cls(
             calls,

architect_py/grpc/models/OptionsMarketdata/OptionsChainGreeks.py

@@ -7,19 +7,19 @@ from typing import List
 
 from msgspec import Struct
 
-from .. import definitions
+from .OptionsGreeks import OptionsGreeks
 
 
 class OptionsChainGreeks(Struct, omit_defaults=True):
-    calls: List[definitions.OptionsGreeks]
-    puts: List[definitions.OptionsGreeks]
+    calls: List[OptionsGreeks]
+    puts: List[OptionsGreeks]
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
-        calls: List[definitions.OptionsGreeks],
-        puts: List[definitions.OptionsGreeks],
+        calls: List[OptionsGreeks],
+        puts: List[OptionsGreeks],
     ):
         return cls(
             calls,

architect_py/grpc/models/OptionsMarketdata/OptionsChainGreeksRequest.py

@@ -7,6 +7,7 @@ from architect_py.grpc.models.OptionsMarketdata.OptionsChainGreeks import (
 )
 
 from datetime import date
+from typing import Optional
 
 from msgspec import Struct
 
@@ -14,6 +15,7 @@ from msgspec import Struct
 class OptionsChainGreeksRequest(Struct, omit_defaults=True):
     expiration: date
     underlying: str
+    wrap: Optional[str] = None
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
@@ -21,14 +23,16 @@ class OptionsChainGreeksRequest(Struct, omit_defaults=True):
         cls,
         expiration: date,
         underlying: str,
+        wrap: Optional[str] = None,
     ):
         return cls(
             expiration,
             underlying,
+            wrap,
         )
 
     def __str__(self) -> str:
-        return f"OptionsChainGreeksRequest(expiration={self.expiration},underlying={self.underlying})"
+        return f"OptionsChainGreeksRequest(expiration={self.expiration},underlying={self.underlying},wrap={self.wrap})"
 
     @staticmethod
     def get_response_type():

architect_py/grpc/models/OptionsMarketdata/OptionsChainRequest.py

@@ -5,6 +5,7 @@ from __future__ import annotations
 from architect_py.grpc.models.OptionsMarketdata.OptionsChain import OptionsChain
 
 from datetime import date
+from typing import Optional
 
 from msgspec import Struct
 
@@ -12,6 +13,7 @@ from msgspec import Struct
 class OptionsChainRequest(Struct, omit_defaults=True):
     expiration: date
     underlying: str
+    wrap: Optional[str] = None
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
@@ -19,14 +21,16 @@ class OptionsChainRequest(Struct, omit_defaults=True):
         cls,
         expiration: date,
         underlying: str,
+        wrap: Optional[str] = None,
     ):
         return cls(
             expiration,
             underlying,
+            wrap,
         )
 
     def __str__(self) -> str:
-        return f"OptionsChainRequest(expiration={self.expiration},underlying={self.underlying})"
+        return f"OptionsChainRequest(expiration={self.expiration},underlying={self.underlying},wrap={self.wrap})"
 
     @staticmethod
     def get_response_type():

architect_py/grpc/models/OptionsMarketdata/OptionsContract.py

@@ -0,0 +1,45 @@
+# generated by datamodel-codegen:
+#   filename:  OptionsMarketdata/OptionsContract.json
+
+from __future__ import annotations
+
+from datetime import date
+from decimal import Decimal
+from typing import Optional
+
+from msgspec import Struct
+
+from .. import definitions
+from ..Marketdata.Ticker import Ticker
+
+
+class OptionsContract(Struct, omit_defaults=True):
+    expiration: date
+    put_or_call: definitions.PutOrCall
+    strike: Decimal
+    ticker: Ticker
+    underlying: str
+    in_the_money: Optional[bool] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        expiration: date,
+        put_or_call: definitions.PutOrCall,
+        strike: Decimal,
+        ticker: Ticker,
+        underlying: str,
+        in_the_money: Optional[bool] = None,
+    ):
+        return cls(
+            expiration,
+            put_or_call,
+            strike,
+            ticker,
+            underlying,
+            in_the_money,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsContract(expiration={self.expiration},put_or_call={self.put_or_call},strike={self.strike},ticker={self.ticker},underlying={self.underlying},in_the_money={self.in_the_money})"

architect_py/grpc/models/OptionsMarketdata/OptionsContractGreeksRequest.py

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

architect_py/grpc/models/OptionsMarketdata/OptionsContractRequest.py

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