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

architect_py/grpc/models/OptionsMarketdata/OptionsExpirations.py

@@ -12,6 +12,7 @@ from msgspec import Struct
 class OptionsExpirations(Struct, omit_defaults=True):
     expirations: List[date]
     underlying: str
+    wrap: str
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
@@ -19,11 +20,13 @@ class OptionsExpirations(Struct, omit_defaults=True):
         cls,
         expirations: List[date],
         underlying: str,
+        wrap: str,
     ):
         return cls(
             expirations,
             underlying,
+            wrap,
         )
 
     def __str__(self) -> str:
-        return f"OptionsExpirations(expirations={self.expirations},underlying={self.underlying})"
+        return f"OptionsExpirations(expirations={self.expirations},underlying={self.underlying},wrap={self.wrap})"

architect_py/grpc/models/OptionsMarketdata/OptionsExpirationsRequest.py

@@ -6,24 +6,31 @@ from architect_py.grpc.models.OptionsMarketdata.OptionsExpirations import (
     OptionsExpirations,
 )
 
+from typing import Optional
+
 from msgspec import Struct
 
 
 class OptionsExpirationsRequest(Struct, omit_defaults=True):
     underlying: str
+    wrap: Optional[str] = None
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
         underlying: str,
+        wrap: Optional[str] = None,
     ):
         return cls(
             underlying,
+            wrap,
         )
 
     def __str__(self) -> str:
-        return f"OptionsExpirationsRequest(underlying={self.underlying})"
+        return (
+            f"OptionsExpirationsRequest(underlying={self.underlying},wrap={self.wrap})"
+        )
 
     @staticmethod
     def get_response_type():

architect_py/grpc/models/OptionsMarketdata/OptionsGreeks.py

@@ -0,0 +1,58 @@
+# generated by datamodel-codegen:
+#   filename:  OptionsMarketdata/OptionsGreeks.json
+
+from __future__ import annotations
+
+from datetime import date
+from decimal import Decimal
+
+from msgspec import Struct
+
+from .. import definitions
+
+
+class OptionsGreeks(Struct, omit_defaults=True):
+    delta: Decimal
+    expiration: date
+    gamma: Decimal
+    implied_volatility: Decimal
+    put_or_call: definitions.PutOrCall
+    rho: Decimal
+    strike: Decimal
+    symbol: str
+    theta: Decimal
+    underlying: str
+    vega: Decimal
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        delta: Decimal,
+        expiration: date,
+        gamma: Decimal,
+        implied_volatility: Decimal,
+        put_or_call: definitions.PutOrCall,
+        rho: Decimal,
+        strike: Decimal,
+        symbol: str,
+        theta: Decimal,
+        underlying: str,
+        vega: Decimal,
+    ):
+        return cls(
+            delta,
+            expiration,
+            gamma,
+            implied_volatility,
+            put_or_call,
+            rho,
+            strike,
+            symbol,
+            theta,
+            underlying,
+            vega,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsGreeks(delta={self.delta},expiration={self.expiration},gamma={self.gamma},implied_volatility={self.implied_volatility},put_or_call={self.put_or_call},rho={self.rho},strike={self.strike},symbol={self.symbol},theta={self.theta},underlying={self.underlying},vega={self.vega})"

architect_py/grpc/models/OptionsMarketdata/OptionsWraps.py

@@ -0,0 +1,28 @@
+# generated by datamodel-codegen:
+#   filename:  OptionsMarketdata/OptionsWraps.json
+
+from __future__ import annotations
+
+from typing import List
+
+from msgspec import Struct
+
+
+class OptionsWraps(Struct, omit_defaults=True):
+    underlying: str
+    wraps: List[str]
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        underlying: str,
+        wraps: List[str],
+    ):
+        return cls(
+            underlying,
+            wraps,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsWraps(underlying={self.underlying},wraps={self.wraps})"

architect_py/grpc/models/OptionsMarketdata/OptionsWrapsRequest.py

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

architect_py/grpc/models/__init__.py

@@ -1,5 +1,7 @@
 from .Accounts.AccountsRequest import AccountsRequest
 from .Accounts.AccountsResponse import AccountsResponse
+from .Accounts.ResetPaperAccountRequest import ResetPaperAccountRequest
+from .Accounts.ResetPaperAccountResponse import ResetPaperAccountResponse
 from .Algo.AlgoOrder import AlgoOrder
 from .Algo.AlgoOrderRequest import AlgoOrderRequest
 from .Algo.AlgoOrdersRequest import AlgoOrdersRequest
@@ -18,6 +20,8 @@ from .Auth.CreateJwtRequest import CreateJwtRequest
 from .Auth.CreateJwtResponse import CreateJwtResponse
 from .Boss.DepositsRequest import DepositsRequest
 from .Boss.DepositsResponse import DepositsResponse
+from .Boss.OptionsTransactionsRequest import OptionsTransactionsRequest
+from .Boss.OptionsTransactionsResponse import OptionsTransactionsResponse
 from .Boss.RqdAccountStatisticsRequest import RqdAccountStatisticsRequest
 from .Boss.RqdAccountStatisticsResponse import RqdAccountStatisticsResponse
 from .Boss.StatementUrlRequest import StatementUrlRequest
@@ -89,8 +93,14 @@ from .OptionsMarketdata.OptionsChain import OptionsChain
 from .OptionsMarketdata.OptionsChainGreeks import OptionsChainGreeks
 from .OptionsMarketdata.OptionsChainGreeksRequest import OptionsChainGreeksRequest
 from .OptionsMarketdata.OptionsChainRequest import OptionsChainRequest
+from .OptionsMarketdata.OptionsContract import OptionsContract
+from .OptionsMarketdata.OptionsContractGreeksRequest import OptionsContractGreeksRequest
+from .OptionsMarketdata.OptionsContractRequest import OptionsContractRequest
 from .OptionsMarketdata.OptionsExpirations import OptionsExpirations
 from .OptionsMarketdata.OptionsExpirationsRequest import OptionsExpirationsRequest
+from .OptionsMarketdata.OptionsGreeks import OptionsGreeks
+from .OptionsMarketdata.OptionsWraps import OptionsWraps
+from .OptionsMarketdata.OptionsWrapsRequest import OptionsWrapsRequest
 from .Orderflow.Dropcopy import Dropcopy
 from .Orderflow.DropcopyRequest import DropcopyRequest
 from .Orderflow.Orderflow import Orderflow
@@ -113,4 +123,4 @@ from .Symbology.UploadProductCatalogResponse import UploadProductCatalogResponse
 from .Symbology.UploadSymbologyRequest import UploadSymbologyRequest
 from .Symbology.UploadSymbologyResponse import UploadSymbologyResponse
 
-__all__ = ["AccountsRequest", "AccountsResponse", "AlgoOrder", "AlgoOrderRequest", "AlgoOrdersRequest", "AlgoOrdersResponse", "CreateAlgoOrderRequest", "PauseAlgoRequest", "PauseAlgoResponse", "StartAlgoRequest", "StartAlgoResponse", "StopAlgoRequest", "StopAlgoResponse", "AlgoParamTypes", "AuthInfoRequest", "AuthInfoResponse", "CreateJwtRequest", "CreateJwtResponse", "DepositsRequest", "DepositsResponse", "RqdAccountStatisticsRequest", "RqdAccountStatisticsResponse", "StatementUrlRequest", "StatementUrlResponse", "StatementsRequest", "StatementsResponse", "WithdrawalsRequest", "WithdrawalsResponse", "ConfigRequest", "ConfigResponse", "RestartCptyRequest", "RestartCptyResponse", "CptyRequest", "CptyResponse", "CptyStatus", "CptyStatusRequest", "CptysRequest", "CptysResponse", "AccountHistoryRequest", "AccountHistoryResponse", "AccountSummariesRequest", "AccountSummariesResponse", "AccountSummary", "AccountSummaryRequest", "HistoricalFillsRequest", "HistoricalFillsResponse", "HistoricalOrdersRequest", "HistoricalOrdersResponse", "HealthCheckRequest", "HealthCheckResponse", "ArrayOfL1BookSnapshot", "Candle", "HistoricalCandlesRequest", "HistoricalCandlesResponse", "L1BookSnapshot", "L1BookSnapshotRequest", "L1BookSnapshotsRequest", "L2BookSnapshot", "L2BookSnapshotRequest", "L2BookUpdate", "Liquidation", "MarketStatus", "MarketStatusRequest", "SubscribeCandlesRequest", "SubscribeCurrentCandlesRequest", "SubscribeL1BookSnapshotsRequest", "SubscribeL2BookUpdatesRequest", "SubscribeLiquidationsRequest", "SubscribeManyCandlesRequest", "SubscribeTickersRequest", "SubscribeTradesRequest", "Ticker", "TickerRequest", "TickerUpdate", "TickersRequest", "TickersResponse", "Trade", "Cancel", "CancelAllOrdersRequest", "CancelAllOrdersResponse", "CancelOrderRequest", "OpenOrdersRequest", "OpenOrdersResponse", "Order", "PendingCancelsRequest", "PendingCancelsResponse", "PlaceOrderRequest", "OptionsChain", "OptionsChainGreeks", "OptionsChainGreeksRequest", "OptionsChainRequest", "OptionsExpirations", "OptionsExpirationsRequest", "Dropcopy", "DropcopyRequest", "Orderflow", "OrderflowRequest", "SubscribeOrderflowRequest", "DownloadProductCatalogRequest", "DownloadProductCatalogResponse", "ExecutionInfoRequest", "ExecutionInfoResponse", "PruneExpiredSymbolsRequest", "PruneExpiredSymbolsResponse", "SubscribeSymbology", "SymbologyRequest", "SymbologySnapshot", "SymbologyUpdate", "SymbolsRequest", "SymbolsResponse", "UploadProductCatalogRequest", "UploadProductCatalogResponse", "UploadSymbologyRequest", "UploadSymbologyResponse"]
+__all__ = ["AccountsRequest", "AccountsResponse", "ResetPaperAccountRequest", "ResetPaperAccountResponse", "AlgoOrder", "AlgoOrderRequest", "AlgoOrdersRequest", "AlgoOrdersResponse", "CreateAlgoOrderRequest", "PauseAlgoRequest", "PauseAlgoResponse", "StartAlgoRequest", "StartAlgoResponse", "StopAlgoRequest", "StopAlgoResponse", "AlgoParamTypes", "AuthInfoRequest", "AuthInfoResponse", "CreateJwtRequest", "CreateJwtResponse", "DepositsRequest", "DepositsResponse", "OptionsTransactionsRequest", "OptionsTransactionsResponse", "RqdAccountStatisticsRequest", "RqdAccountStatisticsResponse", "StatementUrlRequest", "StatementUrlResponse", "StatementsRequest", "StatementsResponse", "WithdrawalsRequest", "WithdrawalsResponse", "ConfigRequest", "ConfigResponse", "RestartCptyRequest", "RestartCptyResponse", "CptyRequest", "CptyResponse", "CptyStatus", "CptyStatusRequest", "CptysRequest", "CptysResponse", "AccountHistoryRequest", "AccountHistoryResponse", "AccountSummariesRequest", "AccountSummariesResponse", "AccountSummary", "AccountSummaryRequest", "HistoricalFillsRequest", "HistoricalFillsResponse", "HistoricalOrdersRequest", "HistoricalOrdersResponse", "HealthCheckRequest", "HealthCheckResponse", "ArrayOfL1BookSnapshot", "Candle", "HistoricalCandlesRequest", "HistoricalCandlesResponse", "L1BookSnapshot", "L1BookSnapshotRequest", "L1BookSnapshotsRequest", "L2BookSnapshot", "L2BookSnapshotRequest", "L2BookUpdate", "Liquidation", "MarketStatus", "MarketStatusRequest", "SubscribeCandlesRequest", "SubscribeCurrentCandlesRequest", "SubscribeL1BookSnapshotsRequest", "SubscribeL2BookUpdatesRequest", "SubscribeLiquidationsRequest", "SubscribeManyCandlesRequest", "SubscribeTickersRequest", "SubscribeTradesRequest", "Ticker", "TickerRequest", "TickerUpdate", "TickersRequest", "TickersResponse", "Trade", "Cancel", "CancelAllOrdersRequest", "CancelAllOrdersResponse", "CancelOrderRequest", "OpenOrdersRequest", "OpenOrdersResponse", "Order", "PendingCancelsRequest", "PendingCancelsResponse", "PlaceOrderRequest", "OptionsChain", "OptionsChainGreeks", "OptionsChainGreeksRequest", "OptionsChainRequest", "OptionsContract", "OptionsContractGreeksRequest", "OptionsContractRequest", "OptionsExpirations", "OptionsExpirationsRequest", "OptionsGreeks", "OptionsWraps", "OptionsWrapsRequest", "Dropcopy", "DropcopyRequest", "Orderflow", "OrderflowRequest", "SubscribeOrderflowRequest", "DownloadProductCatalogRequest", "DownloadProductCatalogResponse", "ExecutionInfoRequest", "ExecutionInfoResponse", "PruneExpiredSymbolsRequest", "PruneExpiredSymbolsResponse", "SubscribeSymbology", "SymbologyRequest", "SymbologySnapshot", "SymbologyUpdate", "SymbolsRequest", "SymbolsResponse", "UploadProductCatalogRequest", "UploadProductCatalogResponse", "UploadSymbologyRequest", "UploadSymbologyResponse"]

architect_py/grpc/models/definitions.py

@@ -12,8 +12,6 @@ from typing import Annotated, Dict, List, Literal, Optional, Union
 
 from msgspec import Meta, Struct
 
-from .Marketdata.Ticker import Ticker
-
 
 class AccountHistoryGranularity(str, Enum):
     FiveMinutes = "FiveMinutes"
@@ -422,13 +420,51 @@ class L2BookDiff(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)
 
 
+class OptionsTransaction(Struct, omit_defaults=True):
+    clearing_firm_account: str
+    quantity: Decimal
+    timestamp: datetime
+    tradable_product: str
+    transaction_type: str
+    price: Optional[Decimal] = None
+
+    # Constructor that takes all field titles as arguments for convenience
+    @classmethod
+    def new(
+        cls,
+        clearing_firm_account: str,
+        quantity: Decimal,
+        timestamp: datetime,
+        tradable_product: str,
+        transaction_type: str,
+        price: Optional[Decimal] = None,
+    ):
+        return cls(
+            clearing_firm_account,
+            quantity,
+            timestamp,
+            tradable_product,
+            transaction_type,
+            price,
+        )
+
+    def __str__(self) -> str:
+        return f"OptionsTransaction(clearing_firm_account={self.clearing_firm_account},quantity={self.quantity},timestamp={self.timestamp},tradable_product={self.tradable_product},transaction_type={self.transaction_type},price={self.price})"
+
+
 OrderId = Annotated[
     str, Meta(description="System-unique, persistent order identifiers")
 ]
@@ -598,6 +634,11 @@ class ProductCatalogInfo(Struct, omit_defaults=True):
         return f"ProductCatalogInfo(exchange={self.exchange},exchange_product={self.exchange_product},category={self.category},cqg_contract_symbol={self.cqg_contract_symbol},info_url={self.info_url},long_description={self.long_description},multiplier={self.multiplier},price_display_format={self.price_display_format},quote_currency={self.quote_currency},schedule_description={self.schedule_description},settle_method={self.settle_method},short_description={self.short_description},sub_category={self.sub_category})"
 
 
+class PutOrCall(str, Enum):
+    P = "P"
+    C = "C"
+
+
 class RqdAccountStatistics(Struct, omit_defaults=True):
     account_number: str
     account_type: Optional[str] = None
@@ -1114,11 +1155,6 @@ class Unknown(Struct, omit_defaults=True):
         return f"Unknown(product_type={self.product_type})"
 
 
-class PutOrCall(str, Enum):
-    P = "P"
-    C = "C"
-
-
 class SnapshotOrUpdateForStringAndProductCatalogInfo1(Struct, omit_defaults=True):
     snapshot: Dict[str, ProductCatalogInfo]
 
@@ -1854,6 +1890,20 @@ class Fill(Struct, omit_defaults=True):
     def trade_time(self, value: int) -> None:
         self.ts = value
 
+    @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
     def execution_venue(self) -> str:
         return self.x
@@ -1935,85 +1985,6 @@ class Fill(Struct, omit_defaults=True):
         self.xid = value
 
 
-class OptionsContract(Struct, omit_defaults=True):
-    expiration: date
-    put_or_call: 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: 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})"
-
-
-class OptionsGreeks(Struct, omit_defaults=True):
-    delta: Decimal
-    expiration: date
-    gamma: Decimal
-    implied_volatility: Decimal
-    put_or_call: PutOrCall
-    rho: Decimal
-    strike: Decimal
-    symbol: str
-    theta: Decimal
-    underlying: str
-    vega: Decimal
-
-    # Constructor that takes all field titles as arguments for convenience
-    @classmethod
-    def new(
-        cls,
-        delta: Decimal,
-        expiration: date,
-        gamma: Decimal,
-        implied_volatility: Decimal,
-        put_or_call: PutOrCall,
-        rho: Decimal,
-        strike: Decimal,
-        symbol: str,
-        theta: Decimal,
-        underlying: str,
-        vega: Decimal,
-    ):
-        return cls(
-            delta,
-            expiration,
-            gamma,
-            implied_volatility,
-            put_or_call,
-            rho,
-            strike,
-            symbol,
-            theta,
-            underlying,
-            vega,
-        )
-
-    def __str__(self) -> str:
-        return f"OptionsGreeks(delta={self.delta},expiration={self.expiration},gamma={self.gamma},implied_volatility={self.implied_volatility},put_or_call={self.put_or_call},rho={self.rho},strike={self.strike},symbol={self.symbol},theta={self.theta},underlying={self.underlying},vega={self.vega})"
-
-
 class OptionsSeriesInfo(Struct, omit_defaults=True):
     derivative_kind: DerivativeKind
     exercise_type: OptionsExerciseType

architect_py/grpc/orderflow.py

@@ -4,12 +4,8 @@ from typing import TYPE_CHECKING, Any, AsyncGenerator, AsyncIterator, Optional,
 
 import grpc.aio
 
-from architect_py.grpc.models.Orderflow.Orderflow import Orderflow
-from architect_py.grpc.models.Orderflow.OrderflowRequest import (
-    OrderflowRequest,
-    OrderflowRequest_route,
-    OrderflowRequestUnannotatedResponseType,
-)
+from architect_py.grpc.models.Orderflow.Orderflow import *
+from architect_py.grpc.models.Orderflow.OrderflowRequest import *
 
 if TYPE_CHECKING:
     from architect_py.async_client import AsyncClient
@@ -120,7 +116,7 @@ class OrderflowChannel:
         self, request_iterator: AsyncIterator[OrderflowRequest]
     ) -> AsyncGenerator[Orderflow, None]:
         """Low-level wrapper around Architect’s gRPC bidirectional stream."""
-        grpc_client = await self._client.core()
+        grpc_client = await self._client._core()
         decoder = grpc_client.get_decoder(OrderflowRequestUnannotatedResponseType)
 
         stub: grpc.aio.StreamStreamMultiCallable = grpc_client.channel.stream_stream(

architect_py/grpc/server.py

@@ -41,9 +41,7 @@ class OrderflowServicer(object):
 
 
 def add_OrderflowServicer_to_server(servicer, server):
-    decoder = msgspec.json.Decoder(
-        type=SubscribeOrderflowRequest.get_unannotated_response_type()
-    )
+    decoder = msgspec.json.Decoder(type=SubscribeOrderflowRequest)
     rpc_method_handlers = {
         "SubscribeOrderflow": grpc.unary_stream_rpc_method_handler(
             servicer.SubscribeOrderflow,

architect_py/tests/test_order_entry.py

@@ -4,7 +4,8 @@ from decimal import Decimal
 import pytest
 
 from architect_py import AsyncClient, OrderDir, TickRoundMethod
-from architect_py.grpc.models.definitions import OrderType
+from architect_py.common_types.tradable_product import TradableProduct
+from architect_py.grpc.models.definitions import OrderType, SpreaderParams
 
 
 @pytest.mark.asyncio
@@ -39,3 +40,121 @@ async def test_place_limit_order(async_client: AsyncClient):
     await async_client.cancel_order(order.id)
 
     await async_client.close()
+
+
+@pytest.mark.asyncio
+@pytest.mark.timeout(3)
+async def test_place_market_order(async_client: AsyncClient):
+    venue = "CME"
+    front_future = await async_client.get_front_future("ES CME Futures", venue)
+    info = await async_client.get_execution_info(front_future, venue)
+    assert info is not None
+    assert info.tick_size is not None
+    snap = await async_client.get_ticker(front_future, venue)
+    assert snap is not None
+    assert snap.bid_price is not None
+    accounts = await async_client.list_accounts()
+    account = accounts[0]
+
+    # bid far below the best bid
+    order = await async_client.place_order(
+        symbol=front_future,
+        execution_venue=venue,
+        dir=OrderDir.BUY,
+        quantity=Decimal(1),
+        order_type=OrderType.MARKET,
+        account=str(account.account.id),
+    )
+
+    assert order is not None
+
+    await asyncio.sleep(1.5)
+    order = await async_client.get_order(order.id)
+    assert order is not None
+
+    await async_client.close()
+
+
+@pytest.mark.asyncio
+@pytest.mark.timeout(3)
+async def test_equity_order(async_client: AsyncClient):
+    tradable_product = TradableProduct(base_or_value="AAPL US Equity/USD")
+
+    product_info = await async_client.get_product_info(tradable_product.base())
+    assert product_info is not None
+    venue = product_info.primary_venue
+    assert venue is not None
+
+    market_status = await async_client.get_market_status(tradable_product, venue)
+    if not market_status.is_trading:
+        pytest.skip(f"Market {venue} for {tradable_product} is not open")
+
+    info = await async_client.get_execution_info(tradable_product, venue)
+    assert info is not None
+    # assert info.tick_size is not None
+
+    tick_size = Decimal("0.01")
+
+    snap = await async_client.get_ticker(tradable_product, venue)
+    assert snap is not None
+    assert snap.bid_price is not None
+    accounts = await async_client.list_accounts()
+    account = accounts[0]
+
+    # bid far below the best bid
+    limit_price = TickRoundMethod.FLOOR(snap.bid_price * Decimal(0.9), tick_size)
+    order = await async_client.place_order(
+        symbol=tradable_product,
+        execution_venue=venue,
+        dir=OrderDir.BUY,
+        quantity=Decimal(1),
+        order_type=OrderType.LIMIT,
+        limit_price=limit_price,
+        post_only=False,
+        account=str(account.account.id),
+    )
+
+    assert order is not None
+    await asyncio.sleep(1)
+    await async_client.cancel_order(order.id)
+
+    await async_client.close()
+
+
+@pytest.mark.asyncio
+@pytest.mark.timeout(3)
+async def test_spreader_algo(async_client: AsyncClient):
+    accounts = await async_client.list_accounts()
+    account = accounts[0]
+
+    venue = "CME"
+
+    front_ES_future = await async_client.get_front_future("ES CME Futures", venue)
+    front_NQ_future = await async_client.get_front_future("NQ CME Futures", venue)
+
+    params = SpreaderParams(
+        dir=OrderDir.BUY,  # or OrderDir.SELL
+        leg1_marketdata_venue=venue,
+        leg1_price_offset=Decimal("0"),
+        leg1_price_ratio=Decimal("1"),
+        leg1_quantity_ratio=Decimal("1"),
+        leg1_symbol=front_ES_future,
+        leg2_marketdata_venue=venue,
+        leg2_price_offset=Decimal("0"),
+        leg2_price_ratio=Decimal("-1"),
+        leg2_quantity_ratio=Decimal("-1"),
+        leg2_symbol=front_NQ_future,
+        limit_price=Decimal("0.25"),
+        order_lockout="1s",
+        quantity=Decimal("10"),
+        leg1_account=account.account.id,
+        leg1_execution_venue=venue,
+        leg2_account=account.account.id,
+        leg2_execution_venue=venue,
+    )
+
+    order = await async_client.place_algo_order(params=params)
+
+    print(order)
+
+    await async_client.close()