onetick-py 1.165.0__tar.gz → 1.167.0__tar.gz

{onetick_py-1.165.0 → onetick_py-1.167.0}/PKG-INFO

@@ -1,11 +1,12 @@
 Metadata-Version: 2.4
 Name: onetick-py
-Version: 1.165.0
+Version: 1.167.0
 Summary: Python package that allows you to work with OneTick
 Author-email: solutions <solutions@onetick.com>
 License-Expression: MIT
 Project-URL: Documentation, https://docs.pip.distribution.sol.onetick.com
-Project-URL: OneTick, https://onetick.com/
+Project-URL: OneTick, https://onetick.com
+Project-URL: GitHub, https://github.com/onemarketdata/onetick-py
 Classifier: Topic :: Database :: Front-Ends
 Classifier: Topic :: Scientific/Engineering
 Classifier: Programming Language :: Python :: 3.9

{onetick_py-1.165.0 → onetick_py-1.167.0}/pyproject.toml

@@ -34,7 +34,8 @@ classifiers = [
 
 [project.urls]
 Documentation = "https://docs.pip.distribution.sol.onetick.com"
-OneTick = "https://onetick.com/"
+OneTick = "https://onetick.com"
+GitHub = "https://github.com/onemarketdata/onetick-py"
 
 [tool.setuptools.packages.find]
 where = ["src"]

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/_version.py

@@ -1,2 +1,2 @@
 # This file was generated automatically. DO NOT CHANGE.
-VERSION = '1.165.0'
+VERSION = '1.167.0'

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/aggregations/_docs.py

@@ -522,6 +522,17 @@ _size_max_fractional_digits_doc = param_doc(
     annotation=int,
     default=0,
 )
+_include_market_order_ticks_doc = param_doc(
+    name='include_market_order_ticks',
+    desc="""
+    If set, market order ticks (they have price NaN) are included into the order book,
+    and are at the order book's top level.
+
+        Default is False.
+    """,
+    annotation=bool,
+    default=None,
+)
 _query_fun_doc = param_doc(
     name='query_fun',
     desc="""

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/aggregations/order_book.py

@@ -36,7 +36,8 @@ from ._docs import (_running_doc,
                     _book_delimiters_doc,
                     _max_initialization_days_doc,
                     _state_key_max_inactivity_sec_doc,
-                    _size_max_fractional_digits_doc)
+                    _size_max_fractional_digits_doc,
+                    _include_market_order_ticks_doc)
 
 
 OB_SNAPSHOT_DOC_PARAMS = [
@@ -47,7 +48,8 @@ OB_SNAPSHOT_DOC_PARAMS = [
     _book_uncross_method_doc, _dq_events_that_clear_book_doc, _identify_source_doc,
     _show_full_detail_doc, _show_only_changes_doc, _book_delimiters_doc,
     _max_initialization_days_doc, _state_key_max_inactivity_sec_doc,
-    _size_max_fractional_digits_doc
+    _size_max_fractional_digits_doc,
+    _include_market_order_ticks_doc,
 ]
 OB_SNAPSHOT_WIDE_DOC_PARAMS = [
     _running_doc,
@@ -57,7 +59,8 @@ OB_SNAPSHOT_WIDE_DOC_PARAMS = [
     _book_uncross_method_doc, _dq_events_that_clear_book_doc,
     _book_delimiters_doc,
     _max_initialization_days_doc, _state_key_max_inactivity_sec_doc,
-    _size_max_fractional_digits_doc
+    _size_max_fractional_digits_doc,
+    _include_market_order_ticks_doc,
 ]
 OB_SNAPSHOT_FLAT_DOC_PARAMS = [
     _running_doc,
@@ -67,7 +70,8 @@ OB_SNAPSHOT_FLAT_DOC_PARAMS = [
     _book_uncross_method_doc, _dq_events_that_clear_book_doc,
     _show_full_detail_doc,
     _max_initialization_days_doc, _state_key_max_inactivity_sec_doc,
-    _size_max_fractional_digits_doc
+    _size_max_fractional_digits_doc,
+    _include_market_order_ticks_doc,
 ]
 OB_SUMMARY_DOC_PARAMS = [
     _running_doc,
@@ -75,7 +79,8 @@ OB_SUMMARY_DOC_PARAMS = [
     _bucket_end_condition_doc, _end_condition_per_group_doc, _group_by_doc, _groups_to_display_doc,
     _side_doc, _max_levels_doc, _min_levels_doc, _max_depth_shares_doc, _max_depth_for_price_doc,
     _book_uncross_method_doc, _dq_events_that_clear_book_doc, _max_initialization_days_doc,
-    _state_key_max_inactivity_sec_doc, _size_max_fractional_digits_doc
+    _state_key_max_inactivity_sec_doc, _size_max_fractional_digits_doc,
+    _include_market_order_ticks_doc,
 ]
 
 OB_SIZE_DOC_PARAMS = [
@@ -177,6 +182,7 @@ class ObSnapshot(_OrderBookAggregation):
         'book_delimiters': 'BOOK_DELIMITERS',
         'state_key_max_inactivity_sec': 'STATE_KEY_MAX_INACTIVITY_SEC',
         'size_max_fractional_digits': 'SIZE_MAX_FRACTIONAL_DIGITS',
+        'include_market_order_ticks': 'INCLUDE_MARKET_ORDER_TICKS',
     })
     FIELDS_DEFAULT = dict(_OrderBookAggregation.FIELDS_DEFAULT, **{
         'identify_source': False,
@@ -185,6 +191,7 @@ class ObSnapshot(_OrderBookAggregation):
         'book_delimiters': None,
         'state_key_max_inactivity_sec': None,
         'size_max_fractional_digits': 0,
+        'include_market_order_ticks': None,
     })
 
     def __init__(self,
@@ -195,6 +202,7 @@ class ObSnapshot(_OrderBookAggregation):
                  book_delimiters: Optional[Literal['D']] = None,
                  state_key_max_inactivity_sec: Optional[int] = None,
                  size_max_fractional_digits: int = 0,
+                 include_market_order_ticks: Optional[bool] = None,
                  **kwargs):
         self.identify_source = identify_source
         self.show_full_detail = show_full_detail
@@ -202,11 +210,22 @@ class ObSnapshot(_OrderBookAggregation):
         self.book_delimiters = book_delimiters
         self.state_key_max_inactivity_sec = state_key_max_inactivity_sec
         self.size_max_fractional_digits = size_max_fractional_digits
+        self.include_market_order_ticks = include_market_order_ticks
         # we don't want to set hard limit on the output of order book aggregations
         if self.show_full_detail:
             kwargs['all_fields'] = True
         super().__init__(*args, **kwargs)
 
+    def _param_validation(self):
+        super()._param_validation()
+        if self.include_market_order_ticks is not None:
+            if 'include_market_order_ticks' not in self.EP.Parameters.list_parameters():
+                raise ValueError("Parameter 'include_market_order_ticks' is not supported on this OneTick API version")
+            otp.compatibility.is_include_market_order_ticks_supported(
+                throw_warning=True,
+                feature_name="parameter 'include_market_order_ticks'",
+            )
+
     def _get_output_schema(self, src: 'Source', name: Optional[str] = None) -> dict:
         schema = {
             'PRICE': float,
@@ -284,11 +303,13 @@ class ObSummary(_OrderBookAggregation):
         'min_levels': 'MIN_LEVELS',
         'state_key_max_inactivity_sec': 'STATE_KEY_MAX_INACTIVITY_SEC',
         'size_max_fractional_digits': 'SIZE_MAX_FRACTIONAL_DIGITS',
+        'include_market_order_ticks': 'INCLUDE_MARKET_ORDER_TICKS',
     })
     FIELDS_DEFAULT = dict(_OrderBookAggregation.FIELDS_DEFAULT, **{
         'min_levels': None,
         'state_key_max_inactivity_sec': None,
         'size_max_fractional_digits': 0,
+        'include_market_order_ticks': None,
     })
 
     def __init__(self,
@@ -296,6 +317,7 @@ class ObSummary(_OrderBookAggregation):
                  min_levels: Optional[int] = None,
                  state_key_max_inactivity_sec: Optional[int] = None,
                  size_max_fractional_digits: int = 0,
+                 include_market_order_ticks: Optional[bool] = None,
                  **kwargs):
         if is_supported_otq_ob_summary():
             self.EP = otq.ObSummary
@@ -305,8 +327,19 @@ class ObSummary(_OrderBookAggregation):
         self.min_levels = min_levels
         self.state_key_max_inactivity_sec = state_key_max_inactivity_sec
         self.size_max_fractional_digits = size_max_fractional_digits
+        self.include_market_order_ticks = include_market_order_ticks
         super().__init__(*args, **kwargs)
 
+    def _param_validation(self):
+        super()._param_validation()
+        if self.include_market_order_ticks is not None:
+            if 'include_market_order_ticks' not in self.EP.Parameters.list_parameters():
+                raise ValueError("Parameter 'include_market_order_ticks' is not supported on this OneTick API version")
+            otp.compatibility.is_include_market_order_ticks_supported(
+                throw_warning=True,
+                feature_name="parameter 'include_market_order_ticks'",
+            )
+
     def _get_output_schema(self, src: 'Source', name: Optional[str] = None) -> dict:
         schema = {
             'BID_SIZE': int,

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/compatibility.py

@@ -750,3 +750,11 @@ def is_ilike_supported():
     # 20250423: Implemented 0035413: Add support of ILIKE in SQL
     return _is_min_build_or_version(None, None,
                                     20250510120000)
+
+
+def is_include_market_order_ticks_supported(**kwargs):
+    # Implemented 0031478: OB_SNAPSHOT... and OB_SUMMARY EPs
+    # should support parameter INCLUDE_MARKET_ORDER_TICKS (false by default)
+    return _is_min_build_or_version(1.25, 20241229055942,
+                                    20240812120000, min_update_number=2,
+                                    **kwargs)

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/db/_inspection.py

@@ -1,5 +1,5 @@
 import warnings
-from typing import Dict, List, Union, Iterable, Tuple, Optional, Any, Literal
+from typing import Union, Iterable, Tuple, Optional, Any, Literal
 from datetime import date as dt_date, datetime, timedelta
 
 import pandas as pd
@@ -502,7 +502,7 @@ class DB:
             return last_date
         return date
 
-    def tick_types(self, date=None, timezone=None) -> List[str]:
+    def tick_types(self, date=None, timezone=None) -> list[str]:
         """
         Returns list of tick types for the ``date``.
 
@@ -527,7 +527,7 @@ class DB:
         date = self.last_date if date is None else date
         if timezone is None:
             timezone = configuration.config.tz
-        time_params: Dict[str, Any] = {}
+        time_params: dict[str, Any] = {}
 
         if date is not None:
             time_params['start'], time_params['end'] = self._fit_date_in_acl(date, timezone=timezone)
@@ -551,7 +551,7 @@ class DB:
         min_date = min(obj[0] for obj in self._locator_date_ranges)
         return _datetime2date(min_date)
 
-    def schema(self, date=None, tick_type=None, timezone=None, check_index_file=utils.adaptive) -> Dict[str, type]:
+    def schema(self, date=None, tick_type=None, timezone=None, check_index_file=utils.adaptive) -> dict[str, type]:
         """
         Gets the schema of the database.
 
@@ -696,7 +696,7 @@ class DB:
 
         return schema
 
-    def symbols(self, date=None, timezone=None, tick_type=None, pattern='.*') -> List[str]:
+    def symbols(self, date=None, timezone=None, tick_type=None, pattern='.*') -> list[str]:
         """
         Finds a list of available symbols in the database
 
@@ -907,7 +907,7 @@ class DB:
         return df
 
 
-def databases(context=utils.default, derived=False) -> Dict[str, DB]:
+def databases(context=utils.default, derived=False, readable_only: bool = True) -> dict[str, DB]:
     """
     Gets all available databases in the ``context``
 
@@ -918,13 +918,18 @@ def databases(context=utils.default, derived=False) -> Dict[str, DB]:
         If not set then default :py:attr:`context<onetick.py.configuration.Config.context>` is used.
         See :ref:`guide about switching contexts <switching contexts>` for examples.
     derived: bool, dict
-        If False then derived databases are not returned.
-        If dict then its items used as parameters to :py:func:`~onetick.py.derived_databases`
-        If True then default parameters for :py:func:`~onetick.py.derived_databases` are used.
+        If False (default) then derived databases are not returned.
+        Otherwise derived databases names are added to the result after the non-derived databases.
+        If set to dict then its items used as parameters to :py:func:`~onetick.py.derived_databases`.
+        If set to True then default parameters for :py:func:`~onetick.py.derived_databases` are used.
+    readable_only: bool
+        If set to True (default), then return only the databases with read-access for the current user.
+        Otherwise return all databases visible from the current process.
 
     See also
     --------
     | **SHOW_DB_LIST** OneTick event processor
+    | **ACCESS_INFO** OneTick event processor
     | :py:func:`derived_databases`
 
     Returns
@@ -933,7 +938,18 @@ def databases(context=utils.default, derived=False) -> Dict[str, DB]:
         Dict where keys are database names and values are :class:`DB <onetick.py.db._inspection.DB>` objects
         with ``context`` specified.
     """
-    dbs = otp.run(otq.ShowDbList().tick_type("ANY"),
+    if readable_only:
+        node = (
+            otq.AccessInfo(info_type='DATABASES', show_for_all_users=False, deep_scan=True).tick_type('ANY')
+            >> otq.Passthrough('DB_NAME,READ_ACCESS')
+            >> otq.WhereClause(where='READ_ACCESS = 1')
+        )
+    else:
+        node = (
+            otq.ShowDbList().tick_type('ANY')
+            >> otq.Passthrough('DATABASE_NAME')
+        )
+    dbs = otp.run(node,
                   symbols='LOCAL::',
                   # start and end times don't matter for this query, use some constants
                   start=db_constants.DEFAULT_START_DATE,
@@ -944,7 +960,7 @@ def databases(context=utils.default, derived=False) -> Dict[str, DB]:
     if len(dbs) == 0:
         return {}
 
-    db_list = list(dbs['DATABASE_NAME'])
+    db_list = list(dbs['DB_NAME'] if readable_only else dbs['DATABASE_NAME'])
     db_dict = {db_name: DB(db_name, context=context) for db_name in db_list}
     if derived:
         kwargs = derived if isinstance(derived, dict) else {}
@@ -961,7 +977,7 @@ def derived_databases(
     selection_criteria='all',
     db=None,
     db_discovery_scope='query_host_only',
-) -> Dict[str, DB]:
+) -> dict[str, DB]:
     """
     Gets available derived databases.
 

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/misc.py

@@ -404,19 +404,20 @@ def get_symbology_mapping(dest_symbology, src_symbology=None, symbol=None, times
             Time  A SYMBOLOGY_MAPPING
     0 2022-01-03  1              9706
 
-    Override source symbology, symbol and symbol date:
+    Override source symbology, symbol and symbol date
+    (Also note that parameters can be set from columns):
 
-    >>> data = otp.Tick(A=1, db=None)
-    >>> data['SYMBOLOGY_MAPPING'] = otp.get_symbology_mapping('OID', 'TDEQ', 'MSFT', otp.dt(2022, 1, 3))
+    >>> data = otp.Tick(A=1, db=None, SYMBOL='MSFT')
+    >>> data['SYMBOLOGY_MAPPING'] = otp.get_symbology_mapping('OID', 'TDEQ', data['SYMBOL'], otp.dt(2022, 1, 3))
     >>> otp.run(data, symbols='US_COMP::AAPL',  # doctest: +SKIP
     ...         date=otp.dt(2022, 1, 3))
             Time  A SYMBOLOGY_MAPPING
     0 2022-01-03  1            109037
     """
     params_correct = (
-        all([src_symbology, symbol, timestamp])
-        or all([src_symbology, symbol])
-        or not any([src_symbology, symbol, timestamp])
+        all(v is not None for v in [src_symbology, symbol, timestamp])
+        or all(v is not None for v in [src_symbology, symbol])
+        or not any(v is not None for v in [src_symbology, symbol, timestamp])
     )
     if not params_correct:
         raise ValueError("Parameters 'src_symbology' and 'symbol' or"

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/session.py

@@ -1115,8 +1115,6 @@ class Session:
             # TODO: rollback, but need to wait BDS-91
             raise
 
-        Session._instance = self
-
         # force reload cfg/locator/acl, because it is not reloaded after each time session if re-created
         if os.getenv('OTP_WEBAPI_TEST_MODE'):
             utils.reload_config(None, config_type='MAIN_CONFIG')
@@ -1125,6 +1123,11 @@ class Session:
 
         self._ts_dbs = {}
 
+        # PY-1352: this line must be the last
+        # in case we get exception anywhere before, we shouldn't set Session class variable,
+        # because it will affect the creation of all the future Session objects
+        Session._instance = self
+
     def use(self, *items):
         """
         Makes DB or TS available inside the session.

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick/py/utils/render.py

@@ -342,7 +342,10 @@ def _parse_function_params(func_params: str) -> Tuple[list, dict]:
 
 
 def _parse_function(expression: str) -> Tuple[Optional[str], list, dict]:
-    m = re.search(r"^(\w*)\s*\(([\s\S]*)\)\s*$", expression)
+    # EP_NAME(PARAM_NAME=PARAM_VALUE,...)
+    # [a-zA-Z_:] is EP_NAME, can contain letters, underscore and colon
+    # [\s\S] is any symbol including newline (because . doesn't include newline by default)
+    m = re.search(r"^([a-zA-Z_:]*)\s*\(([\s\S]*)\)\s*$", expression)
 
     if not m:
         return None, [], {}
@@ -501,20 +504,24 @@ def _build_query_tree(query: Query):
             node.labels["OUT"] = node.config["NESTED_OUTPUT"]
 
         if "SOURCE_DESCRIPTION" in node.config:
-            description = node.config["SOURCE_DESCRIPTION"].strip().split(" ")
-            if len(description) > 1:
-                desc_node = description[0].split(".")[0]
-                labels = description[1].split(".")
-
-                if labels and desc_node in query.nodes:
-                    if labels[0]:
-                        query.nodes[desc_node].labels["IN"] = labels[0]
-
-                    if labels[1]:
-                        query.nodes[desc_node].labels["OUT"] = labels[1]
+            descriptions = node.config["SOURCE_DESCRIPTION"]
+            if isinstance(descriptions, str):
+                descriptions = [descriptions]
+            for description in descriptions:
+                description = description.strip().split(" ")
+                if len(description) > 1:
+                    desc_node = description[0].split(".")[0]
+                    labels = description[1].split(".")
+
+                    if labels and desc_node in query.nodes:
+                        if labels[0]:
+                            query.nodes[desc_node].labels["IN"] = labels[0]
+
+                        if labels[1]:
+                            query.nodes[desc_node].labels["OUT"] = labels[1]
 
         if "SINK_DESCRIPTION" in node.config:
-            description_path = node.config["SOURCE_DESCRIPTION"].strip().split(".")
+            description_path = node.config["SINK_DESCRIPTION"].strip().split(".")
             if len(description_path) > 1:
                 desc_node = description_path[0]
                 label = description_path[-1]
@@ -527,7 +534,7 @@ def _build_query_tree(query: Query):
         if "SINK" in node.config:
             sink_nodes = [(sink, True) for sink in node.config["SINK"].strip().split()]
             if sink_nodes:
-                leaves.remove(node_id)
+                leaves.discard(node_id)
 
             nodes += sink_nodes
             del node.config["SINK"]
@@ -535,7 +542,7 @@ def _build_query_tree(query: Query):
         if "SOURCE" in node.config:
             source_nodes = [(sink, False) for sink in node.config["SOURCE"].strip().split()]
             if source_nodes:
-                roots.remove(node_id)
+                roots.discard(node_id)
 
             nodes += source_nodes
             del node.config["SOURCE"]
@@ -546,10 +553,10 @@ def _build_query_tree(query: Query):
             source_node_id = source_node_path[0]
 
             if not is_sink_node and source_node_id in leaves:
-                leaves.remove(source_node_id)
+                leaves.discard(source_node_id)
 
             if is_sink_node and source_node_id in roots:
-                roots.remove(source_node_id)
+                roots.discard(source_node_id)
 
             if source_node_id not in query.nodes:
                 raise RuntimeError(f"Malformed otq file passed: node {source_node_id} not found in {query.name}")
@@ -690,21 +697,25 @@ def read_otq(path: str, parse_eval_from_params: bool = False) -> Optional[Graph]
     return graph
 
 
-def filter_nodes(ep: Any, param, value, line_limit: Optional[Tuple[int, int]] = None):
-    if line_limit is not None and (line_limit[0] < 0 or line_limit[1] < 0):
+def truncate_param_value(ep: Any, param, value, line_limit: Optional[Tuple[int, int]] = None):
+    if line_limit is None:
+        return value
+
+    height, width = line_limit
+    if height < 0 or width < 0:
         raise ValueError("line_limit values should not be negative")
 
-    if isinstance(ep, EP) and line_limit is not None and (
+    if isinstance(ep, EP) and (
         ep.name == "PER_TICK_SCRIPT" and param.lower() == "script" or
         ep.name == "CSV_FILE_LISTING" and param.lower() == "file_contents"
     ):
         lines = [
-            line if len(line) <= line_limit[1] or not line_limit[1] else line[:line_limit[1]] + "..."
+            line if len(line) <= width or not width else line[:width] + "..."
             for line in value.split("\n")
         ]
 
-        if line_limit[0] and len(lines) > line_limit[0]:
-            lines = lines[:line_limit[0]] + ["..."]
+        if height and len(lines) > height:
+            lines = lines[:height] + ["..."]
 
         return "\n".join(lines)
 
@@ -791,11 +802,13 @@ def build_node(graphs: GraphStorage, node: Node, line_limit: Optional[Tuple[int,
                 attrs["sides"] = "LR"
 
             if isinstance(v, NestedQuery):
-                param_value = html.escape(v.raw_string)
+                param_value = v.raw_string
             else:
-                param_value = html.escape(v).replace("\t", "&nbsp;" * 4)
+                param_value = v
 
-            param_lines = filter_nodes(node.ep, k, param_value, line_limit).split("\n")
+            param_value = truncate_param_value(node.ep, k, param_value, line_limit)
+            param_value = html.escape(param_value).replace("\t", "&nbsp;" * 4)
+            param_lines = param_value.split("\n")
 
             if k:
                 if len(param_lines) == 1:

{onetick_py-1.165.0 → onetick_py-1.167.0}/src/onetick_py.egg-info/PKG-INFO

@@ -1,11 +1,12 @@
 Metadata-Version: 2.4
 Name: onetick-py
-Version: 1.165.0
+Version: 1.167.0
 Summary: Python package that allows you to work with OneTick
 Author-email: solutions <solutions@onetick.com>
 License-Expression: MIT
 Project-URL: Documentation, https://docs.pip.distribution.sol.onetick.com
-Project-URL: OneTick, https://onetick.com/
+Project-URL: OneTick, https://onetick.com
+Project-URL: GitHub, https://github.com/onemarketdata/onetick-py
 Classifier: Topic :: Database :: Front-Ends
 Classifier: Topic :: Scientific/Engineering
 Classifier: Programming Language :: Python :: 3.9