pickle-strategy-sdk 0.5.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- pickle_strategy_sdk-0.5.0/LICENSE +202 -0
- pickle_strategy_sdk-0.5.0/NOTICE +10 -0
- pickle_strategy_sdk-0.5.0/PKG-INFO +219 -0
- pickle_strategy_sdk-0.5.0/README.md +202 -0
- pickle_strategy_sdk-0.5.0/pyproject.toml +33 -0
- pickle_strategy_sdk-0.5.0/setup.cfg +4 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/__init__.py +161 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/cli.py +206 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/codecs.py +1022 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/__init__.py +7 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/_ladder/__init__.py +1 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/_ladder/data.py +332 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/_ladder/engine.py +459 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/data/ladder/fred_observations.csv +184 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/data/ladder/fred_source.json +64 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/data/ladder/manifest.json +36 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/data/ladder/reference_prices.csv +1241 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/data/ladder/security_master.csv +11 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/ladder_strategy.py +62 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/null_strategy.py +18 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/examples/sell_on_friday_strategy.py +53 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/loading.py +62 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/models.py +280 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/service.py +341 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy/signing.py +530 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/PKG-INFO +219 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/SOURCES.txt +29 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/dependency_links.txt +1 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/entry_points.txt +2 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/requires.txt +7 -0
- pickle_strategy_sdk-0.5.0/src/pickle_strategy_sdk.egg-info/top_level.txt +1 -0
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Pickle Strategy SDK
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Copyright 2026 PickleTech
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This product includes software developed by PickleTech.
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The installed ladder example includes observations retrieved from Federal
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Reserve Economic Data (FRED), Federal Reserve Bank of St. Louis, and credited
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on the cited series pages to the Board of Governors of the Federal Reserve
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System (US). The modeled instruments and reference prices derived by PickleTech
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are educational values, not observed or executable market quotes.
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Metadata-Version: 2.4
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Name: pickle-strategy-sdk
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Version: 0.5.0
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Summary: Broker-neutral contracts and hosting tools for Pickle strategies
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License-Expression: Apache-2.0
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Requires-Python: >=3.13
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Description-Content-Type: text/markdown
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License-File: LICENSE
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License-File: NOTICE
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Requires-Dist: simplejson<4,>=3.20
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Requires-Dist: starlette<1,>=0.47
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Requires-Dist: uvicorn<1,>=0.34
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Provides-Extra: test
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Dynamic: license-file
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# Pickle strategy SDK
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`pickle-strategy-sdk` is the broker-neutral contract and hosting package for
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Pickle strategies. It contains no brokerage, live market-data, backtest,
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calibration, SQLite, SciPy, or pandas code.
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Python 3.13 or later is required.
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Install it from PyPI:
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```sh
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python -m pip install pickle-strategy-sdk
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```
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## Quickstart
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A strategy is a plain synchronous callable. The `@strategy_service` decorator
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returns the function unchanged, so direct calls and HTTP calls run the same
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implementation:
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<!-- readme-quickstart -->
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```python
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from datetime import UTC, datetime
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from decimal import Decimal
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from pickle_strategy import BrokerAccountSnapshot, CashBalance, TicketRequest
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from pickle_strategy.examples import ladder_strategy
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as_of = datetime(2026, 6, 30, 16, tzinfo=UTC)
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snapshot = BrokerAccountSnapshot(
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"exe_quickstart", as_of, "USD", cash=(CashBalance("USD", Decimal("100000")),)
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)
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ticket = ladder_strategy(TicketRequest("req_quickstart", "exe_quickstart", as_of, snapshot))
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|
+
```
|
|
52
|
+
|
|
53
|
+
Serve any installed example over HTTP instead:
|
|
54
|
+
|
|
55
|
+
```sh
|
|
56
|
+
pickle-strategy serve pickle_strategy.examples.null_strategy:null_strategy \
|
|
57
|
+
--allow-unauthenticated
|
|
58
|
+
pickle-strategy serve pickle_strategy.examples.ladder_strategy:ladder_strategy \
|
|
59
|
+
--hmac-secret-env PICKLE_STRATEGY_KEY
|
|
60
|
+
```
|
|
61
|
+
|
|
62
|
+
The command listens on `127.0.0.1:8000`. `GET /health` returns
|
|
63
|
+
`{"status":"ok"}`; `POST /strategy` takes a JSON `TicketRequest` and returns a
|
|
64
|
+
`TradeTicket`. The hosted adapter accepts JSON request bodies up to 1 MiB by
|
|
65
|
+
default; embedded hosts can set a different positive byte limit with
|
|
66
|
+
`create_app(strategy, max_request_body_bytes=...)`.
|
|
67
|
+
|
|
68
|
+
## Authenticating Pickle's calls
|
|
69
|
+
|
|
70
|
+
Serving is not open by default. `serve` requires either
|
|
71
|
+
`--hmac-secret-env NAME`, naming the environment variable that holds the key
|
|
72
|
+
Pickle signs with, or `--allow-unauthenticated`, which is refused on any
|
|
73
|
+
address but loopback. `create_app` makes the same choice explicit and raises
|
|
74
|
+
unless exactly one of `verifier=HmacVerifier(...)` or
|
|
75
|
+
`allow_unauthenticated=True` is given.
|
|
76
|
+
|
|
77
|
+
```python
|
|
78
|
+
from pickle_strategy import HmacVerifier, create_app
|
|
79
|
+
from pickle_strategy.examples import ladder_strategy
|
|
80
|
+
|
|
81
|
+
app = create_app(ladder_strategy, verifier=HmacVerifier([key]))
|
|
82
|
+
```
|
|
83
|
+
|
|
84
|
+
An `HmacVerifier` checks an HMAC-SHA256 signature over the raw request body,
|
|
85
|
+
the send time, and `request_id`; enforces a bounded replay window that defaults
|
|
86
|
+
to five minutes; and rejects a signature it has already accepted inside that
|
|
87
|
+
window. It accepts several keys at once so a rotation can deploy the new key
|
|
88
|
+
before Pickle switches to it. Authentication is carried entirely in headers, so
|
|
89
|
+
it adds no field to the `TicketRequest` payload and no schema version.
|
|
90
|
+
|
|
91
|
+
Pickle sends three headers. `X-Pickle-Timestamp` is the RFC 3339 UTC send time
|
|
92
|
+
to seconds precision, `X-Pickle-Request-Id` is the body's `request_id`, and
|
|
93
|
+
`X-Pickle-Signature` is `v1=` followed by the lowercase hex SHA-256 HMAC of
|
|
94
|
+
these four values joined by single newlines, in order:
|
|
95
|
+
|
|
96
|
+
```text
|
|
97
|
+
pickle-strategy-auth-v1
|
|
98
|
+
<X-Pickle-Timestamp>
|
|
99
|
+
<X-Pickle-Request-Id>
|
|
100
|
+
<raw request body>
|
|
101
|
+
```
|
|
102
|
+
|
|
103
|
+
The body is signed as the exact bytes on the wire, so a verifier must never
|
|
104
|
+
re-serialize the JSON before checking. A rejected request is answered `401`
|
|
105
|
+
with one of `missing_signature`, `malformed_signature`, `invalid_signature`,
|
|
106
|
+
`expired_signature`, or `replayed_signature`.
|
|
107
|
+
|
|
108
|
+
A signature authenticates a request but does not encrypt it, so serve the
|
|
109
|
+
endpoint over TLS. The verifier never forgets a signature that is still inside
|
|
110
|
+
its replay window; if it cannot track another one safely it answers
|
|
111
|
+
`503 replay_cache_exhausted` rather than dropping a still-valid entry.
|
|
112
|
+
|
|
113
|
+
Since `0.3.0`, `create_app` requires that explicit choice; earlier versions
|
|
114
|
+
had no verifier and served every request unsigned. Callers that relied on that
|
|
115
|
+
pass `allow_unauthenticated=True`.
|
|
116
|
+
|
|
117
|
+
## Receiving execution reports
|
|
118
|
+
|
|
119
|
+
A deployment with a callback URL receives a signed execution report for each
|
|
120
|
+
material event of its orders. Receiving them is optional, and needs `0.5.0` or
|
|
121
|
+
later. A handler is a
|
|
122
|
+
synchronous function marked `@report_handler`; pass it to `create_app` with a
|
|
123
|
+
`ReportVerifier` built from the deployment's callback key, which is not the
|
|
124
|
+
request key, and the app serves `POST /reports`:
|
|
125
|
+
|
|
126
|
+
```python
|
|
127
|
+
from pickle_strategy import (
|
|
128
|
+
ExecutionReport,
|
|
129
|
+
HmacVerifier,
|
|
130
|
+
ReportVerifier,
|
|
131
|
+
create_app,
|
|
132
|
+
report_handler,
|
|
133
|
+
)
|
|
134
|
+
|
|
135
|
+
@report_handler
|
|
136
|
+
def record(report: ExecutionReport) -> None:
|
|
137
|
+
store.save_once(report.event_id, report) # idempotent by event_id
|
|
138
|
+
|
|
139
|
+
app = create_app(
|
|
140
|
+
strategy,
|
|
141
|
+
verifier=HmacVerifier([request_key]),
|
|
142
|
+
report_handler=record,
|
|
143
|
+
report_verifier=ReportVerifier([callback_key]),
|
|
144
|
+
)
|
|
145
|
+
```
|
|
146
|
+
|
|
147
|
+
`create_report_app(record, verifier=ReportVerifier([callback_key]))` serves
|
|
148
|
+
reports alone, for a deployment that runs no hosted strategy. The report route
|
|
149
|
+
has its own development opt-out, `allow_unauthenticated_reports=True`, so
|
|
150
|
+
`allow_unauthenticated` on the strategy route never opens it. From the command
|
|
151
|
+
line, `serve` takes `--report-handler module:function` and
|
|
152
|
+
`--report-secret-env NAME`, and `--allow-unauthenticated`, loopback only, opens
|
|
153
|
+
both routes.
|
|
154
|
+
|
|
155
|
+
A report is signed like a strategy request, in its own context, so a signature
|
|
156
|
+
for one never verifies as the other. It carries `X-Pickle-Timestamp`,
|
|
157
|
+
`X-Pickle-Event-Id`, `X-Pickle-Delivery-Id`, and `X-Pickle-Signature` over:
|
|
158
|
+
|
|
159
|
+
```text
|
|
160
|
+
pickle-execution-report-v1
|
|
161
|
+
<X-Pickle-Timestamp>
|
|
162
|
+
<X-Pickle-Event-Id>
|
|
163
|
+
<X-Pickle-Delivery-Id>
|
|
164
|
+
<raw request body>
|
|
165
|
+
```
|
|
166
|
+
|
|
167
|
+
`ReportVerifier.verify(headers, body)` applies the same window and replay rules
|
|
168
|
+
as `HmacVerifier`, decodes the report, and refuses one whose signed
|
|
169
|
+
`X-Pickle-Event-Id` is not the body's `event_id` (`mismatched_event_id`).
|
|
170
|
+
Rejections are answered `401`; a signed body that is not JSON, `400`, and one
|
|
171
|
+
that is not a report, `422`.
|
|
172
|
+
|
|
173
|
+
Delivery is at least once. Pickle retries a delivery your receiver does not
|
|
174
|
+
acknowledge with backoff, each time under a new delivery ID and signature, for
|
|
175
|
+
at least about an hour and a half, and longer while many reports wait for your
|
|
176
|
+
receiver, before it dead-letters the report for an operator to replay. Reports
|
|
177
|
+
about a customer Pickle has deactivated are held back and not sent at all. An
|
|
178
|
+
acknowledgement can be lost after the handler ran, so the same report can
|
|
179
|
+
arrive more than once. Deduplicate by
|
|
180
|
+
`event_id` in your own store, and return only once the report is recorded:
|
|
181
|
+
an exception answers `500`, and Pickle delivers the report again. Order and
|
|
182
|
+
gaps are in the body: `event_sequence` counts the reports for one execution
|
|
183
|
+
and callback URL from 1.
|
|
184
|
+
|
|
185
|
+
## Contract version
|
|
186
|
+
|
|
187
|
+
Since `0.4.0`, the SDK speaks schema version `3.0`. Its decoders accept any
|
|
188
|
+
`3.x` payload and ignore fields they do not know, so a later additive minor
|
|
189
|
+
version still decodes, and its encoders emit exactly `3.0`. A ticket is
|
|
190
|
+
versioned from the request it answers, so a strategy always answers at a
|
|
191
|
+
version Pickle can read. Pickle reads a ticket strictly: it refuses one at a
|
|
192
|
+
later minor than its request, or with a field its version does not define. A
|
|
193
|
+
request recorded under `1.0` or `2.0` decodes strictly at that version, and a
|
|
194
|
+
strategy's ticket answers it at the same version. The normative schemas are
|
|
195
|
+
under `docs/contracts/v3` in the Pickle repository.
|
|
196
|
+
|
|
197
|
+
## The ladder example
|
|
198
|
+
|
|
199
|
+
The ladder is backed by frozen public FRED federal-funds and Treasury-yield
|
|
200
|
+
observations plus deterministic modeled prices covering 2026-01-02 through
|
|
201
|
+
2026-06-30. It serves requests from 2026-01-02T21:00Z, when its first modeled
|
|
202
|
+
prices become available, rejects requests outside that window with
|
|
203
|
+
`422 request_rejected`, and is not suitable for live trading. Its prices are
|
|
204
|
+
not observed or executable. Runtime performs no network or database access and
|
|
205
|
+
adds no SDK dependency.
|
|
206
|
+
|
|
207
|
+
## License
|
|
208
|
+
|
|
209
|
+
The `pickle-strategy-sdk` distribution is licensed under the Apache License
|
|
210
|
+
2.0. It may be used in commercial and proprietary strategies without requiring
|
|
211
|
+
those strategies to be open source. Redistributors must follow the license and
|
|
212
|
+
preserve the attribution in the packaged `NOTICE`. Both `LICENSE` and `NOTICE`
|
|
213
|
+
ship inside the wheel and source distribution.
|
|
214
|
+
|
|
215
|
+
This license applies to the SDK distribution rooted in this directory. It does
|
|
216
|
+
not license the rest of the private `PickleTech/pickle` repository. FRED source
|
|
217
|
+
observations retain the attribution and reuse terms identified in the packaged
|
|
218
|
+
source metadata; the Apache-2.0 grant applies to Pickle's code and derived-data
|
|
219
|
+
implementation, not as a claim of ownership over FRED observations.
|
|
@@ -0,0 +1,202 @@
|
|
|
1
|
+
# Pickle strategy SDK
|
|
2
|
+
|
|
3
|
+
`pickle-strategy-sdk` is the broker-neutral contract and hosting package for
|
|
4
|
+
Pickle strategies. It contains no brokerage, live market-data, backtest,
|
|
5
|
+
calibration, SQLite, SciPy, or pandas code.
|
|
6
|
+
|
|
7
|
+
Python 3.13 or later is required.
|
|
8
|
+
|
|
9
|
+
Install it from PyPI:
|
|
10
|
+
|
|
11
|
+
```sh
|
|
12
|
+
python -m pip install pickle-strategy-sdk
|
|
13
|
+
```
|
|
14
|
+
|
|
15
|
+
## Quickstart
|
|
16
|
+
|
|
17
|
+
A strategy is a plain synchronous callable. The `@strategy_service` decorator
|
|
18
|
+
returns the function unchanged, so direct calls and HTTP calls run the same
|
|
19
|
+
implementation:
|
|
20
|
+
|
|
21
|
+
<!-- readme-quickstart -->
|
|
22
|
+
```python
|
|
23
|
+
from datetime import UTC, datetime
|
|
24
|
+
from decimal import Decimal
|
|
25
|
+
|
|
26
|
+
from pickle_strategy import BrokerAccountSnapshot, CashBalance, TicketRequest
|
|
27
|
+
from pickle_strategy.examples import ladder_strategy
|
|
28
|
+
|
|
29
|
+
as_of = datetime(2026, 6, 30, 16, tzinfo=UTC)
|
|
30
|
+
snapshot = BrokerAccountSnapshot(
|
|
31
|
+
"exe_quickstart", as_of, "USD", cash=(CashBalance("USD", Decimal("100000")),)
|
|
32
|
+
)
|
|
33
|
+
ticket = ladder_strategy(TicketRequest("req_quickstart", "exe_quickstart", as_of, snapshot))
|
|
34
|
+
```
|
|
35
|
+
|
|
36
|
+
Serve any installed example over HTTP instead:
|
|
37
|
+
|
|
38
|
+
```sh
|
|
39
|
+
pickle-strategy serve pickle_strategy.examples.null_strategy:null_strategy \
|
|
40
|
+
--allow-unauthenticated
|
|
41
|
+
pickle-strategy serve pickle_strategy.examples.ladder_strategy:ladder_strategy \
|
|
42
|
+
--hmac-secret-env PICKLE_STRATEGY_KEY
|
|
43
|
+
```
|
|
44
|
+
|
|
45
|
+
The command listens on `127.0.0.1:8000`. `GET /health` returns
|
|
46
|
+
`{"status":"ok"}`; `POST /strategy` takes a JSON `TicketRequest` and returns a
|
|
47
|
+
`TradeTicket`. The hosted adapter accepts JSON request bodies up to 1 MiB by
|
|
48
|
+
default; embedded hosts can set a different positive byte limit with
|
|
49
|
+
`create_app(strategy, max_request_body_bytes=...)`.
|
|
50
|
+
|
|
51
|
+
## Authenticating Pickle's calls
|
|
52
|
+
|
|
53
|
+
Serving is not open by default. `serve` requires either
|
|
54
|
+
`--hmac-secret-env NAME`, naming the environment variable that holds the key
|
|
55
|
+
Pickle signs with, or `--allow-unauthenticated`, which is refused on any
|
|
56
|
+
address but loopback. `create_app` makes the same choice explicit and raises
|
|
57
|
+
unless exactly one of `verifier=HmacVerifier(...)` or
|
|
58
|
+
`allow_unauthenticated=True` is given.
|
|
59
|
+
|
|
60
|
+
```python
|
|
61
|
+
from pickle_strategy import HmacVerifier, create_app
|
|
62
|
+
from pickle_strategy.examples import ladder_strategy
|
|
63
|
+
|
|
64
|
+
app = create_app(ladder_strategy, verifier=HmacVerifier([key]))
|
|
65
|
+
```
|
|
66
|
+
|
|
67
|
+
An `HmacVerifier` checks an HMAC-SHA256 signature over the raw request body,
|
|
68
|
+
the send time, and `request_id`; enforces a bounded replay window that defaults
|
|
69
|
+
to five minutes; and rejects a signature it has already accepted inside that
|
|
70
|
+
window. It accepts several keys at once so a rotation can deploy the new key
|
|
71
|
+
before Pickle switches to it. Authentication is carried entirely in headers, so
|
|
72
|
+
it adds no field to the `TicketRequest` payload and no schema version.
|
|
73
|
+
|
|
74
|
+
Pickle sends three headers. `X-Pickle-Timestamp` is the RFC 3339 UTC send time
|
|
75
|
+
to seconds precision, `X-Pickle-Request-Id` is the body's `request_id`, and
|
|
76
|
+
`X-Pickle-Signature` is `v1=` followed by the lowercase hex SHA-256 HMAC of
|
|
77
|
+
these four values joined by single newlines, in order:
|
|
78
|
+
|
|
79
|
+
```text
|
|
80
|
+
pickle-strategy-auth-v1
|
|
81
|
+
<X-Pickle-Timestamp>
|
|
82
|
+
<X-Pickle-Request-Id>
|
|
83
|
+
<raw request body>
|
|
84
|
+
```
|
|
85
|
+
|
|
86
|
+
The body is signed as the exact bytes on the wire, so a verifier must never
|
|
87
|
+
re-serialize the JSON before checking. A rejected request is answered `401`
|
|
88
|
+
with one of `missing_signature`, `malformed_signature`, `invalid_signature`,
|
|
89
|
+
`expired_signature`, or `replayed_signature`.
|
|
90
|
+
|
|
91
|
+
A signature authenticates a request but does not encrypt it, so serve the
|
|
92
|
+
endpoint over TLS. The verifier never forgets a signature that is still inside
|
|
93
|
+
its replay window; if it cannot track another one safely it answers
|
|
94
|
+
`503 replay_cache_exhausted` rather than dropping a still-valid entry.
|
|
95
|
+
|
|
96
|
+
Since `0.3.0`, `create_app` requires that explicit choice; earlier versions
|
|
97
|
+
had no verifier and served every request unsigned. Callers that relied on that
|
|
98
|
+
pass `allow_unauthenticated=True`.
|
|
99
|
+
|
|
100
|
+
## Receiving execution reports
|
|
101
|
+
|
|
102
|
+
A deployment with a callback URL receives a signed execution report for each
|
|
103
|
+
material event of its orders. Receiving them is optional, and needs `0.5.0` or
|
|
104
|
+
later. A handler is a
|
|
105
|
+
synchronous function marked `@report_handler`; pass it to `create_app` with a
|
|
106
|
+
`ReportVerifier` built from the deployment's callback key, which is not the
|
|
107
|
+
request key, and the app serves `POST /reports`:
|
|
108
|
+
|
|
109
|
+
```python
|
|
110
|
+
from pickle_strategy import (
|
|
111
|
+
ExecutionReport,
|
|
112
|
+
HmacVerifier,
|
|
113
|
+
ReportVerifier,
|
|
114
|
+
create_app,
|
|
115
|
+
report_handler,
|
|
116
|
+
)
|
|
117
|
+
|
|
118
|
+
@report_handler
|
|
119
|
+
def record(report: ExecutionReport) -> None:
|
|
120
|
+
store.save_once(report.event_id, report) # idempotent by event_id
|
|
121
|
+
|
|
122
|
+
app = create_app(
|
|
123
|
+
strategy,
|
|
124
|
+
verifier=HmacVerifier([request_key]),
|
|
125
|
+
report_handler=record,
|
|
126
|
+
report_verifier=ReportVerifier([callback_key]),
|
|
127
|
+
)
|
|
128
|
+
```
|
|
129
|
+
|
|
130
|
+
`create_report_app(record, verifier=ReportVerifier([callback_key]))` serves
|
|
131
|
+
reports alone, for a deployment that runs no hosted strategy. The report route
|
|
132
|
+
has its own development opt-out, `allow_unauthenticated_reports=True`, so
|
|
133
|
+
`allow_unauthenticated` on the strategy route never opens it. From the command
|
|
134
|
+
line, `serve` takes `--report-handler module:function` and
|
|
135
|
+
`--report-secret-env NAME`, and `--allow-unauthenticated`, loopback only, opens
|
|
136
|
+
both routes.
|
|
137
|
+
|
|
138
|
+
A report is signed like a strategy request, in its own context, so a signature
|
|
139
|
+
for one never verifies as the other. It carries `X-Pickle-Timestamp`,
|
|
140
|
+
`X-Pickle-Event-Id`, `X-Pickle-Delivery-Id`, and `X-Pickle-Signature` over:
|
|
141
|
+
|
|
142
|
+
```text
|
|
143
|
+
pickle-execution-report-v1
|
|
144
|
+
<X-Pickle-Timestamp>
|
|
145
|
+
<X-Pickle-Event-Id>
|
|
146
|
+
<X-Pickle-Delivery-Id>
|
|
147
|
+
<raw request body>
|
|
148
|
+
```
|
|
149
|
+
|
|
150
|
+
`ReportVerifier.verify(headers, body)` applies the same window and replay rules
|
|
151
|
+
as `HmacVerifier`, decodes the report, and refuses one whose signed
|
|
152
|
+
`X-Pickle-Event-Id` is not the body's `event_id` (`mismatched_event_id`).
|
|
153
|
+
Rejections are answered `401`; a signed body that is not JSON, `400`, and one
|
|
154
|
+
that is not a report, `422`.
|
|
155
|
+
|
|
156
|
+
Delivery is at least once. Pickle retries a delivery your receiver does not
|
|
157
|
+
acknowledge with backoff, each time under a new delivery ID and signature, for
|
|
158
|
+
at least about an hour and a half, and longer while many reports wait for your
|
|
159
|
+
receiver, before it dead-letters the report for an operator to replay. Reports
|
|
160
|
+
about a customer Pickle has deactivated are held back and not sent at all. An
|
|
161
|
+
acknowledgement can be lost after the handler ran, so the same report can
|
|
162
|
+
arrive more than once. Deduplicate by
|
|
163
|
+
`event_id` in your own store, and return only once the report is recorded:
|
|
164
|
+
an exception answers `500`, and Pickle delivers the report again. Order and
|
|
165
|
+
gaps are in the body: `event_sequence` counts the reports for one execution
|
|
166
|
+
and callback URL from 1.
|
|
167
|
+
|
|
168
|
+
## Contract version
|
|
169
|
+
|
|
170
|
+
Since `0.4.0`, the SDK speaks schema version `3.0`. Its decoders accept any
|
|
171
|
+
`3.x` payload and ignore fields they do not know, so a later additive minor
|
|
172
|
+
version still decodes, and its encoders emit exactly `3.0`. A ticket is
|
|
173
|
+
versioned from the request it answers, so a strategy always answers at a
|
|
174
|
+
version Pickle can read. Pickle reads a ticket strictly: it refuses one at a
|
|
175
|
+
later minor than its request, or with a field its version does not define. A
|
|
176
|
+
request recorded under `1.0` or `2.0` decodes strictly at that version, and a
|
|
177
|
+
strategy's ticket answers it at the same version. The normative schemas are
|
|
178
|
+
under `docs/contracts/v3` in the Pickle repository.
|
|
179
|
+
|
|
180
|
+
## The ladder example
|
|
181
|
+
|
|
182
|
+
The ladder is backed by frozen public FRED federal-funds and Treasury-yield
|
|
183
|
+
observations plus deterministic modeled prices covering 2026-01-02 through
|
|
184
|
+
2026-06-30. It serves requests from 2026-01-02T21:00Z, when its first modeled
|
|
185
|
+
prices become available, rejects requests outside that window with
|
|
186
|
+
`422 request_rejected`, and is not suitable for live trading. Its prices are
|
|
187
|
+
not observed or executable. Runtime performs no network or database access and
|
|
188
|
+
adds no SDK dependency.
|
|
189
|
+
|
|
190
|
+
## License
|
|
191
|
+
|
|
192
|
+
The `pickle-strategy-sdk` distribution is licensed under the Apache License
|
|
193
|
+
2.0. It may be used in commercial and proprietary strategies without requiring
|
|
194
|
+
those strategies to be open source. Redistributors must follow the license and
|
|
195
|
+
preserve the attribution in the packaged `NOTICE`. Both `LICENSE` and `NOTICE`
|
|
196
|
+
ship inside the wheel and source distribution.
|
|
197
|
+
|
|
198
|
+
This license applies to the SDK distribution rooted in this directory. It does
|
|
199
|
+
not license the rest of the private `PickleTech/pickle` repository. FRED source
|
|
200
|
+
observations retain the attribution and reuse terms identified in the packaged
|
|
201
|
+
source metadata; the Apache-2.0 grant applies to Pickle's code and derived-data
|
|
202
|
+
implementation, not as a claim of ownership over FRED observations.
|
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
[build-system]
|
|
2
|
+
requires = ["setuptools>=77.0.3"]
|
|
3
|
+
build-backend = "setuptools.build_meta"
|
|
4
|
+
|
|
5
|
+
[project]
|
|
6
|
+
name = "pickle-strategy-sdk"
|
|
7
|
+
version = "0.5.0"
|
|
8
|
+
description = "Broker-neutral contracts and hosting tools for Pickle strategies"
|
|
9
|
+
readme = "README.md"
|
|
10
|
+
license = "Apache-2.0"
|
|
11
|
+
license-files = ["LICENSE", "NOTICE"]
|
|
12
|
+
requires-python = ">=3.13"
|
|
13
|
+
dependencies = [
|
|
14
|
+
"simplejson>=3.20,<4",
|
|
15
|
+
"starlette>=0.47,<1",
|
|
16
|
+
"uvicorn>=0.34,<1",
|
|
17
|
+
]
|
|
18
|
+
|
|
19
|
+
[project.optional-dependencies]
|
|
20
|
+
test = [
|
|
21
|
+
"httpx>=0.28,<1",
|
|
22
|
+
"pytest>=9,<10",
|
|
23
|
+
]
|
|
24
|
+
|
|
25
|
+
[project.scripts]
|
|
26
|
+
pickle-strategy = "pickle_strategy.cli:main"
|
|
27
|
+
|
|
28
|
+
[tool.setuptools.packages.find]
|
|
29
|
+
where = ["src"]
|
|
30
|
+
include = ["pickle_strategy*"]
|
|
31
|
+
|
|
32
|
+
[tool.setuptools.package-data]
|
|
33
|
+
"pickle_strategy.examples" = ["data/ladder/*.csv", "data/ladder/*.json"]
|