primary-api-models 0.1.0__py3-none-any.whl

primary_api_models/__init__.py

@@ -0,0 +1,53 @@
+# Export all modules from the current directory
+from primary_api_models.account_data import AccountDataResponse, AccountData
+from primary_api_models.commons import PriceSize, PriceSizeDate, InstrumentId, Instrument
+from primary_api_models.detailed_instruments import DetailedInstrumentsResponse
+from primary_api_models.detailed_position import DetailedPositionsResponse, DetailedPositionData, DetailedPosition
+from primary_api_models.enhanced_models import EnhancedOrderReport
+from primary_api_models.enums import StatusResponse, MessageType, MarketId, Side, OrderType, OrderStatus, TimeInForce, Currency, CurrencyIndex, SettlementIndex, MarketDataEntry, CFICode, MarketSegment, ContractType
+from primary_api_models.instrument_details import InstrumentDetailsResponse, InstrumentDetails
+from primary_api_models.listed_instruments import ListedInstrumentsResponse, ListedInstrument
+from primary_api_models.market_data import MarketDataMessage, MarketData
+from primary_api_models.order_report import OrderReportMessage, OrderReport
+from primary_api_models.order_status import OrderStatusResponse
+from primary_api_models.positions import PositionsResponse, Position
+
+
+__all__ = [
+    "AccountDataResponse",
+    "AccountData",
+    "PriceSize",
+    "PriceSizeDate",
+    "InstrumentId",
+    "Instrument",
+    "DetailedInstrumentsResponse",
+    "DetailedPositionsResponse",
+    "DetailedPositionData",
+    "DetailedPosition",
+    "EnhancedOrderReport",
+    "StatusResponse",
+    "MessageType",
+    "MarketId",
+    "Side",
+    "OrderType",
+    "OrderStatus",
+    "TimeInForce",
+    "Currency",
+    "CurrencyIndex",
+    "SettlementIndex",
+    "MarketDataEntry",
+    "CFICode",
+    "MarketSegment",
+    "ContractType",
+    "InstrumentDetailsResponse",
+    "InstrumentDetails",
+    "ListedInstrumentsResponse",
+    "ListedInstrument",
+    "MarketDataMessage",
+    "MarketData",
+    "OrderReportMessage",
+    "OrderReport",
+    "OrderStatusResponse",
+    "PositionsResponse",
+    "Position"
+]

primary_api_models/account_data.py

@@ -0,0 +1,62 @@
+from typing import Dict, Optional
+from pydantic import BaseModel
+from decimal import Decimal
+from primary_api_models.enums import CurrencyIndex, SettlementIndex, StatusResponse
+
+
+class CurrencyAmount(BaseModel):
+    consumed: Decimal
+    available: Decimal
+
+
+class CurrencyBalance(BaseModel):
+    detailedCurrencyBalance: Dict[CurrencyIndex, CurrencyAmount]
+
+
+class Cash(BaseModel):
+    totalCash: Decimal
+    detailedCash: Dict[CurrencyIndex, Decimal]
+
+
+class AvailableToOperate(BaseModel):
+    cash: Cash
+    movements: Decimal
+    total: Decimal
+    pendingMovements: Decimal
+    credit: Optional[Decimal] = None
+
+
+class DetailedAccountReport(BaseModel):
+    currencyBalance: CurrencyBalance
+    availableToOperate: AvailableToOperate
+    settlementDate: int
+
+
+class AccountData(BaseModel):
+    accountName: str
+    collateral: Decimal
+    margin: Decimal
+    availableToCollateral: Decimal
+    detailedAccountReports: Dict[SettlementIndex, DetailedAccountReport]
+    hasError: bool
+    lastCalculation: int
+    portfolio: Decimal
+    ordersMargin: Decimal
+    currentCash: Decimal
+    dailyDiff: Decimal
+    uncoveredMargin: Decimal
+    marketMember: Optional[str] = None
+    marketMemberIdentity: Optional[str] = None
+    repurchaseMargin: Optional[str] = None # No se conoce bien la estructura
+    errorDetail: Optional[str] = None # No se conoce bien la estructura
+    detailedCollateral: Optional[dict] = None # No se conoce bien la estructura
+    detailedPortfolio: Optional[dict] = None # No se conoce bien la estructura
+    detailedAvailableToCollateral: Optional[dict] = None # No se conoce bien la estructura
+    personName: Optional[dict] = None # No se conoce bien la estructura
+
+
+class AccountDataResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    accountData: Optional[AccountData] = None

primary_api_models/commons.py

@@ -0,0 +1,49 @@
+from pydantic import BaseModel
+from typing import Optional
+from decimal import Decimal
+from primary_api_models.enums import MessageType, MarketId, MarketSegment, StatusResponse, SettlementIndex
+
+
+class MessageBase(BaseModel):
+    type: MessageType
+    timestamp: int
+
+
+class CommonResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+
+
+class Segment(BaseModel):
+    marketSegmentId: MarketSegment
+    marketId: MarketId
+
+
+class AccountId(BaseModel):
+    id: str
+
+
+class Instrument(BaseModel):
+    symbolReference: str
+    settlType: SettlementIndex
+
+
+class InstrumentId(BaseModel):
+    marketId: MarketId
+    symbol: str
+
+
+class PriceSize(BaseModel):
+    price: Decimal
+    size: Decimal
+
+
+class PriceSizeDate(BaseModel):
+    price: Decimal
+    size: Decimal
+    date: int
+
+
+class Trade(PriceSizeDate):
+    ...

primary_api_models/detailed_instruments.py

@@ -0,0 +1,11 @@
+from typing import Optional, List
+from pydantic import BaseModel
+from primary_api_models.enums import StatusResponse
+from primary_api_models.instrument_details import InstrumentDetails
+
+
+class DetailedInstrumentsResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    instruments: Optional[List[InstrumentDetails]] = None

primary_api_models/detailed_position.py

@@ -0,0 +1,53 @@
+from typing import List, Dict, Optional
+from pydantic import BaseModel
+from decimal import Decimal
+from primary_api_models.enums import ContractType
+from primary_api_models.enums import SettlementIndex
+from primary_api_models.enums import CurrencyIndex, StatusResponse
+
+class DetailedPosition(BaseModel):
+    symbolReference: str
+    contractType: ContractType
+    priceConversionFactor: Decimal
+    contractSize: Decimal
+    currency: CurrencyIndex
+    exchangeRate: Decimal
+    contractMultiplier: Decimal
+    totalInitialSize: Decimal
+    buyInitialSize: Decimal
+    sellInitialSize: Decimal
+    buyInitialPrice: Decimal
+    sellInitialPrice: Decimal
+    totalFilledSize: Decimal
+    buyFilledSize: Decimal
+    sellFilledSize: Decimal
+    buyFilledPrice: Decimal
+    sellFilledPrice: Decimal
+    totalCurrentSize: Decimal
+    buyCurrentSize: Decimal
+    sellCurrentSize: Decimal
+    marketValue: Optional[Decimal] = None
+    marketPrice: Optional[Decimal] = None
+    tradingSymbol: Optional[str] = None
+    settlType: Optional[SettlementIndex] = None
+    settlementDate: Optional[int] = None
+
+class InstrumentGroup(BaseModel):
+    detailedPositions: List[DetailedPosition]
+    instrumentInitialSize: Decimal
+    instrumentFilledSize: Decimal
+    instrumentCurrentSize: Decimal
+    instrumentMarketValue: Optional[Decimal] = None
+
+class DetailedPositionData(BaseModel):
+    account: str
+    lastCalculation: int
+    totalMarketValue: Optional[Decimal] = None
+    totalDailyDiffPlain: Optional[Decimal] = None
+    report: Optional[Dict[ContractType, Dict[str, InstrumentGroup]]] = None
+
+class DetailedPositionsResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    detailedPosition: Optional[DetailedPositionData] = None

primary_api_models/enhanced_models.py

@@ -0,0 +1,27 @@
+from primary_api_models.enums import OrderStatus
+from primary_api_models.order_report import OrderReport
+
+
+class EnhancedOrderReport(OrderReport):  
+    def is_pending(self) -> bool:
+        return self.status in [OrderStatus.PENDING_NEW]
+    
+    def is_open(self) -> bool:
+        return self.status in [OrderStatus.NEW, OrderStatus.PARTIALLY_FILLED]
+    
+    def is_closed(self) -> bool:
+        return self.status in [OrderStatus.FILLED, OrderStatus.CANCELLED, OrderStatus.CANCELED, OrderStatus.EXPIRED]
+    
+    def is_rejected(self) -> bool:
+        return self.status in [OrderStatus.REJECTED]
+    
+    def is_none(self) -> bool:
+        return self.orderId in ["NONE", None]
+    
+    def __repr__(self) -> str:
+        symbol = self.instrumentId.symbol if self.instrumentId else "UNKNOWN"
+        if self.status in [OrderStatus.FILLED, OrderStatus.PARTIALLY_FILLED]:
+            qty = self.lastQty
+        else:
+            qty = self.orderQty
+        return f"{self.status.value} {symbol} {self.side.value} [{qty} @ ${self.price}] id=({self.clOrdId})"

primary_api_models/enums.py

@@ -0,0 +1,184 @@
+from enum import Enum
+
+class StatusResponse(str, Enum):
+    OK = "OK"
+    ERROR = "ERROR"
+
+class MessageType(str, Enum):
+    MARKET_DATA = "Md"
+    ORDER_REPORT = "or"
+
+class MarketId(str, Enum):
+    ROFX = "ROFX"
+
+class Side(str, Enum):
+    BUY = "BUY"
+    SELL = "SELL"
+
+class OrderType(str, Enum):
+    LIMIT = "LIMIT"
+    MARKET = "MARKET"
+    STOP_LIMIT = "STOP_LIMIT"
+    STOP_LIMIT_MERVAL = "STOP_LIMIT_MERVAL"
+    MARKET_TO_LIMIT = "MARKET_TO_LIMIT"
+    PREVIOUSLY_QUOTED = "PREVIOUSLY_QUOTED"
+    STOP = "STOP"
+
+class OrderStatus(str, Enum):
+    PENDING_NEW = "PENDING_NEW"
+    PENDING_CANCEL = "PENDING_CANCEL"
+    PENDING_REPLACE = "PENDING_REPLACE"
+    NEW = "NEW"
+    FILLED = "FILLED"
+    PARTIALLY_FILLED = "PARTIALLY_FILLED"
+    REPLACED = "REPLACED"
+    CANCELED = "CANCELED"
+    CANCELLED = "CANCELLED"
+    EXPIRED = "EXPIRED"
+    REJECTED = "REJECTED"
+
+class TimeInForce(str, Enum):
+    DAY = "DAY"
+    ImmediateOrCancel = "IOC"
+    FillOrKill = "FOK"
+    GoodTillDate = "GTD"
+    GoodTillCancel = "GTC"
+
+class Currency(str, Enum):
+    """Currencies available in ROFX, used in instrument details"""
+    ARS = "ARS"
+    USD = "USD"
+    EXT = "EXT"
+    USG = "USG"
+    UYD = "UYD"
+    UYU = "UYU"
+
+class CurrencyIndex(str, Enum):
+    """Currencies used as index in some api requests like account_data and detaled_position"""
+    ARS = "ARS"
+    ARS_BCRA = "ARS BCRA"
+    EUR = "EUR"
+    UYU = "UYU"
+    USD = "U$S"
+    USD_MtR = "USD MtR"
+    USD_UY = "USD UY"
+    USD_DB = "USD DB"
+    USD_G = "USD G"
+    USD_R = "USD R"
+    USD_C = "USD C"
+    USD_D = "USD D"
+
+class SettlementIndex(int, Enum): 
+    """Settlement type used as index in position requests"""
+    T0 = 0 # CI
+    T1 = 1 # 24hs
+    UNKNOWN = 2
+
+class MarketDataEntry(Enum):
+    """Identifies market data entries for an instrument.
+    BIDS: Best buy offer in the Market Book.
+    OFFERS: Best sell offer in the Market Book.
+    LAST: Last price traded in the Market Book.
+    OPENING_PRICE: Opening price in the Market Book.
+    CLOSING_PRICE: Closing price in the Market Book.
+    SETTLEMENT_PRICE: Settlement price (only for futures)
+    HIGH_PRICE: Highest price traded.
+    LOW_PRICE: Lowest price traded.
+    TRADE_VOLUME: Traded volume in contracts/nominal.
+    OPEN_INTEREST: Open interest in contracts (only for futures)
+    INDEX_VALUE: Calculated Index Value (only for Index)
+    TRADE_EFFECTIVE_VOLUME: Effective traded volume.
+    NOMINAL_VOLUME: Nominal traded volume.
+    TRADE_COUNT: Number or trades made
+    """
+    BIDS = "BI"
+    OFFERS = "OF"
+    LAST = "LA"
+    OPENING_PRICE = "OP"
+    CLOSING_PRICE = "CL"
+    SETTLEMENT_PRICE = "SE"
+    HIGH_PRICE = "HI"
+    LOW_PRICE = "LO"
+    TRADE_VOLUME = "TV"
+    OPEN_INTEREST = "OI"
+    INDEX_VALUE = "IV"
+    TRADE_EFFECTIVE_VOLUME = "EV"
+    NOMINAL_VOLUME = "NV"
+    ACP = "ACP"
+    TRADE_COUNT = "TC"
+
+class CFICode(Enum):
+    """Identifies the type of instrument.
+    ESXXXX: Stock (Accion)
+    DBXXXX: Bond (Bono)
+    OCASPS: Call Option on Stock (Opción Call sobre Acción)
+    OPASPS: Put Option on Stock (Opción Put sobre Acción)
+    FXXXSX: Future (Futuro)
+    OPAFXS: Put Option on Futures (Opción Put sobre Futuro)
+    OCAFXS: Call Option on Futures (Opción Call sobre Futuro)
+    EMXXXX: CEDEAR
+    DBXXFR: Corporate Bond (Obligaciones Negociables)
+    LRSTXH: (Contrato de futuros sobre divisas con entrega física)
+    MRIXXX: (Acción común sin derecho a voto u otros propositos. Ej I.RFX20_TEST)
+    DYXTXR: (Contrato de Futuro cotizado en bolsa, con liquidación en efectivo)
+    FXXXXX: Forward (Contrato a Futuro por acuerdo privado)
+    RPXXXX: Repurchase Agreement (Repo)
+    OCEFXS: Opción Call de tipo Europea sobre un activo de tipo de cambio, estandarizada y listada en mercado
+    MXXXXX: Otros miscelaneos
+    OPEFXS: Corresponde a una opción de venta listada, con estilo de ejercicio europeo, que se liquida financieramente, y es un instrumento registrado.
+    DTXXXX: Un instrumento de deuda que es un pagaré a mediano plazo (Medium-Term Note), sin mayor detalle específico
+    DXXXXX: Todavia no sabemos
+    """
+    STOCK = "ESXXXX"
+    BOND = "DBXXXX"
+    CALL_STOCK = "OCASPS"
+    PUT_STOCK = "OPASPS"
+    FUTURE = "FXXXSX"
+    PUT_FUTURE = "OPAFXS"
+    CALL_FUTURE = "OCAFXS"
+    CEDEAR = "EMXXXX"
+    ON = "DBXXFR"
+    MRIXXX = "MRIXXX"
+    LRSTXH = "LRSTXH"
+    DYXTXR = "DYXTXR"
+    FXXXXX = "FXXXXX"
+    RPXXXX = "RPXXXX"
+    OCEFXS = "OCEFXS"
+    MXXXXX = "MXXXXX"
+    OPEFXS = "OPEFXS"
+    DTXXXX = "DTXXXX"
+    DXXXXX = "DXXXXX"
+
+class MarketSegment(Enum):
+    """Identifies the Market Segment associated to the instruments.
+    DDF: División Derivados Financieros.
+    DDA: División Derivados Agropecuarios.
+    DUAL: Instruments on DDF and DDA.
+    U-DDF:
+    U-DDA:
+    U-DUAL:
+    MERV: Matba Rofex External Markets. MERVAL
+    MAE: Mercado Abierto Electrónico
+    """
+    DDF = "DDF"
+    DDA = "DDA"
+    DUAL = "DUAL"
+    U_DDF = "U-DDF"
+    U_DDA = "U-DDA"
+    U_DUAL = "U-DUAL"
+    MERV = "MERV"
+    TIVA = "TIVA"
+    TEST = "TEST"
+    MAE = "MAE"
+
+class ContractType(str, Enum):
+    BOND = "BOND"
+    CEDEAR = "CEDEAR"
+    FUTURE = "FUTURE"
+    NEGOTIABLE_OBLIGATION = "NEGOTIABLE_OBLIGATION"
+    OPTION_PUT = "OPTION_PUT"
+    OPTION_CALL = "OPTION_CALL"
+    STOCK = "STOCK"
+    LETTER_NOTE = "LETTER_NOTE"
+    DEFAULT = "DEFAULT"
+    REPURCHASE = "REPURCHASE"

primary_api_models/instrument_details.py

@@ -0,0 +1,48 @@
+from typing import Optional, List, Dict
+from pydantic import BaseModel
+from decimal import Decimal
+from primary_api_models.commons import Segment, InstrumentId
+from primary_api_models.enums import Currency, StatusResponse, OrderType, TimeInForce, CFICode
+
+
+class TickPriceRange(BaseModel):
+    tick: Decimal
+    lowerLimit: Decimal
+    upperLimit: Optional[Decimal]
+
+
+class InstrumentDetails(BaseModel):
+    symbol: Optional[str]
+    segment: Segment
+    lowLimitPrice: Optional[Decimal]
+    highLimitPrice: Optional[Decimal]
+    minPriceIncrement: Decimal
+    minTradeVol: Decimal
+    maxTradeVol: Decimal
+    tickSize: Decimal
+    contractMultiplier: Decimal
+    roundLot: Decimal
+    priceConvertionFactor: Decimal
+    maturityDate: Optional[str]
+    currency: Currency
+    orderTypes: List[OrderType]
+    timesInForce: List[TimeInForce]
+    securityType: Optional[str]
+    settlType: Optional[str]
+    instrumentPricePrecision: int
+    instrumentSizePrecision: int
+    securityId: Optional[str]
+    securityIdSource: Optional[str]
+    securityDescription: str
+    tickPriceRanges: Dict[str, TickPriceRange]
+    strike: Optional[Decimal]
+    underlying: Optional[str]
+    cficode: CFICode
+    instrumentId: InstrumentId
+
+
+class InstrumentDetailsResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    instrument: Optional[InstrumentDetails] = None

primary_api_models/listed_instruments.py

@@ -0,0 +1,14 @@
+from typing import List, Optional
+from pydantic import BaseModel
+from primary_api_models.commons import InstrumentId
+from primary_api_models.enums import StatusResponse, CFICode
+
+class ListedInstrument(BaseModel):
+    instrumentId: InstrumentId
+    cficode: CFICode
+
+class ListedInstrumentsResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    instruments: Optional[List[ListedInstrument]] = None

primary_api_models/market_data.py

@@ -0,0 +1,25 @@
+from typing import Any, List, Optional
+from pydantic import BaseModel
+from decimal import Decimal
+from primary_api_models.commons import MessageBase, PriceSize, PriceSizeDate, InstrumentId
+
+class MarketData(BaseModel):
+    BI: Optional[List[PriceSize]] = None
+    OF: Optional[List[PriceSize]] = None
+    LA: Optional[PriceSizeDate] = None
+    OP: Optional[Decimal] = None
+    CL: Optional[PriceSizeDate] = None
+    HI: Optional[Decimal] = None
+    LO: Optional[Decimal] = None
+    SE: Optional[PriceSizeDate] = None
+    TV: Optional[Any] = None
+    OI: Optional[Any] = None
+    IV: Optional[Any] = None
+    EV: Optional[Any] = None
+    NV: Optional[Any] = None
+    ACP: Optional[Any] = None
+    TC: Optional[Any] = None
+
+class MarketDataMessage(MessageBase):
+    instrumentId: InstrumentId
+    marketData: MarketData

primary_api_models/order_report.py

@@ -0,0 +1,34 @@
+from typing import Optional
+from pydantic import BaseModel
+from decimal import Decimal
+from primary_api_models.commons import MessageBase, AccountId, InstrumentId
+from primary_api_models.enums import OrderType, OrderStatus, TimeInForce, Side
+
+
+class OrderReport(BaseModel):
+    clOrdId: str
+    proprietary: str
+    accountId: AccountId
+    instrumentId: InstrumentId
+    price: Decimal
+    orderQty: Decimal
+    side: Side
+    transactTime: str
+    status: OrderStatus
+    text: str
+    orderId: Optional[str] = None
+    execId: Optional[str] = None
+    leavesQty: Optional[Decimal] = None
+    cumQty: Optional[Decimal] = None
+    avgPx: Optional[Decimal] = None
+    lastPx: Optional[Decimal] = None
+    lastQty: Optional[Decimal] = None
+    ordType: Optional[OrderType] = None
+    timeInForce: Optional[TimeInForce] = None
+    originatingUsername: Optional[str] = None
+    # Estos campos lanzan errores en algunos casos donde el OrderReport es REJECTED
+    # Por eso los ubico al final
+
+
+class OrderReportMessage(MessageBase):
+    orderReport: OrderReport

primary_api_models/order_status.py

@@ -0,0 +1,11 @@
+from typing import List, Optional
+from pydantic import BaseModel
+from primary_api_models.enums import StatusResponse
+from primary_api_models.order_report import OrderReport
+
+
+class OrderStatusResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    orders: Optional[List[OrderReport]] = None

primary_api_models/positions.py

@@ -0,0 +1,27 @@
+from pydantic import BaseModel
+from decimal import Decimal
+from typing import List, Optional
+from primary_api_models.commons import Instrument
+from primary_api_models.enums import StatusResponse
+
+class Position(BaseModel):
+    instrument: Instrument
+    symbol: str
+    buySize: Decimal
+    buyPrice: Decimal
+    sellSize: Decimal
+    sellPrice: Decimal
+    totalDailyDiff: Decimal
+    totalDiff: Decimal
+    tradingSymbol: str
+    originalBuyPrice: Decimal
+    originalSellPrice: Decimal
+    originalBuySize: Decimal
+    originalSellSize: Decimal
+
+
+class PositionsResponse(BaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+    positions: Optional[List[Position]] = None

primary_api_models-0.1.0.dist-info/METADATA

@@ -0,0 +1,7 @@
+Metadata-Version: 2.4
+Name: primary-api-models
+Version: 0.1.0
+Summary: Primary API shared models
+Author-email: Chi Tudi <chitudi54@gmail.com>
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown