primary-api-models 0.2.0__tar.gz → 0.4.0__tar.gz

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: primary-api-models
-Version: 0.2.0
+Version: 0.4.0
 Summary: Primary API models
 Author-email: Chi Tudi <chitudi54@gmail.com>
 Requires-Python: >=3.8
@@ -129,7 +129,7 @@ response = pyRofex.get_market_data(ticker="MERV - XMEV - AAPL - 24hs", entries=e
 data = MarketDataResponse.model_validate_json(response)
 
 if data.status == StatusResponse.OK:
-    md = data.marketData
+    md = data.market_data
     bids = md.BI
     asks = md.OF
     last_trade = md.LA
@@ -137,6 +137,28 @@ if data.status == StatusResponse.OK:
 ```
 
 
+- Send Order
+```python
+import pyRofex
+from primary_api_models import StatusResponse
+from primary_api_models import Order, OrderConfirmationResponse
+
+pyRofex.initialize(...)
+
+new_order = Order(
+    ticker="MERV - XMEV - AAPL - 24hs",
+    side=pyRofex.Side.BUY,
+    price=1000,
+    size=5,
+    order_type=pyRofex.OrderType.LIMIT,
+)
+
+response = pyRofex.send_order(**new_order.model_dump())
+data = OrderConfirmationResponse.model_validate_json(response)
+print(data.client_id)
+```
+
+
 - Account Report
 ```python
 import pyRofex
@@ -147,7 +169,7 @@ pyRofex.initialize(...)
 # Get account report
 response = pyRofex.get_account_report(...)
 data = AccountReportResponse.model_validate_json(response)
-print(data.accountData)
+print(data.account_data)
 ```
 
 
@@ -175,7 +197,7 @@ pyRofex.initialize(...)
 # Get detailed positions for an account
 response = pyRofex.get_detailed_position(...)
 data = DetailedPositionsResponse.model_validate_json(response)
-print(data.detailedPosition)
+print(data.detailed_position)
 ```
 
 
@@ -217,6 +239,7 @@ print(data.detailedPosition)
     "MarketDataResponse",
     "MarketDataMessage",
     "MarketData",
+    "Order",
     "OrderReportMessage",
     "OrderReport",
     "OrderStatusResponse",

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/README.md

@@ -121,7 +121,7 @@ response = pyRofex.get_market_data(ticker="MERV - XMEV - AAPL - 24hs", entries=e
 data = MarketDataResponse.model_validate_json(response)
 
 if data.status == StatusResponse.OK:
-    md = data.marketData
+    md = data.market_data
     bids = md.BI
     asks = md.OF
     last_trade = md.LA
@@ -129,6 +129,28 @@ if data.status == StatusResponse.OK:
 ```
 
 
+- Send Order
+```python
+import pyRofex
+from primary_api_models import StatusResponse
+from primary_api_models import Order, OrderConfirmationResponse
+
+pyRofex.initialize(...)
+
+new_order = Order(
+    ticker="MERV - XMEV - AAPL - 24hs",
+    side=pyRofex.Side.BUY,
+    price=1000,
+    size=5,
+    order_type=pyRofex.OrderType.LIMIT,
+)
+
+response = pyRofex.send_order(**new_order.model_dump())
+data = OrderConfirmationResponse.model_validate_json(response)
+print(data.client_id)
+```
+
+
 - Account Report
 ```python
 import pyRofex
@@ -139,7 +161,7 @@ pyRofex.initialize(...)
 # Get account report
 response = pyRofex.get_account_report(...)
 data = AccountReportResponse.model_validate_json(response)
-print(data.accountData)
+print(data.account_data)
 ```
 
 
@@ -167,7 +189,7 @@ pyRofex.initialize(...)
 # Get detailed positions for an account
 response = pyRofex.get_detailed_position(...)
 data = DetailedPositionsResponse.model_validate_json(response)
-print(data.detailedPosition)
+print(data.detailed_position)
 ```
 
 
@@ -209,6 +231,7 @@ print(data.detailedPosition)
     "MarketDataResponse",
     "MarketDataMessage",
     "MarketData",
+    "Order",
     "OrderReportMessage",
     "OrderReport",
     "OrderStatusResponse",

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/__init__.py

@@ -8,8 +8,9 @@ from primary_api_models.enhanced_models import EnhancedOrderReport
 from primary_api_models.instrument_details import InstrumentDetailsResponse, InstrumentDetails
 from primary_api_models.instruments import AllInstrumentsResponse, InstrumentsByResponse
 from primary_api_models.market_data import MarketDataResponse, MarketDataMessage, MarketData
+from primary_api_models.order import Order, OrderConfirmationResponse
 from primary_api_models.order_report import OrderReportMessage, OrderReport
-from primary_api_models.order_status import OrderConfirmationResponse, OrderStatusResponse
+from primary_api_models.order_status import OrderStatusResponse
 from primary_api_models.positions import PositionsResponse, Position
 from primary_api_models.segments import SegmentsResponse
 
@@ -51,6 +52,7 @@ __all__ = [
     "MarketDataMessage",
     "MarketData",
     "OrderReportMessage",
+    "Order",
     "OrderReport",
     "OrderStatusResponse",
     "OrderConfirmationResponse",

primary_api_models-0.4.0/primary_api_models/account_report.py

@@ -0,0 +1,59 @@
+from typing import Dict, Optional
+from decimal import Decimal
+from primary_api_models.commons import CommonResponse, PrimaryBaseModel
+from primary_api_models.enums import CurrencyIndex, SettlementIndex
+
+
+class CurrencyAmount(PrimaryBaseModel):
+    consumed: Decimal
+    available: Decimal
+
+
+class CurrencyBalance(PrimaryBaseModel):
+    detailed_currency_balance: Dict[CurrencyIndex, CurrencyAmount]
+
+
+class Cash(PrimaryBaseModel):
+    total_cash: Decimal
+    detailed_cash: Dict[CurrencyIndex, Decimal]
+
+
+class AvailableToOperate(PrimaryBaseModel):
+    cash: Cash
+    movements: Decimal
+    total: Decimal
+    pending_movements: Decimal
+    credit: Optional[Decimal] = None
+
+
+class DetailedAccountReport(PrimaryBaseModel):
+    currency_balance: CurrencyBalance
+    available_to_operate: AvailableToOperate
+    settlement_date: int
+
+
+class AccountData(PrimaryBaseModel):
+    account_name: str
+    collateral: Decimal
+    margin: Decimal
+    available_to_collateral: Decimal
+    detailed_account_reports: Dict[SettlementIndex, DetailedAccountReport]
+    has_error: bool
+    last_calculation: int
+    portfolio: Decimal
+    orders_margin: Decimal
+    current_cash: Decimal
+    daily_diff: Decimal
+    uncovered_margin: Decimal
+    market_member: Optional[str] = None
+    market_member_identity: Optional[str] = None
+    repurchase_margin: Optional[str] = None
+    error_detail: Optional[str] = None
+    detailed_collateral: Optional[dict] = None
+    detailed_portfolio: Optional[dict] = None
+    detailed_available_to_collateral: Optional[dict] = None
+    person_name: Optional[dict] = None
+
+
+class AccountReportResponse(CommonResponse):
+    account_data: Optional[AccountData] = None

primary_api_models-0.4.0/primary_api_models/commons.py

@@ -0,0 +1,68 @@
+from pydantic import BaseModel, ConfigDict
+from pydantic.alias_generators import to_camel
+from typing import Optional
+from decimal import Decimal
+from primary_api_models.enums import CFICode, MessageType, MarketId, MarketSegment, StatusResponse, SettlementIndex
+
+
+class PrimaryBaseModel(BaseModel):
+    """Base model for Primary API models with automatic camelCase to snake_case conversion"""
+    model_config = ConfigDict(
+        alias_generator=to_camel,
+        populate_by_name=True
+    )
+
+
+class MessageBase(PrimaryBaseModel):
+    type: MessageType
+    timestamp: Optional[int] = None
+
+
+class CommonResponse(PrimaryBaseModel):
+    status: StatusResponse
+    description: Optional[str] = None
+    message: Optional[str] = None
+
+
+class Segment(PrimaryBaseModel):
+    market_segment_id: MarketSegment
+    market_id: MarketId
+
+
+class AccountId(PrimaryBaseModel):
+    id: str
+
+
+class Instrument(PrimaryBaseModel):
+    symbol_reference: str
+    settl_type: SettlementIndex
+
+
+class InstrumentId(PrimaryBaseModel):
+    market_id: MarketId
+    symbol: str
+
+
+class ListedInstrument(PrimaryBaseModel):
+    instrument_id: InstrumentId
+    cficode: CFICode
+    
+    
+class PriceSize(PrimaryBaseModel):
+    price: Decimal
+    size: Decimal
+
+
+class PriceSizeDate(PrimaryBaseModel):
+    price: Decimal
+    size: Decimal
+    date: int
+
+
+class Trade(PriceSizeDate):
+    ...
+
+
+class OrderConfirmation(PrimaryBaseModel):
+    client_id: Optional[str] = None
+    proprietary: Optional[str] = None

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/detailed_instruments.py

@@ -1,7 +1,5 @@
 from typing import Optional, List
-from pydantic import BaseModel
 from primary_api_models.commons import CommonResponse
-from primary_api_models.enums import StatusResponse
 from primary_api_models.instrument_details import InstrumentDetails
 
 

primary_api_models-0.4.0/primary_api_models/detailed_position.py

@@ -0,0 +1,54 @@
+from typing import List, Dict, Optional
+from decimal import Decimal
+from primary_api_models.commons import CommonResponse, PrimaryBaseModel
+from primary_api_models.enums import ContractType
+from primary_api_models.enums import SettlementIndex
+from primary_api_models.enums import CurrencyIndex
+
+
+class DetailedPosition(PrimaryBaseModel):
+    symbol_reference: str
+    contract_type: ContractType
+    price_conversion_factor: Decimal
+    contract_size: Decimal
+    currency: CurrencyIndex
+    exchange_rate: Decimal
+    contract_multiplier: Decimal
+    total_initial_size: Decimal
+    buy_initial_size: Decimal
+    sell_initial_size: Decimal
+    buy_initial_price: Decimal
+    sell_initial_price: Decimal
+    total_filled_size: Decimal
+    buy_filled_size: Decimal
+    sell_filled_size: Decimal
+    buy_filled_price: Decimal
+    sell_filled_price: Decimal
+    total_current_size: Decimal
+    buy_current_size: Decimal
+    sell_current_size: Decimal
+    market_value: Optional[Decimal] = None
+    market_price: Optional[Decimal] = None
+    trading_symbol: Optional[str] = None
+    settl_type: Optional[SettlementIndex] = None
+    settlement_date: Optional[int] = None
+
+
+class InstrumentGroup(PrimaryBaseModel):
+    detailed_positions: List[DetailedPosition]
+    instrument_initial_size: Decimal
+    instrument_filled_size: Decimal
+    instrument_current_size: Decimal
+    instrument_market_value: Optional[Decimal] = None
+
+
+class DetailedPositionData(PrimaryBaseModel):
+    account: str
+    last_calculation: int
+    total_market_value: Optional[Decimal] = None
+    total_daily_diff_plain: Optional[Decimal] = None
+    report: Optional[Dict[ContractType, Dict[str, InstrumentGroup]]] = None
+
+
+class DetailedPositionsResponse(CommonResponse):
+    detailed_position: Optional[DetailedPositionData] = None

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/enhanced_models.py

@@ -16,12 +16,12 @@ class EnhancedOrderReport(OrderReport):
         return self.status in [OrderStatus.REJECTED]
     
     def is_none(self) -> bool:
-        return self.orderId in ["NONE", None]
+        return self.order_id in ["NONE", None]
     
     def __repr__(self) -> str:
-        symbol = self.instrumentId.symbol if self.instrumentId else "UNKNOWN"
+        symbol = self.instrument_id.symbol if self.instrument_id else "UNKNOWN"
         if self.status in [OrderStatus.FILLED, OrderStatus.PARTIALLY_FILLED]:
-            qty = self.lastQty
+            qty = self.last_qty
         else:
-            qty = self.orderQty
-        return f"{self.status.value} {symbol} {self.side.value} [{qty} @ ${self.price}] id=({self.clOrdId})"
+            qty = self.order_qty
+        return f"{self.status.value} {symbol} {self.side.value} [{qty} @ ${self.price}] id=({self.cl_ord_id})"

primary_api_models-0.4.0/primary_api_models/instrument_details.py

@@ -0,0 +1,44 @@
+from typing import Optional, List, Dict
+from decimal import Decimal
+from primary_api_models.commons import CommonResponse, Segment, InstrumentId, PrimaryBaseModel
+from primary_api_models.enums import Currency, OrderType, TimeInForce, CFICode
+
+
+class TickPriceRange(PrimaryBaseModel):
+    tick: Decimal
+    lower_limit: Decimal
+    upper_limit: Optional[Decimal]
+
+
+class InstrumentDetails(PrimaryBaseModel):
+    symbol: Optional[str]
+    segment: Segment
+    low_limit_price: Optional[Decimal]
+    high_limit_price: Optional[Decimal]
+    min_price_increment: Decimal
+    min_trade_vol: Decimal
+    max_trade_vol: Decimal
+    tick_size: Decimal
+    contract_multiplier: Decimal
+    round_lot: Decimal
+    price_convertion_factor: Decimal
+    maturity_date: Optional[str]
+    currency: Currency
+    order_types: List[OrderType]
+    times_in_force: List[TimeInForce]
+    security_type: Optional[str]
+    settl_type: Optional[str]
+    instrument_price_precision: int
+    instrument_size_precision: int
+    security_id: Optional[str]
+    security_id_source: Optional[str]
+    security_description: str
+    tick_price_ranges: Dict[str, TickPriceRange]
+    strike: Optional[Decimal]
+    underlying: Optional[str]
+    cficode: Optional[CFICode]
+    instrument_id: InstrumentId
+
+
+class InstrumentDetailsResponse(CommonResponse):
+    instrument: Optional[InstrumentDetails] = None

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/instruments.py

@@ -1,5 +1,4 @@
 from typing import List, Optional
-from pydantic import BaseModel
 from primary_api_models.commons import CommonResponse, InstrumentId, ListedInstrument
 
 

primary_api_models-0.4.0/primary_api_models/market_data.py

@@ -0,0 +1,32 @@
+from typing import Any, List, Optional
+from decimal import Decimal
+from primary_api_models.commons import CommonResponse, MessageBase, PriceSize, PriceSizeDate, InstrumentId, PrimaryBaseModel
+
+
+class MarketData(PrimaryBaseModel):
+    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 MarketDataResponse(CommonResponse):
+    """For REST API response"""
+    market_data: MarketData
+
+
+class MarketDataMessage(MessageBase):
+    """For Websocket messages"""
+    instrument_id: InstrumentId
+    market_data: MarketData

primary_api_models-0.4.0/primary_api_models/order.py

@@ -0,0 +1,26 @@
+
+from decimal import Decimal
+from typing import Any, Optional
+from primary_api_models.commons import CommonResponse, OrderConfirmation, PrimaryBaseModel
+
+
+class Order(PrimaryBaseModel):
+    """
+    order_type: Must be pyRofex.OrderType enum
+    side: Must be pyRofex.Side enum
+    time_in_force: Must be pyRofex.TimeInForce enum
+    """
+    ticker: str
+    order_type: Any
+    side: Any
+    size: int
+    price: Optional[Decimal] = None
+    time_in_force: Optional[Any] = None
+    cancel_previous: Optional[bool] = None
+    iceberg: Optional[bool] = None
+    expire_date: Optional[Any] = None
+    display_quantity: Optional[int] = None
+
+
+class OrderConfirmationResponse(CommonResponse):
+    order: Optional[OrderConfirmation] = None

primary_api_models-0.4.0/primary_api_models/order_report.py

@@ -0,0 +1,31 @@
+from typing import Optional
+from decimal import Decimal
+from primary_api_models.commons import PrimaryBaseModel, MessageBase, AccountId, InstrumentId
+from primary_api_models.enums import OrderType, OrderStatus, TimeInForce, Side
+
+
+class OrderReport(PrimaryBaseModel):
+    cl_ord_id: str
+    proprietary: str
+    account_id: AccountId
+    instrument_id: InstrumentId
+    price: Decimal
+    order_qty: Decimal
+    side: Side
+    transact_time: str
+    status: OrderStatus
+    text: str
+    order_id: Optional[str] = None
+    exec_id: Optional[str] = None
+    leaves_qty: Optional[Decimal] = None
+    cum_qty: Optional[Decimal] = None
+    avg_px: Optional[Decimal] = None
+    last_px: Optional[Decimal] = None
+    last_qty: Optional[Decimal] = None
+    ord_type: Optional[OrderType] = None
+    time_in_force: Optional[TimeInForce] = None
+    originating_username: Optional[str] = None
+
+
+class OrderReportMessage(MessageBase):
+    order_report: OrderReport

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/order_status.py

@@ -1,13 +1,8 @@
 from typing import List, Optional
-from pydantic import BaseModel
-from primary_api_models.commons import CommonResponse, OrderConfirmation
+from primary_api_models.commons import CommonResponse
 from primary_api_models.order_report import OrderReport
 
 
-class OrderConfirmationResponse(CommonResponse):
-    order: Optional[OrderConfirmation] = None
-
-
 class OrderStatusResponse(CommonResponse):
     order: Optional[OrderReport] = None
     orders: Optional[List[OrderReport]] = None

primary_api_models-0.4.0/primary_api_models/positions.py

@@ -0,0 +1,22 @@
+from decimal import Decimal
+from typing import List, Optional
+from primary_api_models.commons import CommonResponse, Instrument, PrimaryBaseModel
+
+class Position(PrimaryBaseModel):
+    instrument: Instrument
+    symbol: str
+    buy_size: Decimal
+    buy_price: Decimal
+    sell_size: Decimal
+    sell_price: Decimal
+    total_daily_diff: Decimal
+    total_diff: Decimal
+    trading_symbol: str
+    original_buy_price: Decimal
+    original_sell_price: Decimal
+    original_buy_size: Decimal
+    original_sell_size: Decimal
+
+
+class PositionsResponse(CommonResponse):
+    positions: Optional[List[Position]] = None

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models/segments.py

@@ -1,5 +1,4 @@
 from typing import List, Optional
-from pydantic import BaseModel
 from primary_api_models.commons import CommonResponse, Segment
 
 

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: primary-api-models
-Version: 0.2.0
+Version: 0.4.0
 Summary: Primary API models
 Author-email: Chi Tudi <chitudi54@gmail.com>
 Requires-Python: >=3.8
@@ -129,7 +129,7 @@ response = pyRofex.get_market_data(ticker="MERV - XMEV - AAPL - 24hs", entries=e
 data = MarketDataResponse.model_validate_json(response)
 
 if data.status == StatusResponse.OK:
-    md = data.marketData
+    md = data.market_data
     bids = md.BI
     asks = md.OF
     last_trade = md.LA
@@ -137,6 +137,28 @@ if data.status == StatusResponse.OK:
 ```
 
 
+- Send Order
+```python
+import pyRofex
+from primary_api_models import StatusResponse
+from primary_api_models import Order, OrderConfirmationResponse
+
+pyRofex.initialize(...)
+
+new_order = Order(
+    ticker="MERV - XMEV - AAPL - 24hs",
+    side=pyRofex.Side.BUY,
+    price=1000,
+    size=5,
+    order_type=pyRofex.OrderType.LIMIT,
+)
+
+response = pyRofex.send_order(**new_order.model_dump())
+data = OrderConfirmationResponse.model_validate_json(response)
+print(data.client_id)
+```
+
+
 - Account Report
 ```python
 import pyRofex
@@ -147,7 +169,7 @@ pyRofex.initialize(...)
 # Get account report
 response = pyRofex.get_account_report(...)
 data = AccountReportResponse.model_validate_json(response)
-print(data.accountData)
+print(data.account_data)
 ```
 
 
@@ -175,7 +197,7 @@ pyRofex.initialize(...)
 # Get detailed positions for an account
 response = pyRofex.get_detailed_position(...)
 data = DetailedPositionsResponse.model_validate_json(response)
-print(data.detailedPosition)
+print(data.detailed_position)
 ```
 
 
@@ -217,6 +239,7 @@ print(data.detailedPosition)
     "MarketDataResponse",
     "MarketDataMessage",
     "MarketData",
+    "Order",
     "OrderReportMessage",
     "OrderReport",
     "OrderStatusResponse",

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/primary_api_models.egg-info/SOURCES.txt

@@ -10,6 +10,7 @@ primary_api_models/enums.py
 primary_api_models/instrument_details.py
 primary_api_models/instruments.py
 primary_api_models/market_data.py
+primary_api_models/order.py
 primary_api_models/order_report.py
 primary_api_models/order_status.py
 primary_api_models/positions.py
@@ -19,6 +20,7 @@ primary_api_models.egg-info/SOURCES.txt
 primary_api_models.egg-info/dependency_links.txt
 primary_api_models.egg-info/top_level.txt
 tests/conftest.py
+tests/test_model_dump.py
 tests/test_models.py
 venv/Lib/site-packages/py.py
 venv/Lib/site-packages/typing_extensions.py

{primary_api_models-0.2.0 → primary_api_models-0.4.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "primary-api-models"
-version = "0.2.0"
+version = "0.4.0"
 description = "Primary API models"
 authors = [
     { name="Chi Tudi", email="chitudi54@gmail.com" }

primary_api_models-0.4.0/tests/test_model_dump.py

@@ -0,0 +1,12 @@
+from primary_api_models import Order
+
+
+def test_alias_generator():
+    order = Order(
+        ticker="FAFA",
+        order_type="LIMIT",
+        side="BUY",
+        size=100
+    )
+
+    print(order.model_dump(by_alias=True))