qjtrader 0.1.0__tar.gz

qjtrader-0.1.0/.github/workflows/ci.yml

@@ -0,0 +1,40 @@
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Install
+        run: |
+          python -m pip install --upgrade pip
+          python -m pip install pytest
+          python -m pip install -e .
+      - name: Test
+        run: pytest -q
+
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: python -m pip install build
+      - run: python -m build
+      - uses: actions/upload-artifact@v4
+        with:
+          name: dist
+          path: dist/*

qjtrader-0.1.0/.github/workflows/publish.yml

@@ -0,0 +1,37 @@
+name: Publish to PyPI
+
+# Publishes on a version tag (e.g. `v0.1.0`). Uses PyPI Trusted Publishing
+# (OIDC) — no API token/secret needed once the trusted publisher is configured
+# on PyPI (see RELEASING.md).
+
+on:
+  push:
+    tags: ["v*"]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: python -m pip install build
+      - run: python -m build
+      - uses: actions/upload-artifact@v4
+        with:
+          name: dist
+          path: dist/*
+
+  publish:
+    needs: build
+    runs-on: ubuntu-latest
+    environment: pypi
+    permissions:
+      id-token: write # required for trusted publishing
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          name: dist
+          path: dist
+      - uses: pypa/gh-action-pypi-publish@release/v1

qjtrader-0.1.0/.gitignore

@@ -0,0 +1,22 @@
+# Python
+__pycache__/
+*.py[cod]
+*.egg-info/
+.eggs/
+build/
+dist/
+.pytest_cache/
+.mypy_cache/
+.ruff_cache/
+.venv/
+venv/
+
+# Env / secrets — never commit credentials
+.env
+*.env
+!example.env
+
+# OS / editor
+.DS_Store
+.idea/
+.vscode/

qjtrader-0.1.0/CHANGELOG.md

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+# Changelog
+
+## 0.1.0 (unreleased)
+
+Initial release.
+
+- `qjtrader.Client` — one entry point for both APIs; credentials + endpoints from args or
+  `QJ_*` environment variables. Sandbox and production use the same code.
+- Market data: `client.market_data()` → subscribe / unsubscribe / stream `snapshot`, `quote`,
+  `level2`, `trade` messages. Consolidated and per-venue equity symbols (`CA:RY`, `CA:RY.PT`).
+- Order entry: `client.orders()` → `order` / `cancel` / `replace` / `cancel_all` / `status`, plus
+  `order_and_wait()`; deterministic order state machine, idempotent `cid`.
+- OAuth2 client-credentials tokens minted + auto-refreshed for you.
+- `qjtrader` command-line tool.
+- Stdlib only; typed (`py.typed`); Python 3.9+.

qjtrader-0.1.0/LICENSE

@@ -0,0 +1,201 @@
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+   9. Accepting Warranty or Additional Liability. While redistributing
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+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
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qjtrader-0.1.0/PKG-INFO

@@ -0,0 +1,184 @@
+Metadata-Version: 2.4
+Name: qjtrader
+Version: 0.1.0
+Summary: Official Python client for the QJ Trader AI Trading APIs — Canadian market data and order entry.
+Project-URL: Homepage, https://qjtrader.ai
+Project-URL: Documentation, https://docs.qjtrader.ai/docs/ai
+Project-URL: Console, https://console.qjtrader.ai
+Project-URL: Source, https://github.com/QJTrader/qjtrader-python
+Project-URL: Issues, https://github.com/QJTrader/qjtrader-python/issues
+Author: QJ Trader
+License: Apache-2.0
+License-File: LICENSE
+Keywords: algotrading,canada,finance,market-data,montreal-exchange,order-entry,trading,tsx
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+
+# qjtrader
+
+Official Python client for the **QJ Trader AI Trading APIs** — stream real-time Canadian market
+data and send orders to Canadian venues (Montréal Exchange derivatives, and equities across every
+lit exchange and dark pool) over one authenticated connection.
+
+```bash
+pip install qjtrader
+```
+
+- **Free sandbox, no approval.** Create an account at [console.qjtrader.ai](https://console.qjtrader.ai),
+  click *Create sandbox credential*, and you get a `client_id` + `client_secret` that stream
+  **simulated** data and return **simulated** fills — in the *exact production wire format*, 24/7.
+- **Sandbox → production with one credential swap.** Your code never changes; the credential decides
+  sandbox vs. real, server-side.
+- **Stdlib only.** No dependencies — easy to install, easy to audit.
+
+## Quickstart
+
+Get a sandbox key from the [console](https://console.qjtrader.ai), then:
+
+```bash
+export QJ_CLIENT_ID="your-client-id"
+export QJ_CLIENT_SECRET="your-client-secret"
+```
+
+### Send an order
+
+```python
+import qjtrader
+
+client = qjtrader.Client()  # reads QJ_CLIENT_ID / QJ_CLIENT_SECRET from the environment
+
+with client.orders() as oe:
+    fill = oe.order_and_wait(
+        sym="MX:CRAU26", side="buy", qty=1, price=97.00, account="SIM", tif="ioc",
+    )
+    print(fill)   # {'type': 'exec', 'status': 'filled', 'last_px': 97.0, 'cum_qty': 1, ...}
+```
+
+Lower-level, if you want every message:
+
+```python
+with client.orders() as oe:
+    cid = oe.order(sym="MX:CRAU26", side="buy", qty=1, price=97.00, account="SIM")
+    for msg in oe.updates(timeout=10):
+        print(msg)          # accepted -> new -> (partial)* -> filled | canceled | replaced
+    oe.cancel(cid)
+    print(oe.status())      # open orders + session state
+```
+
+### Stream market data
+
+```python
+import qjtrader
+
+client = qjtrader.Client()
+
+with client.market_data() as md:
+    md.subscribe(["CA:RY", "CA:RY.PT", "MX:CRAU26"], depth=5)
+    for msg in md.messages(timeout=30):
+        if msg["type"] == "quote":
+            print(msg["symbol"], msg["data"]["bid"], msg["data"]["ask"])
+```
+
+- `CA:RY` is the **consolidated** Canadian equity book (each level tagged with its venue);
+  `CA:RY.PT` is **PURE (CSE)** only. Futures like `MX:CRAU26` are venue-native. See the full
+  [symbology reference](https://docs.qjtrader.ai/docs/ai/symbology).
+
+## Command line
+
+The package installs a `qjtrader` command:
+
+```bash
+qjtrader subscribe CA:RY MX:CRAU26 --watch 30
+qjtrader order --sym MX:CRAU26 --side buy --qty 1 --price 97.00 --account SIM --tif ioc
+qjtrader status
+qjtrader cancel --orig qj-abc123
+
+# strategies: the same file runs in backtest and live
+qjtrader backtest examples/strategy_meanreversion.py --symbol MX:CRAU26 --bars 200
+qjtrader run       examples/strategy_meanreversion.py --symbols MX:CRAU26 --tag mr1
+```
+
+## Strategies — one contract, every venue
+
+Subclass `Strategy` and the same file runs in the backtest engine, a paper run, or
+live (plan §10). Backtests are offline and deterministic (no network, no secrets);
+`qjtrader run` hosts it against a live/paper credential, tags every order with the
+strategy name (so the journal groups by strategy), and cancels everything on Ctrl-C.
+
+```python
+from qjtrader import Strategy, run_backtest, synthetic_bars
+
+class Buy2Percent(Strategy):
+    def on_bar(self, ctx, bar):
+        if ctx.position(bar["symbol"]) == 0 and bar["close"] < ctx.param("floor", 0):
+            ctx.buy(bar["symbol"], 1, bar["close"], tif="ioc")
+    def on_fill(self, ctx, fill):
+        ctx.log("filled", fill.get("cid"), "@", fill.get("last_px") or fill.get("price"))
+
+report = run_backtest(Buy2Percent(), synthetic_bars("MX:CRAU26", 200), params={"floor": 95})
+print(report["total_pnl"], report["positions"])
+```
+
+The bar-level backtester is for **logic**; L2 event-replay with queue-model fills
+(microstructure truth) comes from the paper environment.
+
+## Configuration
+
+`Client()` reads these (constructor args override environment):
+
+| Setting | Env var | Default |
+|---|---|---|
+| Client ID | `QJ_CLIENT_ID` | — (required) |
+| Client secret | `QJ_CLIENT_SECRET` | — (required) |
+| Token endpoint | `QJ_TOKEN_URL` | QJ Cognito token URL |
+| Market-data host | `QJ_DATA_HOST` | `data-feed.qjtrader.ai:7000` |
+| Order-entry host | `QJ_ORDERS_HOST` | `orders.qjtrader.ai:7001` |
+| Pinned CA/cert | `QJ_CA_FILE` | none (standard public-CA validation) |
+
+Tokens are minted for you (OAuth2 client-credentials) and refreshed automatically before they
+expire — you never handle them directly. Need a raw token (e.g. for the WebSocket interface)?
+`client.token(qjtrader.MARKET_DATA_SCOPE)`.
+
+> **Pilot note:** while order entry is in private pilot it may be reached by IP with a pinned
+> certificate provided at onboarding — pass `ca_file="pilot-server.pem"` (or `QJ_CA_FILE`). Market
+> data uses a standard public certificate.
+
+## How it works
+
+Both APIs speak **NDJSON over TLS** — one JSON object per line, UTF-8, newline-terminated,
+authenticated with an OAuth2 JWT sent on the first line. The order lifecycle is a deterministic,
+journaled state machine (`accepted → new → (partial)* → filled | canceled | replaced`), commands are
+idempotent per client order id (`cid`), and the server enforces pre-trade risk checks +
+cancel-on-disconnect. Full protocol: **[Order Entry](https://docs.qjtrader.ai/docs/ai/order-entry)**
+and **[Market Data](https://docs.qjtrader.ai/docs/ai/market-data)**.
+
+## Use it from an LLM (MCP)
+
+Prefer to drive QJ from Claude or another AI assistant? The companion
+[`qjtrader-mcp`](https://github.com/QJTrader/qjtrader-python) server exposes these APIs as Model
+Context Protocol tools — subscribe to quotes and place **simulated** orders in plain language, no
+code. Order tools refuse a live credential by default (sandbox-only unless you opt in). Add it to
+Claude Code with:
+
+```bash
+claude mcp add qjtrader -e QJ_CLIENT_ID=... -e QJ_CLIENT_SECRET=... -e QJ_ENV=sandbox -- uvx qjtrader-mcp
+```
+
+The console's "Connect your AI" panel generates this for you, pre-filled.
+
+## Links
+
+- 📚 Docs: https://docs.qjtrader.ai/docs/ai
+- 🔑 Console (get a key): https://console.qjtrader.ai
+- 🔤 Symbology: https://docs.qjtrader.ai/docs/ai/symbology
+- 🐛 Issues: https://github.com/QJTrader/qjtrader-python/issues
+
+## License
+
+Apache-2.0. See [LICENSE](LICENSE).

qjtrader-0.1.0/README.md

@@ -0,0 +1,162 @@
+# qjtrader
+
+Official Python client for the **QJ Trader AI Trading APIs** — stream real-time Canadian market
+data and send orders to Canadian venues (Montréal Exchange derivatives, and equities across every
+lit exchange and dark pool) over one authenticated connection.
+
+```bash
+pip install qjtrader
+```
+
+- **Free sandbox, no approval.** Create an account at [console.qjtrader.ai](https://console.qjtrader.ai),
+  click *Create sandbox credential*, and you get a `client_id` + `client_secret` that stream
+  **simulated** data and return **simulated** fills — in the *exact production wire format*, 24/7.
+- **Sandbox → production with one credential swap.** Your code never changes; the credential decides
+  sandbox vs. real, server-side.
+- **Stdlib only.** No dependencies — easy to install, easy to audit.
+
+## Quickstart
+
+Get a sandbox key from the [console](https://console.qjtrader.ai), then:
+
+```bash
+export QJ_CLIENT_ID="your-client-id"
+export QJ_CLIENT_SECRET="your-client-secret"
+```
+
+### Send an order
+
+```python
+import qjtrader
+
+client = qjtrader.Client()  # reads QJ_CLIENT_ID / QJ_CLIENT_SECRET from the environment
+
+with client.orders() as oe:
+    fill = oe.order_and_wait(
+        sym="MX:CRAU26", side="buy", qty=1, price=97.00, account="SIM", tif="ioc",
+    )
+    print(fill)   # {'type': 'exec', 'status': 'filled', 'last_px': 97.0, 'cum_qty': 1, ...}
+```
+
+Lower-level, if you want every message:
+
+```python
+with client.orders() as oe:
+    cid = oe.order(sym="MX:CRAU26", side="buy", qty=1, price=97.00, account="SIM")
+    for msg in oe.updates(timeout=10):
+        print(msg)          # accepted -> new -> (partial)* -> filled | canceled | replaced
+    oe.cancel(cid)
+    print(oe.status())      # open orders + session state
+```
+
+### Stream market data
+
+```python
+import qjtrader
+
+client = qjtrader.Client()
+
+with client.market_data() as md:
+    md.subscribe(["CA:RY", "CA:RY.PT", "MX:CRAU26"], depth=5)
+    for msg in md.messages(timeout=30):
+        if msg["type"] == "quote":
+            print(msg["symbol"], msg["data"]["bid"], msg["data"]["ask"])
+```
+
+- `CA:RY` is the **consolidated** Canadian equity book (each level tagged with its venue);
+  `CA:RY.PT` is **PURE (CSE)** only. Futures like `MX:CRAU26` are venue-native. See the full
+  [symbology reference](https://docs.qjtrader.ai/docs/ai/symbology).
+
+## Command line
+
+The package installs a `qjtrader` command:
+
+```bash
+qjtrader subscribe CA:RY MX:CRAU26 --watch 30
+qjtrader order --sym MX:CRAU26 --side buy --qty 1 --price 97.00 --account SIM --tif ioc
+qjtrader status
+qjtrader cancel --orig qj-abc123
+
+# strategies: the same file runs in backtest and live
+qjtrader backtest examples/strategy_meanreversion.py --symbol MX:CRAU26 --bars 200
+qjtrader run       examples/strategy_meanreversion.py --symbols MX:CRAU26 --tag mr1
+```
+
+## Strategies — one contract, every venue
+
+Subclass `Strategy` and the same file runs in the backtest engine, a paper run, or
+live (plan §10). Backtests are offline and deterministic (no network, no secrets);
+`qjtrader run` hosts it against a live/paper credential, tags every order with the
+strategy name (so the journal groups by strategy), and cancels everything on Ctrl-C.
+
+```python
+from qjtrader import Strategy, run_backtest, synthetic_bars
+
+class Buy2Percent(Strategy):
+    def on_bar(self, ctx, bar):
+        if ctx.position(bar["symbol"]) == 0 and bar["close"] < ctx.param("floor", 0):
+            ctx.buy(bar["symbol"], 1, bar["close"], tif="ioc")
+    def on_fill(self, ctx, fill):
+        ctx.log("filled", fill.get("cid"), "@", fill.get("last_px") or fill.get("price"))
+
+report = run_backtest(Buy2Percent(), synthetic_bars("MX:CRAU26", 200), params={"floor": 95})
+print(report["total_pnl"], report["positions"])
+```
+
+The bar-level backtester is for **logic**; L2 event-replay with queue-model fills
+(microstructure truth) comes from the paper environment.
+
+## Configuration
+
+`Client()` reads these (constructor args override environment):
+
+| Setting | Env var | Default |
+|---|---|---|
+| Client ID | `QJ_CLIENT_ID` | — (required) |
+| Client secret | `QJ_CLIENT_SECRET` | — (required) |
+| Token endpoint | `QJ_TOKEN_URL` | QJ Cognito token URL |
+| Market-data host | `QJ_DATA_HOST` | `data-feed.qjtrader.ai:7000` |
+| Order-entry host | `QJ_ORDERS_HOST` | `orders.qjtrader.ai:7001` |
+| Pinned CA/cert | `QJ_CA_FILE` | none (standard public-CA validation) |
+
+Tokens are minted for you (OAuth2 client-credentials) and refreshed automatically before they
+expire — you never handle them directly. Need a raw token (e.g. for the WebSocket interface)?
+`client.token(qjtrader.MARKET_DATA_SCOPE)`.
+
+> **Pilot note:** while order entry is in private pilot it may be reached by IP with a pinned
+> certificate provided at onboarding — pass `ca_file="pilot-server.pem"` (or `QJ_CA_FILE`). Market
+> data uses a standard public certificate.
+
+## How it works
+
+Both APIs speak **NDJSON over TLS** — one JSON object per line, UTF-8, newline-terminated,
+authenticated with an OAuth2 JWT sent on the first line. The order lifecycle is a deterministic,
+journaled state machine (`accepted → new → (partial)* → filled | canceled | replaced`), commands are
+idempotent per client order id (`cid`), and the server enforces pre-trade risk checks +
+cancel-on-disconnect. Full protocol: **[Order Entry](https://docs.qjtrader.ai/docs/ai/order-entry)**
+and **[Market Data](https://docs.qjtrader.ai/docs/ai/market-data)**.
+
+## Use it from an LLM (MCP)
+
+Prefer to drive QJ from Claude or another AI assistant? The companion
+[`qjtrader-mcp`](https://github.com/QJTrader/qjtrader-python) server exposes these APIs as Model
+Context Protocol tools — subscribe to quotes and place **simulated** orders in plain language, no
+code. Order tools refuse a live credential by default (sandbox-only unless you opt in). Add it to
+Claude Code with:
+
+```bash
+claude mcp add qjtrader -e QJ_CLIENT_ID=... -e QJ_CLIENT_SECRET=... -e QJ_ENV=sandbox -- uvx qjtrader-mcp
+```
+
+The console's "Connect your AI" panel generates this for you, pre-filled.
+
+## Links
+
+- 📚 Docs: https://docs.qjtrader.ai/docs/ai
+- 🔑 Console (get a key): https://console.qjtrader.ai
+- 🔤 Symbology: https://docs.qjtrader.ai/docs/ai/symbology
+- 🐛 Issues: https://github.com/QJTrader/qjtrader-python/issues
+
+## License
+
+Apache-2.0. See [LICENSE](LICENSE).