rulebook-sdk 0.1.0__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.
- rulebook_sdk-0.1.0/.gitignore +219 -0
- rulebook_sdk-0.1.0/.python-version +1 -0
- rulebook_sdk-0.1.0/LICENSE +21 -0
- rulebook_sdk-0.1.0/PKG-INFO +254 -0
- rulebook_sdk-0.1.0/README.md +220 -0
- rulebook_sdk-0.1.0/pyproject.toml +70 -0
- rulebook_sdk-0.1.0/src/rulebook/__init__.py +65 -0
- rulebook_sdk-0.1.0/src/rulebook/_base_client.py +582 -0
- rulebook_sdk-0.1.0/src/rulebook/_client.py +243 -0
- rulebook_sdk-0.1.0/src/rulebook/_constants.py +16 -0
- rulebook_sdk-0.1.0/src/rulebook/_exceptions.py +129 -0
- rulebook_sdk-0.1.0/src/rulebook/_models.py +18 -0
- rulebook_sdk-0.1.0/src/rulebook/_resource.py +41 -0
- rulebook_sdk-0.1.0/src/rulebook/_response.py +67 -0
- rulebook_sdk-0.1.0/src/rulebook/_types.py +68 -0
- rulebook_sdk-0.1.0/src/rulebook/resources/__init__.py +27 -0
- rulebook_sdk-0.1.0/src/rulebook/resources/exchanges.py +296 -0
- rulebook_sdk-0.1.0/src/rulebook/resources/fee_schedule_results.py +740 -0
- rulebook_sdk-0.1.0/src/rulebook/types/__init__.py +21 -0
- rulebook_sdk-0.1.0/src/rulebook/types/date_range.py +15 -0
- rulebook_sdk-0.1.0/src/rulebook/types/exchange.py +23 -0
- rulebook_sdk-0.1.0/src/rulebook/types/exchange_detail.py +45 -0
- rulebook_sdk-0.1.0/src/rulebook/types/fee_schedule_result.py +89 -0
- rulebook_sdk-0.1.0/src/rulebook/types/fee_schedule_result_filters.py +35 -0
- rulebook_sdk-0.1.0/src/rulebook/types/paginated_response.py +36 -0
- rulebook_sdk-0.1.0/tests/__init__.py +0 -0
- rulebook_sdk-0.1.0/tests/conftest.py +30 -0
- rulebook_sdk-0.1.0/tests/test_exchanges.py +540 -0
- rulebook_sdk-0.1.0/tests/test_fee_schedule_results.py +721 -0
- rulebook_sdk-0.1.0/tests/test_integration.py +444 -0
- rulebook_sdk-0.1.0/tests/test_smoke.py +111 -0
- rulebook_sdk-0.1.0/uv.lock +947 -0
|
@@ -0,0 +1,219 @@
|
|
|
1
|
+
# Byte-compiled / optimized / DLL files
|
|
2
|
+
__pycache__/
|
|
3
|
+
*.py[codz]
|
|
4
|
+
*$py.class
|
|
5
|
+
|
|
6
|
+
# C extensions
|
|
7
|
+
*.so
|
|
8
|
+
|
|
9
|
+
# Distribution / packaging
|
|
10
|
+
.Python
|
|
11
|
+
build/
|
|
12
|
+
develop-eggs/
|
|
13
|
+
dist/
|
|
14
|
+
downloads/
|
|
15
|
+
eggs/
|
|
16
|
+
.eggs/
|
|
17
|
+
|
|
18
|
+
parts/
|
|
19
|
+
sdist/
|
|
20
|
+
var/
|
|
21
|
+
wheels/
|
|
22
|
+
share/python-wheels/
|
|
23
|
+
*.egg-info/
|
|
24
|
+
.installed.cfg
|
|
25
|
+
*.egg
|
|
26
|
+
MANIFEST
|
|
27
|
+
|
|
28
|
+
# PyInstaller
|
|
29
|
+
# Usually these files are written by a python script from a template
|
|
30
|
+
# before PyInstaller builds the exe, so as to inject date/other infos into it.
|
|
31
|
+
*.manifest
|
|
32
|
+
*.spec
|
|
33
|
+
|
|
34
|
+
# Installer logs
|
|
35
|
+
pip-log.txt
|
|
36
|
+
pip-delete-this-directory.txt
|
|
37
|
+
|
|
38
|
+
# Unit test / coverage reports
|
|
39
|
+
htmlcov/
|
|
40
|
+
.tox/
|
|
41
|
+
.nox/
|
|
42
|
+
.coverage
|
|
43
|
+
.coverage.*
|
|
44
|
+
.cache
|
|
45
|
+
nosetests.xml
|
|
46
|
+
coverage.xml
|
|
47
|
+
*.cover
|
|
48
|
+
*.py.cover
|
|
49
|
+
.hypothesis/
|
|
50
|
+
.pytest_cache/
|
|
51
|
+
cover/
|
|
52
|
+
|
|
53
|
+
# Translations
|
|
54
|
+
*.mo
|
|
55
|
+
*.pot
|
|
56
|
+
|
|
57
|
+
# Django stuff:
|
|
58
|
+
*.log
|
|
59
|
+
local_settings.py
|
|
60
|
+
db.sqlite3
|
|
61
|
+
db.sqlite3-journal
|
|
62
|
+
|
|
63
|
+
# Flask stuff:
|
|
64
|
+
instance/
|
|
65
|
+
.webassets-cache
|
|
66
|
+
|
|
67
|
+
# Scrapy stuff:
|
|
68
|
+
.scrapy
|
|
69
|
+
|
|
70
|
+
# Sphinx documentation
|
|
71
|
+
docs/_build/
|
|
72
|
+
|
|
73
|
+
# PyBuilder
|
|
74
|
+
.pybuilder/
|
|
75
|
+
target/
|
|
76
|
+
|
|
77
|
+
# Jupyter Notebook
|
|
78
|
+
.ipynb_checkpoints
|
|
79
|
+
|
|
80
|
+
# IPython
|
|
81
|
+
profile_default/
|
|
82
|
+
ipython_config.py
|
|
83
|
+
|
|
84
|
+
# pyenv
|
|
85
|
+
# For a library or package, you might want to ignore these files since the code is
|
|
86
|
+
# intended to run in multiple environments; otherwise, check them in:
|
|
87
|
+
# .python-version
|
|
88
|
+
|
|
89
|
+
# pipenv
|
|
90
|
+
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
|
|
91
|
+
# However, in case of collaboration, if having platform-specific dependencies or dependencies
|
|
92
|
+
# having no cross-platform support, pipenv may install dependencies that don't work, or not
|
|
93
|
+
# install all needed dependencies.
|
|
94
|
+
# Pipfile.lock
|
|
95
|
+
|
|
96
|
+
# UV
|
|
97
|
+
# Similar to Pipfile.lock, it is generally recommended to include uv.lock in version control.
|
|
98
|
+
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
|
99
|
+
# commonly ignored for libraries.
|
|
100
|
+
# uv.lock
|
|
101
|
+
|
|
102
|
+
# poetry
|
|
103
|
+
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
|
|
104
|
+
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
|
105
|
+
# commonly ignored for libraries.
|
|
106
|
+
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
|
|
107
|
+
# poetry.lock
|
|
108
|
+
# poetry.toml
|
|
109
|
+
|
|
110
|
+
# pdm
|
|
111
|
+
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
|
|
112
|
+
# pdm recommends including project-wide configuration in pdm.toml, but excluding .pdm-python.
|
|
113
|
+
# https://pdm-project.org/en/latest/usage/project/#working-with-version-control
|
|
114
|
+
# pdm.lock
|
|
115
|
+
# pdm.toml
|
|
116
|
+
.pdm-python
|
|
117
|
+
.pdm-build/
|
|
118
|
+
|
|
119
|
+
# pixi
|
|
120
|
+
# Similar to Pipfile.lock, it is generally recommended to include pixi.lock in version control.
|
|
121
|
+
# pixi.lock
|
|
122
|
+
# Pixi creates a virtual environment in the .pixi directory, just like venv module creates one
|
|
123
|
+
# in the .venv directory. It is recommended not to include this directory in version control.
|
|
124
|
+
.pixi
|
|
125
|
+
|
|
126
|
+
# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
|
|
127
|
+
__pypackages__/
|
|
128
|
+
|
|
129
|
+
# Celery stuff
|
|
130
|
+
celerybeat-schedule
|
|
131
|
+
celerybeat.pid
|
|
132
|
+
|
|
133
|
+
# Redis
|
|
134
|
+
*.rdb
|
|
135
|
+
*.aof
|
|
136
|
+
*.pid
|
|
137
|
+
|
|
138
|
+
# RabbitMQ
|
|
139
|
+
mnesia/
|
|
140
|
+
rabbitmq/
|
|
141
|
+
rabbitmq-data/
|
|
142
|
+
|
|
143
|
+
# ActiveMQ
|
|
144
|
+
activemq-data/
|
|
145
|
+
|
|
146
|
+
# SageMath parsed files
|
|
147
|
+
*.sage.py
|
|
148
|
+
|
|
149
|
+
# Environments
|
|
150
|
+
.env
|
|
151
|
+
.envrc
|
|
152
|
+
.venv
|
|
153
|
+
env/
|
|
154
|
+
venv/
|
|
155
|
+
ENV/
|
|
156
|
+
env.bak/
|
|
157
|
+
venv.bak/
|
|
158
|
+
|
|
159
|
+
# Spyder project settings
|
|
160
|
+
.spyderproject
|
|
161
|
+
.spyproject
|
|
162
|
+
|
|
163
|
+
# Rope project settings
|
|
164
|
+
.ropeproject
|
|
165
|
+
|
|
166
|
+
# mkdocs documentation
|
|
167
|
+
/site
|
|
168
|
+
|
|
169
|
+
# mypy
|
|
170
|
+
.mypy_cache/
|
|
171
|
+
.dmypy.json
|
|
172
|
+
dmypy.json
|
|
173
|
+
|
|
174
|
+
# Pyre type checker
|
|
175
|
+
.pyre/
|
|
176
|
+
|
|
177
|
+
# pytype static type analyzer
|
|
178
|
+
.pytype/
|
|
179
|
+
|
|
180
|
+
# Cython debug symbols
|
|
181
|
+
cython_debug/
|
|
182
|
+
|
|
183
|
+
# PyCharm
|
|
184
|
+
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
|
|
185
|
+
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
|
|
186
|
+
# and can be added to the global gitignore or merged into this file. For a more nuclear
|
|
187
|
+
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
|
|
188
|
+
# .idea/
|
|
189
|
+
|
|
190
|
+
# Abstra
|
|
191
|
+
# Abstra is an AI-powered process automation framework.
|
|
192
|
+
# Ignore directories containing user credentials, local state, and settings.
|
|
193
|
+
# Learn more at https://abstra.io/docs
|
|
194
|
+
.abstra/
|
|
195
|
+
|
|
196
|
+
# Visual Studio Code
|
|
197
|
+
# Visual Studio Code specific template is maintained in a separate VisualStudioCode.gitignore
|
|
198
|
+
# that can be found at https://github.com/github/gitignore/blob/main/Global/VisualStudioCode.gitignore
|
|
199
|
+
# and can be added to the global gitignore or merged into this file. However, if you prefer,
|
|
200
|
+
# you could uncomment the following to ignore the entire vscode folder
|
|
201
|
+
# .vscode/
|
|
202
|
+
|
|
203
|
+
# Ruff stuff:
|
|
204
|
+
.ruff_cache/
|
|
205
|
+
|
|
206
|
+
# PyPI configuration file
|
|
207
|
+
.pypirc
|
|
208
|
+
|
|
209
|
+
# Marimo
|
|
210
|
+
marimo/_static/
|
|
211
|
+
marimo/_lsp/
|
|
212
|
+
__marimo__/
|
|
213
|
+
|
|
214
|
+
# Streamlit
|
|
215
|
+
.streamlit/secrets.toml
|
|
216
|
+
ops-portal/tsconfig.tsbuildinfo
|
|
217
|
+
.claude/settings.local.json
|
|
218
|
+
rulebook-crawler/.env.local
|
|
219
|
+
.worktrees/
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
3.11
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2026 Codeaza Technologies
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|
|
@@ -0,0 +1,254 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: rulebook-sdk
|
|
3
|
+
Version: 0.1.0
|
|
4
|
+
Summary: Python SDK for the Rulebook Company API — exchange fee schedule and rebate data
|
|
5
|
+
Project-URL: Documentation, https://docs.rulebookcompany.com
|
|
6
|
+
Project-URL: Changelog, https://docs.rulebookcompany.com/changelog
|
|
7
|
+
Author-email: Muhammad Haris Azaz Khan <harris.khan.1596@gmail.com>
|
|
8
|
+
Maintainer-email: Muhammad Haris Azaz Khan <harris.khan.1596@gmail.com>
|
|
9
|
+
License-Expression: MIT
|
|
10
|
+
License-File: LICENSE
|
|
11
|
+
Keywords: api-client,exchange,fee-schedule,fintech,rebate,rulebook,sdk,trading
|
|
12
|
+
Classifier: Development Status :: 3 - Alpha
|
|
13
|
+
Classifier: Intended Audience :: Developers
|
|
14
|
+
Classifier: Intended Audience :: Financial and Insurance Industry
|
|
15
|
+
Classifier: License :: OSI Approved :: MIT License
|
|
16
|
+
Classifier: Programming Language :: Python :: 3
|
|
17
|
+
Classifier: Programming Language :: Python :: 3.11
|
|
18
|
+
Classifier: Programming Language :: Python :: 3.12
|
|
19
|
+
Classifier: Programming Language :: Python :: 3.13
|
|
20
|
+
Classifier: Topic :: Office/Business :: Financial
|
|
21
|
+
Classifier: Topic :: Software Development :: Libraries :: Python Modules
|
|
22
|
+
Classifier: Typing :: Typed
|
|
23
|
+
Requires-Python: >=3.11
|
|
24
|
+
Requires-Dist: anyio>=4.0.0
|
|
25
|
+
Requires-Dist: httpx>=0.25.0
|
|
26
|
+
Requires-Dist: pydantic>=2.0.0
|
|
27
|
+
Provides-Extra: dev
|
|
28
|
+
Requires-Dist: pytest-asyncio>=0.23.0; extra == 'dev'
|
|
29
|
+
Requires-Dist: pytest-httpx>=0.30.0; extra == 'dev'
|
|
30
|
+
Requires-Dist: pytest>=7.0; extra == 'dev'
|
|
31
|
+
Requires-Dist: ruff>=0.4.0; extra == 'dev'
|
|
32
|
+
Requires-Dist: vcrpy>=8.1.1; extra == 'dev'
|
|
33
|
+
Description-Content-Type: text/markdown
|
|
34
|
+
|
|
35
|
+
# Rulebook Python SDK
|
|
36
|
+
|
|
37
|
+
The official Python client for the [Rulebook Company API](https://api.rulebook.company) — access exchange fee schedule and rebate data across US trading venues.
|
|
38
|
+
|
|
39
|
+
[](https://www.python.org/downloads/)
|
|
40
|
+
[](LICENSE)
|
|
41
|
+
|
|
42
|
+
## Installation
|
|
43
|
+
|
|
44
|
+
```bash
|
|
45
|
+
pip install rulebooksdk
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
## Usage
|
|
49
|
+
|
|
50
|
+
```python
|
|
51
|
+
from rulebook import Rulebook
|
|
52
|
+
|
|
53
|
+
client = Rulebook(api_key="your-api-key")
|
|
54
|
+
|
|
55
|
+
# List all exchanges
|
|
56
|
+
exchanges = client.exchanges.list()
|
|
57
|
+
for exchange in exchanges:
|
|
58
|
+
print(f"{exchange.name}: {exchange.display_name} ({exchange.record_count} records)")
|
|
59
|
+
|
|
60
|
+
# Get details for a specific exchange
|
|
61
|
+
detail = client.exchanges.retrieve("NYSE")
|
|
62
|
+
print(f"Date range: {detail.date_range.earliest} to {detail.date_range.latest}")
|
|
63
|
+
print(f"Fee types: {detail.fee_types}")
|
|
64
|
+
print(f"Actions: {detail.actions}")
|
|
65
|
+
|
|
66
|
+
# List fee schedule results (with filtering)
|
|
67
|
+
results = client.fee_schedule_results.list(
|
|
68
|
+
exchange_name=["fee_cboe_us_options"],
|
|
69
|
+
fee_type=["Option"],
|
|
70
|
+
latest_only=True,
|
|
71
|
+
page_size=10,
|
|
72
|
+
)
|
|
73
|
+
for item in results.data:
|
|
74
|
+
print(f"{item.exchange_name} | {item.fee_type} | {item.fee_amount}")
|
|
75
|
+
|
|
76
|
+
# Get a single fee schedule result
|
|
77
|
+
result = client.fee_schedule_results.retrieve("some-uuid")
|
|
78
|
+
|
|
79
|
+
# Get available filter values
|
|
80
|
+
filters = client.fee_schedule_results.get_filters()
|
|
81
|
+
print(f"Exchanges: {filters.exchange_names}")
|
|
82
|
+
print(f"Fee types: {filters.fee_types}")
|
|
83
|
+
|
|
84
|
+
# Get results by extraction version
|
|
85
|
+
version_results = client.fee_schedule_results.get_results_by_version("version-uuid")
|
|
86
|
+
|
|
87
|
+
client.close()
|
|
88
|
+
```
|
|
89
|
+
|
|
90
|
+
## Authentication
|
|
91
|
+
|
|
92
|
+
Pass your API key directly or set the `RULEBOOK_API_KEY` environment variable:
|
|
93
|
+
|
|
94
|
+
```python
|
|
95
|
+
# Option 1: Pass directly
|
|
96
|
+
client = Rulebook(api_key="rb-...")
|
|
97
|
+
|
|
98
|
+
# Option 2: Environment variable
|
|
99
|
+
# export RULEBOOK_API_KEY=rb-...
|
|
100
|
+
client = Rulebook()
|
|
101
|
+
```
|
|
102
|
+
|
|
103
|
+
## Async support
|
|
104
|
+
|
|
105
|
+
Every method has an async counterpart via `AsyncRulebook`:
|
|
106
|
+
|
|
107
|
+
```python
|
|
108
|
+
import asyncio
|
|
109
|
+
from rulebook import AsyncRulebook
|
|
110
|
+
|
|
111
|
+
async def main():
|
|
112
|
+
async with AsyncRulebook(api_key="your-api-key") as client:
|
|
113
|
+
exchanges = await client.exchanges.list()
|
|
114
|
+
detail = await client.exchanges.retrieve("NYSE")
|
|
115
|
+
|
|
116
|
+
asyncio.run(main())
|
|
117
|
+
```
|
|
118
|
+
|
|
119
|
+
## Error handling
|
|
120
|
+
|
|
121
|
+
The SDK raises typed exceptions for all API errors:
|
|
122
|
+
|
|
123
|
+
```python
|
|
124
|
+
from rulebook import Rulebook, NotFoundError, AuthenticationError, RateLimitError
|
|
125
|
+
|
|
126
|
+
client = Rulebook()
|
|
127
|
+
|
|
128
|
+
try:
|
|
129
|
+
detail = client.exchanges.retrieve("UNKNOWN")
|
|
130
|
+
except NotFoundError:
|
|
131
|
+
print("Exchange not found")
|
|
132
|
+
except AuthenticationError:
|
|
133
|
+
print("Invalid API key")
|
|
134
|
+
except RateLimitError as e:
|
|
135
|
+
print(f"Rate limited — retry after: {e.response.headers.get('retry-after')}")
|
|
136
|
+
```
|
|
137
|
+
|
|
138
|
+
**Exception hierarchy:**
|
|
139
|
+
|
|
140
|
+
| Exception | Status Code | Description |
|
|
141
|
+
|---|---|---|
|
|
142
|
+
| `BadRequestError` | 400 | Invalid request parameters |
|
|
143
|
+
| `AuthenticationError` | 401 | Missing or invalid API key |
|
|
144
|
+
| `PermissionDeniedError` | 403 | Insufficient access for this resource |
|
|
145
|
+
| `NotFoundError` | 404 | Resource does not exist |
|
|
146
|
+
| `UnprocessableEntityError` | 422 | Request validation failed |
|
|
147
|
+
| `RateLimitError` | 429 | Too many requests |
|
|
148
|
+
| `InternalServerError` | 5xx | Server-side error |
|
|
149
|
+
| `APIConnectionError` | — | Network failure |
|
|
150
|
+
| `APITimeoutError` | — | Request timed out |
|
|
151
|
+
|
|
152
|
+
## Raw response access
|
|
153
|
+
|
|
154
|
+
Access HTTP status codes, headers, and the raw response via `with_raw_response`:
|
|
155
|
+
|
|
156
|
+
```python
|
|
157
|
+
raw = client.exchanges.with_raw_response.retrieve("NYSE")
|
|
158
|
+
print(raw.status_code) # 200
|
|
159
|
+
print(raw.headers.get("content-type")) # application/json
|
|
160
|
+
|
|
161
|
+
detail = raw.parse() # ExchangeDetail
|
|
162
|
+
```
|
|
163
|
+
|
|
164
|
+
## Client configuration
|
|
165
|
+
|
|
166
|
+
```python
|
|
167
|
+
client = Rulebook(
|
|
168
|
+
api_key="rb-...",
|
|
169
|
+
base_url="https://api.rulebook.company/api/v1", # default
|
|
170
|
+
timeout=30.0, # seconds (default: 30)
|
|
171
|
+
max_retries=2, # retry transient failures (default: 2)
|
|
172
|
+
default_headers={}, # headers sent on every request
|
|
173
|
+
)
|
|
174
|
+
```
|
|
175
|
+
|
|
176
|
+
### Per-request overrides
|
|
177
|
+
|
|
178
|
+
Override timeout or add headers for a single request without modifying the client:
|
|
179
|
+
|
|
180
|
+
```python
|
|
181
|
+
exchanges = client.exchanges.list(
|
|
182
|
+
extra_headers={"X-Request-Id": "abc-123"},
|
|
183
|
+
timeout=60.0,
|
|
184
|
+
)
|
|
185
|
+
```
|
|
186
|
+
|
|
187
|
+
### Immutable client copies
|
|
188
|
+
|
|
189
|
+
Create a new client with different settings using `with_options()`:
|
|
190
|
+
|
|
191
|
+
```python
|
|
192
|
+
slow_client = client.with_options(timeout=120.0)
|
|
193
|
+
```
|
|
194
|
+
|
|
195
|
+
## Retries
|
|
196
|
+
|
|
197
|
+
The SDK automatically retries transient errors (408, 409, 429, 500, 502, 503, 504) with exponential backoff and jitter. Configure with `max_retries`:
|
|
198
|
+
|
|
199
|
+
```python
|
|
200
|
+
client = Rulebook(max_retries=5) # default is 2
|
|
201
|
+
```
|
|
202
|
+
|
|
203
|
+
## Response types
|
|
204
|
+
|
|
205
|
+
All responses are strongly typed with Pydantic models:
|
|
206
|
+
|
|
207
|
+
```python
|
|
208
|
+
from rulebook.types import (
|
|
209
|
+
Exchange,
|
|
210
|
+
ExchangeDetail,
|
|
211
|
+
DateRange,
|
|
212
|
+
FeeScheduleResult,
|
|
213
|
+
FeeScheduleResultFilters,
|
|
214
|
+
PaginatedResponse,
|
|
215
|
+
)
|
|
216
|
+
```
|
|
217
|
+
|
|
218
|
+
**`Exchange`** — returned by `list()`
|
|
219
|
+
|
|
220
|
+
| Field | Type | Description |
|
|
221
|
+
|---|---|---|
|
|
222
|
+
| `name` | `str` | Exchange identifier (e.g., `"NYSE"`) |
|
|
223
|
+
| `display_name` | `str` | Full name (e.g., `"New York Stock Exchange"`) |
|
|
224
|
+
| `fee_types` | `List[str]` | Available fee types (e.g., `["Equity", "Option"]`) |
|
|
225
|
+
| `record_count` | `int` | Total fee schedule records |
|
|
226
|
+
|
|
227
|
+
**`ExchangeDetail`** — returned by `retrieve()`
|
|
228
|
+
|
|
229
|
+
| Field | Type | Description |
|
|
230
|
+
|---|---|---|
|
|
231
|
+
| `name` | `str` | Exchange identifier |
|
|
232
|
+
| `display_name` | `str` | Full name |
|
|
233
|
+
| `date_range` | `DateRange` | Earliest and latest dates of available data |
|
|
234
|
+
| `fee_types` | `List[str]` | Available fee types |
|
|
235
|
+
| `fee_categories` | `List[str]` | Fee categories (e.g., `["Fee And Rebates"]`) |
|
|
236
|
+
| `actions` | `List[str]` | Trade actions (e.g., `["Make", "Take", "Open"]`) |
|
|
237
|
+
| `participants` | `List[str]` | Participant types (e.g., `["Market Maker", "Customer"]`) |
|
|
238
|
+
| `symbol_classifications` | `List[str]` | Symbol classifications (e.g., `["ETF", "Equity"]`) |
|
|
239
|
+
| `symbol_types` | `List[str]` | Symbol types (e.g., `["Penny", "Non Penny"]`) |
|
|
240
|
+
| `trade_types` | `List[str]` | Trade types (e.g., `["Simple Order"]`) |
|
|
241
|
+
| `record_count` | `int` | Total fee schedule records |
|
|
242
|
+
|
|
243
|
+
## Maintainers
|
|
244
|
+
|
|
245
|
+
- [Muhammad Haris Azaz Khan](https://github.com/haris-khan1596)
|
|
246
|
+
|
|
247
|
+
## Requirements
|
|
248
|
+
|
|
249
|
+
- Python 3.11+
|
|
250
|
+
- Dependencies: `httpx`, `pydantic`, `anyio`
|
|
251
|
+
|
|
252
|
+
## License
|
|
253
|
+
|
|
254
|
+
MIT — see [LICENSE](LICENSE) for details.
|
|
@@ -0,0 +1,220 @@
|
|
|
1
|
+
# Rulebook Python SDK
|
|
2
|
+
|
|
3
|
+
The official Python client for the [Rulebook Company API](https://api.rulebook.company) — access exchange fee schedule and rebate data across US trading venues.
|
|
4
|
+
|
|
5
|
+
[](https://www.python.org/downloads/)
|
|
6
|
+
[](LICENSE)
|
|
7
|
+
|
|
8
|
+
## Installation
|
|
9
|
+
|
|
10
|
+
```bash
|
|
11
|
+
pip install rulebooksdk
|
|
12
|
+
```
|
|
13
|
+
|
|
14
|
+
## Usage
|
|
15
|
+
|
|
16
|
+
```python
|
|
17
|
+
from rulebook import Rulebook
|
|
18
|
+
|
|
19
|
+
client = Rulebook(api_key="your-api-key")
|
|
20
|
+
|
|
21
|
+
# List all exchanges
|
|
22
|
+
exchanges = client.exchanges.list()
|
|
23
|
+
for exchange in exchanges:
|
|
24
|
+
print(f"{exchange.name}: {exchange.display_name} ({exchange.record_count} records)")
|
|
25
|
+
|
|
26
|
+
# Get details for a specific exchange
|
|
27
|
+
detail = client.exchanges.retrieve("NYSE")
|
|
28
|
+
print(f"Date range: {detail.date_range.earliest} to {detail.date_range.latest}")
|
|
29
|
+
print(f"Fee types: {detail.fee_types}")
|
|
30
|
+
print(f"Actions: {detail.actions}")
|
|
31
|
+
|
|
32
|
+
# List fee schedule results (with filtering)
|
|
33
|
+
results = client.fee_schedule_results.list(
|
|
34
|
+
exchange_name=["fee_cboe_us_options"],
|
|
35
|
+
fee_type=["Option"],
|
|
36
|
+
latest_only=True,
|
|
37
|
+
page_size=10,
|
|
38
|
+
)
|
|
39
|
+
for item in results.data:
|
|
40
|
+
print(f"{item.exchange_name} | {item.fee_type} | {item.fee_amount}")
|
|
41
|
+
|
|
42
|
+
# Get a single fee schedule result
|
|
43
|
+
result = client.fee_schedule_results.retrieve("some-uuid")
|
|
44
|
+
|
|
45
|
+
# Get available filter values
|
|
46
|
+
filters = client.fee_schedule_results.get_filters()
|
|
47
|
+
print(f"Exchanges: {filters.exchange_names}")
|
|
48
|
+
print(f"Fee types: {filters.fee_types}")
|
|
49
|
+
|
|
50
|
+
# Get results by extraction version
|
|
51
|
+
version_results = client.fee_schedule_results.get_results_by_version("version-uuid")
|
|
52
|
+
|
|
53
|
+
client.close()
|
|
54
|
+
```
|
|
55
|
+
|
|
56
|
+
## Authentication
|
|
57
|
+
|
|
58
|
+
Pass your API key directly or set the `RULEBOOK_API_KEY` environment variable:
|
|
59
|
+
|
|
60
|
+
```python
|
|
61
|
+
# Option 1: Pass directly
|
|
62
|
+
client = Rulebook(api_key="rb-...")
|
|
63
|
+
|
|
64
|
+
# Option 2: Environment variable
|
|
65
|
+
# export RULEBOOK_API_KEY=rb-...
|
|
66
|
+
client = Rulebook()
|
|
67
|
+
```
|
|
68
|
+
|
|
69
|
+
## Async support
|
|
70
|
+
|
|
71
|
+
Every method has an async counterpart via `AsyncRulebook`:
|
|
72
|
+
|
|
73
|
+
```python
|
|
74
|
+
import asyncio
|
|
75
|
+
from rulebook import AsyncRulebook
|
|
76
|
+
|
|
77
|
+
async def main():
|
|
78
|
+
async with AsyncRulebook(api_key="your-api-key") as client:
|
|
79
|
+
exchanges = await client.exchanges.list()
|
|
80
|
+
detail = await client.exchanges.retrieve("NYSE")
|
|
81
|
+
|
|
82
|
+
asyncio.run(main())
|
|
83
|
+
```
|
|
84
|
+
|
|
85
|
+
## Error handling
|
|
86
|
+
|
|
87
|
+
The SDK raises typed exceptions for all API errors:
|
|
88
|
+
|
|
89
|
+
```python
|
|
90
|
+
from rulebook import Rulebook, NotFoundError, AuthenticationError, RateLimitError
|
|
91
|
+
|
|
92
|
+
client = Rulebook()
|
|
93
|
+
|
|
94
|
+
try:
|
|
95
|
+
detail = client.exchanges.retrieve("UNKNOWN")
|
|
96
|
+
except NotFoundError:
|
|
97
|
+
print("Exchange not found")
|
|
98
|
+
except AuthenticationError:
|
|
99
|
+
print("Invalid API key")
|
|
100
|
+
except RateLimitError as e:
|
|
101
|
+
print(f"Rate limited — retry after: {e.response.headers.get('retry-after')}")
|
|
102
|
+
```
|
|
103
|
+
|
|
104
|
+
**Exception hierarchy:**
|
|
105
|
+
|
|
106
|
+
| Exception | Status Code | Description |
|
|
107
|
+
|---|---|---|
|
|
108
|
+
| `BadRequestError` | 400 | Invalid request parameters |
|
|
109
|
+
| `AuthenticationError` | 401 | Missing or invalid API key |
|
|
110
|
+
| `PermissionDeniedError` | 403 | Insufficient access for this resource |
|
|
111
|
+
| `NotFoundError` | 404 | Resource does not exist |
|
|
112
|
+
| `UnprocessableEntityError` | 422 | Request validation failed |
|
|
113
|
+
| `RateLimitError` | 429 | Too many requests |
|
|
114
|
+
| `InternalServerError` | 5xx | Server-side error |
|
|
115
|
+
| `APIConnectionError` | — | Network failure |
|
|
116
|
+
| `APITimeoutError` | — | Request timed out |
|
|
117
|
+
|
|
118
|
+
## Raw response access
|
|
119
|
+
|
|
120
|
+
Access HTTP status codes, headers, and the raw response via `with_raw_response`:
|
|
121
|
+
|
|
122
|
+
```python
|
|
123
|
+
raw = client.exchanges.with_raw_response.retrieve("NYSE")
|
|
124
|
+
print(raw.status_code) # 200
|
|
125
|
+
print(raw.headers.get("content-type")) # application/json
|
|
126
|
+
|
|
127
|
+
detail = raw.parse() # ExchangeDetail
|
|
128
|
+
```
|
|
129
|
+
|
|
130
|
+
## Client configuration
|
|
131
|
+
|
|
132
|
+
```python
|
|
133
|
+
client = Rulebook(
|
|
134
|
+
api_key="rb-...",
|
|
135
|
+
base_url="https://api.rulebook.company/api/v1", # default
|
|
136
|
+
timeout=30.0, # seconds (default: 30)
|
|
137
|
+
max_retries=2, # retry transient failures (default: 2)
|
|
138
|
+
default_headers={}, # headers sent on every request
|
|
139
|
+
)
|
|
140
|
+
```
|
|
141
|
+
|
|
142
|
+
### Per-request overrides
|
|
143
|
+
|
|
144
|
+
Override timeout or add headers for a single request without modifying the client:
|
|
145
|
+
|
|
146
|
+
```python
|
|
147
|
+
exchanges = client.exchanges.list(
|
|
148
|
+
extra_headers={"X-Request-Id": "abc-123"},
|
|
149
|
+
timeout=60.0,
|
|
150
|
+
)
|
|
151
|
+
```
|
|
152
|
+
|
|
153
|
+
### Immutable client copies
|
|
154
|
+
|
|
155
|
+
Create a new client with different settings using `with_options()`:
|
|
156
|
+
|
|
157
|
+
```python
|
|
158
|
+
slow_client = client.with_options(timeout=120.0)
|
|
159
|
+
```
|
|
160
|
+
|
|
161
|
+
## Retries
|
|
162
|
+
|
|
163
|
+
The SDK automatically retries transient errors (408, 409, 429, 500, 502, 503, 504) with exponential backoff and jitter. Configure with `max_retries`:
|
|
164
|
+
|
|
165
|
+
```python
|
|
166
|
+
client = Rulebook(max_retries=5) # default is 2
|
|
167
|
+
```
|
|
168
|
+
|
|
169
|
+
## Response types
|
|
170
|
+
|
|
171
|
+
All responses are strongly typed with Pydantic models:
|
|
172
|
+
|
|
173
|
+
```python
|
|
174
|
+
from rulebook.types import (
|
|
175
|
+
Exchange,
|
|
176
|
+
ExchangeDetail,
|
|
177
|
+
DateRange,
|
|
178
|
+
FeeScheduleResult,
|
|
179
|
+
FeeScheduleResultFilters,
|
|
180
|
+
PaginatedResponse,
|
|
181
|
+
)
|
|
182
|
+
```
|
|
183
|
+
|
|
184
|
+
**`Exchange`** — returned by `list()`
|
|
185
|
+
|
|
186
|
+
| Field | Type | Description |
|
|
187
|
+
|---|---|---|
|
|
188
|
+
| `name` | `str` | Exchange identifier (e.g., `"NYSE"`) |
|
|
189
|
+
| `display_name` | `str` | Full name (e.g., `"New York Stock Exchange"`) |
|
|
190
|
+
| `fee_types` | `List[str]` | Available fee types (e.g., `["Equity", "Option"]`) |
|
|
191
|
+
| `record_count` | `int` | Total fee schedule records |
|
|
192
|
+
|
|
193
|
+
**`ExchangeDetail`** — returned by `retrieve()`
|
|
194
|
+
|
|
195
|
+
| Field | Type | Description |
|
|
196
|
+
|---|---|---|
|
|
197
|
+
| `name` | `str` | Exchange identifier |
|
|
198
|
+
| `display_name` | `str` | Full name |
|
|
199
|
+
| `date_range` | `DateRange` | Earliest and latest dates of available data |
|
|
200
|
+
| `fee_types` | `List[str]` | Available fee types |
|
|
201
|
+
| `fee_categories` | `List[str]` | Fee categories (e.g., `["Fee And Rebates"]`) |
|
|
202
|
+
| `actions` | `List[str]` | Trade actions (e.g., `["Make", "Take", "Open"]`) |
|
|
203
|
+
| `participants` | `List[str]` | Participant types (e.g., `["Market Maker", "Customer"]`) |
|
|
204
|
+
| `symbol_classifications` | `List[str]` | Symbol classifications (e.g., `["ETF", "Equity"]`) |
|
|
205
|
+
| `symbol_types` | `List[str]` | Symbol types (e.g., `["Penny", "Non Penny"]`) |
|
|
206
|
+
| `trade_types` | `List[str]` | Trade types (e.g., `["Simple Order"]`) |
|
|
207
|
+
| `record_count` | `int` | Total fee schedule records |
|
|
208
|
+
|
|
209
|
+
## Maintainers
|
|
210
|
+
|
|
211
|
+
- [Muhammad Haris Azaz Khan](https://github.com/haris-khan1596)
|
|
212
|
+
|
|
213
|
+
## Requirements
|
|
214
|
+
|
|
215
|
+
- Python 3.11+
|
|
216
|
+
- Dependencies: `httpx`, `pydantic`, `anyio`
|
|
217
|
+
|
|
218
|
+
## License
|
|
219
|
+
|
|
220
|
+
MIT — see [LICENSE](LICENSE) for details.
|