Getting started with Python

GitHub - architect-xyz/architect-pyGitHub

architect-pyPyPI

Installation

pip install architect-py

Typechecking

architect-py is fully typed, so you can use it with an IDE that supports type checking (e.g. VSCode with the Pylance extension). Generally speaking, the package will work if it typechecks.

Example

In this example, we'll use the architect-py SDK to place a limit order on CME's Micro Ethereum (MET) futures front month contract, 10% below the current best bid.

import asyncio
import time
from decimal import Decimal

from architect_py import AsyncClient, OrderStatus, OrderDir


async def main():
    c = await AsyncClient.connect(
        endpoint="app.architect.co",
        api_key="<api key>",
        api_secret="<api secret>",
        paper_trading=False,
    )

    symbol = "ES 20281215 CME Future/USD"
    venue = "CME"

    # Get ticker for a single instrument
    print()
    print(f"Ticker for {symbol}")
    ticker = await c.get_ticker(symbol=symbol, venue=venue)
    print(f"Best bid: {ticker.bid_price}")
    print(f"Best ask: {ticker.ask_price}")

    # List your FCM accounts
    print()
    print("Your FCM accounts:")
    accounts = await c.list_accounts()
    for account in accounts:
        print(f"{account.account.name}")

    account_id = accounts[0].account.id

    # Place a limit order $100 below the best bid
    best_bid = ticker.bid_price
    if best_bid is None:
        raise ValueError("No bid price available")
    limit_price = best_bid - Decimal(100)
    quantity = Decimal(1)
    account = accounts[0]
    order = None
    
    if (
        input(
            f"Place a limit order to BUY 1 LIMIT {limit_price} on account {account.account.name}? [y/N]"
        )
        == "y"
    ):
        order = await c.place_limit_order(
            symbol=symbol,
            execution_venue=venue,
            dir=OrderDir.BUY,
            quantity=quantity,
            limit_price=limit_price,
            account=str(account_id),
        )
    else:
        raise ValueError("Order was not placed")
    print(f"Order placed with ID: {order.id}")

    # Poll order status until rejected or fully executed
    # After 5 seconds, cancel the order
    i = 0
    while OrderStatus.Open == order.status:
        time.sleep(1)
        print(f"...order state: {order.status}")
        order = await c.get_order(order.id)
        assert order is not None
        i += 1
        if i == 5:
            print("Canceling order")
            await c.cancel_order(order.id)

    # Print final order state
    if OrderStatus.Rejected == order.status:
        print(f"Order was rejected: {order.reject_message}")
    elif OrderStatus.Canceled == order.status:
        print("Order was canceled")
    elif OrderStatus.Out == order.status:
        print(f"Order was filled for qty: {order.filled_quantity}")
        print(f"Average execution price: {order.average_fill_price}")


if __name__ == "__main__":
    asyncio.run(main())

Async vs sync

Using the AsyncClient is preferred, but the Python SDK also includes a sync version which can be imported as from architect_py import Client. Its interface is identical to the async client with the following exceptions:

• Methods starting with stream_ are not available

• Methods starting with subscribe_ are not available

• orderflow bidirectional channel is unavailable

When following the documentation, simply omit the await keyword from the examples when using the sync client.

Additional examples

Additional examples can be found in the GitHub repository.