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.
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.
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())
