architect_py

A Python API for Architect.

Just some of the features of this API: symbology, market snapshots, past trades, account queries, order management (including sending advanced algos!), and market feed subscriptions.

This repo heavily uses type hinting, so using a type checker such as Pylance or mypy is suggestible to reduce potential for error.

Example usage

AsyncClient and Client are the entryways into making calls to the Architect backend.

import asyncio
from architect_py.async_client import AsyncClient


async def main():
    c = AsyncClient(
        host="<your installation domain>",  # e.g. app.architect.co for the brokerage
        api_key="<api key>",
        api_secret="<api secret>"
    )
    print(await c.execute("query { me { userId email } }"))
    s = c.subscribe_trades("BTC Crypto/USD*COINBASE/DIRECT")
    async for trade in s:
        print(trade)

asyncio.run(main())

from architect_py.client import Client

def main():
    c = Client(
        host="<your installation domain>",
        api_key="<api key>",
        api_secret="<api secret>"
    )
    print(await c.execute("query { me { userId email } }"))
    print("\n\n")
    print(client.get_balances_and_positions())
    print("\n\n")
    print(client.search_markets(glob="ES*", venue="CME"))

While the AsyncClient is the recommended way to use the Architect API, the Client instead without any familiarity with async/await. The sync clients and async clients usage is identical, except one removes the await before the call. The only exception to this is that the sync client does not support any subscriptions, because they are inherently asynchronous.

Check the examples folder or the architect_py/tests folders for example usages.

Function Breakdown

The async client has the following functions

""" SYMBOLOGY + PRODUCT INFO """
    search_symbols
    get_product_info
    get_product_infos
    get_cme_first_notice_date
    get_future_series
    get_execution_info
    get_expiration_from_CME_name
    get_cme_futures_series
    get_cme_future_from_root_month_year

""" ACCOUNT INFO """
    list_accounts
    get_account_summary
    get_account_summaries

""" ORDER HISTORY """
    get_open_orders
    get_all_open_orders
    get_historical_orders
    get_order
    get_orders
    get_fills

""" MARKET DATA """
    get_market_status
    market_snapshot
    market_snapshots
    l1_book_snapshot
    l1_book_snapshots
    l2_book_snapshot
    subscribe_l1_book_snapshots
    subscribe_l2_book_updates
    watch_l2_book
    get_external_l2_book_snapshot
    get_l3_book_snapshot
    subscribe_trades

""" ORDER SENDING """
    send_limit_order
    send_market_pro_order
    cancel_order
    cancel_all_orders

Running examples from this package

Clone this repository to run examples in the examples directory. This package uses poetry for dependency management. To enter a poetry virtual environment, make sure you have poetry installed and run the following from the repository root.

poetry shell
poetry install --sync

export ARCHITECT_HOST="<your installation domain>"
export ARCHITECT_API_KEY="<api key>"
export ARCHITECT_API_SECRET="<api secret>"

python -m examples.trades

You can exit the poetry shell by running exit. Environment variables set within the shell are not persisted.

API keys for the brokerage

API keys/secrets for the brokerage can be generated on the user account page.

Maintainers

Python type conversions for scalars should be added to the codegen toml files, if needed.

Important files:

• schema.graphql: autogenerated from architect-gql schema
• queries.graphql: add any new queries/mutations
• generate_protocol.py: autogenerates the architect_py/protocol/client_protocol.py
• architect_py/protocol/client_protocol.py: autogenerated from generate_protocol.py, contains the class that the sync client inherits from
• architect_py/async_client.py: inherits from the ariadne generated base client
• architect_py/client.py: contains the sync client, delegates functions calls to a composed AsyncClient in the innards, inherits from the client_protocol to give the correct type hinting from Pylance
• tests and examples: self-explanatory

The purpose of the client_protocol.py is so that the sync client can inherit from it and users can get good code completion and get the correct typing on their function calls, because the type-checker would otherwise not play nice with the way the sync_client is using the getattr magic function.

On any update, please run update.sh and update the version in the version file on the top level. To publish a version, run poetry build then poetry publish.

In addition, any new function should have a test included in test.py

To run tests: export $(cat pytest.env | xargs) pytest tests/*

What does update.sh do?

1. Uses ariadne-codegen to generate the async client
2. Autogenerates the protocol that the sync client inherits from