alodenhftmarketclient 0.1.4

Python client for the HFT Simulator bridge server (REST + WebSockets helpers)

market-client (Python)

High-level async Python client for the new Market bridge server (server/). The client hides HTTP and WebSocket details, logs in via /login, and exposes ergonomic helpers for common operations (symbols, book, orders, candles) plus simple streaming hooks for market data and per-user unicast events.

Key features:

• Performs /login and reuses the session cookie automatically for subsequent REST calls.
• Async helpers for /symbols, /book/{sym}, /order.place, /order.cancel, /orders, /order.history, /portfolio, and /candles.
• Optional MD (/ws/md) and unicast (/ws/unicast) WebSocket listeners with simple hook registration.
• Lightweight in-memory ring buffer that records unicast events; configurable capacity plus helper methods to inspect or clear the buffer.

Install

This package depends on httpx and websockets.

Editable install for local development:

python3 -m venv .venv
. .venv/bin/activate
pip install -e ./market-client

Or install the runtime requirements directly:

pip install httpx>=0.24 websockets>=10

Quickstart

import asyncio
from market_client import MarketClient


async def main():
    client = MarketClient("http://localhost:8000")
    await client.login()  # obtains gw_uid cookie + user/session ids

    symbols = await client.get_symbols()
    print("symbols:", [s["sym"] for s in symbols[:3]])

    if symbols:
        sym = symbols[0]["sym"]
        book = await client.get_book(sym, depth=10)
        print(sym, "book bids:", book.get("bids", [])[:2])

    # Optional streaming hooks
    async def on_unicast(evt):
        print("unicast:", evt.get("event"))
    await client.connect_unicast(on_event=on_unicast)

    # Clean up when done
    await client.aclose()

asyncio.run(main())

See examples/simple.py for a minimal sample and examples/order_flow.py for a more involved orchestrator that drives several agents concurrently.

API highlights

• await MarketClient.connect(base_url, connect_md=False, connect_unicast=False, ...)
  • Convenience classmethod that instantiates the client, calls login(), and optionally attaches MD/unicast listeners.
• await login() -> LoginInfo
  • Performs POST /login and stores user/session ids for later use (i.e., /ws/unicast?user=...).
• High-level REST helpers (all async):
  • get_symbols(force_refresh=False) -> list of symbol dicts
  • get_book(sym, depth=20, side="both") -> book snapshot payload
  • place_order(...), cancel_order(...), list_orders(), order_history(...)
  • get_portfolio(), get_candles(...)
• Streaming:
  • connect_md(symbols=None, on_event=None) / disconnect_md()
  • connect_unicast(on_event=None) / disconnect_unicast()
  • set_md_hook(handler) and set_event_hook(handler) register global callbacks invoked for each MD/unicast event before the per-stream handler.
• send(op, payload) / api_request(...)
  • Compatibility helpers that translate well-known ops (e.g., symbols.list, book.get, order.place, candles.get, admin.*) into the appropriate REST call. Responses are wrapped in a legacy envelope ({"type":"response","payload":...}) so existing scripts that expect the older format keep working.
• Transactions ring buffer (unicast events only):
  • configure_transactions(capacity=1000)
  • get_transactions(limit=None)
  • clear_transactions()

Transactions ring buffer example

from market_client import MarketClient

client = MarketClient("http://localhost:8000")
await client.login()
client.configure_transactions(capacity=5000)

def on_unicast(evt):
    print("evt:", evt.get("event"))

await client.connect_unicast(on_event=on_unicast)

# Later...
recent = client.get_transactions(limit=100)
client.clear_transactions()
await client.aclose()

Server assumptions

Matches the FastAPI bridge server in server/ with routes:

• POST /login
• GET /symbols
• GET /book/{sym}
• POST /order.place
• POST /order.cancel
• GET /orders
• GET /order.history
• GET /portfolio
• GET /candles
• POST /admin/* (requires as_role="admin" in send())
• WebSockets: /ws/md?symbols=..., /ws/unicast?user=...