alodenhftmarketclient 0.1.2

Python client for HFT Simulator Gateway (handshake, WebSockets, high-level helpers)

market-client (Python)

A high‑level Python client for the HFT Simulator gateway (server/) that mirrors the website's behavior but hides the server details.

• Automatically performs handshake and login
• Keeps a persistent CMD WebSocket session
• Optionally auto-subscribes to the MD stream and maintains simple in‑memory state (symbols, book snapshots)
• Provides high‑level helpers (get_symbols, get_book, place_order, list_orders)
• Minimizes HTTP usage: performs requests over a persistent CMD WebSocket session
• MD-driven book maintenance and candle aggregation with minimal refreshes
• Optional in‑memory transactions ring buffer that records CMD event messages, with simple hooks and accessors

Install

This package depends on httpx and websockets.

• With pip (editable for local dev):

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

Or install directly:

pip install httpx>=0.24 websockets>=10

Quickstart (high‑level)

import asyncio
from market_client import MarketClient

async def main():
    # One call connects: handshake -> CMD -> login -> MD
    client = await MarketClient.connect("http://localhost:8000", connect_md=True)

    # High-level helpers
    symbols = await client.get_symbols()
    print("symbols:", symbols[:3])

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

    # Candles: configure and read
    await client.configure_candles(symbols[0]["sym"], interval_ms=1000, depth=50)
    print("candles:", client.get_candles(symbols[0]["sym"])[:3])

    # Orders
    # await client.place_order(sym, side="buy", price="100.00", qty=1)
    # orders = await client.list_orders()
    # print("orders:", orders)

    await client.aclose()

asyncio.run(main())

See examples/simple.py for a runnable sample.

Notes

• The client auto-fills the JSON envelope (type, ver, msg_id, ts) and matches responses by corr_id.
• Tokens are handled automatically by connect().
• When connect_md=True, the client starts a background task to process MD events and keeps a simple book snapshot per symbol. Future iterations can extend this to persistent candles, etc.
• CMD event messages are recorded into an in‑memory ring buffer by default (capacity 1000). You can adjust capacity, clear, and read back recent transactions; and register a global event hook that is called for each event.

API

• await MarketClient.connect(base_url, connect_md=True, on_md_event=None, on_cmd_event=None)
  • Performs handshake, opens CMD, logs in, and optionally subscribes to MD.
• High‑level methods
  • await get_symbols(force_refresh=False) -> list of { sym, tick, min_qty, lot, status }
  • await get_book(sym, depth=20) -> { sym, seq, bids, asks } (arrays)
  • await configure_candles(sym, interval_ms=1000, depth=50) -> seeds window; MD updates candles
  • get_candles(sym) -> list of OHLC entries suitable for charting
  • await send(op, payload={}, as_role=None, timeout=5.0) -> generic WS request/response helper
  • await place_order(sym, side, price, qty, tif='GTC') -> payload dict
  • await cancel_order(order_id) -> payload dict
  • await list_orders() -> list of order dicts
  • book_snapshot(sym, depth=20) -> current in-memory book from MD
  • best_bid_ask(sym) -> dict with top-of-book {bid, ask}
  • Transactions (CMD events):
    • configure_transactions(capacity=1000) -> set ring buffer size (preserves newest up to capacity)
    • get_transactions(limit=None) -> list of recent events (raw JSON); limit keeps last N
    • clear_transactions() -> empty the buffer
    • set_event_hook(handler) -> register a global handler called for every CMD event (sync or async)

Low‑level access (still available if needed):

• handshake(), api_request(), open_cmd(), open_md()

Transactions buffer usage

from alodenhftmarketclient import MarketClient

client = MarketClient("http://localhost:8000")
hs = await client.handshake()  # obtain token first

# Optional: adjust capacity to 5000 events
client.configure_transactions(capacity=5000)

# Optional: register a global event hook
def on_evt(evt):
    # evt is the raw JSON event object from CMD
    kind = evt.get("event") or evt.get("op")
    print("event:", kind)

client.set_event_hook(on_evt)

# Open CMD; events are recorded automatically and fan-out to hooks
cmd = await client.open_cmd()

# ... run your flow ...

# Read back recent transactions
recent = client.get_transactions(limit=100)

# Clear if needed
client.clear_transactions()

Request session class

• RequestSession: alias of the request-capable CMD WebSocket session used internally for minimal-latency requests.

Server assumptions

• Matches the FastAPI server under server/ with routes:
  • POST /auth/handshake
  • POST /api/request
  • WS /ws/cmd
  • WS /ws/md