Python Rithmic API
async_rithmic is a modern, high-performance Python API for the Rithmic trading platform.
Built with an async-first architecture, it enables robust, scalable access to Rithmic's Protocol Buffer interface for both live trading and real-time market data.
Designed with reliability and extensibility in mind, async_rithmic is a strong foundation for advanced trading systems requiring:
- Low-latency connectivity
- Real-time streaming capabilities
- Fault-tolerant, long-running operation
- Full control over order management and data handling
✨ Key Features
- ✅ Python 3.10+ Compatibility: Fully tested and supported.
- ⚡ Async-first design: Better scalability & responsiveness.
- 🛠️ Robust architecture: Built-in reconnection & fault-tolerance.
- Automatic reconnection: Resilient to network interruptions with customizable backoff and retry logic.
- Automatic retries: Configure how many times a slow request will be retried and for how long, making your client more resilient to network delays and backend slowness.
- 👥 Multi-account support
- 📊 Historical + Live Time Bars: Ideal for time-based strategies.
- 🎯 Live Tick Data & Best Bid/Ask Streaming: Fine-grained market data for real-time decision-making.
- 🪟 Full Order Book (L2) Streaming: Stream real-time depth of market (all bids/asks, multiple price levels) for advanced order flow analysis.
📦 Installation
pip install async_rithmic
📘 Documentation
👉 See the official documentation for usage examples
🧠 Using it in Production
This library handles connectivity and streaming with Rithmic, but it does not solve higher-level concerns such as failure handling or ensuring correctness under load.
For a detailed discussion of how to build fault-tolerant async trading systems in practice:
👉 Designing Fault-Tolerant Async Trading Services in Python
🧪 Testing
To execute the tests, use the following command: make tests
📄 License
This project is licensed under the MIT License. See LICENSE for details.
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