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Python API Integration with Rithmic Protocol Buffer API

Project description

Python Rithmic API

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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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