AtwaterFinancial Trading Platform Python SDK

A high-performance async client library for the AtwaterFinancial HFT trading platform. This SDK provides easy access to market data streaming, order management, and PnL tracking capabilities.

Features

• Async/Await Support: Built with asyncio for high-performance concurrent operations
• Market Data Streaming: Real-time market data via WebSocket connections
• Order Management: Place, modify, and cancel orders across multiple exchanges
• Position & PnL Tracking: Monitor positions and profit/loss in real-time
• Authentication: JWT-based authentication with Google OAuth2 support
• Error Handling: Comprehensive error handling with retry logic
• Type Hints: Full type annotation support for better development experience

Installation

pip install trading-platform

Or install from source:

git clone https://github.com/AtwaterFinancial/AtwaterFinancial.git
cd AtwaterFinancial/sdks/python
pip install -e .

Quick Start

import asyncio
from trading_platform import TradingClient

async def main():
    # Initialize the client
    async with TradingClient(
        base_url='https://trading.atwater.financial',
        jwt_token='your-jwt-token'
    ) as client:
        
        # Check service health
        health = await client.health_check()
        print("Service health:", health)
        
        # Place an order
        order = await client.orders.create(
            symbol='SPY',
            side='buy',
            quantity=100,
            order_type='limit',
            price=450.50
        )
        print("Order placed:", order)
        
        # Get positions
        positions = await client.pnl.get_positions()
        print("Current positions:", positions)
        
        # Subscribe to market data
        def on_market_data(data):
            print(f"Market data: {data}")
        
        await client.market_data.subscribe(
            symbols=['SPY', 'QQQ'],
            callback=on_market_data
        )
        
        # Keep receiving data for 30 seconds
        await asyncio.sleep(30)

if __name__ == "__main__":
    asyncio.run(main())

Authentication

The SDK supports JWT token authentication. You can either provide a token directly or use the OAuth2 flow:

Using JWT Token

client = TradingClient(
    base_url='https://trading.atwater.financial',
    jwt_token='your-jwt-token'
)

Using OAuth2 Flow

async with TradingClient(base_url='https://trading.atwater.financial') as client:
    # Get OAuth2 authorization URL
    auth_url = await client.auth.login_with_google('http://localhost:3000/callback')
    print(f"Please visit: {auth_url}")
    
    # After user authorization, handle the callback
    # (authorization_code and state come from the callback URL)
    profile = await client.auth.handle_oauth_callback(authorization_code, state)
    print("Logged in:", profile)

API Reference

TradingClient

The main client class that provides access to all trading platform services.

Methods

• health_check(): Check the health status of all services
• close(): Close the client and cleanup resources

AuthManager (client.auth)

Handles authentication and token management.

Methods

• login_with_google(redirect_uri): Initiate Google OAuth2 login
• handle_oauth_callback(code, state): Handle OAuth2 callback
• validate_token(): Validate current JWT token
• get_profile(): Get user profile information
• logout(): Logout and clear authentication state

OrdersManager (client.orders)

Manages trading orders.

Methods

• create(symbol, side, quantity, order_type, price=None, ...): Place a new order
• cancel(order_id): Cancel an existing order
• get_order(order_id): Get order details
• list_orders(status=None, symbol=None, ...): List orders with filtering
• modify_order(order_id, quantity=None, price=None, ...): Modify an existing order

MarketDataManager (client.market_data)

Handles real-time market data streaming and symbol information.

Methods

• subscribe(symbols, data_types=None, callback=None): Subscribe to market data
• unsubscribe(symbols): Unsubscribe from market data
• get_symbols(): Get list of available symbols
• search_symbols(query): Search for symbols
• get_symbol_info(symbol, exchange=None): Get symbol information

PnLManager (client.pnl)

Tracks positions, profit/loss, and performance metrics.

Methods

• get_positions(symbol=None, exchange=None): Get current positions
• get_position(symbol, exchange=None): Get position for specific symbol
• get_pnl_summary(): Get overall PnL summary
• get_historical_pnl(start_date=None, end_date=None, ...): Get historical PnL data
• get_trade_history(...): Get trade history
• get_performance_metrics(...): Get performance analytics
• export_data(data_type, format='csv', ...): Export data to file

Error Handling

The SDK provides comprehensive error handling with specific exception types:

from trading_platform import (
    TradingPlatformError,
    AuthenticationError,
    APIError,
    ConnectionError,
    OrderError,
    MarketDataError
)

try:
    order = await client.orders.create(
        symbol='INVALID',
        side='buy',
        quantity=100
    )
except OrderError as e:
    print(f"Order failed: {e.message}")
    print(f"Error code: {e.error_code}")
except APIError as e:
    print(f"API error: {e.message}")
    print(f"Status code: {e.status_code}")

Configuration

Service URLs

By default, the SDK connects to services on localhost with standard ports:

• Auth Gateway: :8080
• Symbol Server: :8003
• Order Router: :8083
• PnL Monitor: :8084
• Market Data: :8081/ws

You can customize the base URL:

client = TradingClient(base_url='https://your-trading-platform.com')

Timeouts and Retries

client = TradingClient(
    base_url='https://trading.atwater.financial',
    timeout=60.0,  # Request timeout in seconds
    max_retries=5  # Maximum retry attempts
)

Examples

See the examples/ directory for more comprehensive examples:

• basic_trading.py: Basic order placement and management
• market_data_streaming.py: Real-time market data streaming
• portfolio_monitoring.py: Position and PnL tracking
• advanced_strategy.py: Complete trading strategy implementation

Development

To set up for development:

git clone https://github.com/AtwaterFinancial/AtwaterFinancial.git
cd AtwaterFinancial/sdks/python

# Install in development mode
pip install -e ".[dev]"

# Run tests
pytest

# Format code
black trading_platform/
isort trading_platform/

# Type checking
mypy trading_platform/

License

This project is licensed under the MIT License - see the LICENSE file for details.

Support

For questions and support:

• GitHub Issues: https://github.com/AtwaterFinancial/AtwaterFinancial/issues
• Documentation: https://docs.atwater.financial
• Email: dev@atwater.financial