blockfill 0.1.3

Python SDK for the blockfill execution daemon

blockfill Python SDK

Python wrapper for the blockfill execution daemon. Manage exchange credentials, run the daemon, and operate tickets (place / query / cancel) over a local UDS RPC socket.

Requirements

• Python 3.10+
• linux-x86_64 — the daemon binary is bundled inside the wheel. PyPI publishes a manylinux2014_x86_64-tagged wheel only; macOS / Windows / arm64 hosts will be cleanly rejected by pip with "no matching distribution".

Install

pip install blockfill

The wheel ships with the executor binary pre-built. No GitHub release, no install() call — pip install is everything. The qtex endpoint and API key are also hardcoded into the binary; users never set them.

Quickstart

from blockfill import Blockfill

bf = Blockfill(data_dir="~/.blockfill")

# One-time: write exchange credentials to ~/.blockfill/config.toml
bf.set_credentials("binance-futures", api_key="...", api_secret="...", testnet=True)

# Start daemon (background, returns once UDS socket is up)
bf.start()
bf.health()  # raises DaemonNotRunning if anything is wrong

# Place a ticket
ticket = bf.place(
    exchange="binance-futures",
    symbol="btcusdt",
    strategy="maker",
    target_position=0.1,
    time_constraint_ms=300_000,
)
print(ticket.ticket_id, ticket.status)  # tkt_xxx NEW

# Query active session (in-memory)
tickets = bf.query(status="NEW")

# Query persistent history (qtex MongoDB; survives daemon restarts)
historical = bf.query(status="COMPLETE", history=True)

# Cancel
bf.cancel(ticket.ticket_id)

# Shut down daemon
bf.stop()

---

API Reference

Blockfill(data_dir, binary_path, timeout_s)

Parameter	Default	Description
data_dir	~/.blockfill	Data directory (config, socket, logs, trading log)
binary_path	bundled _bin/blockfill	Override the bundled binary path (rarely needed)
timeout_s	10.0	Default RPC call timeout (seconds)

---

Version

bf.version() -> str
# Returns "blockfill 0.1.X"

---

Credentials

bf.set_credentials(
    exchange: str,            # "binance-futures" | "okx-swap"
    api_key: str,
    api_secret: str,
    api_passphrase: str | None = None,  # OKX only
    testnet: bool = False,
) -> None
# Writes the [exchanges.<name>] block of {data_dir}/config.toml (chmod 0600)

The qtex endpoint and API key are compiled into the binary at release time — you do not configure them.

---

Daemon

bf.start(wait_timeout_s=10.0, env=None) -> None
# Spawns the daemon in the background, returns once the UDS socket is bound.
# Idempotent — no-op if already running.

bf.stop(wait_timeout_s=5.0) -> None
# Graceful shutdown.

bf.restart() -> None
bf.is_running() -> bool

bf.health() -> DaemonStatus
# Raises DaemonNotRunning if the socket is missing or unreachable.

bf.run_foreground(env=None) -> None
# Blocking; for debug.

DaemonStatus fields: running, pid, exchanges, active_tickets, uptime_s, version

---

Tickets

bf.place(
    exchange: str,
    symbol: str,
    strategy: str = "maker",        # "maker" | "twap"
    target_position: float,          # positive = long, negative = short
    time_constraint_ms: int = 300_000,  # 60_000 .. 86_400_000
) -> Ticket

bf.query(
    status: str | None = None,       # "NEW" | "OPEN" | "COMPLETE" | "CANCEL"
    symbol: str | None = None,
    ticket_id: str | None = None,
    from_ms: int | None = None,
    to_ms: int | None = None,
    limit: int = 100,
    history: bool = False,           # False=in-memory; True=qtex MongoDB
) -> list[Ticket]

bf.cancel(ticket_id=None, symbol=None, all=False) -> None | int
# - cancel(ticket_id="tkt_...") -> None     # raises TicketNotFound if missing
# - cancel(symbol="btcusdt")    -> int      # cancel NEW+OPEN for that symbol
# - cancel(all=True)            -> int      # cancel everything active

bf.cancel_all() -> int

Ticket fields:

Field	Type	Notes
ticket_id	str	tkt_<hex>
status	str	NEW / OPEN / COMPLETE / CANCEL
exchange	str	binance-futures / okx-swap
symbol	str	exchange-format symbol
strategy	str	maker / twap
target_position	float	requested net position
init_position	float | None	exchange position at activation time
executed_position	float | None	actual delta filled so far
time_constraint_ms	int	execution time limit
start_time_ms	int | None	set when executor activates the ticket (NEW → OPEN)
last_update_time_ms	int | None	refreshed on every state change
is_expired	bool	flag-only; status stays OPEN until separately cancelled
cancel_reason	str | None	see table below

cancel_reason values: external, superseded, stale, rejected, warmup, min_notional, risk_breach, insufficient_margin, paused

Auto-supersede: placing a new ticket for the same exchange+symbol immediately cancels any existing NEW/OPEN ticket for that pair (cancel_reason="superseded"). The superseded ticket remains in query results.

---

Context Manager

with Blockfill() as bf:
    bf.start()
    ticket = bf.place(...)
# daemon is stopped on exit

---

Exceptions

Exception	When
BinaryNotFound	bundled binary missing — pip install --force-reinstall blockfill
DaemonNotRunning	daemon socket not found or unreachable
DaemonStartTimeout	start() timed out waiting for the daemon
RpcError(code, message)	daemon returned a JSON-RPC error
TicketNotFound	cancel(ticket_id=...) called with non-existent ticket
CredentialsError	invalid exchange name in set_credentials()
InvalidApiKey	qtex rejected the embedded BLOCKFILL_API_KEY (HTTP 401)

---

Patterns

Strategy system integration

from blockfill import Blockfill

bf = Blockfill()

if not bf.is_running():
    bf.start()
bf.health()

# On each signal
ticket = bf.place(
    exchange="binance-futures",
    symbol=symbol,
    strategy="maker",
    target_position=position,
    time_constraint_ms=300_000,
)

Check open positions

open_tickets = bf.query(status="NEW") + bf.query(status="OPEN")
for t in open_tickets:
    print(t.symbol, t.target_position, t.init_position, t.executed_position)

Audit past runs

# In-memory query only sees the current session.
# Use history=True to reach qtex MongoDB for COMPLETE / CANCEL from past sessions.
recent_completes = bf.query(status="COMPLETE", history=True, from_ms=ts_ms_24h_ago)

---

Directory Structure

~/.blockfill/
├── config.toml              # exchange credentials (chmod 0600)
├── runtime/
│   ├── daemon.sock          # UDS socket (SDK ↔ daemon IPC)
│   ├── daemon.pid           # PID file
│   └── daemon.log           # daemon logs
└── trading-log/             # Channel B upload retry buffer

The daemon binary lives inside the installed package (site-packages/blockfill/_bin/blockfill), not in ~/.blockfill/.

---

Supported Exchanges

Exchange	Value
Binance Futures	"binance-futures"
OKX Swap	"okx-swap"