exchange-sdk 0.1.0

Python SDK for high-frequency trading competition platform

Python SDK

Minimal asyncio-based client that speaks the exchange binary TCP order protocol and listens for UDP market-data packets. Use this as the reference implementation when onboarding student teams.

Quick Installation

Windows

# Double-click install_sdk.bat
# OR run in PowerShell:
pip install -e .

Linux/Mac

# Run the installer:
./install_sdk.sh

# OR manually:
pip install -e .

Verify Installation

python -c "from exchange_sdk import ExchangeClient; print('SDK installed!')"

Usage Example

from exchange_sdk import ExchangeClient
from exchange_sdk.client import GatewayConfig, MarketDataConfig

# Connect to exchange
client = ExchangeClient(
    team_token="your-team-SECRET",
    gateway=GatewayConfig(host="159.65.173.202", port=9001),
    market_data=MarketDataConfig(host="159.65.173.202", port=5001)
)

# Connect and trade
await client.connect()
client.send_new(
    client_id=1,
    symbol_id=1,      # XYZ
    side=0,           # BUY
    price_ticks=10000,  # $100.00
    quantity=10
)
await client.close()

What You Need

• Python 3.11 or higher
• The SDK installed (pip install -e .)
• Your team token (provided by organizers)
• Exchange host/port (provided by organizers)

For Competition Participants

See INSTALL_SDK.md for detailed installation instructions and troubleshooting.