Immix Python SDK

The Python SDK for the Immix API: REST, the market-data stream and the trading socket.

pip install immix_sdk

The package installs as immix_sdk and imports as immix. It needs Python 3.10 or newer. The API reference and guides are at docs.immix.xyz.

Use

from immix import Immix, MarketData
from immix.dataframe import to_frame  # needs pandas, which you install yourself
from immix.market_data import TradeEvent

# REST: there is no public REST environment yet, so the base URL is the one your onboarding gave you.
client = Immix(base_url="https://…", token=token)
me = client.users.get_me()

# A write mints its own Idempotency-Key when you name none, and an order is named by order_id.
client.orders.cancel(order_id="7185994167554")

# A list response as a DataFrame: money exact, timestamps UTC datetimes, enums by name.
orders = to_frame(client.orders.list())

# Market data: the public socket by default. The token goes in an `auth` message after
# connecting, never in the handshake. The stream reconnects and resubscribes by itself, and
# yields `Reconnected` where the gap is.
async def stream() -> None:
    async with MarketData(token=token) as md:
        await md.subscribe("trade.OKX@BTC/USDT")
        async for frame in md:
            ...

• Money is a decimal string. immix.to_decimal and immix.format_decimal cross to and from Decimal exactly, and never through a float. A REST write's money parameters (qty, price, a policy's …_amount) take a Decimal or an int too, sent in plain notation (Decimal("1E-7") as "0.0000001"); a float is refused before anything is sent.
• A write mints its own key. Every write takes an Idempotency-Key, and one is minted per call when you name none. The SDK's own retries resend it, so they cannot act twice. Name your own (immix.new_idempotency_key() mints one) when you may retry the write yourself, or retry under the key a failed write went out under: its exception carries it, as idempotency_key. An asyncio timeout is asyncio's exception, not the write's, so name the key when you bound a write's time. On orders.submit the key is the order's clientOrderId, so name either one.
• An order is named by order_id, the platform's id on every order row: orders.get(order_id=…), orders.cancel(order_id=…). REST cannot cancel by client_order_id; the trading socket's cancel_order takes either.
• Rows as DataFrames. immix.dataframe.to_frame takes a list response, one row, or rows. Money columns are exact Decimals (money="float" reads floats, for a plot), epoch-nanosecond columns are UTC datetimes, and enums are their names. pandas is not a dependency: pip install pandas.

Development

How this repository changes and how a version ships: DEVELOPING.md.

License

MIT. See LICENSE.