lmax-python-sdk 1.0.4

Python SDK for LMAX Global

lmax-python-sdk

Unofficial LMAX Python SDK

This is a Python SDK for interacting with the LMAX trading platform. It provides a set of modules to interact with different aspects of the platform. Since the OpenAPI generator is messy and I needed to interact with LMAX rather implemented a very lightweight and simple SDK.

Modules

Client

The client module, located in lmax_sdk/client.py, provides the LMAXClient class for interacting with the LMAX API. It uses the client_key_id for authentication.

Validation

The validation module, located in lmax_sdk/validation.py, provides various validation functions and constants. Contains different enum types for categorical input arguments.

Account

The account module, located in lmax_sdk/account, provides functionality related to account data and trading.

Broker Market Data

The broker allows to access the real-time and historical LMAX data for close prices and orderbook level data.

Public Data

Not implemented.

Example Usage

Here are some examples of how to use these modules. For more depth take a look at the docs page.

import os
import lmax_sdk

lmax_client = lmax_sdk.account.account_data.LMAXAccount(
    client_key_id=os.getenv("LMAX_DEMO_API_KEY"),
    secret=os.getenv("LMAX_DEMO_API_SECRET"),
    base_url=lmax_sdk.ClientBaseURLType.ACCOUNT_LONDON_DEMO,
)

lmax_client.get_instrument_data_symbol("EUR/USD")

[{'instrument_id': 'eur-usd',
  'security_id': '4001',
  'symbol': 'EUR/USD',
  'currency': 'USD',
  'unit_of_measure': 'EUR',
  'quantity_increment': '1000.0000',
  'margin': '1.00',
  'minimum_position_size': '1000.0000',
  'maximum_position_size': '500000000.0000',
  'trading_days': ['MONDAY', 'TUESDAY', 'WEDNESDAY', 'THURSDAY', 'FRIDAY'],
  'open_time': '17:05',
  'close_time': '17:00',
  'time_zone': 'America/New_York',
  'minimum_commission': '0.00000',
  'aggressive_commission_rate': '0.25000',
  'passive_commission_rate': '0.25000',
  'price_increment': '0.000010',
  'minimum_price': '0.000000',
  'maximum_price': '99999.000000',
  'short_swap_points': '-0.510',
  'long_swap_points': '0.950',
  'short_swap_cost': '-0.51000',
  'long_swap_cost': '-0.95000',
  'swap_cost_units': '10000.0000',
  'trade_date': '2024-02-08',
  'value_date_from': '2024-02-12',
  'value_date_to': '2024-02-13',
  'asset_class': 'CURRENCY'}]