ms-markets 0.0.3

Financial markets ORM, engines, and application management extensions for Main Sequence.

MainSequence Markets

ms-markets is the financial markets extension layer for the Main Sequence platform. It provides reusable market-domain ORM models, market DataNodes, pricing engines, portfolio construction utilities, repository operations, and application-facing helpers for building financial systems on top of Main Sequence.

The Python distribution is named ms-markets. The import package is intentionally short:

import msm

Project Status

• Status: initial scaffold and SDK extraction
• Current package version: 0.0.1
• Documentation: Documentation Site
• Open issues: GitHub Issues
• Release history: CHANGELOG.md
• License: Apache License 2.0

The initial core package was migrated from mainsequence-sdk/mainsequence/markets into this repository under src/msm. Architecture and implementation decisions are tracked in Architecture Decision Records.

What This Repository Contains

Main package areas:

• msm.accounts: account identity, holdings, virtual funds, and account target assignments
• msm.api: user-facing Pydantic row objects and typed class methods for markets MetaTable records
• msm.client: client-facing Main Sequence market models and API wrappers
• msm.data_nodes: market DataNode contracts, including asset snapshots and asset pricing details
• msm.execution: order managers, target quantities, orders, events, trades, and execution errors
• msm.models: SQLAlchemy market-domain *Table declarations and MetaTable registration order
• msm.portfolios: portfolio configuration, signal weights, rebalance strategies, and Virtual Fund Builder workflows
• msm.pricing: QuantLib-backed instruments, curves, fixings, and pricing helpers
• msm.repositories: compiled persistence operations over market-domain models
• msm.services: application-level orchestration over repositories, including asset lookup and OpenFIGI service helpers

Repository areas:

• docs/: MkDocs documentation, tutorials, knowledge guides, ADRs, and API reference scaffold
• examples/: migrated market examples from the SDK
• .agents/skills/: local agent skills for market-domain workflows
• tests/: automated tests
• src/cli/: placeholder for a future command-line interface

Documentation Map

The documentation is organized into four reading modes:

1. Tutorial: guided learning material
2. Knowledge: concept-oriented guides for each msm package area
3. Architecture: ADRs that record implementation decisions
4. Reference: generated API reference scaffold

Recommended entry points:

• Getting Started
• Tutorial
• Knowledge Base
• Architecture Decision Records
• Changelog
• API Reference

Quick Start

Install the package from this repository in editable mode:

python -m pip install -e ".[dev]"

Or with uv:

uv sync --extra dev

Verify the import:

python -c "import msm; import msm.pricing; print(msm.__version__)"

Common Development Commands

Run tests:

pytest

Run focused linting for pricing:

ruff check src/msm/pricing

Serve the docs locally:

mkdocs serve

Build the docs:

mkdocs build --strict

Build the package:

uv build

Publish a tagged release to PyPI:

git tag v0.0.2
git push origin v0.0.2

Pushing a v* tag triggers .github/workflows/publish-to-pypi.yml, which builds the distribution and publishes it to PyPI through GitHub Actions using trusted publishing for the repository pypi environment.

Core Dependencies

Runtime dependencies are declared in pyproject.toml. The core stack starts with:

• mainsequence for platform integration
• SQLAlchemy for market-domain ORM models
• QuantLib for instrument and pricing primitives
• pydantic for typed configuration and serialized instrument terms
• pandas and numpy for tabular market data and portfolio workflows

Optional extras provide documentation, development, portfolio, pricing, and Streamlit UI tooling.

Package Metadata

• Distribution name: ms-markets
• Import package: msm
• Python: >=3.11
• License: Apache-2.0
• Repository: https://github.com/mainsequence-projects/MainSequenceMarkets

Project metadata is defined in pyproject.toml.

License

This project is open source under the Apache License 2.0.