orderflow-gregorian09 0.1.0

Python ctypes binding for the Orderflow C API

Python Binding (ctypes)

This package wraps crates/of_ffi_c through ctypes.

Build the native library

From workspace root:

cargo build -p of_ffi_c

Default lookup path is target/debug/libof_ffi_c.so (Linux), with platform-specific suffix handling.

You can override lookup with:

export ORDERFLOW_LIBRARY_PATH=/absolute/path/to/libof_ffi_c.so

Install package (editable)

From bindings/python:

python -m pip install -e .

Quick usage

from orderflow import BookAction, Engine, EngineConfig, ExternalFeedPolicy, Side, Symbol, StreamKind

cfg = EngineConfig(instance_id="py-client", config_path="")

with Engine(cfg) as eng:
    sym = Symbol("CME", "ESM6", depth_levels=10)
    eng.subscribe(sym, StreamKind.ANALYTICS)
    eng.subscribe(sym, StreamKind.HEALTH, callback=lambda ev: print("health", ev))
    eng.configure_external_feed(ExternalFeedPolicy(stale_after_ms=2_000, enforce_sequence=True))
    eng.poll_once()
    eng.ingest_book(sym, side=Side.BID, level=0, price=504900, size=20, action=BookAction.UPSERT)
    eng.ingest_trade(sym, price=505000, size=7, aggressor_side=Side.ASK)
    eng.unsubscribe(sym)
    print(eng.analytics_snapshot(sym))
    print(eng.signal_snapshot(sym))
    print(eng.metrics())

Notes

• config_path can point to runtime .toml or .json config consumed by Rust runtime.
• ORDERFLOW_LIBRARY_PATH is honored when library_path is not passed to Engine(...).
• Optional callback is supported on subscribe(...) and fires during poll_once(...) and external ingest_* calls.
• StreamKind.HEALTH emits only on health state changes and includes fields like health_seq, connected, degraded, reconnect_state, quality_flags, and protocol_info.
• Engine.reset_symbol_session(symbol) resets per-session analytics/profile context for a symbol.
• Engine.ingest_trade(...) and Engine.ingest_book(...) let you inject external feed events directly without using a market-data adapter stream.
• Engine.configure_external_feed(...), Engine.set_external_reconnecting(...), and Engine.external_health_tick() provide uniform sequence-gap/stale/reconnect supervision for external feeds.

Examples

• bindings/python/examples/basic.py
• bindings/python/examples/health_example.py
• bindings/python/examples/external_ingest.py

Run:

python bindings/python/examples/health_example.py