orderflow-gregorian09 0.1.2

Python ctypes binding for the Orderflow C API

Python Binding (ctypes)

Python wrapper over the stable Orderflow C ABI (of_ffi_c).

Capability Overview

• Engine lifecycle control (start, stop, context manager support)
• Subscription and callback streaming
• Adapter polling and external event ingest
• Snapshot access (book, analytics, signal, metrics)
• Data-quality supervision for external feeds

Prerequisites

Build native runtime from repository root:

cargo build -p of_ffi_c

Install Python package locally (editable):

python -m pip install -e bindings/python

Native Library Resolution

Resolution order:

1. library_path= argument passed to Engine(...)
2. ORDERFLOW_LIBRARY_PATH environment variable
3. default debug target path (target/debug/libof_ffi_c.*)

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

Minimal Usage

from orderflow import DataQualityFlags, Engine, EngineConfig, Symbol, StreamKind

with Engine(EngineConfig(instance_id="py-client")) as eng:
    sym = Symbol("CME", "ESM6", depth_levels=10)
    eng.subscribe(sym, StreamKind.ANALYTICS)
    eng.poll_once(DataQualityFlags.NONE)
    print(eng.analytics_snapshot(sym))

External Ingest Example

from orderflow import (
    BookAction, DataQualityFlags, Engine, EngineConfig, ExternalFeedPolicy,
    Side, Symbol, StreamKind
)

sym = Symbol("CME", "ESM6", depth_levels=10)
with Engine(EngineConfig(instance_id="ingest")) as eng:
    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.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.poll_once(DataQualityFlags.NONE)
    print(eng.signal_snapshot(sym))

Runtime Notes

• config_path may point to runtime TOML consumed by Rust engine config loader.
• Optional callback on subscribe(...) is supported; callbacks fire during polling and ingest.
• StreamKind.HEALTH emits transition-only events with health sequence and quality flags.
• reset_symbol_session(symbol) clears per-session analytics/profile context.
• configure_external_feed(...), set_external_reconnecting(...), and external_health_tick() provide sequence/stale/reconnect supervision.

Included Examples

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