robokami-py 0.22

Robokami Client Python SDK

Robokami Client Python SDK (robokami-py)

Robokami Client is the client to connect to Robokami IDM Server. Although it is not necessary to use this package to connect to RK-Server, it is recommended to use this package to as an initiation to Robokami IDM commands and structure.

Note: Robokami Client is in alpha phase, so there will be breaking changes very soon.

• For more detailed documentation, see Wiki.
• For bugs, enhancements and other issues see Issues
• See Discussions to add feedback

Installation

First download this repository or directly install it pip.

pip install robokami-py

Alternatively you can choose to install from GitHub

pip install git+https://github.com/Tideseed/robokami-py.git

Authentication

Warning During the open beta of Robokami, it is recommended to use only test CAS (EKYS) accounts.

Prepare a JSON file in the following format. Your user should have IDM access privileges for both test server (test-ekys, giptest) and live server. (If you just want to do testing with live data you only need test user IDM access privileges.)

{
    "trade": {
        "v2": false,
        "test_server": true,
        "username": "USERNAME",
        "password": "PASSWORD"
    },
    "stream": {
        "v2": false,
        "test_server": true,
        "stream_anonymous": false
    },
    "real_stream_test_trade": true
}

import json 
with open("credfile.json", "r") as f:
    creds = json.load(f)

Alternatively, you can directly create the dictionary in Python.

creds = {
    "trade": {
        "v2": False,
        "test_server": True,
        "username": "USERNAME",
        "password": "PASSWORD"
    },
    "stream": {
        "v2": False,
        "test_server": True,
        "stream_anonymous": False
    },
    "real_stream_test_trade": True
}

• v2: Placeholder for IDM v2. Currently not active.
• test_server: true for test server, false for live server.
• username: Your EPIAS username.
• password: Your EPIAS password.
• stream_anonymous: true for anonymous stream, false for authenticated stream. The difference is you get to see private events (e.g. your own orders) in authenticated stream.
• real_stream_test_trade: If true you will get streaming data from the live server but your orders will be executed in the test server and private events will be streamed from the test server. Although not perfect, this is the recommended setting for testing your algorithms.

RKClient

Suppose your file is named credfile.json. You can load it and call the client by

from robokami.main import RKClient

rkc = RKClient(creds=creds, initiate_stream=True)

Streaming Data

Stream data uses SSE (Server-Sent Events) protocol. You can simply access the stream by

for event in rkc.stream_client.events():
    e_d = event.__dict__
    print(e_d)

Trading

Orders

You can place orders and update orders. Suppose you are going to send a new order for PH23052010 (i.e, hourly contract for 2023-05-20 for 10:00-11:00)

order_d = {
    "c": "PH23070112",
    "position": "bid",
    "price": 100,
    "lots": 1,
    "order_status": "active",
    "order_note": "RK test order"
}

• c: Name of the contract. Hourly contracts are in PHyyMMDDHH format. Block contracts are in PByyMMDDHH-XX format where XX is the number of hours.
• position: bid for buy, ask for sell.
• price: Price of the order.
• lots: Number of lots.
• order_status: active for active orders, inactive for inactive orders.
• order_note: order_note for the order.

Then simply place the order using rkc.

res = rkc.place_order(order_d)

If the result is successful, you can obtain its order id.

if res["status"] == "success":
    order_id = res["order_id"]

You can also update the order by using the order id and changing order_d.

my_order["price"] = 101
res = rkc.update_order(order_id, my_order)

Other Trade Commands

place_order and update_order are just wrappers for trade command. You can use trade command directly to place orders, update orders, cancel orders, and get order status.

rkc.trade_command(command, d)

where command is a command phrase (e.g. "place_order", "update_order") and d is the dictionary of parameters required by the command.

• limit_details: With this command you can get the limit details (e.g. min/max price, lots etc.) of your account.
• net_positions: Get your net position with this command. You need to specify the contract type python {"contract_type":"hourly"} or python {"contract_type":"block"} in the parameter dictionary.
• orders_by_id: You can get order details by order ids. You can add a list python {"order_ids": ["order_id1", "order_id2"]} to the parameter dictionary.
• contract_details: You can get details about contracts. (p.s. not very useful)
• order_detail: Similar to orders_by_id but with more detail.
• order_book: Get the order book for hourly and block offers.
• open_contracts: Returns the list of open contracts.
• organization_orders: Returns the list of orders belonging to the organization. You need to specify contract_type (i.e. "hourly", "block", or "both"). You can filter by time using after_dt parameter and order status by using order_status parameter (values are "active","cancelled","passive","matched", and "partially_matched").
• saved_order_notes: Returns saved order notes.
• matched_orders: Returns matched orders. You need to specify start_date and end_date parameters.
• make_active_orders_passive: Make all active orders passive.
• make_passive_orders_active: Make all passive orders active.