Package: pyRofex
Welcome to pyRofex’s DocumentationOverviewpyRofexis a python library that allows interactions with ROFEX’s Rest and Websocket APIs.The library is designed to avoid developers hours of research and coding needed to connect with ROFEX APIs, so they could focused on the important part of their software.Although, we recommend to take a look at the officialAPI documentationto get familiarize with the API Responses and functionality.WarningpyRofex will only work with the websocket-client version between 0.54.0 and 0.57.0InstallingpyRofexis available at thePython Package Indexrepository. Install and update usingpip:pipinstall-UpyRofexAPI CredentialsIn order to use the library you need to have the correct authentication credentials for the environment.To get new credentials:REMARKET: go toRemarket Websiteand create an account for free.LIVE: contact MPI (Market and Platform Integration) team. (mail:mpi@primary.com.ar)Dependenciespython: Between 3.7 and 3.8requests: 2.20.0 or highersimplejson: 3.10.0 or higherenum34: 1.1.6 or higherwebsocket-client: Between 0.54.0 and 0.57.0FeaturesThis sections describe the functionality and components of the library.Available methodsInitializationBefore you start using the library, you need to initialize the environment that you want to connect with.Functionsinitialize: Initialize the specified environment. Set the default user, password and account for the environment.set_default_environment: Set default environment. The default environment that is going to be used when no environment is specified.RestThe library provides functions to make requests to the REST API and return the corresponding response.Functionsget_segments: gets a list of valid segments.get_instruments: gets data of instruments by passing arguments for specific info.get_all_instruments: gets a list of all available instruments.get_detailed_instruments: gets a detailed list of all available instruments.get_instrument_details: gets the details of a single instrument.get_market_data: gets market data information for an instrument.get_trade_history: gets a list of historic trades for an instrument.send_order: sends a new order to the Market.cancel_order: cancels an order.get_order_status: gets the status of the specified order.get_all_orders_status: gets the status of all the orders associated with an account.get_account_position: gets the status of the account positions.get_detailed_position: gets the status of detailed account asset positions by asset type.get_account_report: gets the summary of associated account.All functions return a dict of the JSON response.WebsocketThe library allows users to start a connection to the websocket API. The connection will be monitored by a separated thread, so its very important to set the proper handlers to process new incoming messages.Functionsinit_websocket_connection: configure the Websocket Client with the handlers and then start a Websocket connection with API.close_websocket_connection: close the connection with the API.market_data_subscription: sends a Market Data Subscription Message through the connection.order_report_subscription: sends an Order Report Subscription Message through the connection.add_websocket_market_data_handler**: adds a new Market Data handler to the Websocket Client. This handler is going to be call when a new Market Data Message is received.remove_websocket_market_data_handler**: removes a Market Data handler from the handlers list in the Websocket Client.add_websocket_order_report_handler**: adds a new Order Report handler to the Websocket Client. This handler is going to be call when a new Order Report Message is received.remove_websocket_order_report_handler**: removes an Order Report handler from the handlers list in the Websocket Client.add_websocket_error_handler**: adds a new Error handler to the Websocket Client. This handler is going to be call when a new Error Message is received.remove_websocket_error_handler**: removes an Error handler from the handlers list in the Websocket Client.set_websocket_exception_handler: sets an exception handler to the Websocket Client. This handler is going to be called when an Exception occurred in the client.send_order_via_websocket: sends a new order to the Market.cancel_order_via_websocket: cancels an order.**handlersare pythons functions that will be call whenever the specific event occurred.EnumerationsThe library also provides some enumerations to help developers avoid errors and improve readability. Next, you have the list of available enums:Environment: Identifies the environment to use. (REMARKET: Demo environment; LIVE: Production environment)CFICode: Identifies the type of instrument.MarketDataEntry: Identifies market data entries for an instrument.Market: Market ID associated to the instruments.MarketSegment: Market Segment ID associated to the instruments.OrderType: Identifies the different order types.Side: Identifies the side of an order.TimeInForce: Time modifier of the order that defines the time the order will be active.How to use itOnce the library is install, we import and initialize it.The initialization sets the user, password and account to the environment specified. Then, try to authenticate with the given user/password.If the authentication fails, an ApiException is raised.Finally, sets the environment as the default one. (you can change it with the set_default_environment function)importpyRofex# Set the the parameter for the REMARKET environmentpyRofex.initialize(user="sampleUser",password="samplePassword",account="sampleAccount",environment=pyRofex.Environment.REMARKET)# In case you have a previously generated and active token, you will be able to do the followingpyRofex.initialize(user="sampleUser",password="samplePassword",account="sampleAccount",environment=pyRofex.Environment.REMARKET,active_token="activeToken")Rest# Makes a request to the Rest API and get the last price# Use the MarketDataEntry enum to specify the datapyRofex.get_market_data(ticker="DLR/DIC23",entries=[pyRofex.MarketDataEntry.LAST])# Gets all segmentspyRofex.get_segments()# Gets available instruments listpyRofex.get_all_instruments()# Alternative option to get all available instruments listpyRofex.get_instruments('all')# Alternative option to get instruments by given cfi code:pyRofex.get_instruments('by_cfi',cfi_code=[pyRofex.CFICode.STOCK,pyRofex.CFICode.BOND,pyRofex.CFICode.CEDEAR])# Alternative option to get instruments by given segmentspyRofex.get_instruments('by_segments',market=pyRofex.Market.ROFEX,market_segment=[pyRofex.MarketSegment.DDF,pyRofex.MarketSegment.MERV])# Gets detailed instruments listpyRofex.get_detailed_instruments()# Alternative option to get detailed instruments listpyRofex.get_instruments('details')# Get all order report for the configured accountpyRofex.get_all_orders_status()# Gets historic tradespyRofex.get_trade_history(ticker="DLR/JUN23",start_date="2018-12-01",end_date="2019-01-10")# Sends a Limit order to the marketorder=pyRofex.send_order(ticker="DLR/DIC23",side=pyRofex.Side.BUY,size=10,price=55.8,order_type=pyRofex.OrderType.LIMIT)# Gets the last order status for the previous orderpyRofex.get_order_status(order["order"]["clientId"])# Cancels the previous ordercancel_order=pyRofex.cancel_order(order["order"]["clientId"])# Checks the order status of the cancellation orderpyRofex.get_order_status(cancel_order["order"]["clientId"])Websocket# First we define the handlers that will process the messages and exceptions.defmarket_data_handler(message):print("Market Data Message Received:{0}".format(message))deforder_report_handler(message):print("Order Report Message Received:{0}".format(message))deferror_handler(message):print("Error Message Received:{0}".format(message))defexception_handler(e):print("Exception Occurred:{0}".format(e.message))# Initiate Websocket ConnectionpyRofex.init_websocket_connection(market_data_handler=market_data_handler,order_report_handler=order_report_handler,error_handler=error_handler,exception_handler=exception_handler)# Instruments list to subscribeinstruments=["DLR/DIC23","DLR/ENE24"]# Uses the MarketDataEntry enum to define the entries we want to subscribe toentries=[pyRofex.MarketDataEntry.BIDS,pyRofex.MarketDataEntry.OFFERS,pyRofex.MarketDataEntry.LAST]# Subscribes to receive market data messages **pyRofex.market_data_subscription(tickers=instruments,entries=entries)# Subscribes to receive order report messages (default account will be used) **pyRofex.order_report_subscription()** Every time a new message is received, the correct handler will be call.Official API DocumentationFor more detailed information about ROFEX Rest and Websocket APIs go to thePrimary API Documentation.AcknowledgementsDevelopment of this software was driven byPrimaryas part of an Open Source
initiative ofGrupo Rofex.Author/MaintainerFranco Zanuso