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Iteration 41: parent SDK execution and runtime contracts #14

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Iteration 41: parent SDK execution and runtime contracts #14

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42 changes: 42 additions & 0 deletions bt_api_py/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -111,10 +111,18 @@
evaluate_ctp_budget,
evaluate_ctp_budget_numbers,
)
from bt_api_py._ctp_credential_binding import (
CtpCredentialBindingScope,
CtpCredentialBindingVerifier,
)
from bt_api_py._ctp_execution_authorization import (
ENTRY_APPROVAL_SCHEMA_VERSION,
RECOVERY_APPROVAL_PURPOSE,
RECOVERY_APPROVAL_SCHEMA_VERSION,
RECOVERY_APPROVAL_SCOPE_VERSION,
SIMNOW_APPROVAL_SCHEMA_VERSION,
SIMNOW_ENTRY_APPROVAL_SCHEMA_VERSION,
SIMNOW_RECOVERY_APPROVAL_SCHEMA_VERSION,
CtpExecutionApproval,
CtpExecutionApprovalCapability,
CtpExecutionApprovalContext,
Expand Down Expand Up @@ -156,6 +164,21 @@
round_trip_cost,
signed_funding_cashflow,
)
from bt_api_py.ctp_simnow_execution import (
OFFICIAL_SET1_PROFILES,
CtpSimNowCancelResult,
CtpSimNowExecutionAdapter,
CtpSimNowExecutionError,
CtpSimNowOrderIdentity,
CtpSimNowOrderRequest,
CtpSimNowOrderResult,
CtpSimNowQueryResult,
CtpSimNowReadObservation,
CtpSimNowSessionIdentity,
build_ctp_simnow_cancel_request,
map_ctp_simnow_cancel_result,
map_ctp_simnow_order_result,
)
from bt_api_py.forwarding import (
MAX_MESSAGE_BYTES,
BtApiForwardingAdapter,
Expand Down Expand Up @@ -207,9 +230,28 @@ def __getattr__(name: str):
"CtpExecutionApproval",
"CtpExecutionApprovalCapability",
"CtpExecutionApprovalContext",
"CtpCredentialBindingScope",
"CtpCredentialBindingVerifier",
"CtpSimNowExecutionAdapter",
"CtpSimNowExecutionError",
"CtpSimNowSessionIdentity",
"CtpSimNowOrderRequest",
"CtpSimNowOrderIdentity",
"CtpSimNowOrderResult",
"CtpSimNowCancelResult",
"CtpSimNowQueryResult",
"CtpSimNowReadObservation",
"OFFICIAL_SET1_PROFILES",
"build_ctp_simnow_cancel_request",
"map_ctp_simnow_cancel_result",
"map_ctp_simnow_order_result",
"ENTRY_APPROVAL_SCHEMA_VERSION",
"RECOVERY_APPROVAL_PURPOSE",
"RECOVERY_APPROVAL_SCHEMA_VERSION",
"RECOVERY_APPROVAL_SCOPE_VERSION",
"SIMNOW_APPROVAL_SCHEMA_VERSION",
"SIMNOW_ENTRY_APPROVAL_SCHEMA_VERSION",
"SIMNOW_RECOVERY_APPROVAL_SCHEMA_VERSION",
"recovery_action_digest",
"recovery_plan_digest",
"verify_ctp_execution_recovery_approval",
Expand Down
64 changes: 62 additions & 2 deletions bt_api_py/_contracts/models.py
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Original file line number Diff line number Diff line change
Expand Up @@ -432,6 +432,9 @@ class OrderRequest:
execution_cycle_id: str | None = None
execution_role: str | None = None
strategy_identity_sha256: str | None = None
managed_intent_id: str | None = None
hedge_flag: str | None = None
runtime_order_id: str | None = None

def __post_init__(self) -> None:
self._validate_core_fields()
Expand Down Expand Up @@ -460,6 +463,11 @@ def _validate_intent_fields(self) -> None:
raise ValueError("offset must be open, close, close_today or close_yesterday")
if self.position_mode not in {None, "net", "dual_side"}:
raise ValueError("position_mode must be net or dual_side")
if self.hedge_flag is not None and (
not isinstance(self.hedge_flag, str)
or self.hedge_flag not in {"1", "2", "3", "5", "6", "7"}
):
raise ValueError("hedge_flag must be a supported CTP hedge code")
if not self.account_id:
raise ValueError("account_id must be a non-empty string")
if not self.client_order_id:
Expand All @@ -484,6 +492,25 @@ def _validate_intent_fields(self) -> None:
raise ValueError(
"strategy_identity_sha256 must be a lowercase SHA-256 hex digest or None"
)
if self.runtime_order_id is not None and (
not isinstance(self.runtime_order_id, str)
or not self.runtime_order_id
or self.runtime_order_id != self.runtime_order_id.strip()
or len(self.runtime_order_id.encode("utf-8")) > 256
):
raise ValueError("runtime_order_id must be a bounded non-empty string or None")
if self.managed_intent_id is not None and (
not isinstance(self.managed_intent_id, str)
or not self.managed_intent_id
or self.managed_intent_id != self.managed_intent_id.strip()
or len(self.managed_intent_id.encode("utf-8")) > 256
):
raise ValueError("managed_intent_id must be a bounded non-empty string or None")
if self.managed_intent_id is not None:
if self.runtime_order_id is None:
raise ValueError("runtime_order_id is required with managed_intent_id")
if self.hedge_flag not in {"1", "2", "3"}:
raise ValueError("managed CTP requests require a supported exact hedge_flag")
if self.order_type is OrderType.LIMIT and self.price is None:
raise ValueError("limit order requires a price")
if self.order_type is OrderType.MARKET and self.price is not None:
Expand All @@ -501,14 +528,47 @@ class CancelOrderRequest:
front_id: int | None = None
session_id: int | None = None
order_ref: str | None = None
runtime_action_id: str | None = None
runtime_order_id: str | None = None
managed_cancel_intent_id: str | None = None

def __post_init__(self) -> None:
if not self.symbol:
raise ValueError("symbol must be a non-empty string")
if not self.account_id:
raise ValueError("account_id must be a non-empty string")
if not self.order_id and not self.client_order_id and not self.order_ref:
raise ValueError("order_id, client_order_id or order_ref must be provided")
if (
not self.order_id
and not self.client_order_id
and not self.order_ref
and not self.runtime_order_id
):
raise ValueError(
"order_id, client_order_id, order_ref or runtime_order_id must be provided"
)
if self.runtime_action_id is not None and (
not isinstance(self.runtime_action_id, str)
or not self.runtime_action_id
or self.runtime_action_id != self.runtime_action_id.strip()
or len(self.runtime_action_id.encode("utf-8")) > 256
):
raise ValueError("runtime_action_id must be a bounded non-empty string or None")
if self.runtime_order_id is not None and (
not isinstance(self.runtime_order_id, str)
or not self.runtime_order_id
or self.runtime_order_id != self.runtime_order_id.strip()
or len(self.runtime_order_id.encode("utf-8")) > 256
):
raise ValueError("runtime_order_id must be a bounded non-empty string or None")
if self.managed_cancel_intent_id is not None and (
not isinstance(self.managed_cancel_intent_id, str)
or not self.managed_cancel_intent_id
or self.managed_cancel_intent_id != self.managed_cancel_intent_id.strip()
or len(self.managed_cancel_intent_id.encode("utf-8")) > 256
):
raise ValueError("managed_cancel_intent_id must be a bounded non-empty string or None")
if self.managed_cancel_intent_id is not None and self.runtime_order_id is None:
raise ValueError("managed_cancel_intent_id requires runtime_order_id")


@dataclass(frozen=True)
Expand Down
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