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feat: Local trader portfolio (jordan-dimov#16)
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Lines changed: 843 additions & 300 deletions

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‎.gitignore‎

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# App
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ctenex/exchange_client/data/
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]

‎README.md‎

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@@ -66,6 +66,11 @@ The system exposes its functionality through a FastAPI REST API, allowing:
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* Viewing current market orders
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* Checking contract specifications
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## Exchange client
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A simple CLI tool is provided for keeping a local portfolio and interacting with the exchange.
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Check out the [Client Exchange section](./docs/client-exchange.md)
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## Development
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To learn how to use the dev tools available, see the [Dev Tools section](./docs/dev-tools.md)

‎ctenex/api/v1/controllers/exchange.py‎

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from typing import Annotated
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from fastapi import APIRouter, Body, Request
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from fastapi import APIRouter, Body, Depends
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from ctenex.core.db.async_session import AsyncSessionStream, db
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from ctenex.core.db.utils import get_entity_values
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from ctenex.domain.contracts import ContractCode
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from ctenex.domain.entities import OpenOrderStatus
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from ctenex.domain.matching_engine.model import matching_engine
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from ctenex.domain.order_book.contract.reader import contracts_reader
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from ctenex.domain.order_book.contract.schemas import ContractGetResponse
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from ctenex.domain.order_book.order.model import Order
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from ctenex.domain.order_book.order.schemas import OrderAddRequest, OrderAddResponse
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@router.post("/orders")
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async def place_order(
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request: Request,
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body: Annotated[OrderAddRequest, Body()],
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) -> OrderAddResponse:
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order = Order(**body.model_dump())
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@router.get("/orders")
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async def get_order(
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request: Request,
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contract_id: ContractCode,
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) -> list[Order]:
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orders: list[Order] = await matching_engine.get_orders(contract_id)
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return orders
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@router.get("/supported-contracts")
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async def get_supported_contracts(
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limit: int = 10,
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page: int = 1,
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db: AsyncSessionStream = Depends(db),
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) -> list[ContractGetResponse]:
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contracts = await contracts_reader.get_many(
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db=db,
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limit=limit,
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page=page,
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)
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return [
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ContractGetResponse(**get_entity_values(contract)) for contract in contracts
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]

‎ctenex/domain/__init__.py‎

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from ctenex.domain.entities import (
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Commodity, # noqa: F401
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DeliveryPeriod, # noqa: F401
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OrderSide, # noqa: F401
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OrderStatus, # noqa: F401
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OrderType, # noqa: F401
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)

‎ctenex/domain/entities.py‎

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@@ -101,11 +101,11 @@ class Contract(AbstractBase):
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type_=String,
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unique=True,
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)
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commodity: Mapped[str] = mapped_column(
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commodity: Mapped[Commodity] = mapped_column(
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type_=String,
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nullable=False,
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)
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delivery_period: Mapped[str] = mapped_column(
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delivery_period: Mapped[DeliveryPeriod] = mapped_column(
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type_=String,
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nullable=False,
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)

‎ctenex/domain/order_book/contract/reader.py‎

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from ctenex.core.data_access.reader import GenericReader
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from ctenex.domain.entities import Contract
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class ContractsReader(GenericReader[Contract]):
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"""Reader for Book contracts."""
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model = Contract
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contracts_reader = ContractsReader()

‎ctenex/domain/order_book/contract/schemas.py‎

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from datetime import datetime
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from decimal import Decimal
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from pydantic import BaseModel
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class ContractGetResponse(BaseModel):
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contract_id: str
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commodity: str
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delivery_period: str
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start_date: datetime
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end_date: datetime
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tick_size: Decimal
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contract_size: Decimal
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location: str

‎ctenex/exchange_client/__init__.py‎

Whitespace-only changes.

‎ctenex/exchange_client/cli.py‎

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from datetime import datetime
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from decimal import ROUND_HALF_UP, Decimal
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from typing import Optional
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import httpx
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import typer
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from ctenex.domain import OrderSide, OrderType
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from ctenex.domain.order_book.contract.schemas import ContractGetResponse
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from ctenex.exchange_client.db.connection import get_db_connection
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from ctenex.exchange_client.db.init import init_db
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# TODO: Move to settings
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def get_api_url() -> str:
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"""Get the API URL from environment or default to localhost."""
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return "http://0.0.0.0:8000" # Default to localhost, can be overridden
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app = typer.Typer()
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@app.command()
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def place_order(
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contract_id: str = typer.Argument(..., help="Contract identifier"),
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side: OrderSide = typer.Argument(..., help="Order side (BUY/SELL)"),
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type: OrderType = typer.Argument(..., help="Order type (LIMIT/MARKET)"),
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quantity: float = typer.Argument(..., help="Order quantity"),
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price: float = typer.Argument(..., help="Order price (2 decimal places precision)"),
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):
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"""Place a new order through the exchange API."""
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base_url = get_api_url()
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# Validate contract ID exists
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try:
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with httpx.Client() as client:
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response = client.get(f"{base_url}/v1/stateless/supported-contracts")
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response.raise_for_status()
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supported_contracts = response.json()
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if contract_id not in [c["contract_id"] for c in supported_contracts]:
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typer.echo(f"Error: Contract ID '{contract_id}' is not supported")
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raise typer.Exit(1)
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except httpx.HTTPError as e:
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typer.echo(f"Error validating contract ID: {str(e)}")
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raise typer.Exit(1)
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# supported_contracts.
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contracts = [ContractGetResponse(**c) for c in supported_contracts]
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tick_size = next(
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(c.tick_size for c in contracts if c.contract_id == contract_id), None
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)
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if tick_size is None:
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typer.echo(f"Error: Contract ID '{contract_id}' is not supported")
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raise typer.Exit(1)
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# Convert float price to Decimal with 2 decimal places precision
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price_decimal = Decimal(str(price)).quantize(
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Decimal(tick_size), rounding=ROUND_HALF_UP
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)
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quantity_decimal = Decimal(str(quantity)).quantize(
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Decimal("0.01"), rounding=ROUND_HALF_UP
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)
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typer.echo(f"Contract ID: {contract_id}")
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typer.echo(f"Side: {side}")
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typer.echo(f"Quantity: {quantity_decimal}")
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typer.echo(f"Price: {price_decimal}")
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# Prepare order data
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order_data = {
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"contract_id": contract_id,
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"trader_id": "1e1590fd-f479-4bd4-ad03-56f2e265ec33", # TODO: Load from local DB
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"side": side,
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"type": type,
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"quantity": str(quantity_decimal),
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"price": str(price_decimal), # Convert Decimal to string for JSON serialization
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}
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try:
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with httpx.Client() as client:
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response = client.post(f"{base_url}/v1/stateless/orders", json=order_data)
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response.raise_for_status()
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order_response = response.json()
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# Store in DuckDB
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with get_db_connection() as conn:
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conn.execute(
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"""
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INSERT INTO orders (id, contract_id, side, quantity, price, status, created_at)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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""",
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(
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order_response["id"],
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order_response["contract_id"],
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order_response["side"],
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str(quantity_decimal),
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str(price_decimal),
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order_response["status"],
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datetime.now(),
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),
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)
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typer.echo(f"Order placed successfully! Order ID: {order_response['id']}")
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except httpx.HTTPError as e:
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typer.echo(f"Error placing order: {str(e)}", err=True)
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raise typer.Exit(1)
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@app.command()
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def list_orders(
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contract_id: Optional[str] = typer.Option(None, help="Filter by contract ID"),
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):
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"""List all stored orders, optionally filtered by contract ID."""
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query = "SELECT * FROM orders"
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params = []
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if contract_id:
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query += " WHERE contract_id = ?"
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params.append(contract_id)
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query += " ORDER BY created_at DESC"
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with get_db_connection() as conn:
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results = conn.execute(query, params).fetchall()
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if not results:
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typer.echo("No orders found.")
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return
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# Print results in a table format
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typer.echo("\nStored Orders:")
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typer.echo("-" * 120)
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typer.echo(
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f"{'ID':<40} {'Contract':<15} {'Side':<6} {'Quantity':<10} {'Price':<8} {'Status':<8} {'Created At'}"
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)
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typer.echo("-" * 120)
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for row in results:
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typer.echo(
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f"{row[0]:<40} {row[1]:<15} {row[2]:<6} {row[3]:<10} {row[4]:<8} {row[5]:<8} {row[6]}"
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)
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if __name__ == "__main__":
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init_db()
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app()

‎ctenex/exchange_client/db/__init__.py‎

Whitespace-only changes.

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