v13.0.0

[Graeme22]

What's Changed

• Better typing for order placement and response classes by @Graeme22 in Better typing for order placement and response classes #342, fixes ValidationError caused by the field mark in MarketData #337
  Introduces dedicated order classes per order type and uses them to overload place_order, place_complex_order, and replace_order for more precise return types. Previously every response came back as PlacedOrder/PlacedComplexOrder with many fields optional, forcing users to null-check fields that were always present for their order type.

  New order helpers:

  • Simple orders: LimitOrder, MarketOrder, StopOrder, StopLimitOrder, NotionalOrder
  • Complex orders: OCOOrder, OTOOrder, OTOCOOrder

  New response models:

  • PlacedOrderResponse and PlacedComplexOrderResponse are now generic over order type (so placing a LimitOrder returns PlacedOrderResponse[PlacedLimitOrder] where price is of type Decimal instead of Decimal | None as before).
  • Dry runs now return UnplacedOrder/UnplacedComplexOrder, which have no id field, replacing the old sentinel id = -1.
  • PlacedOCOOrder/PlacedOTOCOOrder expose take_profit/stop_loss properties to ease distinguishing orders in the response model.

  Breaking changes:

  • Order price_effect/value_effect fields replaced with a single wrap serializer that parses the sign out of price/value at serialization time.
  • MarketData.mark is now optional (see ValidationError caused by the field mark in MarketData #337)
  • Dry runs return UnplacedOrder (which has no id field) instead of id = -1.
  • PlacedComplexOrder.type is now ComplexOrderType instead of a simple string.

  Code that previously looked like this:

  order = NewOrder(order_type=OrderType.LIMIT, legs=[leg], price=Decimal('-10'))
  response = await account.place_order(session, order, dry_run=False)
  reveal_type(response.order.price)  # Decimal | None

  Becomes:

  order = LimitOrder(legs=[leg], price=Decimal('-10'))
  response = await account.place_order(session, order, dry_run=False)
  reveal_type(response.order.price)  # Decimal

  This allows for inferring all sorts of useful fields, eg stop_trigger for a PlacedStopOrder, trigger_order for a PlacedOTOCO, no id for an UnplacedOrder (dry run).

• Remove deprecated ssl_context parameter from DXLinkStreamer (can pass verify=True to Session.client_kwargs instead)

Full Changelog: v12.4.3...v13.0.0

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This discussion was created from the release v13.0.0.