async_rithmic is a modern, high-performance Python API for the Rithmic trading platform.
Built with an async-first architecture, it enables robust, scalable access to Rithmic's Protocol Buffer interface for both live trading and real-time market data.
Designed with reliability and extensibility in mind, async_rithmic is a strong foundation for advanced trading systems requiring:
- Low-latency connectivity
- Real-time streaming capabilities
- Fault-tolerant, long-running operation
- Full control over order management and data handling
- β Python 3.10+ Compatibility: Fully tested and supported.
- β‘ Async-first design: Better scalability & responsiveness.
- π οΈ Robust architecture: Built-in reconnection & fault-tolerance.
- Automatic reconnection: Resilient to network interruptions with customizable backoff and retry logic.
- Automatic retries: Configure how many times a slow request will be retried and for how long, making your client more resilient to network delays and backend slowness.
- π₯ Multi-account support
- π Historical + Live Time Bars: Ideal for time-based strategies.
- π― Live Tick Data & Best Bid/Ask Streaming: Fine-grained market data for real-time decision-making.
- πͺ Full Order Book (L2) Streaming: Stream real-time depth of market (all bids/asks, multiple price levels) for advanced order flow analysis.
pip install async_rithmic
π See the official documentation for usage examples
To execute the tests, use the following command: make tests
This project is licensed under the MIT License. See LICENSE for details.