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Small improvements: type of OB update, rfq orderbook stream, passing … #127

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b6687d1
Small improvements: type of OB update, rfq orderbook stream, passing …
sergeibulavintsev Sep 1, 2026
b4da58e
Small improvements: type of OB update, rfq orderbook stream, passing …
sergeibulavintsev Sep 1, 2026
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1 change: 1 addition & 0 deletions tests/clients/test_stream_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@ async def test_orderbook_stream(create_orderbook_message):
"type": "SNAPSHOT",
"data": {
"m": message_model.data.market,
"t": None,
"b": [{"q": "0.008", "p": "43547.00"}, {"q": "0.007000", "p": "43548.00"}],
"a": [{"q": "0.008", "p": "43546.00"}],
},
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3 changes: 3 additions & 0 deletions x10/clients/rest/rest_api_client.py
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Expand Up @@ -18,6 +18,7 @@
PlacedOrderModel,
SelfTradeProtectionLevel,
TimeInForce,
OrderType
)
from x10.signing.order_object import OrderTpslTriggerParam, create_order_object
from x10.utils.date import utc_now
Expand Down Expand Up @@ -51,6 +52,7 @@ async def place_order(
price: Decimal,
side: OrderSide,
taker_fee: Decimal,
order_type: OrderType = OrderType.LIMIT,
post_only: bool = False,
previous_order_id=None,
expire_time: Optional[datetime] = None,
Expand Down Expand Up @@ -85,6 +87,7 @@ async def place_order(
amount_of_synthetic=amount_of_synthetic,
price=price,
side=side,
order_type=order_type,
post_only=post_only,
previous_order_external_id=previous_order_id,
expire_time=expire_time,
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8 changes: 8 additions & 0 deletions x10/clients/stream/stream_client.py
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Expand Up @@ -34,6 +34,14 @@ def subscribe_to_orderbooks(self, market_name: Optional[str] = None, depth: int
url = self.__get_url("/orderbooks/<market?>", market=market_name, query={"depth": depth})
return self.__connect(url, WrappedStreamResponseModel[OrderbookUpdateModel])

def subscribe_to_rfq_orderbooks(self, market_name: Optional[str] = None):
"""
Subscribe to the RFQ orderbook stream.
"""

url = self.__get_url("/orderbooks/rfq/<market?>", market=market_name)
return self.__connect(url, WrappedStreamResponseModel[OrderbookUpdateModel])

def subscribe_to_public_trades(self, market_name: Optional[str] = None):
"""
https://api.docs.extended.exchange/#trades-stream
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6 changes: 5 additions & 1 deletion x10/models/orderbook.py
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@@ -1,9 +1,10 @@
from decimal import Decimal
from typing import List
from typing import List, Optional

from pydantic import AliasChoices, Field

from x10.models.base import X10BaseModel
from x10.models.http import StreamDataType


class OrderbookQuantityModel(X10BaseModel):
Expand All @@ -13,5 +14,8 @@ class OrderbookQuantityModel(X10BaseModel):

class OrderbookUpdateModel(X10BaseModel):
market: str = Field(validation_alias=AliasChoices("market", "m"), serialization_alias="m")
type: Optional[StreamDataType] = Field(
default=None, validation_alias=AliasChoices("type", "t"), serialization_alias="t"
)
bid: List[OrderbookQuantityModel] = Field(validation_alias=AliasChoices("bid", "b"), serialization_alias="b")
ask: List[OrderbookQuantityModel] = Field(validation_alias=AliasChoices("ask", "a"), serialization_alias="a")
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