Combos

RfqChannel

Your player channel, rfq:<user_id>.

Returned by stx.STXWebSocket.rfq. Pushes arrive with data set to stx.combos.BestQuote (best_quote), stx.combos.ComboPlacement (placed) or stx.combos.NegotiationClosed (negotiation_closed).

A request belongs to the channel that opened it: leaving the channel or losing the connection cancels it, and a reconnect does not restore it.

Each command raises stx.STXComboException carrying the exchange’s reason when it is refused.

Methods

accept()

accept(rfq_id: str, quote_id: str, amount: Money, *, timeout: Optional[float] = ACCEPT_TIMEOUT) -> ComboPlacement

Accept the best quote on rfq_id if it is amount or more.

Pass the quote_id and amount from the best_quote you are accepting. The best live quote is placed when its amount is at least amount, so the result can be better than the one you saw. When the best has fallen below amount this raises stx.STXComboPriceMovedException, whose best_quote is the live best, and the request stays open. The exchange can take up to 30 seconds to answer.

Returns the order placed for you; rfq_id is filled in.

Parameter	Type	Description
rfq_id	str
quote_id	str
amount	Money
timeout	Optional[float]

cancel()

cancel(rfq_id: str, *, timeout: Optional[float] = None) -> CancelledRequest

End the request rfq_id and drop every quote on it.

Parameter	Type	Description
rfq_id	str
timeout	Optional[float]

cash_out()

cash_out(market_id: str, *, timeout: Optional[float] = None) -> CashOut

Ask makers for a quote on what you hold of the combo market_id.

The exchange sets the size: your position less what your resting sells already offer. Accept a quote as for a request.

Parameter	Type	Description
market_id	str
timeout	Optional[float]

request_quote()

request_quote(legs: Sequence[LegLike], amount: Money, *, timeout: Optional[float] = None) -> QuoteRequest

Ask makers for a quote on legs for a stake of amount.

Each leg is a stx.combos.ComboLeg, a mapping with market_id and outcome, or a (market_id, outcome) pair; outcome is "won" or "lost". amount is in whole cents, as a string or Decimal. The request lives five minutes.

Example:

request = await rfq.request_quote(
    [("5f0c9d7e-2b8a-4c61-9e3f-1a7d4b2c8e90", "won"),
     ("b3e81f42-7c5d-4a09-8d16-6f2e9a0c4b37", "won")],
    amount="25.00",
)
print(request.rfq_id)

Parameter	Type	Description
legs	Sequence[LegLike]
amount	Money
timeout	Optional[float]

snapshot()

snapshot(rfq_id: str, *, timeout: Optional[float] = None) -> RfqSnapshot

The request rfq_id as it stands now, with the live best quote.

Unlike the best_quote push it is not delayed by the opening window or the push cadence.

Parameter	Type	Description
rfq_id	str
timeout	Optional[float]

ComboQuoteChannel

Your maker channel, combo_quote:<user_id>.

Returned by stx.STXWebSocket.combo_quote. Every request opened after the join arrives as rfq_opened; earlier ones are not replayed. Pushes arrive with data set to stx.combos.RfqOpened, stx.combos.RfqClosed, stx.combos.QuoteAccepted, stx.combos.MakerPlacement (placed) or stx.combos.NegotiationClosed.

A quote belongs to the channel that placed it: leaving the channel or losing the connection withdraws it.

Methods

quote()

quote(rfq_id: str, amount: Money, expires_in_ms: int, *, client_order_id: Optional[str] = None, timeout: Optional[float] = None) -> ComboQuote

Quote amount on the request rfq_id for expires_in_ms.

On a buy, amount is what the player wins; on a cash out, what you pay for the whole size. client_order_id is copied onto your order if the quote is accepted. To change a quote, withdraw it and quote again.

Example:

quote = await makers.quote(opened.rfq_id, "180.00", 30_000,
                           client_order_id="mm-0417")

Parameter	Type	Description
rfq_id	str
amount	Money
expires_in_ms	int
client_order_id	Optional[str]
timeout	Optional[float]

withdraw_quote()

withdraw_quote(rfq_id: str, quote_id: str, *, timeout: Optional[float] = None) -> WithdrawnQuote

Withdraw your quote quote_id from the request rfq_id.

Parameter	Type	Description
rfq_id	str
quote_id	str
timeout	Optional[float]

ComboLeg

One leg of a combo: a market and the outcome the combo needs of it.

short_name is filled in on rfq_opened and ignored when you send a leg.

Attributes

Attribute	Type	Description
market_id	Optional[str]
outcome	Optional[str]
short_name	Optional[str]

ComboJoinReply

The reply to joining either combo channel.

external_id is your account’s pseudonym, the one makers see on your requests.

Attributes

Attribute	Type	Description
external_id	Optional[str]

QuoteRequest

The reply to RfqChannel.request_quote.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]

CashOut

The reply to RfqChannel.cash_out. quantity is the number of contracts being sold, set by the exchange.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
quantity	Optional[str]

BestQuote

The best live quote on a request.

The best_quote push, and the best_quote field of RfqSnapshot. quote_id, amount and expires_at are None when nothing is live. amount is what you win on a buy, or what you are paid for the whole size on a cash out.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
quote_id	Optional[str]
amount	Optional[str]
expires_at	Optional[int]

ComboPlacement

Your order on the combo’s market, placed by an accepted quote.

The reply to RfqChannel.accept and the player’s placed push. quantity is what was placed, not what filled: fills arrive on the orders and fills channels.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
order_id	Optional[str]
quantity	Optional[str]
price	Optional[str]

RfqSnapshot

The reply to RfqChannel.snapshot: a request as it stands now.

status is open, or binding while an accept is being placed. side is buy for a request and sell for a cash out.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
status	Optional[str]
side	Optional[str]
amount	Optional[str]
quantity	Optional[str]
expires_at	Optional[int]
best_quote	Optional[BestQuote]

CancelledRequest

The reply to RfqChannel.cancel.

Attributes

Attribute	Type	Description
cancelled	Optional[str]

NegotiationClosed

negotiation_closed: a request, or one of your quotes, ended without your order being placed.

On the player’s channel it names the request and the reason (cancelled, expired, leg_not_quotable, unknown_leg, player_refused or maker_refused). On the maker’s channel it is sent once per quote and also carries quote_id and the player’s external_id; the reason can also be placed_elsewhere.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
reason	Optional[str]
external_id	Optional[str]
quote_id	Optional[str]

RfqOpened

rfq_opened: a player opened a request. Sent to every maker.

side is the player’s side. On buy, amount is the stake and market_id and quantity are None; on sell (a cash out), market_id and quantity are set and amount is None. Price against max_price and tick_size, not a constant.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
external_id	Optional[str]
side	Optional[str]
amount	Optional[str]
quantity	Optional[str]
max_price	Optional[str]
tick_size	Optional[str]
expires_at	Optional[int]
legs	Optional[List[ComboLeg]]

RfqClosed

rfq_closed: a request ended, for whatever reason. Sent to every maker.

reason is placed, cancelled, expired, leg_not_quotable, unknown_leg, player_refused, maker_refused or ended.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
reason	Optional[str]

ComboQuote

The reply to ComboQuoteChannel.quote. amount is as recorded by the exchange; external_id is the player’s.

Attributes

Attribute	Type	Description
quote_id	Optional[str]
amount	Optional[str]
external_id	Optional[str]

WithdrawnQuote

The reply to ComboQuoteChannel.withdraw_quote.

Attributes

Attribute	Type	Description
withdrawn	Optional[str]

QuoteAccepted

quote_accepted: your quote is about to be placed. placed or negotiation_closed follows, or nothing when the attempt left the request open and your quote standing.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
external_id	Optional[str]
quote_id	Optional[str]

MakerPlacement

The maker’s placed push: your quote was accepted and your order placed. Both sides’ orders share quantity and price.

Attributes

Attribute	Type	Description
rfq_id	Optional[str]
market_id	Optional[str]
external_id	Optional[str]
quote_id	Optional[str]
order_id	Optional[str]
quantity	Optional[str]
price	Optional[str]