Primary API Models

Models for Primary API (REST / WS) messages

API Documentation: https://apihub.primary.com.ar/

Special use case with pyRofex (https://github.com/matbarofex/pyRofex)

Installation

pip install primary-api-models

Usage

• Segments

import pyRofex
from primary_api_models import SegmentsResponse

pyRofex.initialize(...)

# Get all segments
response = pyRofex.get_segments()
data = SegmentsResponse.model_validate_json(response)
print(data.segments)

• All Instruments

import pyRofex
from primary_api_models import AllInstrumentsResponse

pyRofex.initialize(...)

# Get available instrument list
response = pyRofex.get_all_instruments()
data = AllInstrumentsResponse.model_validate_json(response)
print(data.instruments)

• Instruments by Segments/Cficode

import pyRofex
from primary_api_models import InstrumentsByResponse

pyRofex.initialize(...)

# Get instrument list by given cfi code or segment:
response = pyRofex.get_instruments('by_cfi', ...)
response = pyRofex.get_instruments('by_segments', ...)
data = InstrumentsByResponse.model_validate_json(response)
print(data.instruments)

• Detailed Instruments List

import pyRofex
from primary_api_models import DetailedInstrumentsResponse

pyRofex.initialize(...)

# Get detailed instrument list
response = pyRofex.get_detailed_instruments()
data = DetailedInstrumentsResponse.model_validate_json(response)
print(data.instruments)

• Instrument Details

import pyRofex
from primary_api_models import InstrumentDetailsResponse

pyRofex.initialize(...)

# Get instrument details
response = pyRofex.get_instrument_details(ticker="MERV - XMEV - AAPL - 24hs")
data = InstrumentDetailsResponse.model_validate_json(response)
print(data.instrument)

• Order Status

import pyRofex
from primary_api_models import OrderStatusResponse

pyRofex.initialize(...)

# Get all order reports for the configured account
response = pyRofex.get_all_orders_status()
data = OrderStatusResponse.model_validate_json(response)
print(data.orders)

# Get order status
response = pyRofex.get_order_status(...)
data = OrderStatusResponse.model_validate_json(response)
print(data.order)

• Market Data

import pyRofex
from primary_api_models import StatusResponse
from primary_api_models import MarketDataResponse, MarketData

pyRofex.initialize(...)

# Makes a request to the Rest API and get bids, offers and last price
# Use the MarketDataEntry enum to specify the data
entries = [pyRofex.MarketDataEntry.BIDS,
           pyRofex.MarketDataEntry.OFFERS,
           pyRofex.MarketDataEntry.LAST]

response = pyRofex.get_market_data(ticker="MERV - XMEV - AAPL - 24hs", entries=entries)
data = MarketDataResponse.model_validate_json(response)

if data.status == StatusResponse.OK:
    md = data.market_data
    bids = md.BI
    asks = md.OF
    last_trade = md.LA
    print(last_trade)

• Send Order

import pyRofex
from primary_api_models import StatusResponse
from primary_api_models import Order, OrderConfirmationResponse

pyRofex.initialize(...)

new_order = Order(
    ticker="MERV - XMEV - AAPL - 24hs",
    side=pyRofex.Side.BUY,
    price=1000,
    size=5,
    order_type=pyRofex.OrderType.LIMIT,
)

response = pyRofex.send_order(**new_order.model_dump())
data = OrderConfirmationResponse.model_validate_json(response)
if data.status == StatusResponse.OK:
    print(data.client_id)

• Account Report

import pyRofex
from primary_api_models import AccountReportResponse

pyRofex.initialize(...)

# Get account report
response = pyRofex.get_account_report(...)
data = AccountReportResponse.model_validate_json(response)
print(data.account_data)

• Account Positions

import pyRofex
from primary_api_models import PositionsResponse

pyRofex.initialize(...)

# Get all positions for an account
response = pyRofex.get_account_report(...)
data = PositionsResponse.model_validate_json(response)
print(data.positions)

• Detailed Positions

import pyRofex
from primary_api_models import DetailedPositionsResponse

pyRofex.initialize(...)

# Get detailed positions for an account
response = pyRofex.get_detailed_position(...)
data = DetailedPositionsResponse.model_validate_json(response)
print(data.detailed_position)

Model list

[
    // Enums
    "StatusResponse",
    "MessageType",
    "MarketId",
    "Side",
    "OrderType",
    "OrderStatus",
    "TimeInForce",
    "Currency",
    "CurrencyIndex",
    "SettlementIndex",
    "MarketDataEntry",
    "CFICode",
    "MarketSegment",
    "ContractType",
    // Models
    "AccountReportResponse",
    "AccountData",
    "CommonResponse",
    "PriceSize",
    "PriceSizeDate",
    "InstrumentId",
    "Instrument",
    "DetailedInstrumentsResponse",
    "DetailedPositionsResponse",
    "DetailedPositionData",
    "DetailedPosition",
    "EnhancedOrderReport",
    "InstrumentDetailsResponse",
    "InstrumentDetails",
    "AllInstrumentsResponse",
    "InstrumentsByResponse",
    "MarketDataResponse",
    "MarketDataMessage",
    "MarketData",
    "Order",
    "OrderReportMessage",
    "OrderReport",
    "OrderStatusResponse",
    "OrderConfirmationResponse",
    "PositionsResponse",
    "Position",
    "SegmentsResponse"
]