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| 1 | +# License: MIT |
| 2 | +# Copyright © 2025 Frequenz Energy-as-a-Service GmbH |
| 3 | + |
| 4 | +"""CLI tool to interact with the trading API.""" |
| 5 | + |
| 6 | +from datetime import datetime, timedelta, timezone |
| 7 | +from enum import Enum |
| 8 | + |
| 9 | +from frequenz.client.electricity_trading import ( |
| 10 | + Client, |
| 11 | + DeliveryPeriod, |
| 12 | + OrderDetail, |
| 13 | + PublicTrade, |
| 14 | +) |
| 15 | + |
| 16 | + |
| 17 | +def check_delivery_start( |
| 18 | + ts: datetime, duration: timedelta = timedelta(minutes=15) |
| 19 | +) -> None: |
| 20 | + """Validate that the delivery start is a multiple of duration. |
| 21 | +
|
| 22 | + Args: |
| 23 | + ts: Delivery start timestamp. |
| 24 | + duration: Delivery period duration. |
| 25 | +
|
| 26 | + Raises: |
| 27 | + ValueError: If `ts` is not a multiple of `duration`. |
| 28 | + """ |
| 29 | + if int(ts.timestamp()) % int(duration.total_seconds()) != 0: |
| 30 | + raise ValueError("Delivery period must be a multiple of `duration`.") |
| 31 | + |
| 32 | + |
| 33 | +async def list_trades(url: str, key: str, *, delivery_start: datetime) -> None: |
| 34 | + """List trades and stream new trades. |
| 35 | +
|
| 36 | + If delivery_start is provided, list historical trades and stream new trades |
| 37 | + for the 15 minute delivery period starting at delivery_start. |
| 38 | + If no delivery_start is provided, stream new trades for any delivery period. |
| 39 | +
|
| 40 | + Args: |
| 41 | + url: URL of the trading API. |
| 42 | + key: API key. |
| 43 | + delivery_start: Start of the delivery period or None. |
| 44 | + """ |
| 45 | + client = Client(server_url=url, auth_key=key) |
| 46 | + |
| 47 | + print_trade_header() |
| 48 | + |
| 49 | + delivery_period = None |
| 50 | + # If delivery period is selected, list historical trades also |
| 51 | + if delivery_start is not None: |
| 52 | + check_delivery_start(delivery_start) |
| 53 | + delivery_period = DeliveryPeriod( |
| 54 | + start=delivery_start, |
| 55 | + duration=timedelta(minutes=15), |
| 56 | + ) |
| 57 | + lst = client.list_public_trades(delivery_period=delivery_period) |
| 58 | + |
| 59 | + async for trade in lst: |
| 60 | + print_trade(trade) |
| 61 | + |
| 62 | + if delivery_start <= datetime.now(timezone.utc): |
| 63 | + return |
| 64 | + |
| 65 | + stream = await client.stream_public_trades(delivery_period=delivery_period) |
| 66 | + async for trade in stream: |
| 67 | + print_trade(trade) |
| 68 | + |
| 69 | + |
| 70 | +async def list_orders( |
| 71 | + url: str, key: str, *, delivery_start: datetime, gid: int |
| 72 | +) -> None: |
| 73 | + """List orders and stream new orders. |
| 74 | +
|
| 75 | + If delivery_start is provided, list historical orders and stream new orders |
| 76 | + for the 15 minute delivery period starting at delivery_start. |
| 77 | + If no delivery_start is provided, stream new orders for any delivery period. |
| 78 | +
|
| 79 | + Args: |
| 80 | + url: URL of the trading API. |
| 81 | + key: API key. |
| 82 | + delivery_start: Start of the delivery period or None. |
| 83 | + gid: Gridpool ID. |
| 84 | + """ |
| 85 | + client = Client(server_url=url, auth_key=key) |
| 86 | + |
| 87 | + # print_header() |
| 88 | + |
| 89 | + delivery_period = None |
| 90 | + # If delivery period is selected, list historical orders also |
| 91 | + if delivery_start is not None: |
| 92 | + check_delivery_start(delivery_start) |
| 93 | + delivery_period = DeliveryPeriod( |
| 94 | + start=delivery_start, |
| 95 | + duration=timedelta(minutes=15), |
| 96 | + ) |
| 97 | + lst = client.list_gridpool_orders(gid, delivery_period=delivery_period) |
| 98 | + |
| 99 | + async for order in lst: |
| 100 | + print_order(order) |
| 101 | + |
| 102 | + if delivery_start and delivery_start <= datetime.now(timezone.utc): |
| 103 | + return |
| 104 | + |
| 105 | + stream = await client.stream_gridpool_orders(gid, delivery_period=delivery_period) |
| 106 | + async for order in stream: |
| 107 | + print_order(order) |
| 108 | + |
| 109 | + |
| 110 | +def print_trade_header() -> None: |
| 111 | + """Print trade header in CSV format.""" |
| 112 | + header = ( |
| 113 | + "public_trade_id, " |
| 114 | + "execution_time, " |
| 115 | + "delivery_period_start, " |
| 116 | + "delivery_period_duration, " |
| 117 | + "buy_delivery_area_code, " |
| 118 | + "sell_delivery_area_code, " |
| 119 | + "buy_delivery_area_code_type, " |
| 120 | + "sell_delivery_area_code_type" |
| 121 | + "quantity_mw, " |
| 122 | + "price, " |
| 123 | + "currency, " |
| 124 | + "state, " |
| 125 | + ) |
| 126 | + print(header) |
| 127 | + |
| 128 | + |
| 129 | +def print_trade(trade: PublicTrade) -> None: |
| 130 | + """Print trade details to stdout in CSV format.""" |
| 131 | + values = ( |
| 132 | + trade.public_trade_id, |
| 133 | + trade.execution_time.isoformat(), |
| 134 | + trade.delivery_period.start.isoformat(), |
| 135 | + trade.delivery_period.duration, |
| 136 | + trade.buy_delivery_area.code, |
| 137 | + trade.sell_delivery_area.code, |
| 138 | + trade.buy_delivery_area.code_type, |
| 139 | + trade.sell_delivery_area.code_type, |
| 140 | + trade.quantity.mw, |
| 141 | + trade.price.currency, |
| 142 | + trade.price.amount, |
| 143 | + trade.state, |
| 144 | + ) |
| 145 | + print(",".join(v.name if isinstance(v, Enum) else str(v) for v in values)) |
| 146 | + |
| 147 | + |
| 148 | +def print_order_header() -> None: |
| 149 | + """Print order header in CSV format.""" |
| 150 | + header = ( |
| 151 | + "order_id, " |
| 152 | + "create_time, " |
| 153 | + "modification_time, " |
| 154 | + "delivery_period_start, " |
| 155 | + "delivery_period_duration" |
| 156 | + "delivery_area_code, " |
| 157 | + "delivery_area_code_type, " |
| 158 | + "order_type, " |
| 159 | + "quantity_mw, " |
| 160 | + "open_quantity_mw, " |
| 161 | + "side, " |
| 162 | + "currency, " |
| 163 | + "price, " |
| 164 | + "state, " |
| 165 | + ) |
| 166 | + print(header) |
| 167 | + |
| 168 | + |
| 169 | +def print_order(order: OrderDetail) -> None: |
| 170 | + """ |
| 171 | + Print order details to stdout in CSV format. |
| 172 | +
|
| 173 | + All fields except the following are printed: |
| 174 | + - order.stop_price |
| 175 | + - order.peak_price_delta |
| 176 | + - order.display_quantity |
| 177 | + - order.execution_option |
| 178 | + - order.valid_until |
| 179 | + - order.payload |
| 180 | + - order.tag |
| 181 | + - state_detail.state_reason |
| 182 | + - state_detail.market_actor |
| 183 | + - filled_quantity |
| 184 | +
|
| 185 | + Args: |
| 186 | + order: OrderDetail object |
| 187 | + """ |
| 188 | + values = [ |
| 189 | + order.order_id, |
| 190 | + order.create_time.isoformat(), |
| 191 | + order.modification_time.isoformat(), |
| 192 | + order.order.delivery_period.start.isoformat(), |
| 193 | + order.order.delivery_period.duration, |
| 194 | + order.order.delivery_area.code, |
| 195 | + order.order.delivery_area.code_type, |
| 196 | + order.order.type, |
| 197 | + order.order.quantity.mw, |
| 198 | + order.open_quantity.mw, |
| 199 | + order.order.side, |
| 200 | + order.order.price.currency, |
| 201 | + order.order.price.amount, |
| 202 | + order.state_detail.state, |
| 203 | + ] |
| 204 | + print(",".join(v.name if isinstance(v, Enum) else str(v) for v in values)) |
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