rithmic-c-extension

name	Rithmic C++ Extension
description	High-performance C++ bindings for Rithmic R | API+.

Rithmic C++ Extension (rithmic_ext)

This extension provides high-performance Cython bindings for the Rithmic C++ SDK (R | API+). It replaces the previous Pybind11 implementation.

Files

• extensions/cpp/rithmic/cython/: Cython source (rithmic.pyx) and setup.py.
• extensions/cpp/rithmic/sdk/: Rithmic C++ SDK (Headers/Libs).

Installation

Prerequisites

• Linux: openssl, build-essential. Rithmic SSL certs (/path/to/certs).
• Mac: cmake (for SDK management, if using tools), setup.py builds directly.

Build

Run python3 setup.py build_ext --inplace inside extensions/cpp/rithmic/cython/. This compiles rithmic_ext linking against the static libraries in ../sdk.

Usage (Python)

import rithmic_ext

class MyCallbacks(rithmic_ext.RCallbacksBase):
    def alert(self, info):
        print(f"Alert: {info['message']}")
    
    def best_bid_quote(self, info):
        print(f"Bid: {info['price']} x {info['size']}")

# Create Parameters
params = rithmic_ext.PyREngineParams()
params.app_name = "QuanuX"
params.app_version = "1.0.0"
params.log_file_path = "rithmic.log"

# Initialize Engine
engine = rithmic_ext.PyREngine(params)

# Login
lparams = rithmic_ext.PyLoginParams()
lparams.set_md_user("user")
lparams.set_md_password("pass")
lparams.set_md_cnnct_pt("server")
lparams.set_ts_user("user")
lparams.set_ts_password("pass")
lparams.set_ts_cnnct_pt("server")

engine.login(lparams, MyCallbacks())
engine.subscribe("MIME", "ESZ4", 0)

Key Classes

• PyREngine: Main interface.
• RCallbacksBase: Base class for callbacks. Override _on_* methods are handled internally, just override alert, line_update, etc.
• PyREngineParams, PyLoginParams: Configuration objects.

Thread Safety & GIL

Cython automatically manages the GIL.

• Blocking Calls: login, subscribe etc. release GIL where appropriate (handled by REngine C++ internally or wrapper). Note: Ensure pure C++ blocking calls release GIL if long running.
• Callbacks: The CallbackShim acquires GIL before calling Python methods.
• Asyncio Bridge: The Python RithmicBridge uses loop.run_in_executor for blocking calls and loop.call_soon_threadsafe for callbacks to ensuring safe integration with asyncio.

Troubleshooting

"os error" / "REngine Init Failed"

This usually means the Rithmic "Connection Point" files or SSL certificates are missing from the working directory.

• Fix: Ensure rithmic_ssl_cert_auth_params is present in ./ssl/ relative to where you run the application. Use scripts/setup_rithmic_env.py to link them.