rithmic-cython

name	rithmic_cython
description	Instructions for using the Rithmic Cython Extension (RApiPlus wrapper).

Rithmic Cython Extension

This extension wraps the Rithmic RApiPlus C++ SDK, exposing REngine and callbacks to Python via Cython.

Capabilities

• Direct Memory Access: Efficiently handles high-frequency market data.
• RApiPlus Mapping: Maps C++ structs (LineInfo, TradeInfo) to Python dictionaries.

Usage (Python)

from rithmic_ext import PyREngineParams, PyLoginParams, RCallbacksBase, PyREngine

# 1. Define Callbacks
class MyCallbacks(RCallbacksBase):
    def trade_print(self, info):
        print(f"Trade: {info['ticker']} @ {info['price']}")

# 2. Initialize Engine
params = PyREngineParams()
params.app_name = "QuanuX"
engine = PyREngine(params)

# 3. Login
login_params = PyLoginParams()
login_params.set_md_user("my_user")
# ... set other params ...

cb = MyCallbacks()
success, code = engine.login(login_params, cb)

Setup & Maintenance

• Source: extensions/cpp/rithmic/cython/
• Build: python3 setup.py build_ext --inplace
• Tests: pytest extensions/cpp/rithmic/cython/tests/

Requirements

• Requires valid Rithmic credentials and RApiPlus headers/libs available during build.