`fastboxex.connection`¶

Connection is the trading channel for one sub-user. Obtained from p.connection(), arena.connect_generator(), or arena.connect_trader(i).

Activation¶

conn.activate(asset_id)

Must be called once per asset before any fills are routed to this connection. Required for both live trading and arena connections.

Order submission¶

`submit_limit(asset_id, side, price, qty, *, client_tag=0) → None`¶

Post a passive limit order at the given price.

conn.submit_limit(asset_id, side=0, price=999_900, qty=100, client_tag=42)

Parameter	Type	Description
`side`	`int`	`0` = BUY, `1` = SELL
`price`	`int`	Raw ticks
`qty`	`int`	Quantity (multiple of `lot_size`)
`client_tag`	`int`	Optional identifier echoed in acks/fills

`submit_market(asset_id, side, qty) → None`¶

Sweep the book at any price. Rejected if the opposite side is empty.

conn.submit_market(asset_id, side=0, qty=100)

`submit_delta(asset_id, side, delta_ticks, qty, *, client_tag=0) → None`¶

Price-relative order. Effective price = BBO ± delta_ticks × tick_size. Rests if only partially filled.

conn.submit_delta(asset_id, side=0, delta_ticks=2, qty=100)  # 2 ticks inside BBO
conn.submit_delta(asset_id, side=0, delta_ticks=0, qty=100)  # touch (at best bid)

`submit_ioc(asset_id, side, delta_ticks, qty, *, client_tag=0) → None`¶

Same as submit_delta but cancels any unfilled remainder immediately.

Cancellation¶

conn.cancel_all(asset_id)                                   # both sides
conn.cancel_all(asset_id, side=0)                           # bids only
conn.cancel_by_tag(client_tag, asset_id, side=0)            # by tag
conn.cancel_worse_than(asset_id, side=0, ref_price=999_000) # clear inferior quotes

Draining events¶

Both methods are non-blocking and return all pending events since the last call.

`drain_fills() → list[dict]`¶

Returns fill events. Key fields:

Key	Type	Description
`ts`	`int`	Nanosecond timestamp
`price`	`int`	Fill price (raw ticks)
`volume`	`int`	Filled quantity
`side`	`int`	`0`=BUY fill, `1`=SELL fill
`is_maker`	`bool`	True if this order was passive
`client_tag`	`int`	Tag from the original submission
`asset_id`	`int`	Asset

`drain_acks() → list[dict]`¶

Returns order acknowledgements. Key fields:

Key	Type	Description
`status`	`int`	`1`=New/OK, `6`=PendingNew, other=rejected
`client_tag`	`int`	Tag from submission
`reject_reason`	`int \\| None`	Non-zero if rejected

Properties¶

Property	Type	Description
`conn.user_id`	`int`	Sub-user ID
`conn.label`	`str`	Human-readable label
`conn.role`	`str`	`"Generator"`, `"Trader"`, or `"Joiner"`

Polars export¶

fills_df = conn.fills_to_polars(asset_id)    # → Polars DataFrame or None
acks_df  = conn.acks_to_polars(asset_id)

Columns: ts, price, volume, side, is_maker, client_tag, asset_id.

Zero-copy tensor path¶

import numpy as np

mv  = conn.fills_as_tensor()               # PyMemoryView — zero-copy
arr = np.frombuffer(mv, dtype=np.uint8)    # no allocation

LOB access (live exchange only)¶

Arena context

conn.lob() is only populated in live exchange connections, not in arena connections. In arena scripts, use p.arena_market().get_latest(asset_id) instead.

# Live exchange:
lob = conn.lob(asset_id=1)
print(lob.best_bid, lob.best_ask, lob.spread)

# Arena:
md  = arena_market.get_latest(arena.asset_id)
mid = (md["bid"] + md["ask"]) // 2

`UserLOB`¶

Returned by conn.lob() and conn.rebuild_lob().

Property	Type	Description
`lob.best_bid`	`int \\| None`	Best bid price (raw ticks)
`lob.best_ask`	`int \\| None`	Best ask price (raw ticks)
`lob.spread`	`int \\| None`	`best_ask - best_bid`
`lob.is_crossed`	`bool`	True if bid ≥ ask
`lob.is_empty`	`bool`	True if both sides are empty

fastboxex.connection¶