### Install build tools on Windows

Source: https://quantpylib.hangukquant.com/

Setup steps for MSYS2 CLANG64 environment to support native compilation.

```powershell
C:\msys64\usr\bin\bash.exe -lc "pacman -Syu --noconfirm"
C:\msys64\usr\bin\bash.exe -lc "pacman -S --needed --noconfirm mingw-w64-clang-x86_64-clang mingw-w64-clang-x86_64-cmake mingw-w64-clang-x86_64-ninja mingw-w64-clang-x86_64-pkgconf mingw-w64-clang-x86_64-make"

$env:Path = "C:\msys64\clang64\bin;$env:Path"
$env:CC = "C:\msys64\clang64\bin\clang.exe"
$env:CXX = "C:\msys64\clang64\bin\clang++.exe"
$env:CMAKE_GENERATOR = "Ninja"
$env:CMAKE_MAKE_PROGRAM = "C:\msys64\clang64\bin\ninja.exe"

python3 -m pip install -e .
```

--------------------------------

### Run Logger Example

Source: https://quantpylib.hangukquant.com/logger/logger

Command to execute the logger example script with a specific configuration.

```bash
python example_logger.py -c jf
```

--------------------------------

### QBN File Output Example

Source: https://quantpylib.hangukquant.com/hft/hft

Example output showing the file structure generated by the archival process.

```text
QBN files: 

.archival/binance/perp/bba/2026-07-08.qbn
.archival/binance/perp/l2book/2026-07-08.qbn
.archival/binance/perp/trades/2026-07-08.qbn
.archival/bybit/perp/bba/2026-07-08.qbn
.archival/bybit/perp/l2book/2026-07-08.qbn
.archival/bybit/perp/trades/2026-07-08.qbn
.archival/hyperliquid/perp/bba/2026-07-08.qbn
.archival/hyperliquid/perp/l2book/2026-07-08.qbn
.archival/hyperliquid/perp/trades/2026-07-08.qbn
```

--------------------------------

### Order Execution Examples

Source: https://quantpylib.hangukquant.com/wrappers/lighter

Examples for placing and canceling orders, commented out for safety.

```python
# pprint(await lighter.limit_order(ticker=ticker, amount=amount, price=resting_price, tif='ALO'))
# pprint(await lighter.limit_order(ticker=ticker, amount=amount, price=resting_price, tif='GTC'))
# pprint(await lighter.cancel_open_orders(ticker=ticker))
# pprint(await lighter.cancel_open_orders())
# pprint(await lighter.cancel_order(ticker=ticker, oid='<oid>'))
# pprint(await lighter.market_order(ticker=ticker, amount=amount))
```

--------------------------------

### Install benchmark dependencies

Source: https://quantpylib.hangukquant.com/

Install the necessary extras to run performance benchmarks.

```bash
python3 -m pip install -e ".[benchmarks]"
```

--------------------------------

### Console Output Example

Source: https://quantpylib.hangukquant.com/logger/logger

Example of logs printed to the console.

```text
using quantpylib logger with json formatter
info log
warning log
caught zero denominator
Traceback (most recent call last):
  File "/Users/admin/Desktop/projects/quantpylib/examples/example_logger.py", line 16, in log
    1/0
    ~^~
ZeroDivisionError: division by zero
```

--------------------------------

### Account Balance Output Example

Source: https://quantpylib.hangukquant.com/gateway/gateway

Example output structure for account balance queries.

```json
{'equity_total': 1884.960586, 'margin_maintenance': 131.131965, 'margin_total': 262.26393, 'equity_withdrawable': 1622.696656, 'notional_position': 5232.9393}
```

--------------------------------

### Install AsterDEX support

Source: https://quantpylib.hangukquant.com/wrappers/asterdex

Install the required provider connector package via pip before using the wrapper.

```bash
python3 -m pip install -e ".[asterdex]"
```

--------------------------------

### Install quantpylib in editable mode

Source: https://quantpylib.hangukquant.com/

Standard command to install the package in editable mode from the repository root.

```bash
python3 -m pip install -e .
```

--------------------------------

### Setup GeneticRegression Environment

Source: https://quantpylib.hangukquant.com/simulator/simulator

Initializes the DataPoller and GeneticRegression setup for performing regression analysis.

```python
import pytz
from datetime import datetime

from quantpylib.standards import Period
from quantpylib.datapoller.master import DataPoller
from quantpylib.simulator.models import GeneticRegression

keys = {"binance":{}}
datapoller = DataPoller(config_keys=keys)
interval = Period.DAILY

async def main():
    pass
    #code here

if __name__ == "__main__":
    import asyncio
    asyncio.run(main())
```

--------------------------------

### Run Buffered Rotating File Handler Example

Source: https://quantpylib.hangukquant.com/logger/logger

Command to execute the logger example with the buffered rotating file handler configuration.

```bash
python example_logger.py -c brfh
```

--------------------------------

### Install optional dependencies

Source: https://quantpylib.hangukquant.com/

Commands to install specific extra dependencies for testing, documentation, benchmarking, or AsterDEX support.

```bash
python3 -m pip install -e ".[tests]"
python3 -m pip install -e ".[docs]"
python3 -m pip install -e ".[benchmarks]"
python3 -m pip install -e ".[asterdex]"
python3 -m pip install -e ".[tests,benchmarks]"
```

--------------------------------

### Initialize Lighter Client

Source: https://quantpylib.hangukquant.com/wrappers/lighter

Setup the Lighter client with environment variables and initialize the connection.

```python
import os
import asyncio
from pprint import pprint
from datetime import datetime, timedelta
from dotenv import load_dotenv
load_dotenv()

from quantpylib.standards import Period
from quantpylib.wrappers.lighter import Lighter

async def print_handler(msg): print(msg)

async def main():
    lighter = Lighter(
        key=os.getenv("LIT_KEY"),       # L1 ETH address (master)
        secret=os.getenv("LIT_SECRET"), # L1 ETH private key
        cache_stream=True,              # subscribe to market_stats/all and maintain mids/marks/indexes,
        reserve_from=123,
    )
    await lighter.init_client()
    # ...examples go here
    await lighter.cleanup()

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Contract Specifications Output Example

Source: https://quantpylib.hangukquant.com/gateway/gateway

Example output structure for contract specifications.

```json
{'BTCUSDT': {'price_precision': 2, 'quote_precision': 8, 'quantity_precision': 3, 'min_notional': 100.0}}, 
'ETHUSDT': {'price_precision': 2, 'quote_pr...}
```

--------------------------------

### Order Data Structure Example

Source: https://quantpylib.hangukquant.com/gateway/gateway

Example output format for normalized order data returned by the gateway.

```python
{'1234': {'ticker': 'PENDLE', 'order_id': '1234', 'limit_price': 5.001, 'amount_total': Decimal('-3.0'), 'amount_left': Decimal('-3.0'), 'timestamp': 000000}}
{'1234': {'ticker': 'PENDLEUSDT', 'order_id': '1234', 'limit_price': 5.001, 'amount_total': Decimal('-3'), 'amount_filled': Decimal('-0'), 'tif': 'GTC', 'timestamp': 000000}}
```

--------------------------------

### Example Matrix Output

Source: https://quantpylib.hangukquant.com/learn/statistical_finance

Sample output format for the strategy return matrix.

```text
                      strat_0   strat_1   strat_2   strat_3   strat_4   strat_5
2019-11-16 00:00:00 -0.101047 -0.092185 -0.106894 -0.094918  0.094017 -0.083680
2019-11-17 00:00:00 -0.081593 -0.072605 -0.084810  0.074504  0.075649 -0.065085
2019-11-18 00:00:00  1.919402  1.713399  1.970364  1.750723 -1.790322  1.619088
2019-11-19 00:00:00  0.343418  0.296737  0.345931  0.302118 -0.318470  0.275414
2019-11-20 00:00:00  0.258819  0.219747  0.261856  0.224155 -0.236699  0.200970
...
2025-05-25 00:00:00  0.053872  0.162611  0.056206  0.086591  0.089944  0.162315
2025-05-26 00:00:00  0.185495  0.124115  0.061297  0.218383  0.002774  0.065411
2025-05-27 00:00:00  0.195299  0.252760  0.014410  0.208231  0.207958  0.375513
2025-05-28 00:00:00 -0.018980 -0.238806  0.517930 -0.326797  0.379941 -0.057888
2025-05-29 00:00:00 -0.229638 -0.441048 -0.344558 -0.435272 -0.332848 -0.502409
```

--------------------------------

### Initialize DataPoller

Source: https://quantpylib.hangukquant.com/datapoller/datapoller

Setup the DataPoller with configuration keys for various data sources and initialize the clients.

```python
import os
import asyncio
from dotenv import load_dotenv
load_dotenv()
from datetime import datetime
from quantpylib.datapoller.master import DataPoller

config_keys = {
    "yfinance": {"alias":"yfinance"},
    "eodhd": {"eod_key":os.getenv("EOD_KEY")},
    "binance": {},
    "oanda": {
        "alias":"oanda",
        "account_id":os.getenv("OANDA_ACC"),
        "secret": os.getenv("OANDA_KEY"),
        "env":"practice",
    },
    "hyperliquid": {"alias":"hyp","key":os.getenv("HYP_PUBLIC"),"secret":os.getenv("HYP_KEY")},
}

async def main():
    start,end=datetime(2023,9,30),datetime.now()
    datapoller = DataPoller(config_keys=config_keys)
    print(datapoller.src_pollers)

    await datapoller.init_clients()

    #...code goes between here...

    await datapoller.cleanup_clients()
    print("cleanup")

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Initialize Aiosonic HTTP Client

Source: https://quantpylib.hangukquant.com/throttler/throttler

Setup the base URL and request parameters for the HTTP client.

```python
url = "https://api.hyperliquid.xyz"
http_client = HTTPClient(base_url=url)

request = {
    "endpoint":"/info",
    "method":"POST",
    "data":{"type":"meta"}
}
```

--------------------------------

### Timing Results Output

Source: https://quantpylib.hangukquant.com/throttler/throttler

Example output showing the performance comparison between different HTTP clients.

```text
...
>>>>>>>>>
request::69ms
post::225ms
_aiohttp_request::69ms
<<<<<<<<<
>>>>>>>>>
request::75ms
post::221ms
_aiohttp_request::87ms
<<<<<<<<<
>>>>>>>>>
request::67ms
post::230ms
_aiohttp_request::82ms
<<<<<<<<<
>>>>>>>>>
request::77ms
post::226ms
_aiohttp_request::67ms
<<<<<<<<<
...
```

--------------------------------

### Initialize and use WooX SDK

Source: https://quantpylib.hangukquant.com/wrappers/woox

Demonstrates client initialization, account balance retrieval, order execution, and websocket subscription patterns.

```python
import os
import pytz
import asyncio
from pprint import pprint
from datetime import datetime
from dotenv import load_dotenv
load_dotenv()

from quantpylib.wrappers.woox import Woox

async def print_handler(msg):
    print(msg)

async def main():
    """using the SDK"""
    woox = Woox(
        key=os.getenv("WOO_KEY"),
        secret=os.getenv("WOO_SECRET"),
        app_id=os.getenv("WOO_APP"),
    )
    """quantpylib.gateway endpoints"""
    await woox.init_client()
    print(woox.get_price_precision("PERP_BTC_USDT"))
    print(woox.get_lot_precision("PERP_BTC_USDT"))

    '''ACCOUNT ENDPOINTS'''
    pprint(await woox.account_balance())
    await woox.account_fill_subscribe(handler=print_handler)

    '''EXCHANGE ENDPOINTS'''
    pprint(await woox.contract_specifications())
    pprint(await woox.get_funding_info())

    '''EXECUTOR ENDPOINTS'''
    cloid = woox.rand_cloid()
    print(cloid)
    pprint(await woox.get_all_mids())
    pprint(await woox.get_all_marks())
    pprint(await woox.limit_order(ticker="PERP_SOL_USDT",amount=1,price=99.99,cloid=cloid))
    pprint(await woox.cancel_open_orders()) #or use ticker="PERP_SOL_USDT"
    pprint(await woox.cancel_order(ticker="PERP_SOL_USDT",cloid=cloid)) #or use oid
    pprint(await woox.market_order(ticker="PERP_SOL_USDT",amount=-0.5))
    pprint(await woox.l2_book_get(ticker="PERP_SOL_USDT"))
    await woox.l2_book_mirror(ticker="PERP_BTC_USDT",on_update=print_handler)
    await woox.l2_book_subscribe(ticker="PERP_BTC_USDT",handler=print_handler)
    await woox.trades_subscribe(ticker="PERP_BTC_USDT",handler=print_handler)
    await woox.all_mids_subscribe(handler=print_handler)

    '''ORDERS ENDPOINTS'''
    pprint(await woox.order_query(ticker='PERP_SOL_USDT',cloid='1234'))
    pprint(await woox.orders_get())
    await woox.orders_mirror(on_update=print_handler)
    await woox.order_updates_subscribe(handler=print_handler)

    '''POSITIONS ENDPOINTS'''
    pprint(await woox.positions_get())
    await woox.positions_mirror(on_update=print_handler)

    '''DATAPOLLER ENDPOINTS'''
    # pprint(await woox.get_trade_bars(
    #     ticker='PERP_BTC_USDT',
    #     start=datetime(2021,1,1, tzinfo=pytz.utc),
    #     end=datetime.now(pytz.utc),
    #     granularity=Period.HOURLY,
    #     granularity_multiplier=1,
    # ))

    '''raw exchange endpoints API - refer to docs for the other method implementations'''
    pprint(await woox.system_maintenance_status())
    pprint(await woox.exchange_info())
    pprint(await woox.market_trades(symbol="PERP_BTC_USDT"))
    #>... many more
    await asyncio.sleep(1e9)

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Initialize Simulation Environment

Source: https://quantpylib.hangukquant.com/tutorials/market_making

Sets up imports, configuration, and the replayer for market data simulation.

```python
import os 
import pytz
import asyncio 
import logging 
import argparse 
import numpy as np
from pprint import pprint 
from datetime import datetime
from dotenv import load_dotenv
load_dotenv()

from quantpylib.hft.oms import OMS
from quantpylib.hft.feed import Feed
from quantpylib.hft import OrderbookMaterializerSink
import quantpylib.hft.cfeatures as cfeatures
from quantpylib.gateway.master import Gateway 
from quantpylib.standards.models import PRICE_SCALE
from quantpylib.utilities.general import _time,pdf_snapshot

show = False
simulated = True

config_keys = {
    "binance":{},
}

exc = 'binance'
tickers = ["SOLUSDT"]
stream_data = {
    "binance":["SOLUSDT"],
}

run = None
time = None
replayer = None
print_interval = 120 * 1000

if simulated:
    from quantpylib.hft.mocks import Replayer,Latencies
    capture_date = "2025-01-10"
    start_ns = None
    end_ns = None
    latencies={
        Latencies.REQ_PUBLIC:0,
        Latencies.REQ_PRIVATE:0,
        Latencies.ACK_PUBLIC:0,
        Latencies.ACK_PRIVATE:0,
        Latencies.FEED_PUBLIC:0,
        Latencies.FEED_PRIVATE:0,
    }
    replayer_configs = {
        "maker_fees":0.000,
        "taker_fees":0.000,
        "latencies":latencies,
    }

else:
    run = lambda : asyncio.sleep(1e9)
    time = lambda : _time()

gateway = Gateway(config_keys=config_keys)
```

--------------------------------

### QET Trace Output

Source: https://quantpylib.hangukquant.com/tutorials/hft_event_journal

Example output showing decoded event traces from the QET reader.

```text
92375019 0 QETOrdersSnapshot
92375019 1 QETPositionsSnapshot
92375019 2 QETOrder
92375019 3 QETOrder
92375019 4 QETOrder
92375019 5 QETOrder
```

--------------------------------

### Install build tools on Linux

Source: https://quantpylib.hangukquant.com/

Environment configuration for building with GCC 14 on Amazon Linux.

```bash
sudo dnf install -y gcc14 gcc14-c++
export CC=/usr/bin/gcc14-gcc
export CXX=/usr/bin/gcc14-g++
python3 -m pip install -e .
```

--------------------------------

### Initialize and Use Bybit SDK

Source: https://quantpylib.hangukquant.com/wrappers/bybit

Demonstrates initializing the Bybit client and executing various account, exchange, executor, order, position, and data polling operations.

```python
import os 
import pytz
import asyncio
from pprint import pprint
from datetime import datetime
from dotenv import load_dotenv
load_dotenv()

from quantpylib.standards import Period
from quantpylib.wrappers.bybit import Bybit

async def print_handler(msg): 
    print(msg)

async def main():
    '''using the SDK'''
    bybit = Bybit(
        key=os.getenv("BYBIT_KEY"),
        secret=os.getenv("BYBIT_SECRET"),
    )
    '''quantpylib.gateway endpoints'''
    await bybit.init_client()
    print(bybit.get_price_precision("BTCUSDT"))
    print(bybit.get_lot_precision("BTCUSDT"))

    '''ACCOUNT ENDPOINTS'''
    pprint(await bybit.account_balance())
    await bybit.account_fill_subscribe(handler=print_handler)

    '''EXCHANGE ENDPOINTS'''
    pprint(await bybit.contract_specifications())

    '''EXECUTOR ENDPOINTS'''
    cloid = bybit.rand_cloid()
    print(cloid)
    pprint(await bybit.get_all_mids())
    pprint(await bybit.limit_order(ticker="SOLUSDT",amount=1,price=99.99,cloid=cloid))
    pprint(await bybit.cancel_open_orders()) #or use ticker="SOLUSDT"
    pprint(await bybit.cancel_order(ticker="SOLUSDT",cloid=cloid)) #or use oid
    pprint(await bybit.market_order(ticker="SOLUSDT",amount=-0.5))
    pprint(await bybit.l2_book_get(ticker="BTCUSDT"))
    await bybit.l2_book_mirror(ticker="BTCUSDT",on_update=print_handler)
    await bybit.l2_book_subscribe(ticker="BTCUSDT",handler=print_handler)
    await bybit.trades_subscribe(ticker="BTCUSDT",handler=print_handler)

    '''ORDERS ENDPOINTS'''
    pprint(await bybit.order_query(oid='1234'))
    pprint(await bybit.orders_get())
    await bybit.orders_mirror(on_update=print_handler)
    await bybit.order_updates_subscribe(handler=print_handler)

    '''POSITIONS ENDPOINTS'''
    pprint(await bybit.positions_get())
    await bybit.positions_mirror(on_update=print_handler)

    '''DATAPOLLER ENDPOINTS'''
    pprint(await bybit.get_trade_bars(
        ticker='BTCUSDT',
        start=datetime(2021,1,1, tzinfo=pytz.utc),
        end=datetime.now(pytz.utc),
        granularity=Period.HOURLY,
        granularity_multiplier=1,
    ))

    '''raw exchange endpoints API - refer to docs for the other method implementations'''
    pprint(await bybit.instruments_info())
    await asyncio.sleep(1e9)

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Position Data Structure Example

Source: https://quantpylib.hangukquant.com/gateway/gateway

Example output format for position data.

```python
{'SOL': {'ticker': 'SOL', 'amount': Decimal....'unrealized_pnl': 1315.35}}
```

--------------------------------

### Install build tools on macOS

Source: https://quantpylib.hangukquant.com/

Prerequisites for building native extensions on macOS using Homebrew.

```bash
xcode-select --install
brew install cmake ninja
python3 -m pip install -e .
```

--------------------------------

### Default Python Logger Execution

Source: https://quantpylib.hangukquant.com/logger/logger

Example of running the application with default Python logging settings.

```python
if __name__ == "__main__":
    if not args.config:
        print("using default python logger")

    #...

    log()
```

```bash
python example_logger.py
```

```text
using default python logger
WARNING:root:warning log
ERROR:root:caught zero denominator
Traceback (most recent call last):
  File "/Users/admin/Desktop/projects/quantpylib/examples/example_logger.py", line 16, in log
    1/0
    ~^~
```

--------------------------------

### Initialize Gateway with Configuration

Source: https://quantpylib.hangukquant.com/gateway/gateway

Sets up the Gateway instance using environment variables for exchange credentials.

```python
import os 
import logging
import asyncio
from dotenv import load_dotenv
load_dotenv()
from datetime import datetime

import quantpylib.standards.markets as markets
from quantpylib.gateway.master import Gateway

config_keys={
    "binance": {
        "alias": "binance",
        "key": os.getenv("BIN_PUBLIC"),
        "secret" : os.getenv("BIN_KEY"),
    },
    "hyperliquid": {
        "alias" : "hyperliquid",
        "key" : os.getenv("HYP_DEMO"),
        "secret" : os.getenv("HYP_KEY"),
    }
}

async def main():
    gateway = Gateway(config_keys=config_keys)
    print(gateway.exc_clients)
    await gateway.init_clients()

    #...code goes between here...

    await gateway.cleanup_clients()

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Initialize DataPoller and Clients

Source: https://quantpylib.hangukquant.com/datapoller/datapoller

Setup the DataPoller with configuration keys and manage the lifecycle of data source clients.

```python
import os
import asyncio
from dotenv import load_dotenv
load_dotenv()
from datetime import datetime
from quantpylib.datapoller.master import DataPoller

config_keys = {
    "yfinance": {"alias":"yfinance"},
    "eodhd": {"eod_key":os.getenv("EOD_KEY")},
    "binance": {},
    "oanda": {
        "alias":"oanda",
        "account_id":os.getenv("OANDA_ACC"),
        "secret": os.getenv("OANDA_KEY"),
        "env":"practice",
    },
    "hyperliquid": {"alias":"hyp","key":os.getenv("HYP_PUBLIC"),"secret":os.getenv("HYP_KEY")},
}


async def main():
    start,end=datetime(2023,9,30),datetime.now()
    datapoller = DataPoller(config_keys=config_keys)
    print(datapoller.src_pollers)

    await datapoller.init_clients()

    #...code goes between here...

    await datapoller.cleanup_clients()
    print("cleanup")

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Woox.__init__

Source: https://quantpylib.hangukquant.com/wrappers/woox

Initializes the WooX instance with authentication credentials and environment settings.

```APIDOC
## __init__(key=None, secret=None, app_id=None, environment=Environment.PROD, logger=None)

### Description
Initializes the WooX instance.

### Parameters
- **key** (str) - Optional - API key for authentication.
- **secret** (str) - Optional - API secret for authentication.
- **app_id** (str) - Optional - Application ID for authentication.
- **environment** (int) - Optional - The environment to connect to. 1 for production, 2 for staging. Defaults to 1.
```

--------------------------------

### Bybit.__init__

Source: https://quantpylib.hangukquant.com/wrappers/bybit

Initializes the Bybit instance with authentication credentials and environment settings.

```APIDOC
## __init__(key='', secret='', env='prod', key_self_generated=False, logger=None, **kwargs)

### Description
Initializes the Bybit instance.

### Parameters
- **key** (str) - Optional - API key for authentication. Defaults to ''.
- **secret** (str) - Optional - API secret for authentication. Defaults to ''.
- **key_self_generated** (bool) - Optional - Flag to indicate if RSA authentication is used. Defaults to False.
```

--------------------------------

### Initialize and Use Paradex SDK

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Demonstrates initializing the Paradex client and executing various account, exchange, executor, and order-related operations.

```python
import os 
import pytz
import asyncio
from pprint import pprint
from datetime import datetime
from dotenv import load_dotenv
load_dotenv()

from quantpylib.wrappers.paradex import Paradex

async def print_handler(msg): 
    print(msg)

async def main():
    '''using the SDK'''
    pdx = Paradex(
        key=os.getenv("ETH_KEY"),
        l2_secret=os.getenv("PARADEX_SECRET"),
    )
    '''quantpylib.gateway endpoints'''
    await pdx.init_client()
    print(pdx.get_price_precision("BTC-USD-PERP"))
    print(pdx.get_lot_precision("BTC-USD-PERP"))

    '''ACCOUNT ENDPOINTS'''
    pprint(await pdx.account_balance())
    await pdx.account_fill_subscribe(handler=print_handler)

    '''EXCHANGE ENDPOINTS'''
    pprint(await pdx.contract_specifications())
    pprint(await pdx.get_funding_info())

    '''EXECUTOR ENDPOINTS'''
    cloid = pdx.rand_cloid()
    print(cloid)
    pprint(await pdx.get_all_mids())
    pprint(await pdx.get_all_marks())
    pprint(await pdx.limit_order(ticker="SOL-USD-PERP",amount=1,price=99.99,cloid=cloid))
    pprint(await pdx.cancel_open_orders()) #or use ticker="SOL-USD-PERP"
    pprint(await pdx.cancel_order(ticker="SOL-USD-PERP",cloid=cloid)) #or use oid
    pprint(await pdx.market_order(ticker="SOL-USD-PERP",amount=-0.5))
    pprint(await pdx.l2_book_get(ticker="BTC-USD-PERP"))
    await pdx.l2_book_mirror(ticker="BTC-USD-PERP",on_update=print_handler)
    await pdx.l2_book_subscribe(ticker="BTC-USD-PERP",handler=print_handler)
    await pdx.trades_subscribe(ticker="BTC-USD-PERP",handler=print_handler)
    await pdx.all_mids_subscribe(handler=print_handler)
    await pdx.oracle_subscribe(handler=print_handler) #get USDC/USD oracle

    '''ORDERS ENDPOINTS'''
    pprint(await pdx.order_query(ticker='SOL-USD-PERP',cloid='1234'))
    pprint(await pdx.orders_get())
    await pdx.orders_mirror(on_update=print_handler)
    await pdx.order_updates_subscribe(handler=print_handler)

    '''POSITIONS ENDPOINTS'''
    pprint(await pdx.positions_get())
    await pdx.positions_mirror(on_update=print_handler)

    '''DATAPOLLER ENDPOINTS'''
    # pprint(await pdx.get_trade_bars(
    #     ticker='BTC-USD-PERP',
    #     start=datetime(2021,1,1, tzinfo=pytz.utc),
    #     end=datetime.now(pytz.utc),
    #     granularity=Period.HOURLY,
    #     granularity_multiplier=1,
    # ))

    '''raw exchange endpoints API - refer to docs for the other method implementations'''
    pprint(await pdx.get_account())
    pprint(await pdx.get_profile())
    pprint(await pdx.get_balances())
    pprint(await pdx.get_fills())
    pprint(await pdx.get_tradebusts())
    #>... many more
    await asyncio.sleep(1e9)

if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### Initialize and Use Lighter Wrapper

Source: https://quantpylib.hangukquant.com/wrappers/lighter

Demonstrates the initialization of the Lighter client and provides a comprehensive list of available asynchronous methods for interacting with the exchange.

```python
import os 
import time
import asyncio
import logging

from pprint import pprint
from functools import partial
from datetime import datetime, timedelta
from dotenv import load_dotenv
load_dotenv()

from quantpylib.standards import Period
from quantpylib.wrappers.lighter import Lighter

async def print_handler(msg): 
    print(msg)

lighter = Lighter(
    key=os.getenv("LIT_KEY"),
    secret=os.getenv("LIT_SECRET"),
    cache_stream=True
)

async def endpoint_examples():
    '''root'''
    pprint(await lighter.system_config())
    pprint(await lighter.status())
    pprint(await lighter.info())
    pprint(await lighter.layer1_basic_info())

    '''account'''
    pprint(await lighter.account())
    pprint(await lighter.accounts_by_l1_address())
    pprint(await lighter.account_limits())
    pprint(await lighter.account_metadata())
    pprint(await lighter.pnl())
    pprint(await lighter.l1_metadata())
    pprint(await lighter.change_account_tier(new_tier='premium'))
    pprint(await lighter.liquidations())
    pprint(await lighter.position_funding())
    pprint(await lighter.public_pools_metadata())

    '''order'''
    pprint(await lighter.account_active_orders())
    pprint(await lighter.account_inactive_orders())
    pprint(await lighter.export(dtype='trade'))
    pprint(await lighter.asset_details())
    pprint(await lighter.exchange_stats())
    pprint(await lighter.orderbook_details())
    pprint(await lighter.orderbook_orders(market_id=0))
    pprint(await lighter.orderbooks())
    pprint(await lighter.recent_trades(market_id=0))
    pprint(await lighter.trades())

    '''transaction'''
    ## send_tx / send_tx_batch — write paths, exercised via order/cancel methods
    # pprint(await lighter.tx(value='<tx_hash>'))
    # pprint(await lighter.tx_from_l1_txhash(hash='<l1_tx_hash>'))
    pprint(await lighter.deposit_history())
    pprint(await lighter.transfer_history())
    pprint(await lighter.withdraw_history())

    '''announcement'''
    pprint(await lighter.announcement())

    '''apikeys'''
    pprint(await lighter.apikeys())
    pprint(await lighter.next_nonce())
    # pprint(await lighter.tokens_create(name='example', sub_account_access=False))
    # pprint(await lighter.tokens_revoke(token_id=0))
    # pprint(await lighter.tokens())
    # pprint(await lighter.set_maker_only_apikeys([124]))
    pprint(await lighter.get_maker_only_apikeys())

    '''candles'''
    pprint(await lighter.candles(market_id=0))

    '''bridge'''
    # pprint(await lighter.create_intent_address(chain_id='1', from_addr='0x...', amount='100'))
    pprint(await lighter.fastbridge_info())
    pprint(await lighter.deposit_latest())
    pprint(await lighter.deposit_networks())

    '''funding'''
    pprint(await lighter.fundings(market_id=0))
    pprint(await lighter.funding_rates())

    '''notification'''
    pprint(await lighter.notification_ack(notif_id='<id>'))

    '''info'''
    pprint(await lighter.exchange_metrics(period='all', kind='volume'))
    pprint(await lighter.partner_stats())
    pprint(await lighter.execute_stats(period='d'))
    pprint(await lighter.transfer_fee_info())
    pprint(await lighter.withdrawal_delay())
    # pprint(await lighter.fast_withdraw(tx_info='<signed_tx>', to_address='0x...'))
    pprint(await lighter.fast_withdraw_info())
    pprint(await lighter.token_list())

    '''referral'''
    pprint(await lighter.user_referrals())
    pprint(await lighter.referral_create())
    pprint(await lighter.referral_get())
    # pprint(await lighter.referral_kickback_update(kickback_percentage=10))
    # pprint(await lighter.referral_update(new_referral_code='MYCODE'))
    # pprint(await lighter.referral_use(referral_code='quantpylib', x='<x>', signature='<sig>'))

    '''fee credits'''
    pprint(await lighter.lease_options())
    pprint(await lighter.leases())
    # pprint(await lighter.lit_lease(tx_info='<signed_tx>', lease_amount='1000000', duration_days=30))
    return

async def explorer_examples():
    '''account'''
    pprint(await lighter.account_logs())
    pprint(await lighter.account_positions())
    pprint(await lighter.account_assets())

    '''batches'''
    pprint(await lighter.batches())
    pprint(await lighter.batch_id(batch_id=164607))

    '''blocks'''
    pprint(await lighter.blocks())
    pprint(await lighter.block_id(block_id=222526303))

    '''logs'''
    pprint(await lighter.log_hash(hash='c250762308fc8626100d6e6991d44cd3f89b151bb001556ef7bba94d7bb07fc87d9797587104acf5'))

    '''markets'''
    pprint(await lighter.markets())
    pprint(await lighter.markets_log(symbol='ETH'))

    '''search'''
    # pprint(await lighter.search(q='0x...'))

    '''stats'''
    pprint(await lighter.stats_tx(aggregation_period='1h'))
    pprint(await lighter.stats_total())
    return

async def gateway_examples():
    '''utilities'''
    ticker = "LIT"
    amount = 20
    resting_price = 0.5
```

--------------------------------

### Client Initialization and Execution

Source: https://quantpylib.hangukquant.com/wrappers/hyperliquid

Main entry point for initializing the Hyperliquid client and running example tasks.

```python
async def main():
    await hyp.init_client()
    try:
        '''uncomment examples to run
        NOTE: that some code may trigger exchange actions such as live orders
        '''

        #await exchange_sdk_examnples()
        #await info_sdk_examples()
        #await gateway_examples()
        await socket_examples()

    except Exception as e:
        logging.exception("Error in SDK examples: %s", e)

    await hyp.cleanup()

if __name__ == "__main__":
    import asyncio
    asyncio.run(main())
```

--------------------------------

### get_vault_config()

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get vault config.

```APIDOC
## get_vault_config()

### Description
Get vault config.
```

--------------------------------

### get_transfers(**kwargs)

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get transfers.

```APIDOC
## get_transfers(**kwargs)

### Description
Get transfers.

### Parameters
- **kwargs** (dict) - Optional - Additional keyword arguments.
```

--------------------------------

### Polymarket Client Initialization and Execution

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Entry point for initializing the client, running examples, and ensuring proper cleanup of resources.

```python
async def main():
    await poly.init_client()
    try:
        '''uncomment examples to run
        NOTE: that some code may trigger exchange actions such as live orders
        '''

        # await endpoint_examples()
        # await gateway_examples()
        await socket_examples()

    except Exception as exc:
        logging.exception("Error in Polymarket examples: %s", exc)
        raise
    finally:
        await poly.cleanup()


if __name__ == "__main__":
    asyncio.run(main())
```

--------------------------------

### get_transactions(**kwargs)

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get transactions.

```APIDOC
## get_transactions(**kwargs)

### Description
Get transactions.

### Parameters
- **kwargs** (dict) - Optional - Additional params.
```

--------------------------------

### Polymarket.__init__

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Instantiate the Polymarket wrapper.

```APIDOC
## Polymarket.__init__(polymarket_key, secret, chain_id=POLYGON, sig_type=2, funder=None, logger=None)

### Description
Instantiate the Polymarket wrapper.

### Parameters
- **polymarket_key** (str) - Required - Polymarket account address used for CLOB account identity and direct portfolio reads.
- **secret** (str) - Required - Private key used for Level 1 signing and local CLOB V2 order signatures.
- **chain_id** (int) - Optional - Polygon chain ID. Defaults to mainnet (POLYGON).
- **sig_type** (int) - Optional - Polymarket signature type. Use 1 for email or proxy wallet accounts and 2 for browser wallet accounts. Defaults to 2.
- **funder** (str | None) - Optional - Funding address for orders when it differs from polymarket_key. Defaults to None.
```

--------------------------------

### orders_get_all()

Source: https://quantpylib.hangukquant.com/hft/oms

Get the orders for all exchanges.

```APIDOC
## orders_get_all()

### Description
Get the orders for all exchanges. Uses HTTP request.
```

--------------------------------

### Start the QET Compiler

Source: https://quantpylib.hangukquant.com/tutorials/hft_event_journal

Initializes the compiler service to process HFT events with specified host, port, and buffer settings.

```bash
python3.11 -m quantpylib.hft.qet_compiler serve \
  --root ./qet \
  --host 127.0.0.1 \
  --port 33200 \
  --buffer-size 48
```

--------------------------------

### get_nonce()

Source: https://quantpylib.hangukquant.com/wrappers/hyperliquid

Get a unique nonce value.

```APIDOC
## get_nonce()

### Description
Get a unique nonce value using a nonce buffer to ensure no overlaps between exchange requests.

### Returns
- **int** - A unique nonce value.
```

--------------------------------

### time

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Get the exchange server time.

```APIDOC
## time()

### Description
Get the exchange server time.
```

--------------------------------

### positions_get

Source: https://quantpylib.hangukquant.com/wrappers/bybit

Get open position details.

```APIDOC
## `positions_get(ticker=None, **kwargs)`

### Description
Get open position details.

### Parameters
- **ticker** (optional) - Optional - Retrieve position for ticker only.
- **kwargs** (dict) - Optional - Additional keyword arguments specific to the exchange wrapper.

### Returns
- **dict** - A dictionary containing details of the open positions.
```

--------------------------------

### Instantiate Polymarket Wrapper

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Initialize the wrapper using environment variables for credentials and signature configuration.

```python
import os

from quantpylib.wrappers.polymarket import Polymarket

poly = Polymarket(
    polymarket_key=os.getenv("POLY_KEY"),
    secret=os.getenv("POLY_SECRET"),
    sig_type=int(os.getenv("POLY_SIG", "1")),
    funder=os.getenv("POLY_FUNDER") or os.getenv("POLY_KEY"),
)
```

--------------------------------

### get_vaults(**kwargs)

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get vault details.

```APIDOC
## get_vaults(**kwargs)

### Description
Get vault details.

### Parameters
- **kwargs** (dict) - Optional - Additional keyword arguments.
```

--------------------------------

### get_vault_positions(address)

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get vault positions.

```APIDOC
## get_vault_positions(address)

### Description
Get vault positions.

### Parameters
- **address** (str) - Required - The address of the vault.
```

--------------------------------

### Initialize Lighter client

Source: https://quantpylib.hangukquant.com/wrappers/lighter

Initializes the Lighter client and runs example functions within an asynchronous main loop.

```python
async def main():    
    await lighter.init_client()    
    try:
        '''uncomment examples to run
        NOTE: that some code may trigger exchange actions such as live orders
        '''

        # await endpoint_examples()
        # await explorer_examples()
        # await gateway_examples()
        await socket_examples()

    except Exception as e:
        logging.exception("Error in SDK examples: %s", e)

    await lighter.cleanup()

if __name__ == "__main__":
    import asyncio
    asyncio.run(main())
```

--------------------------------

### Polymarket.gamma_get_market

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Get a market by ID from the Gamma API.

```APIDOC
## Polymarket.gamma_get_market(id, **kwargs)

### Description
Get a market by ID from the Gamma API.

### Parameters
- **id** (str) - Required - The market ID.
- **kwargs** (dict) - Optional - The query parameters.
```

--------------------------------

### Polymarket.gamma_get_event

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Get an event by ID from the Gamma API.

```APIDOC
## Polymarket.gamma_get_event(id, **kwargs)

### Description
Get an event by ID from the Gamma API.

### Parameters
- **id** (str) - Required - The event ID.
- **kwargs** (dict) - Optional - The query parameters.
```

--------------------------------

### positions_get(**kwargs)

Source: https://quantpylib.hangukquant.com/wrappers/asterdex

Get all open position details.

```APIDOC
## positions_get(**kwargs)

### Description
Get all open position details.

### Parameters
- **kwargs** (dict) - Optional - Exchange wrapper specific keyword arguments.

### Returns
- **dict** - A dictionary containing the open position details.
```

--------------------------------

### Polymarket API Usage Example

Source: https://quantpylib.hangukquant.com/wrappers/polymarket

Demonstrates initialization of the Polymarket client and usage of various endpoints including account data, order management, and market information.

```python
import os
import asyncio
import logging

from pprint import pprint
from dotenv import load_dotenv
load_dotenv()

from quantpylib.wrappers.polymarket import (
    Polymarket,
    OrderArgs,
    CreateOrderOptions,
    RealTimeChannel,
)


POLY_KEY = os.getenv("TEST_POLY_KEY") or os.getenv("POLY_KEY")
POLY_SECRET = os.getenv("TEST_POLY_SECRET") or os.getenv("POLY_SECRET")
POLY_SIG_TYPE = int(os.getenv("TEST_POLY_SIG") or os.getenv("POLY_SIG") or "1")
POLY_FUNDER = os.getenv("TEST_POLY_FUNDER") or os.getenv("POLY_FUNDER") or POLY_KEY

ORDER_ID = os.getenv("TEST_POLY_ORDER_ID") or os.getenv("POLY_ORDER_ID") or ""
TOKEN_ID = "78433024518676680431174478322854148606578065650008220678402966840627347604025"
CONDITION_ID = "0x384e2707bbb95da4bfa6f330fe7d5ccbec1c0a85e20be900cbf599987588e1a4"
MARKET_SLUG = "reya-fdv-above-200m-one-day-after-launch-645-575"
GAMMA_MARKET_ID = ""
GAMMA_EVENT_ID = ""
ORDER_PRICE = 0.01
ORDER_SIZE = 10

poly = Polymarket(
    polymarket_key=POLY_KEY,
    secret=POLY_SECRET,
    sig_type=POLY_SIG_TYPE,
    funder=POLY_FUNDER,
)


async def print_handler(msg):
    pprint(msg)


async def endpoint_examples():
    '''data api'''
    pprint(await poly.get_positions(limit=2))
    pprint(await poly.get_bet_value())
    pprint(await poly.get_portfolio_equity())

    '''clob account'''
    pprint(await poly.time())
    pprint(await poly.get_collateral_allowance())
    pprint(await poly.get_conditional_allowance(token_id=TOKEN_ID))
    pprint(await poly.get_balance_allowance(asset_type="COLLATERAL"))
    # pprint(await poly.update_balance_allowance(asset_type="COLLATERAL"))
    pprint(await poly.get_tick_size(token_id=TOKEN_ID))
    pprint(await poly.get_neg_risk(token_id=TOKEN_ID))
    pprint(await poly.get_fee_rate(token_id=TOKEN_ID))

    '''api keys'''
    # pprint(await poly.create_api_key())
    pprint(await poly.derive_api_key())
    pprint(await poly.get_api_keys())
    # pprint(await poly.delete_api_key())
    pprint(await poly.access_status())

    '''orders'''
    order, cloid = poly.builder.create_order(
        OrderArgs(
            token_id=TOKEN_ID,
            price=ORDER_PRICE,
            size=ORDER_SIZE,
            side="BUY",
        ),
        CreateOrderOptions(
            tick_size=str((await poly.get_tick_size(TOKEN_ID))["minimum_tick_size"]),
            neg_risk=bool((await poly.get_neg_risk(TOKEN_ID))["neg_risk"]),
        ),
    )
    # pprint(await poly.post_order(order=order, order_type="GTC"))
    # pprint(await poly.post_order_bytes(order_payload_bytes="<serialized_order_payload>"))
    # pprint(await poly.post_orders(orders=[order], order_types=["GTC"]))
    # pprint(await poly.post_orders_bytes(orders_payload_bytes="[<serialized_order_payload>]"))
    if ORDER_ID:
        pprint(await poly.get_order(order_id=ORDER_ID))
    pprint(await poly.get_orders())
    if ORDER_ID:
        pprint(await poly.cancel_order(order_id=ORDER_ID))
    # pprint(await poly.cancel_order_bytes(cancel_payload_bytes=b'{"orderID":"<order_id>"}'))
    # pprint(await poly.cancel_orders(order_ids=["<order_id>"]))
    # pprint(await poly.cancel_orders_bytes(cancels_payload_bytes=b'["<order_id>"]'))
    # pprint(await poly.cancel_all_orders())
    # pprint(await poly.cancel_market_orders(asset_id=TOKEN_ID))

    '''trades'''
    # pprint(await poly.get_trades())
    pprint(await poly.get_trades_page(limit=2))

    '''markets'''
    # pprint(await poly.all_clob_markets())
    pprint(await poly.all_clob_markets_page(limit=2))
    # pprint(await poly.all_sampling_markets())
    pprint(await poly.all_sampling_markets_page(limit=2))
    # pprint(await poly.all_simplified_markets())
    pprint(await poly.all_simplified_markets_page(limit=2))
    # pprint(await poly.all_sampling_simplified_markets())
    pprint(await poly.all_sampling_simplified_markets_page(limit=2))
    if CONDITION_ID:
        pprint(await poly.get_market(condition_id=CONDITION_ID))

    '''prices and books'''
    pprint(await poly.get_book(token_id=TOKEN_ID))
    pprint(await poly.get_books(token_ids=[TOKEN_ID]))
    pprint(await poly.get_price(token_id=TOKEN_ID, side="BUY"))
    pprint(await poly.get_prices(token_ids=[TOKEN_ID], sides=["BUY"]))
    pprint(await poly.get_midpoint(token_id=TOKEN_ID))
    pprint(await poly.get_midpoints(token_ids=[TOKEN_ID]))
    pprint(await poly.get_spread(token_id=TOKEN_ID))
    pprint(await poly.get_spreads(token_ids=[TOKEN_ID]))
    pprint(await poly.get_prices_history(asset_id=TOKEN_ID, interval="1m", fidelity=60))

    '''gamma'''
    pprint(await poly.gamma_get_markets(limit=2))
    if GAMMA_MARKET_ID:
        pprint(await poly.gamma_get_market(id=GAMMA_MARKET_ID))
    pprint(await poly.gamma_get_events(limit=2))
    if GAMMA_EVENT_ID:
        pprint(await poly.gamma_get_event(id=GAMMA_EVENT_ID))
    return
```

--------------------------------

### get_vault_summary(**kwargs)

Source: https://quantpylib.hangukquant.com/wrappers/paradex

Get exchange vault summary.

```APIDOC
## get_vault_summary(**kwargs)

### Description
Get exchange vault summary.

### Parameters
- **kwargs** (dict) - Optional - Additional keyword arguments.
```

--------------------------------

### Eodhd.get_ticker_fundamentals

Source: https://quantpylib.hangukquant.com/wrappers/eodhd

Get fundamental data for a specific ticker.

```APIDOC
## Eodhd.get_ticker_fundamentals(ticker, exchange='US', **kwargs)

### Description
Get fundamental data for a specific ticker.

### Parameters
- **ticker** (str) - Required - Ticker symbol for the asset.
- **exchange** (str) - Optional - Exchange name. Defaults to "US".

### Returns
- **dict** - Fundamental data for the ticker.
```

--------------------------------

### Order Update Trigger

Source: https://quantpylib.hangukquant.com/hft/hft

Example of an on_update trigger payload.

```python
[{'amount': Decimal('1.0'),
  ...
  'timestamp': 1726123317580,
  'tp': None},]
```