A7 Analytics Platform - Algo Management API

openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API API
  description: 'A7 Analytics Platform for the main T7 trading venues of Deutsche Börse Group and for the MDP feed of CME Group. The platform enables clients to perform pre/at/post trade analysis and to interact with market data and analytics.It provides clients access to the most granular un-normalized/genuine historical order book data (EOBI, MDP) as well as constructed order books, off-the-shelf analytics and allows them to build their own custom analytics utilizing algo functionality, which is a flexible high-performance framework based on historical order book data.<br/><br/> The A7 data can be accessed either via the <a href="https://a7.deutsche-boerse.com/">user interface</a> or via RESTful API.</br></br>

    The algo management API provides access to the A7 algos and their results. With the API it is possible to create, update, delete and run algos and to access the results of the algo runs. All available endpoints are described in detail below.<br/><br/>

    <b>Security measures:</b></br> In order to prevent unauthorized access to the API an authentication token must be used. A7 utilises the bearer authentication scheme for this purpose. The authentication token must be added to the header of each request message. Depending on the implementation it might be necessary to add the keyword "Bearer" to the token string as a prefix followed by a space.</br></br> A token can be generated at the <a href="https://a7.deutsche-boerse.com/">A7 user interface</a>. After login the user has to click on the user icon in the upper right corner, click on <b>API token generation</b> and finally click on <b>Request API key</b>. The generated token will be displayed directly in the user interface.<br/><br/>

    '
  contact:
    name: Deutsche Börse Data & Analytics
    url: https://www.mds.deutsche-boerse.com
    email: analytics@deutsche-boerse.com
  version: 1.0.2
servers:
- url: /api/v1
  description: A7 production environment
security:
- bearerAuth: []
tags:
- name: Algo management API
paths:
  /algo:
    get:
      tags:
      - Algo management API
      summary: Retrieve list of algo owners
      description: The request delivers a list of algo owners the current user has the permission to access.
      operationId: getOwners
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/Owners'
                - $ref: '#/components/schemas/InternalError'
              example:
                Owners:
                - Owner1
                - Owner2
                - Owner3
                - Owner4
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /algo/{owner}:
    get:
      tags:
      - Algo management API
      summary: Retrieve list of available algos
      description: 'The request delivers all available algos for the selected customer as a list of strings.<br/> Users are only able to access their own algos but not other users''.

        '
      operationId: getAlgos
      parameters:
      - $ref: '#/components/parameters/owner'
      - in: query
        name: mode
        description: "Define the mode for the result output. Mode options:\n  * `compact` - Shows only the names of the algos\n  * `detailed` - Shows all metadata of the algos\n"
        required: false
        schema:
          type: string
          enum:
          - compact
          - detailed
          example: compact
          default: compact
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/AlgosCompact'
                - $ref: '#/components/schemas/AlgosDetailed'
                - $ref: '#/components/schemas/InternalError'
                example:
                  Algos:
                  - Algo1
                  - Algo2
                  - Algo3
                  - Algo4
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '404':
          $ref: '#/components/responses/404'
  /algo/{owner}/{algoName}:
    get:
      tags:
      - Algo management API
      summary: Retrieve algo configuration
      description: The request delivers the configuration parameters of the selected algo.
      operationId: getAlgoMetadata
      parameters:
      - $ref: '#/components/parameters/owner'
      - $ref: '#/components/parameters/algoName'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/AlgoConfiguration'
                - $ref: '#/components/schemas/InternalError'
              example:
                algo: Auction
                owner: dbag
                desc: During auction for a crossed order book the potential auction price and for an uncrossed order book the best bid and the best ask are displayed
                params: []
                results:
                - name: AuctionBestBid
                  desc: AuctionBestBid
                  type: Series
                  fields:
                  - name: ts
                    desc: Event time stamp
                    type: Timestamp
                  - name: AuctionBestBid
                    desc: Auction best offer as integer with 8 decimals
                    type: Int64
                - name: AuctionBestOffer
                  desc: AuctionBestOffer
                  type: Series
                  fields:
                  - name: ts
                    desc: Event time stamp
                    type: Timestamp
                  - name: AuctionBestOffer
                    desc: Auction best offer as integer with 8 decimals
                    type: Int64
                - name: AuctionClearingPrice
                  desc: AuctionClearingPrice
                  type: Series
                  fields:
                  - name: ts
                    desc: Event time stamp
                    type: Timestamp
                  - name: AuctionClearingPrice
                    desc: Auction clearing price as integer with 8 decimals
                    type: Int64
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '404':
          $ref: '#/components/responses/404'
    put:
      tags:
      - Algo management API
      summary: Create/update algo
      description: 'The request creates a new algo with the specified parameters. If the algo already exists, an update is performed on the existing algo.<br/> The algo content has to be added to the request body in yaml format.<br/>  A detailed description about how to create algos and the required content can be found in the Algo Creation Manual.

        '
      operationId: addAlgo
      parameters:
      - $ref: '#/components/parameters/owner'
      - $ref: '#/components/parameters/algoName'
      requestBody:
        $ref: '#/components/requestBodies/putAlgoBody'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                properties:
                  algo:
                    type: string
                  owner:
                    type: string
                  success:
                    type: boolean
                  saved:
                    type: boolean
                  compiled:
                    type: boolean
                  runnable:
                    type: boolean
                  message:
                    type: string
                required:
                - success
                - message
              example:
                algo: spread
                owner: user1
                success: true
                saved: true
                compiled: true
                runnable: true
                message: algo compiled
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '404':
          $ref: '#/components/responses/404'
    delete:
      tags:
      - Algo management API
      summary: Delete algo
      description: The request deletes the specified algo.
      operationId: deleteAlgo
      parameters:
      - $ref: '#/components/parameters/owner'
      - $ref: '#/components/parameters/algoName'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                properties:
                  algo:
                    type: string
                  success:
                    type: string
                required:
                - algo
                - success
              example:
                algo: Algo01
                success: 'true'
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
        '403':
          $ref: '#/components/responses/403'
  /algo/{owner}/{algoName}/download:
    get:
      tags:
      - Algo management API
      summary: Retrieve algo source code
      description: The request delivers the source code of the selected algo in yaml format.
      operationId: getAlgoCode
      parameters:
      - $ref: '#/components/parameters/owner'
      - $ref: '#/components/parameters/algoName'
      responses:
        '200':
          description: successful operation
          content:
            application/yaml:
              schema:
                oneOf:
                - $ref: '#/components/schemas/AlgoSourceCode'
                - $ref: '#/components/schemas/InternalError'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '404':
          $ref: '#/components/responses/404'
  /algo/{owner}/{algoName}/run:
    get:
      tags:
      - Algo management API
      summary: Run algo
      description: The request runs the specified algo and returns the result data.
      operationId: runAlgo
      parameters:
      - $ref: '#/components/parameters/owner'
      - $ref: '#/components/parameters/algoName'
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      - $ref: '#/components/parameters/asset'
      - $ref: '#/components/parameters/securityId'
      - $ref: '#/components/parameters/additional'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/AlgoResults'
                - $ref: '#/components/schemas/InternalError'
              example:
              - algo: spread
                protocol: STAT total 3 elements with 138 bytes written STAT written json output 665 bytes
                series:
                - content:
                    spread:
                    - 0.56
                    - 0.56
                    - 0.57
                    time:
                    - '1617778892600025600'
                    - '1617778990086829476'
                    - '1617779136058371713'
                  name: bid_ask
                values:
                - content: {}
                  name: message
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '404':
          $ref: '#/components/responses/404'
components:
  schemas:
    InternalError:
      properties:
        success:
          type: string
          example: 'false'
        message:
          type: string
          example: Specific error message
      required:
      - success
      - message
    AlgosCompact:
      properties:
        Algos:
          type: array
          items:
            type: string
          example:
          - Depth
          - Insights
          - Stats
    AlgoSourceCode:
      type: string
      format: yaml
      description: Algo source code in yaml format.
      example: Algo source code in yaml format.
    AlgosDetailed:
      properties:
        algos:
          type: array
          items:
            type: object
            properties:
              Name:
                type: string
              Parameters:
                type: array
                items:
                  type: object
                  properties:
                    Name:
                      type: string
                    Type:
                      type: string
              Resultset:
                type: array
                items:
                  type: object
                  properties:
                    Name:
                      type: string
                    Fields:
                      type: array
                      items:
                        type: object
                        properties:
                          Name:
                            type: string
                          Type:
                            type: string
                          Nullable:
                            type: string
            items:
              type: object
          example:
          - Name: Algo1
            Parameters:
            - Name: Field1
              Type: int32
            - Name: Field2
              Type: int64
            ResultSet:
            - Name: Trades
              Fields:
              - Name: Field1
                Type: FLOAT
                Nullable: 'true'
              - Name: Field2
                Type: FLOAT
                Nullable: 'true'
              - Name: Field3
                Type: TIME
                Nullable: 'False'
          - Name: Algo2
            Parameters:
            - Name: Field1
              Type: int32
            - Name: Field2
              Type: int64
            ResultSet:
            - Name: Trades
              Fields:
              - Name: Field1
                Type: FLOAT
                Nullable: 'true'
              - Name: Field2
                Type: FLOAT
                Nullable: 'true'
              - Name: Field3
                Type: TIME
                Nullable: 'False'
    Owners:
      properties:
        Owners:
          type: array
          items:
            type: string
          example:
          - Owner1
          - Owner2
          - Owner3
    AlgoResults:
      type: string
      format: json
      description: Algo result data in json format.
    AlgoConfiguration:
      type: string
      format: json
      description: Configuration parameters in json format.
  parameters:
    marketId:
      name: marketId
      in: query
      description: 'Unique market identifier code as specified in ISO 10383 on T7.<br/> <b>Please note: ''marketId'' parameter is MANDATORY for running algos on T7 instruments</b>

        '
      example: XEUR
      required: false
      schema:
        type: string
    asset:
      name: asset
      in: query
      description: 'Unique asset identifier on CME.<br/> <b>Please note: ''asset'' parameter is MANDATORY for running algos on CME instruments</b>

        '
      example: GE
      required: false
      schema:
        type: string
    algoName:
      name: algoName
      in: path
      description: Name of the algo.
      example: spread
      required: true
      schema:
        type: string
    securityId:
      name: securityId
      in: query
      description: Unique security identifier.
      example: '2657579'
      required: true
      schema:
        type: integer
        format: int64
    exchange:
      name: exchange
      in: query
      description: 'Unique exchange identifier on CME.<br/> <b>Please note: ''exchange'' parameter is MANDATORY for running algos on CME instruments</b>

        '
      example: XCME
      required: false
      schema:
        type: string
    additional:
      name: additional
      in: query
      style: form
      description: "The query string of this endpoint can also be used to specify additional algo specific parameters. The parameters just have to be added with `&` to the query.<br/> The following rules apply:\n  * `name=value` is used to specify a parameter.<br/>\n    <b>Example:</b> level=1\n  * `&` is used to combine multiple parameters with a logical AND.<br/>\n    <b>Example:</b> aggr=4&level=1\n    \nTo test the feature in this document, please add the parameters in a valid JSON object.</br> <b>Example:</b> {\"aggr\":4,\"level\":1}\n"
      required: false
      schema:
        type: object
    owner:
      name: owner
      in: path
      description: Username of the owner of the algo.
      example: dbag
      required: true
      schema:
        type: string
    date:
      name: date
      in: query
      description: Trading day in the format  YYYYMMDD.
      example: '20190912'
      required: true
      schema:
        type: string
    marketSegmentId:
      name: marketSegmentId
      in: query
      description: 'Unique product identifier or product pool identifier on T7.<br/> <b>Please note: ''marketSegmentID'' parameter is MANDATORY for running algos on T7 instruments</b>

        '
      example: '675'
      required: false
      schema:
        type: integer
        format: int32
  requestBodies:
    putAlgoBody:
      description: Algo source code
      required: true
      content:
        application/yaml:
          schema:
            $ref: '#/components/schemas/AlgoSourceCode'
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer