Frequenz Electricity Trading API Client

Introduction

Electricity Trading API client for Python The Frequenz Electricity Trading API client for Python is an easy-to-use Python interface built to interact with the Frequenz Electricity Trading API. It allows you to create orders, get market data, and manage your orders.

Features

• Create and manage gridpool orders: Place new orders, update existing ones, and cancel orders when necessary.
• Stream live data: Get real-time updates on market data, including order books, trades, and market prices.
• Retrieve historical data: Access historical data on market trades.

Supported Platforms

The following platforms are officially supported (tested):

• Python: 3.11
• Operating System: Ubuntu Linux 20.04
• Architectures: amd64, arm64

Usage

Installation

You can install the Frequenz Electricity Trading API client via pip. Replace VERSION with the specific version you wish to install.

# Choose the version you want to install
VERSION=0.2.3
pip install frequenz-client-electricity-trading==$VERSION

Initialization

First, initialize the client with the appropriate server URL and API key.

from frequenz.client.electricity_trading import Client

# Change server address if needed
SERVICE_URL = "grpc://electricity-trading.api.frequenz.com:443?ssl=true"
API_KEY = open('/path/to/api_key.txt').read().strip()
client = Client(
    server_url=SERVICE_URL,
    auth_key=API_KEY
)

Create an Order

Here's an example of how one can create a limit order to buy energy.

from frequenz.client.electricity_trading import (
    Currency,
    DeliveryArea,
    DeliveryPeriod,
    Energy,
    EnergyMarketCodeType,
    MarketSide,
    OrderType,
    Price,
)
from datetime import datetime, timedelta
from decimal import Decimal

# Define order parameters
gridpool_id = 1
delivery_area = DeliveryArea(
    code="10YDE-EON------1", # TenneT
    code_type=EnergyMarketCodeType.EUROPE_EIC
)
delivery_period = DeliveryPeriod(
    start=datetime.fromisoformat("2024-05-01T00:00:00+00:00"),
    duration=timedelta(minutes=15)
)
price = Price(amount=Decimal("50.0"), currency=Currency.EUR)
quantity = Energy(mwh=Decimal("0.1"))
order = await client.create_gridpool_order(
    gridpool_id=gridpool_id,
    delivery_area=delivery_area,
    delivery_period=delivery_period,
    order_type=OrderType.LIMIT,
    side=MarketSide.BUY,
    price=price,
    quantity=quantity,
)

List Orders for a Gridpool

Orders for a given gridpool can be listed using various filters.

from frequenz.client.electricity_trading import MarketSide

# List all orders for a given gridpool
orders = await self._client.list_gridpool_orders(
    gridpool_id=gridpool_id,
)

# List only the buy orders for a given gridpool
buy_orders = await self._client.list_gridpool_orders(
    gridpool_id=gridpool_id,
    side=MarketSide.BUY,
)

Streaming Public Trades

To get real-time updates on market trades, one can use the following code snippet.

stream_public_trades = await client.stream_public_trades()
async for public_trade in stream_public_trades:
    print(f"Received public trade: {public_trade}")

Contributing

If you want to know how to build this project and contribute to it, please check out the Contributing Guide.