Artesian.SDK

This Library provides read access to the Artesian API

Getting Started

Installation

You can install the toolbox directly from the .

Alternatively, to install this package go to the release page and download the Artesian.SDK.mltbx file and double click on it to install in Matlab.

How to use

The Artesian.SDK instance can be configured using API-Key authentication

cfg = ArtesianServiceConfig("https://fake-artesian-env/", "{api-key}");

QueryService

Using the ArtesianServiceConfig we create an instance of the QueryService which is used to create Actual, Versioned and Market Assessment time series queries

Actual Time Series

qs = QueryService(cfg);
data = qs.CreateActual() ...
       .ForMarketData([100000001,100000002,100000003]) ...
       .InAbsoluteDateRange("2018-01-01","2018-01-02") ...
       .InTimeZone("UTC") ...
       .InGranularity(GranularityEnum.Hour) ...
       .Execute()

To construct an Actual Time Series the following must be provided.

Actual Query	Description
Market Data ID	Provide a market data id or set of market data id's to query
Time Granularity	Specify the granularity type
Time Extraction Window	An extraction time window for data to be queried

Go to Time Extraction window section

Versioned Time Series

qs = QueryService(cfg);
q = qs.CreateVersioned() ...
       .ForMarketData([100000004,100000005,100000006]) ...
       .InAbsoluteDateRange("2018-01-01","2018-01-02") ...
       .InTimeZone("UTC") ...
       .InGranularity(GranularityEnum.Hour);


q.ForMUV().Execute()
q.ForLastNVersions(2).Execute()
q.ForLastOfDays("2019-03-12","2019-03-16").Execute()
q.ForLastOfDays("P0Y0M-2D","P0Y0M2D").Execute()
q.ForLastOfDays("P0Y0M-2D").Execute()
q.ForLastOfMonths("2019-03-12","2019-03-16").Execute()
q.ForLastOfMonths("P0Y-1M0D","P0Y1M0D").Execute()
q.ForLastOfMonths("P0Y-1M0D").Execute()
q.ForVersion("2019-03-12T14:30:00").Execute()

To construct a Versioned Time Series the following must be provided.

Versioned Query	Description
Market Data ID	Provide a market data id or set of market data id's to query
Time Granularity	Specify the granularity type
Versioned Time Extraction Window	Versioned extraction time window
Time Extraction Window	An extraction time window for data to be queried

Go to Time Extraction window section

Market Assessment Time Series

qs = QueryService(cfg);
data = qs.CreateMarketAssessment() ...
       .ForMarketData([100000007,100000008]) ...
       .ForProducts(["D+1","Feb-18"]) ...
       .InAbsoluteDateRange("2018-01-01","2018-01-02") ...
       .Execute()

To construct a Market Assessment Time Series the following must be provided.

Mas Query	Description
Market Data ID	Provide a market data id or set of market data id's to query
Product	Provide a product or set of products
Time Extraction Window	An extraction time window for data to be queried

Go to Time Extraction window section

Auction Time Series

qs = QueryService(cfg);

data = qs.CreateAuction() ...
  .ForMarketData([100000001]) ...
  .InAbsoluteDateRange("2020-03-01", "2020-04-01") ...
  .Execute();

To construct an Auction Time Series the following must be provided.

Auction Query	Description
Market Data ID	Provide a market data id or set of market data id's to query
Time Extraction Window	An extraction time window for data to be queried

Artesian SDK Extraction Windows

Extraction window types for queries.

Date Range

 .InAbsoluteDateRange("2018-08-01", "2018-08-10")

Relative Interval

 .InRelativeInterval(RelativeIntervalEnum.RollingMonth)

Period

 .InRelativePeriod("P5D")

Period Range

 .InRelativePeriodRange("P-3D", "P10D")

MarketData Service

Using the ArtesianServiceConfig cfg we create an instance of the MarketDataService which is used to retrieve MarketData infos.

mds = MarketDataService(cfg);

MarketData Acl

AddRoles

user = AclPrincipal(PrincipalTypeEnum.User, "[email protected]");
mds.Acl.AddRoles(Acl("/system/marketdata/", {AclRoles("Reader", user)}))

RemoveRoles

user = AclPrincipal(PrincipalTypeEnum.User, "[email protected]");
mds.Acl.RemoveRoles(Acl("/system/marketdata/", {AclRoles("Reader", user)}))

Get

mds.Acl.GetRoles(
  1, % page
  10, % pageSize
  {"[email protected]"} % principalIds
);

mds.Acl.ReadRolesByPath(
  "/system/marketdata/", % path
);

MarketData Admin

Create

mds.Admin.Create(
  AuthGroup("Test group", {"[email protected]", "[email protected]"})
);

Update

mds.Admin.Update(
  1000, % groupId
  AuthGroup("Test group", {"[email protected]", "[email protected]"})
);

Remove

mds.Admin.Remove(
  1000 % groupId
);

Get

mds.Admin.GetById(
  1000 % groupId
);

mds.Admin.Get(
  1, % page
  10 % pageSize
);

mds.Admin.ReadUserPrincipals(
  "[email protected]"
);

MarketData ApiKey

Create

mds.ApiKey.Create(
  ApiKey("2020-02-10T00:00:00Z", "Api key Description")
);

Delete

mds.ApiKey.Delete(
  1000 % apiKeyId
);

Get

mds.ApiKey.GetById(
  1000 % apiKeyId
);

mds.ApiKey.GetByUserId(
  1, % page
  10, % pageSize
  "[email protected]"
);

MarketData CustomFilter

Create

filter = {};
filter.test = {"1"};
filter.test2 = {"2"};
mds.CustomFilter.Create(CustomFilter("test filter2","search test", filter))

Update

filter = {};
filter.type = {"VersionedTimeSerie"};
filter.providerName = {"JAO"};

mds.CustomFilter.Update(
  1000, % filterId
  CustomFilter("filter name", "search text", filter)
);

Delete

mds.CustomFilter.Delete(
  1000 % filterId
);

Get

mds.CustomFilter.GetById(
  1000 % filterId
);

mds.CustomFilter.Get(
  1, % page
  10 % pageSize
);

MarketData SearchFacet

filter = {};
filter.page = 1;
filter.pageSize = 10;
filter.searchText = "Search";
filter.sorts = "MarketDataName asc";
innerFilter = {}
innerFilter.ProviderName = "JAO"
filter.filters = innerFilter;

mds.SearchFacet.Search(
  filter
);

MarketData TimeTransform

Create

mds.TimeTransform.Create(TimeTransform("MatTest", TransformTypeEnum.SimpleShift, "1D", "1D","3D"))

Update

mds.TimeTransform.Update(
  1000, % timeTransformId
  TimeTransform("MatTest", TransformTypeEnum.SimpleShift, "1D", "1D","3D")
);

Delete

mds.TimeTransform.Delete(
  1000 % timeTransformId
);

Get

mds.TimeTransform.GetById(
  1000 % timeTransformId
);

mds.TimeTransform.Get(
  1, % page
  10, % pageSize
  true % userDefined
);

MarketData MarketDataRegistry

Create

data = MarketDataEntityInput("testMatlab", ...
    "testmatlabcurveVer", ...
    "Day", ...
    "CET", ...
    AggregationRuleEnum.Undefined, ...
    MarketDataTypeEnum.ActualTimeSerie ...
);

mds.MarketData.Create(data);

Update

data = MarketDataEntityInput("testMatlab", ...
    "testmatlabcurveVer", ...
    "Day", ...
    "CET", ...
    AggregationRuleEnum.Undefined, ...
    MarketDataTypeEnum.ActualTimeSerie ...
);
data.MarketDataId = "100000001";

mds.MarketData.Update(data);

Delete

mds.MarketData.Delete(
  100000001 % marketDataId
);

Get

mds.MarketData.GetById(
  100000001 % marketDataId
);

mds.MarketData.GetByProviderName(
  MarketDataIdentifier("Provider","CurveName")
);

page = 1;
pageSize = 100;
res = mds.MarketData.ReadCurveRange(100000004, page, pageSize);

MarketData UpsertCurve

Upsert Actual

rows = [];
rows = [rows {{"2022-01-01T00:00:00", 1}}];
rows = [rows {{"2022-01-02T00:00:00", 2}}];

id = MarketDataIdentifier("ArkLab","ActualCurve");
data = UpsertCurveDataActual(id, "CET", "2022-01-01T00:00:00Z", rows);
mds.UpsertCurve.Upsert(data);

Upsert Versioned

rows = [];
rows = [rows {{"2022-01-01T00:00:00", 1}}];
rows = [rows {{"2022-01-02T00:00:00", 2}}];

id = MarketDataIdentifier("ArkLab","VersionedCurve");
data = UpsertCurveDataVersioned(id, "2022-01-01T00:00:00","CET", "2022-01-01T00:00:00Z", rows);
mds.UpsertCurve.Upsert(data);

Upsert MarketAssessment

Market assessment product fields:

settlement
open
close
high
low
volumePaid
volumeGiven
volume

rows = [];
rows = [rows {{"2022-01-01T00:00:00" {{"Jan-22" {{"open" 6}, {"close" 7}}}}}}];

id = MarketDataIdentifier("ArkLab","MarketAssessmentCurve");
data = UpsertCurveDataMarketAssessment(id, "CET", "2022-01-01T00:00:00Z", rows);
mds.UpsertCurve.Upsert(data);

Upsert BidAsk

BidAsk product fields:

bestBidPrice
bestAskPrice
bestBidQuantity
bestAskQuantity
lastPrice
lastQuantity

rows = [];
rows = [rows {{"2022-01-01T00:00:00" {{"Jan-22" {{"bestBidPrice" 6}, {"bestBidQuantity" 7}}}}}}];

id = MarketDataIdentifier("ArkLab","BidAskCurve");
data = UpsertCurveDataBidAsk(id, "CET", "2022-01-01T00:00:00Z", rows);
mds.UpsertCurve.Upsert(data);

Upsert Auction

rows = [];
rows = [rows {{"2022-01-01T00:00:00", AuctionBid("2022-01-01T00:00:00", {{1 1}}, {{2 2}})}}];

id = MarketDataIdentifier("ArkLab", "AuctionCurve");
data = UpsertCurveDataAuction(id, "CET", "2022-01-01T00:00:00Z", rows);

MarketData DeleteCurve

Delete Actual

id = MarketDataIdentifier("ArkLab","ActualCurve");
data = DeleteCurveDataActual(id, "CET", "2022-01-01T00:00:00", "2022-01-02T00:00:00");
mds.DeleteCurve.Delete(data);

To delete the whole range, just call the DeleteCurveDataActual, without date range

id = MarketDataIdentifier("ArkLab","ActualCurve");
data = DeleteCurveDataActual(id, "CET");
mds.DeleteCurve.Delete(data);

Delete Versioned

id = MarketDataIdentifier("ArkLab","VersionedCurve");
data = DeleteCurveDataVersioned(id, "2022-01-01T00:00:00", "CET", "2022-01-01T00:00:00", "2022-01-02T00:00:00");
mds.DeleteCurve.Delete(data);

To delete the whole range, just call the DeleteCurveDataVersioned, without date range

id = MarketDataIdentifier("ArkLab","VersionedCurve");
data = DeleteCurveDataVersioned(id, "2022-01-01T00:00:00", "CET");
mds.DeleteCurve.Delete(data);

Delete MarketAssessment

id = MarketDataIdentifier("ArkLab","MarketAssessmentCurve");
product = {"Jan-22"};

data = DeleteCurveDataMarketAssessment(id, "CET", product, "2022-01-01T00:00:00", "2022-01-02T00:00:00");
mds.DeleteCurve.Delete(data);

To delete the whole range, just call the DeleteCurveDataMarketAssessment, without date range

id = MarketDataIdentifier("ArkLab","MarketAssessmentCurve");
data = DeleteCurveDataMarketAssessment(id, "CET", product);
mds.DeleteCurve.Delete(data);

Delete BidAsk

id = MarketDataIdentifier("ArkLab","BidAskCurve");
product = {"Jan-22"};

data = DeleteCurveDataBidAsk(id, "CET", product, "2022-01-01T00:00:00", "2022-01-02T00:00:00");
mds.DeleteCurve.Delete(data);

To delete the whole range, just call the DeleteCurveDataBidAsk, without date range

id = MarketDataIdentifier("ArkLab","BidAskCurve");
data = DeleteCurveDataBidAsk(id, "CET", product);
mds.DeleteCurve.Delete(data);

Delete Auction

id = MarketDataIdentifier("ArkLab", "AuctionCurve");
data = DeleteCurveDataAuction(id, "CET", "2022-01-01T00:00:00", "2022-01-02T00:00:00");

To delete the whole range, just call the DeleteCurveDataAuction, without date range

id = MarketDataIdentifier("ArkLab","AuctionCurve");
data = DeleteCurveDataAuction(id, "CET");
mds.DeleteCurve.Delete(data);

GMEPublicOffer Service

Using the ArtesianServiceConfig cfg we create an instance of the GMEPublicOfferService which is used to retrieve MarketData infos.

gme = GMEPublicOfferService(cfg);

GMEPublicOfferQuery

Create a GMEPublicOfferQuery using the GMEPublicOfferService.

gme.CreateGMEPublicOfferQuery() ...
   .ForDate("2020-04-01") ...
   .ForPurpose(Purpose.BID) ...
   .ForStatus(Status.ACC) ...
   .Execute()

GME Public Offer Required Filters

GME Public Offer Query	Description
ForDate	Provide a date for extraction
ForPurpose	Provide a purpose (BID or OFF) for extraction
ForStatus	Provide a status for extraction

GME Public Offer Optional Filters

GME Public Offer Query	Description
ForOperator	Provide a list of Operators (string[])
ForUnit	Provide a list of Units (string[])
ForMarket	Provide a list of Markets (Market[])
ForScope	Provide a list of Scopes (Scope[])
ForBAType	Provide a list of BATypes (BAType[])
ForZone	Provide a list of Zones (Zone[])
ForUnitType	Provide a list of UnitTypes (UnitType[])
ForGenerationType	Provide a list of GenerationTypes (GenerationType[])
WithPagination	Provide paging info (uint32 page, uint32 pageSize)

Name		Name	Last commit message	Last commit date
Latest commit History 48 Commits
Client		Client
Configuration		Configuration
GMEPublicOffer		GMEPublicOffer
MarketData		MarketData
Query		Query
Test		Test
Util		Util
.gitignore		.gitignore
Artesian.SDK.prj		Artesian.SDK.prj
LICENSE		LICENSE
README.md		README.md
icon.png		icon.png

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ARKlab/Artesian.SDK-Matlab

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Artesian.SDK

Getting Started

Installation

How to use

QueryService

Actual Time Series

Versioned Time Series

Market Assessment Time Series

Auction Time Series

Artesian SDK Extraction Windows

MarketData Service

MarketData Acl

AddRoles

RemoveRoles

Get

MarketData Admin

Create

Update

Remove

Get

MarketData ApiKey

Create

Delete

Get

MarketData CustomFilter

Create

Update

Delete

Get

MarketData SearchFacet

MarketData TimeTransform

Create

Update

Delete

Get

MarketData MarketDataRegistry

Create

Update

Delete

Get

MarketData UpsertCurve

Upsert Actual

Upsert Versioned

Upsert MarketAssessment

Upsert BidAsk

Upsert Auction

MarketData DeleteCurve

Delete Actual

Delete Versioned

Delete MarketAssessment

Delete BidAsk

Delete Auction

GMEPublicOffer Service

GMEPublicOfferQuery

GME Public Offer Required Filters

GME Public Offer Optional Filters

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