Python

Python SDK

The official Python SDK for GEX Engine. Provides a typed, Pythonic interface to all API endpoints with built-in retry logic, rate limit handling, and WebSocket streaming support.

Installation

pip install gex-engine

Requires Python 3.9 or later. The SDK has minimal dependencies: httpx for HTTP, websockets for streaming, and pydantic for response models.

Initialization

from gex_engine import GEXClient

client = GEXClient(api_key="YOUR_API_KEY")

# Or use an environment variable (recommended)
# export GEX_API_KEY=your_key
client = GEXClient()  # reads from GEX_API_KEY

Fetching Data

Gamma Exposure

gex = client.gex("SPX")

print(f"Total GEX: {gex.total_gex:,.0f}")
print(f"Net GEX:   {gex.net_gex:,.0f}")
print(f"Call GEX:  {gex.call_gex:,.0f}")
print(f"Put GEX:   {gex.put_gex:,.0f}")
print(f"Spot:      {gex.meta.spot:.2f}")

# Per-strike data
for strike, exposure in zip(gex.strikes, gex.gex_per_strike):
    if abs(exposure) > 1_000_000_000:
        print(f"  {strike}: {exposure:>14,.0f}")

Dealer Sentiment Index

dsi = client.dsi("SPX")

print(f"DSI: {dsi.dsi:+.1f}")
print(f"Gamma component: {dsi.gamma_component:+.2f}")
print(f"Vol component:   {dsi.vol_component:+.2f}")

Regime Detection

regime = client.regime("SPX")

print(f"Regime: {regime.regime}")
print(f"Strength: {regime.strength:.2f}")
print(f"Amplification: {regime.amplification_factor:.2f}")

Key Levels

levels = client.levels("SPX")

print(f"Gamma flip: {levels.gamma_flip:.2f}")
print(f"Put wall:   {levels.put_wall:.0f}")
print(f"Call wall:  {levels.call_wall:.0f}")
print(f"Max pain:   {levels.max_pain:.0f}")

WebSocket Streaming

import asyncio

async def stream_gex():
    async for update in client.stream("SPX", channels=["gex", "signals", "regime"]):
        print(f"[{update.channel}] {update.data}")

asyncio.run(stream_gex())

Error Handling

from gex_engine import GEXClient, GEXError, RateLimitError

client = GEXClient()

try:
    gex = client.gex("SPX")
except RateLimitError as e:
    print(f"Rate limited. Retry after {e.retry_after}s")
except GEXError as e:
    print(f"API error {e.status_code}: {e.detail}")