863a4cc8c9
Strategy DSL v2 (dsl.py): 40+ action primitives, 40+ market sensors, 12 comparison operators, 16 builtins, full parser. Strategy Generator (generator.py): genetic programming evolution — crossover, mutation, tournament selection, pool management. Supporting: discrepancy tracking, execution quality, hooks, feature importance, observability, parallel eval, auto-rollback, stress testing, structured observations, trajectory recording.
76 lines
2.4 KiB
Python
76 lines
2.4 KiB
Python
"""
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Execution Hooks — entry/exit interfaces for future BingX integration.
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Prepares hooks that will be called when connecting to live execution systems.
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All hooks are no-ops now but define the interface for future implementation.
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"""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Any, Callable, Optional, Protocol
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from malkhut.state import MarketWorldState
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from malkhut.actions import FulfilmentAction
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class ExecutionIntentHook(Protocol):
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"""Hook called when an execution intent is submitted."""
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def on_intent(self, intent_id: str, target: str, urgency: float) -> None: ...
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class FillCallbackHook(Protocol):
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"""Hook called after a fill is received."""
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def on_fill(self, fill_price: float, fill_qty: float, side: str, is_maker: bool) -> None: ...
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class VenueTelemetryHook(Protocol):
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"""Hook for venue state publishing to Zinc."""
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def on_venue_state(self, state: Mapping[str, Any]) -> None: ...
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class AccountReconciliationHook(Protocol):
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"""Hook to compare internal state vs venue state."""
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def reconcile(self, internal_state: MarketWorldState, venue_state: Mapping[str, Any]) -> list[str]: ...
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@dataclass(frozen=True, slots=True)
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class ExecutionHooks:
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"""
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Collection of hooks for future execution integration.
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All hooks are no-ops by default. Override when connecting to live systems.
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"""
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on_intent: Optional[Callable] = None
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on_fill: Optional[Callable] = None
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on_venue_state: Optional[Callable] = None
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reconcile: Optional[Callable] = None
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def submit_intent(self, intent_id: str, target: str, urgency: float) -> None:
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"""Submit an execution intent (DSL primitive)."""
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if self.on_intent:
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self.on_intent(intent_id, target, urgency)
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def report_fill(self, fill_price: float, fill_qty: float, side: str, is_maker: bool) -> None:
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"""Report a fill (DSL primitive)."""
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if self.on_fill:
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self.on_fill(fill_price, fill_qty, side, is_maker)
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def publish_venue_state(self, state: Mapping[str, Any]) -> None:
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"""Publish venue state to Zinc."""
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if self.on_venue_state:
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self.on_venue_state(state)
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def reconcile_state(self, internal: MarketWorldState, venue: Mapping[str, Any]) -> list[str]:
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"""Reconcile internal vs venue state."""
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if self.reconcile:
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return self.reconcile(internal, venue)
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return []
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# Default hooks (no-ops)
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DEFAULT_HOOKS = ExecutionHooks()
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