aa22529330
T1 scaffold: 42 frozen dataclasses (state.py), action model + PlannedPolicy + RiskDecision (actions.py), 17-feature extraction (features.py), FulfilmentEngine hot-path orchestrator (engine.py).
60 lines
1.7 KiB
Python
60 lines
1.7 KiB
Python
"""
|
|
Action model — compact menu for simultaneous-move tree search.
|
|
|
|
Bad: enumerate every price tick x every quantity x every TTL x every TIF.
|
|
Good: 8-24 meaningful actions per player, 3-12 per counterparty role.
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from dataclasses import dataclass, field
|
|
from typing import Any, Mapping, Optional, Tuple
|
|
|
|
from malkhut.state import ActionKind, AgentRole, OrderType, Side
|
|
|
|
|
|
@dataclass(frozen=True, slots=True)
|
|
class FulfilmentAction:
|
|
"""One atomic action candidate."""
|
|
kind: ActionKind
|
|
side: Optional[Side]
|
|
order_type: Optional[OrderType]
|
|
price_ticks_from_best: int
|
|
qty_fraction: float
|
|
ttl_ms: int
|
|
cancel_order_id: Optional[str] = None
|
|
reduce_only: bool = False
|
|
post_only: bool = False
|
|
metadata: Mapping[str, Any] = field(default_factory=dict)
|
|
|
|
|
|
@dataclass(frozen=True, slots=True)
|
|
class CounterpartyAction:
|
|
"""Adversarially useful aggregate actions that alter book/fill outcomes."""
|
|
role: AgentRole
|
|
kind: ActionKind
|
|
side: Optional[Side]
|
|
price_ticks_from_best: int
|
|
qty_fraction_of_top: float
|
|
toxicity: float = 0.0
|
|
metadata: Mapping[str, Any] = field(default_factory=dict)
|
|
|
|
|
|
JointAction = Tuple[Any, ...] # (our_action, cp_action_1, cp_action_2, ...)
|
|
|
|
|
|
@dataclass(frozen=True, slots=True)
|
|
class PlannedPolicy:
|
|
"""Output of the planner: distribution over actions + selected action."""
|
|
actions: Tuple[FulfilmentAction, ...]
|
|
probabilities: Tuple[float, ...]
|
|
selected_action: FulfilmentAction
|
|
diagnostics: Mapping[str, Any]
|
|
|
|
|
|
@dataclass(frozen=True, slots=True)
|
|
class RiskDecision:
|
|
approved: bool
|
|
action: Optional[FulfilmentAction]
|
|
reason: str
|
|
adjusted: bool = False
|