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siloqy/prod/clean_arch/dita_v2/venue.py

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"""Venue adapter contracts for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, AsyncIterator, Dict, List, Optional, Protocol
from .contracts import (
KernelCommandType,
KernelIntent,
KernelEventKind,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .exchange_event import ExchangeEvent
class VenueAdapter(Protocol):
"""Abstract venue adapter used by the kernel."""
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
...
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
...
def open_orders(self) -> List[VenueOrder]:
...
def open_positions(self) -> List[Dict[str, Any]]:
...
def reconcile(self) -> List[VenueEvent]:
...
# ------------------------------------------------------------------
# Phase 2 — stream seam (spec G3)
# ------------------------------------------------------------------
async def subscribe(self) -> AsyncIterator[ExchangeEvent]:
"""
Yield ExchangeEvent instances in arrival order. Implementations
must handle reconnection, keepalive, and 24h rotation internally.
The iterator never terminates normally callers cancel it on
shutdown. Both the WS and poll-failover paths implement this
interface so the kernel layer is source-agnostic.
"""
... # pragma: no cover
async def account_snapshot(self) -> ExchangeEvent:
"""
Return a single ACCOUNT_UPDATE + POSITION_UPDATE merged event
by calling the exchange REST API. Used for gap-backfill on
reconnect and as the poll-failover path.
"""
... # pragma: no cover