38 lines
828 B
Python
38 lines
828 B
Python
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"""Venue adapter contracts for DITAv2."""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Protocol
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from .contracts import (
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KernelCommandType,
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KernelIntent,
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KernelEventKind,
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TradeSide,
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VenueEvent,
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VenueEventStatus,
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VenueOrder,
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VenueOrderStatus,
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)
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class VenueAdapter(Protocol):
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"""Abstract venue adapter used by the kernel."""
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def submit(self, intent: KernelIntent) -> List[VenueEvent]:
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...
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def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
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...
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def open_orders(self) -> List[VenueOrder]:
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...
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def open_positions(self) -> List[Dict[str, Any]]:
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...
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def reconcile(self) -> List[VenueEvent]:
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...
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