75 lines
2.2 KiB
Python
75 lines
2.2 KiB
Python
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"""Execution port for DITA-driven live trading.
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This port is intentionally free of Nautilus Trader node concepts.
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It provides a direct exchange boundary for PINK/BLUE-compatible DITA runtimes.
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"""
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from __future__ import annotations
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from abc import ABC, abstractmethod
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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, Optional
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@dataclass(frozen=True)
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class ExchangeStateSnapshot:
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"""Exchange-led account/position/order snapshot."""
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timestamp: datetime
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capital: float
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equity: float
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open_positions: Dict[str, Dict[str, Any]] = field(default_factory=dict)
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open_orders: list[Dict[str, Any]] = field(default_factory=list)
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all_orders: list[Dict[str, Any]] = field(default_factory=list)
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all_fills: list[Dict[str, Any]] = field(default_factory=list)
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account: Dict[str, Any] = field(default_factory=dict)
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open_notional: float = 0.0
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source: str = "exchange"
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recovered: bool = False
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@dataclass(frozen=True)
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class ExecutionReceipt:
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"""Canonical receipt returned by a direct execution adapter."""
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timestamp: datetime
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status: str
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symbol: str
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side: str
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action: str
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quantity: float
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price: float
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client_order_id: str
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order_id: str = ""
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realized_pnl: float = 0.0
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fees: float = 0.0
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raw_ack: Dict[str, Any] = field(default_factory=dict)
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raw_state: Dict[str, Any] = field(default_factory=dict)
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class ExecutionPort(ABC):
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"""Direct exchange execution boundary."""
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@abstractmethod
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async def connect(self) -> bool:
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raise NotImplementedError
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@abstractmethod
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async def disconnect(self) -> None:
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raise NotImplementedError
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@abstractmethod
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async def refresh_state(self, symbol: str | None = None, *, include_history: bool = False) -> ExchangeStateSnapshot:
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raise NotImplementedError
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@abstractmethod
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async def submit_intent(self, intent: Any) -> ExecutionReceipt:
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raise NotImplementedError
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@abstractmethod
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async def reconcile(self, symbol: str | None = None) -> ExchangeStateSnapshot:
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"""Recovery-only path for catastrophic restart/hibernate scenarios."""
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raise NotImplementedError
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