8135a4ae17
exchange_event.py: abstract ExchangeEvent/ExchangeEventKind seam venue.py: VenueAdapter extended with subscribe()/account_snapshot() bingx_user_stream.py: PINK-only WS client with listenKey lifecycle, gzip, ping/pong, 24h rotation sentinel, reconnect backoff, gap-backfill mock_venue.py: subscribe()/account_snapshot() for offline tests Gate G3 mode-parity: WS and poll paths produce identical k_capital, fees, realized PnL, reconcile status for same logical event sequence. 89/89 total offline tests pass.
61 lines
1.8 KiB
Python
61 lines
1.8 KiB
Python
"""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, AsyncIterator, 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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from .exchange_event import ExchangeEvent
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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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# ------------------------------------------------------------------
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# Phase 2 — stream seam (spec G3)
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# ------------------------------------------------------------------
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async def subscribe(self) -> AsyncIterator[ExchangeEvent]:
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"""
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Yield ExchangeEvent instances in arrival order. Implementations
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must handle reconnection, keepalive, and 24h rotation internally.
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The iterator never terminates normally — callers cancel it on
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shutdown. Both the WS and poll-failover paths implement this
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interface so the kernel layer is source-agnostic.
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"""
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... # pragma: no cover
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async def account_snapshot(self) -> ExchangeEvent:
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"""
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Return a single ACCOUNT_UPDATE + POSITION_UPDATE merged event
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by calling the exchange REST API. Used for gap-backfill on
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reconnect and as the poll-failover path.
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"""
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... # pragma: no cover
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