PyAlgoEngine 0.12.3__cp315-cp315-win_amd64.whl

algo_engine/engine/c_event_engine.pxd

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+from event_engine.capi cimport Topic, EventEngineEx
+
+from ..base.c_market_data.c_market_data cimport MarketData
+
+
+cdef class TopicSet:
+    cdef dict __dict__
+
+    cdef readonly Topic on_order
+    cdef readonly Topic on_report
+    cdef readonly Topic eod
+    cdef readonly Topic eod_done
+    cdef readonly Topic bod
+    cdef readonly Topic bod_done
+    cdef readonly Topic launch_order
+    cdef readonly Topic cancel_order
+    cdef readonly Topic realtime
+    cdef readonly dict push_topic_map
+
+    cpdef Topic push(self, MarketData market_data)
+
+    cpdef dict parse(self, Topic topic)
+
+cdef EventEngineEx EVENT_ENGINE
+cdef TopicSet TOPIC

algo_engine/engine/c_event_engine.pyi

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+from event_engine.capi import Topic, EventEngineEx
+
+from ..base.c_market_data.c_market_data import MarketData
+
+
+class TopicSet:
+    """Helper for building and parsing event topics used by the algo engine.
+
+    Attributes:
+        on_order: Exact topic for order submission events.
+        on_report: Exact topic for order/trade report events.
+        eod: Exact topic signaling end-of-day start.
+        eod_done: Exact topic signaling end-of-day completion.
+        bod: Exact topic signaling start-of-day start.
+        bod_done: Exact topic signaling start-of-day completion.
+        launch_order: Template topic, e.g., 'launch_order.{ticker}'.
+        cancel_order: Template topic, e.g., 'cancel_order.{ticker}'.
+        realtime: Template for real-time market data, e.g., 'realtime.{ticker}.{dtype}'.
+        push_topic_map: Per-ticker cache mapping dtype to resolved `Topic`.
+    """
+    on_order: Topic
+    on_report: Topic
+    eod: Topic
+    eod_done: Topic
+    bod: Topic
+    bod_done: Topic
+    launch_order: Topic
+    cancel_order: Topic
+    realtime: Topic
+    push_topic_map: dict[str, dict[int, Topic]]
+
+    def __init__(self) -> None: ...
+
+    def push(self, market_data: MarketData) -> Topic:
+        """Return the cached real-time topic for the given market data.
+
+        Resolves to 'realtime.{ticker}.{dtype}' using values read from the
+        low-level market data buffer referenced by `market_data._data_addr`.
+        Caches the topic per (ticker, dtype) for reuse.
+
+        Args:
+            market_data: Object exposing `_data_addr` pointing to a C buffer.
+
+        Returns:
+            A resolved `Topic` for publishing the market data.
+        """
+        ...
+
+    def parse(self, topic: Topic) -> dict[str, str]:
+        """Parse a resolved real-time topic back into its parameters.
+
+        Expects an exact topic that matches the `realtime` template. Extracts
+        literal placeholders (e.g., 'ticker', 'dtype') with their values.
+
+        Args:
+            topic: A fully-resolved `Topic` built from the `realtime` template.
+
+        Returns:
+            A mapping from placeholder name to its string value.
+        """
+        ...
+
+
+#: Global event engine singleton used across the algo engine.
+EVENT_ENGINE: EventEngineEx
+
+#: Global helper with common topics and utilities.
+TOPIC: TopicSet