onesecondtrader 0.17.0__py3-none-any.whl → 0.19.0__py3-none-any.whl

onesecondtrader/core.py

@@ -8,6 +8,7 @@ import enum
 import pandas as pd
 import queue
 import threading
+import uuid
 
 from collections import defaultdict
 
@@ -23,24 +24,73 @@ class Models:
         OHLCV_1H = 34
         OHLCV_1D = 35
 
+    class OrderSide(enum.Enum):
+        BUY = enum.auto()
+        SELL = enum.auto()
+
+    class OrderType(enum.Enum):
+        MARKET = enum.auto()
+        LIMIT = enum.auto()
+        STOP = enum.auto()
+        STOP_LIMIT = enum.auto()
+
+    class OrderRejectionReason(enum.Enum):
+        INSUFFICIENT_FUNDS = enum.auto()
+        MARKET_CLOSED = enum.auto()
+        UNKNOWN = enum.auto()
+
+    class CancelRejectionReason(enum.Enum):
+        ORDER_ALREADY_FILLED = enum.auto()
+        ORDER_ALREADY_CANCELLED = enum.auto()
+        ORDER_PENDING_EXECUTION = enum.auto()
+        MARKET_CLOSED = enum.auto()
+        UNKNOWN = enum.auto()
+
+    class ModifyRejectionReason(enum.Enum):
+        ORDER_ALREADY_FILLED = enum.auto()
+        ORDER_ALREADY_CANCELLED = enum.auto()
+        ORDER_PENDING_EXECUTION = enum.auto()
+        ORDER_NOT_FOUND = enum.auto()
+        INVALID_PRICE = enum.auto()
+        INVALID_QUANTITY = enum.auto()
+        MARKET_CLOSED = enum.auto()
+        UNKNOWN = enum.auto()
+
+    class TimeInForce(enum.Enum):
+        GTC = enum.auto()
+        DAY = enum.auto()
+        IOC = enum.auto()
+        FOK = enum.auto()
+
 
 class Events:
     """
     Namespace for all events.
     """
 
+    # BASE EVENT
     @dataclasses.dataclass(kw_only=True, frozen=True)
     class BaseEvent:
         ts_event: pd.Timestamp = dataclasses.field(
             default_factory=lambda: pd.Timestamp.now(tz="UTC")
         )
 
+    # SYSTEM EVENTS
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class SystemEvent(BaseEvent):
+        pass
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class SystemShutdown(SystemEvent):
+        pass
+
+    # MARKET EVENTS
     @dataclasses.dataclass(kw_only=True, frozen=True)
-    class SystemShutdown(BaseEvent):
+    class MarketEvent(BaseEvent):
         pass
 
     @dataclasses.dataclass(kw_only=True, frozen=True)
-    class IncomingBar(BaseEvent):
+    class IncomingBar(MarketEvent):
         ts_event: pd.Timestamp
         symbol: str
         record_type: Models.RecordType
@@ -50,6 +100,83 @@ class Events:
         close: float
         volume: int | None = None
 
+    # BROKER REQUESTS EVENTS
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class BrokerRequestEvent(BaseEvent):
+        pass
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class SubmitOrder(BrokerRequestEvent):
+        order_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+        symbol: str
+        order_type: Models.OrderType
+        side: Models.OrderSide
+        quantity: float
+        limit_price: float | None = None
+        stop_price: float | None = None
+        time_in_force: Models.TimeInForce = Models.TimeInForce.GTC
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class ModifyOrder(BrokerRequestEvent):
+        order_id: uuid.UUID
+        quantity: float | None = None
+        limit_price: float | None = None
+        stop_price: float | None = None
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class CancelOrder(BrokerRequestEvent):
+        order_id: uuid.UUID
+
+    # BROKER RESPONSE EVENTS
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class BrokerResponseEvent(BaseEvent):
+        ts_broker: pd.Timestamp
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class OrderSubmitted(BrokerResponseEvent):
+        order_id: uuid.UUID
+        broker_order_id: str | None = None
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class OrderModified(BrokerResponseEvent):
+        order_id: uuid.UUID
+        broker_order_id: str | None = None
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class Fill(BrokerResponseEvent):
+        fill_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+        broker_fill_id: str | None = None
+        associated_order_id: uuid.UUID
+        symbol: str
+        side: Models.OrderSide
+        quantity_filled: float
+        fill_price: float
+        commission: float
+        exchange: str = "SIMULATED"
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class OrderRejected(BrokerResponseEvent):
+        order_id: uuid.UUID
+        reason: Models.OrderRejectionReason
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class OrderCancelled(BrokerResponseEvent):
+        order_id: uuid.UUID
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class OrderExpired(BrokerResponseEvent):
+        order_id: uuid.UUID
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class CancelRejected(BrokerResponseEvent):
+        order_id: uuid.UUID
+        reason: Models.CancelRejectionReason
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class ModifyRejected(BrokerResponseEvent):
+        order_id: uuid.UUID
+        reason: Models.ModifyRejectionReason
+
 
 class BaseConsumer(abc.ABC):
     """
@@ -103,3 +230,9 @@ class EventBus:
             consumers = list(self._subscriptions[type(event)])
         for consumer in consumers:
             consumer.receive(event)
+
+
+event_bus = EventBus()
+"""
+Global event bus instance.
+"""

{onesecondtrader-0.17.0.dist-info → onesecondtrader-0.19.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.17.0
+Version: 0.19.0
 Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
 License-File: LICENSE
 Author: Nils P. Kujath

onesecondtrader-0.19.0.dist-info/RECORD

@@ -0,0 +1,7 @@
+onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/core.py,sha256=b2vAoMPY8FzKJ3I23CZjualg7FSaQztKb5XIVFsR7sE,6879
+onesecondtrader/indicators.py,sha256=wGn-5v8L1gepMP45KcVrEo-f2ReOCD3r8lva9aEIUnY,3199
+onesecondtrader-0.19.0.dist-info/METADATA,sha256=gbvGvRtyUUMZPg9WmxbiV4_1BCia3G3oAOp8SP5Bv60,9682
+onesecondtrader-0.19.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.19.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.19.0.dist-info/RECORD,,

onesecondtrader-0.17.0.dist-info/RECORD

@@ -1,7 +0,0 @@
-onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/core.py,sha256=_ww01j3PQ0bCRkkTDxDD-cNtD4dkeaIFKwBn2ro0Y5M,2766
-onesecondtrader/indicators.py,sha256=wGn-5v8L1gepMP45KcVrEo-f2ReOCD3r8lva9aEIUnY,3199
-onesecondtrader-0.17.0.dist-info/METADATA,sha256=Y-rLsvsHp0Vo-6lG0FqXE0Abm6YxaduSWkNb5D0Zv7g,9682
-onesecondtrader-0.17.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-onesecondtrader-0.17.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.17.0.dist-info/RECORD,,