onesecondtrader 0.17.0__tar.gz → 0.18.0__tar.gz

{onesecondtrader-0.17.0 → onesecondtrader-0.18.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.17.0
+Version: 0.18.0
 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-0.17.0 → onesecondtrader-0.18.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.17.0"
+version = "0.18.0"
 description = "The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place."
 authors = [
     {name = "Nils P. Kujath",email = "63961429+NilsKujath@users.noreply.github.com"}

{onesecondtrader-0.17.0 → onesecondtrader-0.18.0}/src/onesecondtrader/core.py

@@ -8,6 +8,7 @@ import enum
 import pandas as pd
 import queue
 import threading
+import uuid
 
 from collections import defaultdict
 
@@ -23,6 +24,16 @@ 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 Events:
     """
@@ -35,10 +46,12 @@ class Events:
             default_factory=lambda: pd.Timestamp.now(tz="UTC")
         )
 
+    # SYSTEM EVENTS
     @dataclasses.dataclass(kw_only=True, frozen=True)
     class SystemShutdown(BaseEvent):
         pass
 
+    # MARKET EVENTS
     @dataclasses.dataclass(kw_only=True, frozen=True)
     class IncomingBar(BaseEvent):
         ts_event: pd.Timestamp
@@ -50,6 +63,29 @@ class Events:
         close: float
         volume: int | None = None
 
+    # BROKER REQUEST EVENTS
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class Order(BaseEvent):
+        order_id: uuid.UUID = dataclasses.field(default_factory=lambda: uuid.uuid4())
+        symbol: str
+        order_type: Models.OrderType
+        side: Models.OrderSide
+        quantity: float
+        limit_price: float | None = None
+        stop_price: float | None = None
+
+    # BROKER RESPONSE EVENTS
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class Fill(BaseEvent):
+        fill_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+        broker_fill_id: str | None = None
+        associated_order_id: uuid.UUID
+        side: Models.OrderSide
+        quantity_filled: float
+        fill_price: float
+        commission: float
+        exchange: str = "SIMULATED"
+
 
 class BaseConsumer(abc.ABC):
     """
@@ -103,3 +139,9 @@ class EventBus:
             consumers = list(self._subscriptions[type(event)])
         for consumer in consumers:
             consumer.receive(event)
+
+
+event_bus = EventBus()
+"""
+Global event bus instance.
+"""