onesecondtrader 0.25.0__py3-none-any.whl → 0.27.0__py3-none-any.whl

onesecondtrader/brokers/__init__.py

@@ -0,0 +1,5 @@
+__all__ = [
+    "BrokerBase",
+]
+
+from .base import BrokerBase

onesecondtrader/brokers/base.py

@@ -0,0 +1,39 @@
+import abc
+
+from onesecondtrader import events, messaging
+
+
+class BrokerBase(messaging.Subscriber):
+    def __init__(self, event_bus: messaging.EventBus) -> None:
+        super().__init__(event_bus)
+        self._subscribe(
+            events.requests.OrderSubmission,
+            events.requests.OrderCancellation,
+            events.requests.OrderModification,
+        )
+
+    def _on_event(self, event: events.bases.EventBase) -> None:
+        match event:
+            case events.requests.OrderSubmission() as submit_order:
+                self._on_submit_order(submit_order)
+            case events.requests.OrderCancellation() as cancel_order:
+                self._on_cancel_order(cancel_order)
+            case events.requests.OrderModification() as modify_order:
+                self._on_modify_order(modify_order)
+            case _:
+                return
+
+    @abc.abstractmethod
+    def _on_submit_order(self, event: events.requests.OrderSubmission) -> None:
+        pass
+
+    @abc.abstractmethod
+    def _on_cancel_order(self, event: events.requests.OrderCancellation) -> None:
+        pass
+
+    @abc.abstractmethod
+    def _on_modify_order(self, event: events.requests.OrderModification) -> None:
+        pass
+
+    def _respond(self, response_event: events.bases.BrokerResponseEvent) -> None:
+        self._publish(response_event)

onesecondtrader/messaging/__init__.py

@@ -1,7 +1,7 @@
 __all__ = [
     "EventBus",
-    "EventSubscriberLike",
+    "Subscriber",
 ]
 
 from .eventbus import EventBus
-from .contracts import EventSubscriberLike
+from .subscriber import Subscriber

onesecondtrader/messaging/eventbus.py

@@ -2,29 +2,32 @@ from __future__ import annotations
 
 import collections
 import threading
+import typing
 
 from onesecondtrader import events
-from . import contracts
+
+if typing.TYPE_CHECKING:
+    from .subscriber import Subscriber
 
 
 class EventBus:
     def __init__(self) -> None:
         self._per_event_subscriptions: collections.defaultdict[
-            type[events.bases.EventBase], set[contracts.EventSubscriberLike]
+            type[events.bases.EventBase], set[Subscriber]
         ] = collections.defaultdict(set)
-        self._subscribers: set[contracts.EventSubscriberLike] = set()
+        self._subscribers: set[Subscriber] = set()
         self._lock: threading.Lock = threading.Lock()
 
     def subscribe(
         self,
-        subscriber: contracts.EventSubscriberLike,
+        subscriber: Subscriber,
         event_type: type[events.bases.EventBase],
     ) -> None:
         with self._lock:
             self._subscribers.add(subscriber)
             self._per_event_subscriptions[event_type].add(subscriber)
 
-    def unsubscribe(self, subscriber: contracts.EventSubscriberLike) -> None:
+    def unsubscribe(self, subscriber: Subscriber) -> None:
         with self._lock:
             for set_of_event_subscribers in self._per_event_subscriptions.values():
                 set_of_event_subscribers.discard(subscriber)

onesecondtrader/messaging/subscriber.py

@@ -0,0 +1,69 @@
+import abc
+import queue
+import threading
+
+from onesecondtrader import events
+from .eventbus import EventBus
+
+
+class Subscriber(abc.ABC):
+    def __init__(self, event_bus: EventBus) -> None:
+        self._event_bus = event_bus
+        self._queue: queue.Queue[events.bases.EventBase | None] = queue.Queue()
+        self._running: threading.Event = threading.Event()
+        self._running.set()
+        self._thread = threading.Thread(
+            target=self._event_loop, name=self.__class__.__name__
+        )
+        self._thread.start()
+
+    def receive(self, event: events.bases.EventBase) -> None:
+        if self._running.is_set():
+            self._queue.put(event)
+
+    def wait_until_idle(self) -> None:
+        if not self._running.is_set():
+            return
+        self._queue.join()
+
+    def shutdown(self) -> None:
+        if not self._running.is_set():
+            return
+        self._event_bus.unsubscribe(self)
+        self._running.clear()
+        self._queue.put(None)
+        if threading.current_thread() is not self._thread:
+            self._thread.join()
+
+    def _subscribe(self, *event_types: type[events.bases.EventBase]) -> None:
+        for event_type in event_types:
+            self._event_bus.subscribe(self, event_type)
+
+    def _publish(self, event: events.bases.EventBase) -> None:
+        self._event_bus.publish(event)
+
+    def _event_loop(self) -> None:
+        while True:
+            event = self._queue.get()
+            if event is None:
+                self._queue.task_done()
+                break
+            try:
+                self._on_event(event)
+            except Exception as exc:
+                self._on_exception(exc)
+            finally:
+                self._queue.task_done()
+        self._cleanup()
+
+    def _on_exception(self, exc: Exception) -> None:
+        # Override in subclass to log or handle exceptions
+        pass
+
+    def _cleanup(self) -> None:
+        pass
+
+    @abc.abstractmethod
+    def _on_event(self, event: events.bases.EventBase) -> None:
+        # Must not block indefinitely; wait_until_idle() has no timeout
+        ...

{onesecondtrader-0.25.0.dist-info → onesecondtrader-0.27.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.25.0
+Version: 0.27.0
 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-0.25.0.dist-info → onesecondtrader-0.27.0.dist-info}/RECORD

@@ -1,16 +1,18 @@
 onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/brokers/__init__.py,sha256=n-idxbvvlPrAnbxdA7l6S3ecRVqgroTZ0XBkse8GamQ,62
+onesecondtrader/brokers/base.py,sha256=b6Xq2gBUdy3RTpnUfpUiNSXwbuq_bRIjXJ-s89Xu7nE,1345
 onesecondtrader/events/__init__.py,sha256=IOlFRdiOXz93SpvkpKL8wr1954d_8olKSB1n9mlTL3Y,898
 onesecondtrader/events/bases.py,sha256=g-ykq2jgcitIAueRurUlqAq0jINQwuhSWi_khAniPHw,662
 onesecondtrader/events/market.py,sha256=IfHuIGfp_IUiw-dFay4c4RYmkoNzshxbhuWTglBqfN0,509
 onesecondtrader/events/requests.py,sha256=2KXwSckiar9-fy8wkN3vcSIeOkeBfeo_XhUhrNKEd2Q,831
 onesecondtrader/events/responses.py,sha256=w_BH1nkkPyxQjh30EXEVFcUGDoMprFc2PuAaqpVrQ8A,1436
-onesecondtrader/messaging/__init__.py,sha256=9yLobI20ZmqipPHG_pwVgdGOEoj-sIAdGWhH17MKSu4,132
-onesecondtrader/messaging/contracts.py,sha256=_LCDtwqgCqNZ5Js1Ht5iFvqNqZUMzi83RVeJgXpTeno,267
-onesecondtrader/messaging/eventbus.py,sha256=J36tmuemRjDATHikSSzL3-7Kmx5fu_sX09X7tb94IF0,1522
+onesecondtrader/messaging/__init__.py,sha256=vMRDabHBgse_vZRTRFtnU8M8v2sY_o4pHjGzgu3hp3E,115
+onesecondtrader/messaging/eventbus.py,sha256=rTBDmtXKnUAVdOBeLyIn2pJmBLz9AszHGIcuOcVhEQI,1501
+onesecondtrader/messaging/subscriber.py,sha256=ImpFmu5IstLXLoKVMaebmLp5MXN6225vHLdTL1ZOPvw,2106
 onesecondtrader/models/__init__.py,sha256=cH5xyniz78MQjM9_-fFdP1ZW6FFLTmayMwQauFO23bU,135
 onesecondtrader/models/data.py,sha256=TqUvTtjpmzTJT8ZdTYnlVoyI7Qck2IsseCazWZxJgD0,173
 onesecondtrader/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
-onesecondtrader-0.25.0.dist-info/METADATA,sha256=eWtsWhZOEqTGaEubNmJhXnWFtYxSfhYwJheci2HAwkI,9682
-onesecondtrader-0.25.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-onesecondtrader-0.25.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.25.0.dist-info/RECORD,,
+onesecondtrader-0.27.0.dist-info/METADATA,sha256=aHM_QsfmD8cIv5lqkvVFIveYEx5SxHsS1NjqaumOuXI,9682
+onesecondtrader-0.27.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.27.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.27.0.dist-info/RECORD,,

onesecondtrader/messaging/contracts.py

@@ -1,11 +0,0 @@
-from __future__ import annotations
-
-import typing
-
-from onesecondtrader import events
-
-
-@typing.runtime_checkable
-class EventSubscriberLike(typing.Protocol):
-    def receive(self, event: events.bases.EventBase) -> None: ...
-    def wait_until_idle(self) -> None: ...