onesecondtrader 0.3.0__py3-none-any.whl → 0.5.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -8,7 +8,7 @@ Research, simulate, and deploy algorithmic trading strategies — all in one pla
 from .log_config import logger
 
 # Domain models
-from .domain_models import MarketData, PositionManagement
+from .domain_models import MarketData, PositionManagement, SystemManagement
 
 __all__ = [
     # Core infrastructure
@@ -16,4 +16,5 @@ __all__ = [
     # Domain models
     "MarketData",
     "PositionManagement",
+    "SystemManagement",
 ]

onesecondtrader/domain_models.py

@@ -1,30 +1,7 @@
 """
-Domain models for trading infrastructure.
-
-This module defines the core domain models used across the trading infrastructure.
- The design follows Domain-Driven Design (DDD) principles to structure domain logic
- into semantically cohesive and type-safe groupings. The models reflect foundational
- concepts such as orders, execution states, and position lifecycles. This establishes a
- ubiquitous language that is shared across modules, interfaces, and system components.
-
-Using enums to define these domain models provides the following benefits:
-
-1. **Type Safety** – Prevents invalid states (e.g., avoids `"buy"` vs `"BUY"` bugs)
-2. **Compile-Time Validation** – Enables early detection of missing cases (e.g., in match statements)
-3. **Semantic Precision** – Improves self-documentation and system comprehensibility
-4. **Refactor Robustness** – Reduces breakage when business rules evolve
-5. **Performance** – More efficient than string comparisons at runtime
-6. **Domain Vocabulary** – Aligns code with trading terminology
-(e.g., `OrderType.LIMIT`)
-
-All enums use `enum.auto()` to delegate value assignment unless interoperability with
- external systems requires explicit values. This minimizes maintenance overhead and
- ensures uniqueness without manual management.
-
-The domain models are grouped into the following classes:
-
-- **MarketData** – Market data feeds, aggregated bars, record metadata
-- **PositionManagement** – Orders, execution states, trade lifecycle controls
+This module defines the core domain models for trading infrastructure.
+ These models are organised into namespaces to provide clear semantic groupings
+ (e.g.: `PositionManagement.OrderType.MARKET`).
 """
 
 import collections
@@ -33,27 +10,38 @@ import enum
 
 class MarketData:
     """
-    Domain model for market data representation.
-
-    This namespace defines core data structures and enums related to market data,
-    such as aggregated price bars and data record types.
+    Domain model namespace for market data related concepts.
+
+    ???+ note "Market Data Record Types"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[MarketData]
+            A[MarketData.OHLCV]
+            B[MarketData.RecordType]
+            A0 --> A
+            A0 --> B
+
+        ```
     """
 
     OHLCV = collections.namedtuple("OHLCV", ["open", "high", "low", "close", "volume"])
 
     class RecordType(enum.Enum):
         """
-        Market data record type identifiers using Databento rtype integers.
-
-        The `MarketData.RecordType` enum preserves compatibility with format by using
-         their specified `rtype` integer assignments. This allows tight integration with
-         Databento data streams while remaining agnostic to any specific vendor.
-
-        Values:
-            - OHLCV_1S (32): 1-second bars
-            - OHLCV_1M (33): 1-minute bars
-            - OHLCV_1H (34): 1-hour bars
-            - OHLCV_1D (35): Daily bars
+        Market data record type identifiers that preserve compatibility with Databento's
+         rtype integers identifiers:
+
+        quote:
+            - `OHLCV_1S` (`32`): 1-second bars
+            - `OHLCV_1M` (`33`): 1-minute bars
+            - `OHLCV_1H` (`34`): 1-hour bars
+            - `OHLCV_1D` (`35`): Daily bars
         """
 
         OHLCV_1S = 32
@@ -62,9 +50,9 @@ class MarketData:
         OHLCV_1D = 35
 
         @classmethod
-        def to_string(cls, rtype: int) -> str:
+        def to_string(cls, record_type: int) -> str:
             """Convert record type integer to human-readable description."""
-            match rtype:
+            match record_type:
                 case cls.OHLCV_1S.value:
                     return "1-second bars"
                 case cls.OHLCV_1M.value:
@@ -74,25 +62,45 @@ class MarketData:
                 case cls.OHLCV_1D.value:
                     return "daily bars"
                 case _:
-                    return f"unknown ({rtype})"
+                    return f"unknown ({record_type})"
 
 
 class PositionManagement:
     """
-    Trading domain concepts for managing orders and positions.
-
-    This namespace defines core abstractions related to the lifecycle of orders.
+    Domain model namespace for position management related concepts.
+
+    ???+ note "Position Management Concepts"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[PositionManagement]
+            A[PositionManagement.OrderType]
+            B[PositionManagement.OrderState]
+            C[PositionManagement.Side]
+            D[PositionManagement.TimeInForce]
+            E[PositionManagement.CancelReason]
+            A0 --> A
+            A0 --> B
+            A0 --> C
+            A0 --> D
+            A0 --> E
+        ```
     """
 
     class OrderType(enum.Enum):
         """
         Order execution types.
 
-        Values:
-            - MARKET: Execute immediately at best available price
-            - LIMIT: Execute only at specified price or better
-            - STOP: Becomes market order when trigger price is reached
-            - STOP_LIMIT: Becomes limit order when trigger price is reached
+        quote:
+            - `MARKET`: Execute immediately at best available price
+            - `LIMIT`: Execute only at specified price or better
+            - `STOP`: Becomes market order when trigger price is reached
+            - `STOP_LIMIT`: Becomes limit order when trigger price is reached
         """
 
         MARKET = enum.auto()
@@ -102,18 +110,18 @@ class PositionManagement:
 
     class OrderState(enum.Enum):
         """
-        Order lifecycle states from creation to completion.
-
-        Values:
-            - NEW: Created but not submitted
-            - SUBMITTED: Sent to broker/exchange
-            - ACTIVE: Live in market
-            - PARTIALLY_FILLED: Partially executed
-            - FILLED: Completely executed
-            - CANCELLED: Cancelled before first fill
-            - CANCELLED_AT_PARTIAL_FILL: Cancelled after partial fill
-            - REJECTED: Rejected by broker/exchange
-            - EXPIRED: Expired due to time-in-force constraints
+        Order lifecycle states.
+
+        quote:
+            - `NEW`: Created but not submitted
+            - `SUBMITTED`: Sent to broker/exchange
+            - `ACTIVE`: Live in market
+            - `PARTIALLY_FILLED`: Partially executed
+            - `FILLED`: Completely executed
+            - `CANCELLED`: Cancelled before first fill
+            - `CANCELLED_AT_PARTIAL_FILL`: Cancelled after partial fill
+            - `REJECTED`: Rejected by broker/exchange
+            - `EXPIRED`: Expired due to time-in-force constraints
         """
 
         NEW = enum.auto()
@@ -130,9 +138,9 @@ class PositionManagement:
         """
         Order direction - buy or sell.
 
-        Values:
-            - BUY: Buy the financial instrument
-            - SELL: Sell the financial instrument
+        quote:
+            - `BUY`: Buy the financial instrument
+            - `SELL`: Sell the financial instrument
         """
 
         BUY = enum.auto()
@@ -142,12 +150,13 @@ class PositionManagement:
         """
         Order time-in-force specifications.
 
-        Values:
-            - DAY: Valid until end of trading day
-            - FOK: Fill entire order immediately or cancel (Fill-or-Kill)
-            - GTC: Active until explicitly cancelled (Good-Till-Cancelled)
-            - GTD: Active until specified date (Good-Till-Date)
-            - IOC: Execute available quantity immediately, cancel rest (Immediate-or-Cancel)
+        quote:
+            - `DAY`: Valid until end of trading day
+            - `FOK`: Fill entire order immediately or cancel (Fill-or-Kill)
+            - `GTC`: Active until explicitly cancelled (Good-Till-Cancelled)
+            - `GTD`: Active until specified date (Good-Till-Date)
+            - `IOC`: Execute available quantity immediately, cancel rest
+            (Immediate-or-Cancel)
         """
 
         DAY = enum.auto()
@@ -155,3 +164,53 @@ class PositionManagement:
         GTC = enum.auto()
         GTD = enum.auto()
         IOC = enum.auto()
+
+    class CancelReason(enum.Enum):
+        """
+        Reasons for order cancellation.
+
+        quote:
+            - `CLIENT_REQUEST`: Order cancelled by client/trader request
+            - `EXPIRED_TIME_IN_FORCE`: Order expired due to time-in-force constraints
+            - `BROKER_REJECTED_AT_SUBMISSION`: Broker rejected order during submission
+            - `BROKER_FORCED_CANCEL`: Broker cancelled order due to risk or other constraints
+            - `UNKNOWN`: Cancellation reason not specified or unknown
+        """
+
+        CLIENT_REQUEST = enum.auto()
+        EXPIRED_TIME_IN_FORCE = enum.auto()
+        BROKER_REJECTED_AT_SUBMISSION = enum.auto()
+        BROKER_FORCED_CANCEL = enum.auto()
+        UNKNOWN = enum.auto()
+
+
+class SystemManagement:
+    """
+    Domain model namespace for system management related concepts.
+
+    ???+ note "System Management Concepts"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[SystemManagement]
+            A[SystemManagement.StopReason]
+            A0 --> A
+        ```
+    """
+
+    class StopReason(enum.Enum):
+        """
+        Reasons for system or component shutdown.
+
+        quote:
+            - `SYSTEM_SHUTDOWN`: Coordinated shutdown of entire system
+            - `COMPONENT_DISCONNECT`: Single component disconnect
+        """
+
+        SYSTEM_SHUTDOWN = enum.auto()
+        COMPONENT_DISCONNECT = enum.auto()

{onesecondtrader-0.3.0.dist-info → onesecondtrader-0.5.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: onesecondtrader
-Version: 0.3.0
+Version: 0.5.0
 Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
 Author: Nils P. Kujath
 Author-email: 63961429+NilsKujath@users.noreply.github.com

onesecondtrader-0.5.0.dist-info/RECORD

@@ -0,0 +1,7 @@
+onesecondtrader/__init__.py,sha256=xB2oXIiffWA19eaQbdEn3GZyymhyLHaxPLO-DhP4CLc,430
+onesecondtrader/domain_models.py,sha256=3UigXXEBlZehQupwM_LnLh4rlsOil9e_iPMosjWKFcw,6229
+onesecondtrader/log_config.py,sha256=TGm53SD_TA4Xa57Go91BGHV3SEIA6MflwSO63r9Jt6g,366
+onesecondtrader-0.5.0.dist-info/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.5.0.dist-info/METADATA,sha256=FRJXLOfZEs1Pr3PFNqfV41cBDNk1oT49RiO9cFYDwRw,1220
+onesecondtrader-0.5.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+onesecondtrader-0.5.0.dist-info/RECORD,,

onesecondtrader-0.3.0.dist-info/RECORD

@@ -1,7 +0,0 @@
-onesecondtrader/__init__.py,sha256=YWe2rJwheKv4oytgJk3nODWfoMJAVzpMc9OJmNBGjc4,388
-onesecondtrader/domain_models.py,sha256=01UEmX0S2WquspbMII826uS-Qo47XukvFl-niirviV4,5537
-onesecondtrader/log_config.py,sha256=TGm53SD_TA4Xa57Go91BGHV3SEIA6MflwSO63r9Jt6g,366
-onesecondtrader-0.3.0.dist-info/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.3.0.dist-info/METADATA,sha256=b_2UMpNoMHmtMhpqmhrV84YJxSURPBxbt5mbtVB5sqk,1220
-onesecondtrader-0.3.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-onesecondtrader-0.3.0.dist-info/RECORD,,