onesecondtrader 0.45.0__tar.gz → 0.46.0__tar.gz

{onesecondtrader-0.45.0 → onesecondtrader-0.46.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.45.0
+Version: 0.46.0
 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-0.45.0 → onesecondtrader-0.46.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.45.0"
+version = "0.46.0"
 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-0.46.0/src/onesecondtrader/events/base.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import dataclasses
+import time
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class EventBase:
+    """
+    Base class for immutable event message objects, using Unix epoch nanoseconds.
+
+    | Field           | Type   | Semantics                                                              |
+    |-----------------|--------|------------------------------------------------------------------------|
+    | `ts_event_ns`   | `int`  | Time at which the represented fact occurred, as UTC epoch nanoseconds. |
+    | `ts_created_ns` | `int`  | Time at which the event object was created, as UTC epoch nanoseconds.  |
+
+    If not provided, `ts_created_ns` is assigned automatically at object creation.
+    """
+
+    ts_event_ns: int
+    ts_created_ns: int = dataclasses.field(default_factory=time.time_ns)

onesecondtrader-0.46.0/src/onesecondtrader/events/requests/__init__.py

@@ -0,0 +1,9 @@
+from .order_submission import OrderSubmissionRequest
+from .order_cancellation import OrderCancellationRequest
+from .order_modification import OrderModificationRequest
+
+__all__ = [
+    "OrderSubmissionRequest",
+    "OrderCancellationRequest",
+    "OrderModificationRequest",
+]

onesecondtrader-0.46.0/src/onesecondtrader/events/requests/order_cancellation.py

@@ -0,0 +1,23 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderCancellationRequest(events.EventBase):
+    """
+    Event representing a request to cancel an existing order.
+
+    | Field             | Type        | Semantics                                                           |
+    |-------------------|-------------|---------------------------------------------------------------------|
+    | `ts_event_ns`     | `int`       | Time at which the cancellation request was issued, as UTC epoch ns. |
+    | `ts_created_ns`   | `int`       | Time at which the event object was created, as UTC epoch ns.        |
+    | `system_order_id` | `uuid.UUID` | System-assigned identifier of the order to be cancelled.            |
+    | `symbol`          | `str`       | Identifier of the traded instrument.                                |
+    """
+
+    system_order_id: uuid.UUID
+    symbol: str

onesecondtrader-0.46.0/src/onesecondtrader/events/requests/order_modification.py

@@ -0,0 +1,29 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderModificationRequest(events.EventBase):
+    """
+    Event representing a request to modify an existing order.
+
+    | Field             | Type              | Semantics                                                                    |
+    |-------------------|-------------------|------------------------------------------------------------------------------|
+    | `ts_event_ns`     | `int`             | Time at which the modification request was issued, as UTC epoch nanoseconds. |
+    | `ts_created_ns`   | `int`             | Time at which the event object was created, as UTC epoch nanoseconds.        |
+    | `system_order_id` | `uuid.UUID`       | System-assigned identifier of the order to be modified.                      |
+    | `symbol`          | `str`             | Identifier of the traded instrument.                                         |
+    | `quantity`        | `float` or `None` | Updated order quantity, if modified.                                         |
+    | `limit_price`     | `float` or `None` | Updated limit price, if modified.                                            |
+    | `stop_price`      | `float` or `None` | Updated stop price, if modified.                                             |
+    """
+
+    system_order_id: uuid.UUID
+    symbol: str
+    quantity: float | None = None
+    limit_price: float | None = None
+    stop_price: float | None = None

onesecondtrader-0.46.0/src/onesecondtrader/events/requests/order_submission.py

@@ -0,0 +1,33 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events, models
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderSubmissionRequest(events.EventBase):
+    """
+    Event representing a request to submit a new order to a broker.
+
+    | Field             | Type                     | Semantics                                                                  |
+    |-------------------|--------------------------|----------------------------------------------------------------------------|
+    | `ts_event_ns`     | `int`                    | Time at which the submission request was issued, as UTC epoch nanoseconds. |
+    | `ts_created_ns`   | `int`                    | Time at which the event object was created, as UTC epoch nanoseconds.      |
+    | `system_order_id` | `uuid.UUID`            | System-assigned unique identifier for the order submission.                  |
+    | `symbol`          | `str`                    | Identifier of the traded instrument.                                       |
+    | `order_type`      | `models.OrderType`       | Execution constraint of the order.                                         |
+    | `side`            | `models.TradeSide`       | Direction of the trade.                                                    |
+    | `quantity`        | `float`                  | Requested order quantity.                                                  |
+    | `limit_price`     | `float` or `None`        | Limit price, if applicable to the order type.                              |
+    | `stop_price`      | `float` or `None`        | Stop price, if applicable to the order type.                               |
+    """
+
+    system_order_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+    symbol: str
+    order_type: models.OrderType
+    side: models.TradeSide
+    quantity: float
+    limit_price: float | None = None
+    stop_price: float | None = None

onesecondtrader-0.46.0/src/onesecondtrader/models/bar_fields.py

@@ -0,0 +1,23 @@
+from __future__ import annotations
+
+import enum
+
+
+class BarField(enum.Enum):
+    """
+    Enumeration of bar fields used as indicator inputs.
+
+    | Value    | Semantics                          |
+    |----------|------------------------------------|
+    | `OPEN`   | Bar's opening value.               |
+    | `HIGH`   | Bar's highest value.               |
+    | `LOW`    | Bar's lowest value.                |
+    | `CLOSE`  | Bar's closing value.               |
+    | `VOLUME` | Bar's traded volume.               |
+    """
+
+    OPEN = enum.auto()
+    HIGH = enum.auto()
+    LOW = enum.auto()
+    CLOSE = enum.auto()
+    VOLUME = enum.auto()

onesecondtrader-0.46.0/src/onesecondtrader/models/bar_period.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import enum
+
+
+class BarPeriod(enum.Enum):
+    """
+    Enumeration of bar aggregation periods.
+
+    | Value    | Semantics            |
+    |----------|----------------------|
+    | `SECOND` | Duration of 1 second.|
+    | `MINUTE` | Duration of 1 minute.|
+    | `HOUR`   | Duration of 1 hour.  |
+    | `DAY`    | Duration of 1 day.   |
+    """
+
+    SECOND = enum.auto()
+    MINUTE = enum.auto()
+    HOUR = enum.auto()
+    DAY = enum.auto()

onesecondtrader-0.46.0/src/onesecondtrader/models/order_types.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import enum
+
+
+class OrderType(enum.Enum):
+    """
+    Enumeration of order execution types.
+
+    | Value        | Semantics                                                   |
+    |--------------|-------------------------------------------------------------|
+    | `LIMIT`      | Executable only at the specified limit price or better.     |
+    | `MARKET`     | Executable immediately at the best available market price.  |
+    | `STOP`       | Becomes a market order once the stop price is reached.      |
+    | `STOP_LIMIT` | Becomes a limit order once the stop price is reached.       |
+    """
+
+    LIMIT = enum.auto()
+    MARKET = enum.auto()
+    STOP = enum.auto()
+    STOP_LIMIT = enum.auto()

{onesecondtrader-0.45.0 → onesecondtrader-0.46.0}/src/onesecondtrader/models/trade_sides.py

@@ -10,10 +10,10 @@ class TradeSide(enum.Enum):
     `OrderSide` specifies the direction of change applied to the (net) signed position
     quantity from the perspective of the trading account.
 
-    | Value | Semantics                                      |
-    |-------|------------------------------------------------|
-    | BUY   | Increases the signed position quantity.        |
-    | SELL  | Decreases the signed position quantity.        |
+    | Value   | Semantics                                      |
+    |---------|------------------------------------------------|
+    | `BUY`   | Increases the signed position quantity.        |
+    | `SELL`  | Decreases the signed position quantity.        |
     """
 
     BUY = enum.auto()

onesecondtrader-0.45.0/src/onesecondtrader/events/base.py

@@ -1,19 +0,0 @@
-from __future__ import annotations
-
-import dataclasses
-import time
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
-class EventBase:
-    """
-    Base class for immutable event message objects, using Unix epoch nanoseconds.
-
-    | Field         | Type | Semantics                                                              |
-    |---------------|------|------------------------------------------------------------------------|
-    | ts_event_ns   | int  | Time at which the represented fact occurred, as UTC epoch nanoseconds. |
-    | ts_created_ns | int  | Time at which the event object was created, as UTC epoch nanoseconds.  |
-    """
-
-    ts_event_ns: int
-    ts_created_ns: int = dataclasses.field(default_factory=time.time_ns)

onesecondtrader-0.45.0/src/onesecondtrader/models/bar_fields.py

@@ -1,23 +0,0 @@
-from __future__ import annotations
-
-import enum
-
-
-class BarField(enum.Enum):
-    """
-    Enumeration of bar fields used as indicator inputs.
-
-    | Value  | Semantics                          |
-    |--------|------------------------------------|
-    | OPEN   | Bar's opening value.               |
-    | HIGH   | Bar's highest value.               |
-    | LOW    | Bar's lowest value.                |
-    | CLOSE  | Bar's closing value.               |
-    | VOLUME | Bar's traded volume.               |
-    """
-
-    OPEN = enum.auto()
-    HIGH = enum.auto()
-    LOW = enum.auto()
-    CLOSE = enum.auto()
-    VOLUME = enum.auto()

onesecondtrader-0.45.0/src/onesecondtrader/models/bar_period.py

@@ -1,21 +0,0 @@
-from __future__ import annotations
-
-import enum
-
-
-class BarPeriod(enum.Enum):
-    """
-    Enumeration of bar aggregation periods.
-
-    | Value  | Semantics            |
-    |--------|----------------------|
-    | SECOND | Duration of 1 second.|
-    | MINUTE | Duration of 1 minute.|
-    | HOUR   | Duration of 1 hour.  |
-    | DAY    | Duration of 1 day.   |
-    """
-
-    SECOND = enum.auto()
-    MINUTE = enum.auto()
-    HOUR = enum.auto()
-    DAY = enum.auto()

onesecondtrader-0.45.0/src/onesecondtrader/models/order_types.py

@@ -1,21 +0,0 @@
-from __future__ import annotations
-
-import enum
-
-
-class OrderType(enum.Enum):
-    """
-    Enumeration of order execution types.
-
-    | Value       | Semantics                                                   |
-    |-------------|-------------------------------------------------------------|
-    | LIMIT       | Executable only at the specified limit price or better.     |
-    | MARKET      | Executable immediately at the best available market price.  |
-    | STOP        | Becomes a market order once the stop price is reached.      |
-    | STOP_LIMIT  | Becomes a limit order once the stop price is reached.       |
-    """
-
-    LIMIT = enum.auto()
-    MARKET = enum.auto()
-    STOP = enum.auto()
-    STOP_LIMIT = enum.auto()