onesecondtrader 0.45.0__tar.gz → 0.47.0__tar.gz

{onesecondtrader-0.45.0 → onesecondtrader-0.47.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.45.0
+Version: 0.47.0
 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-0.47.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.45.0"
+version = "0.47.0"
 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-0.47.0/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-0.47.0/src/onesecondtrader/events/market/__init__.py

@@ -0,0 +1,7 @@
+from .bar_received import BarReceived
+from .bar_processed import BarProcessed
+
+__all__ = [
+    "BarReceived",
+    "BarProcessed",
+]

onesecondtrader-0.47.0/src/onesecondtrader/events/market/bar_processed.py

@@ -0,0 +1,29 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader.events.market.bar_received import BarReceived
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BarProcessed(BarReceived):
+    """
+    Event representing a market data bar with computed indicator values.
+
+    This event extends `BarReceived` by attaching indicator values derived from the bar data.
+
+    | Field           | Type                    | Semantics                                                                  |
+    |-----------------|-------------------------|----------------------------------------------------------------------------|
+    | `ts_event_ns`   | `int`                   | Time at which the bar was observed by the system, as UTC epoch nanoseconds.|
+    | `ts_created_ns` | `int`                   | Time at which the event object was created, as UTC epoch nanoseconds.      |
+    | `symbol`        | `str`                   | Identifier of the traded instrument.                                       |
+    | `bar_period`    | `models.data.BarPeriod` | Time interval represented by the bar.                                      |
+    | `open`          | `float`                 | Opening price of the bar period.                                           |
+    | `high`          | `float`                 | Highest traded price during the bar period.                                |
+    | `low`           | `float`                 | Lowest traded price during the bar period.                                 |
+    | `close`         | `float`                 | Closing price of the bar period.                                           |
+    | `volume`        | `int` or `None`         | Traded volume during the bar period, if available.                         |
+    | `indicators`    | `dict[str, float]`      | Mapping of indicator names to computed indicator values.                   |
+    """
+
+    indicators: dict[str, float] = dataclasses.field(default_factory=dict)

onesecondtrader-0.47.0/src/onesecondtrader/events/market/bar_received.py

@@ -0,0 +1,34 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader import events, models
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BarReceived(events.EventBase):
+    """
+    Event representing the reception of a completed market data bar.
+
+    This event represents a time-aggregated bar as received from a market data source or produced by a resampling process.
+
+    | Field           | Type                     | Semantics                                                                   |
+    |-----------------|--------------------------|-----------------------------------------------------------------------------|
+    | `ts_event_ns`   | `int`                    | Time at which the bar was observed by the system, as UTC epoch nanoseconds. |
+    | `ts_created_ns` | `int`                    | Time at which the event object was created, as UTC epoch nanoseconds.       |
+    | `symbol`        | `str`                    | Identifier of the traded instrument.                                        |
+    | `bar_period`    | `models.data.BarPeriod`  | Time interval represented by the bar.                                       |
+    | `open`          | `float`                  | Opening price of the bar period.                                            |
+    | `high`          | `float`                  | Highest traded price during the bar period.                                 |
+    | `low`           | `float`                  | Lowest traded price during the bar period.                                  |
+    | `close`         | `float`                  | Closing price of the bar period.                                            |
+    | `volume`        | `int` or `None`          | Traded volume during the bar period, if available.                          |
+    """
+
+    symbol: str
+    bar_period: models.BarPeriod
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: int | None = None

onesecondtrader-0.47.0/src/onesecondtrader/events/orders/__init__.py

@@ -0,0 +1,9 @@
+from .base import OrderBase
+from .expirations import OrderExpired
+from .fills import FillEvent
+
+__all__ = [
+    "OrderBase",
+    "OrderExpired",
+    "FillEvent",
+]

onesecondtrader-0.47.0/src/onesecondtrader/events/orders/base.py

@@ -0,0 +1,30 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderBase(events.EventBase):
+    """
+    Base class for broker-originated order events.
+
+    Order events are broker-originated facts about the state or execution of an order.
+    Each order event is correlated to a system order identifier via `associated_order_id`.
+
+    | Field                 | Type            | Semantics                                                                             |
+    |-----------------------|-----------------|---------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`           | Time at which the response event was observed by the system, as UTC epoch nanoseconds.|
+    | `ts_created_ns`       | `int`           | Time at which the event object was created, as UTC epoch nanoseconds.                 |
+    | `ts_broker_ns`        | `int`           | Time reported by the broker for the response, as UTC epoch nanoseconds.               |
+    | `associated_order_id` | `uuid.UUID`.    | Identifier of the order associated with the broker response.                          |
+    | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the order, if reported.                                 |
+    | `symbol`              | `str`           | Identifier of the traded instrument.                                                  |
+    """
+
+    ts_broker_ns: int
+    associated_order_id: uuid.UUID
+    broker_order_id: str | None = None
+    symbol: str

onesecondtrader-0.47.0/src/onesecondtrader/events/orders/expirations.py

@@ -0,0 +1,23 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader.events.orders.base import OrderBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderExpired(OrderBase):
+    """
+    Event indicating that the order is no longer active at the venue due to expiration according to broker- or venue-specific rules (e.g. time-in-force constraints).
+
+    | Field                 | Type            | Semantics                                                                          |
+    |-----------------------|-----------------|------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`           | Time at which the expiration was observed by the system, as UTC epoch nanoseconds. |
+    | `ts_created_ns`       | `int`           | Time at which the event object was created, as UTC epoch nanoseconds.              |
+    | `ts_broker_ns`        | `int`           | Time reported by the broker for the expiration, as UTC epoch nanoseconds.          |
+    | `associated_order_id` | `uuid.UUID`     | Identifier of the expired order.                                                   |
+    | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the expired order, if reported.                      |
+    | `symbol`              | `str`           | Identifier of the traded instrument.                                               |
+    """
+
+    pass

onesecondtrader-0.47.0/src/onesecondtrader/events/orders/fills.py

@@ -0,0 +1,41 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import models
+from onesecondtrader.events.orders.base import OrderBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class FillEvent(OrderBase):
+    """
+    Event representing the execution of a trade resulting in a fill.
+
+    A fill event records the execution of a quantity of an order at a specific price.
+    Multiple fill events may be associated with the same order in the case of partial execution.
+
+    | Field                 | Type                | Semantics                                                                       |
+    |-----------------------|---------------------|---------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`               | Time at which the fill was observed by the system, as UTC epoch nanoseconds.    |
+    | `ts_created_ns`       | `int`               | Time at which the event object was created, as UTC epoch nanoseconds.           |
+    | `ts_broker_ns`        | `int`               | Time reported by the broker for the fill, as UTC epoch nanoseconds.             |
+    | `associated_order_id` | `uuid.UUID`         | Identifier of the order associated with the fill.                               |
+    | `broker_order_id`     | `str` or `None`     | Broker-assigned identifier of the order associated with the fill, if available. |
+    | `symbol`              | `str`               | Identifier of the traded instrument.                                            |
+    | `fill_id`             | `uuid.UUID`         | System-assigned unique identifier of the fill event.                            |
+    | `broker_fill_id`      | `str` or `None`     | Broker-assigned identifier of the execution record, if available.               |
+    | `side`                | `models.TradeSide`  | Trade direction of the executed quantity.                                       |
+    | `quantity_filled`     | `float`             | Quantity executed in this fill.                                                 |
+    | `fill_price`          | `float`             | Execution price of the fill.                                                    |
+    | `commission`          | `float`             | Commission or fee associated with the fill.                                     |
+    | `exchange`            | `str`               | Identifier of the execution venue.                                              |
+    """
+
+    fill_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+    broker_fill_id: str | None = None
+    side: models.TradeSide
+    quantity_filled: float
+    fill_price: float
+    commission: float
+    exchange: str = "SIMULATED"

onesecondtrader-0.47.0/src/onesecondtrader/events/requests/__init__.py

@@ -0,0 +1,11 @@
+from .base import RequestBase
+from .order_submission import OrderSubmissionRequest
+from .order_cancellation import OrderCancellationRequest
+from .order_modification import OrderModificationRequest
+
+__all__ = [
+    "RequestBase",
+    "OrderSubmissionRequest",
+    "OrderCancellationRequest",
+    "OrderModificationRequest",
+]

onesecondtrader-0.47.0/src/onesecondtrader/events/requests/base.py

@@ -0,0 +1,25 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class RequestBase(events.EventBase):
+    """
+    Base class for request events.
+
+    This class defines attributes common to all requests issued to a broker.
+
+    | Field             | Type        | Semantics                                                                  |
+    |-------------------|-------------|----------------------------------------------------------------------------|
+    | `ts_event_ns`     | `int`       | Time at which the 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 associated with the request.       |
+    | `symbol`          | `str`       | Identifier of the traded instrument.                                       |
+    """
+
+    system_order_id: uuid.UUID
+    symbol: str

onesecondtrader-0.47.0/src/onesecondtrader/events/requests/order_cancellation.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader.events.requests.base import RequestBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderCancellationRequest(RequestBase):
+    """
+    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 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 cancelled.                     |
+    | `symbol`          | `str`       | Identifier of the traded instrument.                                         |
+    """
+
+    pass

onesecondtrader-0.47.0/src/onesecondtrader/events/requests/order_modification.py

@@ -0,0 +1,26 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader.events.requests.base import RequestBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderModificationRequest(RequestBase):
+    """
+    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.                                             |
+    """
+
+    quantity: float | None = None
+    limit_price: float | None = None
+    stop_price: float | None = None

onesecondtrader-0.47.0/src/onesecondtrader/events/requests/order_submission.py

@@ -0,0 +1,35 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import models
+from onesecondtrader.events.requests.base import RequestBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderSubmissionRequest(RequestBase):
+    """
+    Event representing a request to submit a new order to a broker.
+
+    The `system_order_id` is a unique identifier assigned by the system to the order submission request by default at object creation.
+
+    | 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)
+    order_type: models.OrderType
+    side: models.TradeSide
+    quantity: float
+    limit_price: float | None = None
+    stop_price: float | None = None

onesecondtrader-0.47.0/src/onesecondtrader/events/responses/__init__.py

@@ -0,0 +1,14 @@
+from .base import ResponseBase
+from .orders import OrderAccepted, OrderRejected
+from .modifications import ModificationAccepted, ModificationRejected
+from .cancellations import CancellationAccepted, CancellationRejected
+
+__all__ = [
+    "ResponseBase",
+    "OrderAccepted",
+    "OrderRejected",
+    "ModificationAccepted",
+    "ModificationRejected",
+    "CancellationAccepted",
+    "CancellationRejected",
+]

onesecondtrader-0.47.0/src/onesecondtrader/events/responses/base.py

@@ -0,0 +1,26 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+
+from onesecondtrader import events
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class ResponseBase(events.EventBase):
+    """
+    Base class for broker response events.
+
+    This class defines attributes common to all responses received from a broker in reaction to previously issued requests.
+
+    | Field                 | Type        | Semantics                                                                             |
+    |-----------------------|-------------|---------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`       | Time at which the response event was observed by the system, as UTC epoch nanoseconds.|
+    | `ts_created_ns`       | `int`       | Time at which the event object was created, as UTC epoch nanoseconds.                 |
+    | `ts_broker_ns`        | `int`       | Time reported by the broker for the response, as UTC epoch nanoseconds.               |
+    | `associated_order_id` | `uuid.UUID` | Identifier of the order associated with the broker response.                          |
+    """
+
+    ts_broker_ns: int
+    associated_order_id: uuid.UUID

onesecondtrader-0.47.0/src/onesecondtrader/events/responses/cancellations.py

@@ -0,0 +1,42 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader import models
+from onesecondtrader.events.responses.base import ResponseBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class CancellationAccepted(ResponseBase):
+    """
+    Event indicating that the order cancellation has been acknowledged by the broker and the order is no longer active at the execution venue.
+
+    | Field                 | Type            | Semantics                                                                              |
+    |-----------------------|-----------------|----------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`           | Time at which the cancellation was observed by the system, as UTC epoch nanoseconds.   |
+    | `ts_created_ns`       | `int`           | Time at which the event object was created, as UTC epoch nanoseconds.                  |
+    | `ts_broker_ns`        | `int`           | Time reported by the broker for the cancellation, as UTC epoch nanoseconds.            |
+    | `associated_order_id` | `uuid.UUID`     | Identifier of the cancelled order.                                                     |
+    | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the cancelled order, if reported.                        |
+    """
+
+    broker_order_id: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class CancellationRejected(ResponseBase):
+    """
+    Event indicating that the order cancellation has been rejected by the broker.
+
+    | Field                 | Type                                 | Semantics                                                                          |
+    |-----------------------|--------------------------------------|------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`                                | Time at which the rejection was observed by the system, as UTC epoch nanoseconds.  |
+    | `ts_created_ns`       | `int`                                | Time at which the event object was created, as UTC epoch nanoseconds.              |
+    | `ts_broker_ns`        | `int`                                | Time reported by the broker for the rejection, as UTC epoch nanoseconds.           |
+    | `associated_order_id` | `uuid.UUID`                          | Identifier of the order associated with the rejected cancellation.                 |
+    | `rejection_reason`    | `models.CancellationRejectionReason` | Canonical classification of the cancellation rejection cause.                      |
+    | `rejection_message`   | `str`                                | Human-readable explanation provided by the broker.                                 |
+    """
+
+    rejection_reason: models.CancellationRejectionReason
+    rejection_message: str

onesecondtrader-0.47.0/src/onesecondtrader/events/responses/modifications.py

@@ -0,0 +1,43 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader import models
+from onesecondtrader.events.responses.base import ResponseBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class ModificationAccepted(ResponseBase):
+    """
+    Event indicating that the requested modification has been acknowledged by
+    the broker and that the updated order parameters are active at the execution venue.
+
+    | Field                 | Type            | Semantics                                                                              |
+    |-----------------------|-----------------|----------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`           | Time at which the acceptance was observed by the system, as UTC epoch nanoseconds.     |
+    | `ts_created_ns`       | `int`           | Time at which the event object was created, as UTC epoch nanoseconds.                  |
+    | `ts_broker_ns`        | `int`           | Time reported by the broker for the modification acceptance, as UTC epoch nanoseconds. |
+    | `associated_order_id` | `uuid.UUID`     | Identifier of the modified order.                                                      |
+    | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the order after modification, if reported.               |
+    """
+
+    broker_order_id: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class ModificationRejected(ResponseBase):
+    """
+    Event indicating that the requested modification has been rejected by the broker.
+
+    | Field                 | Type                                 | Semantics                                                                          |
+    |-----------------------|--------------------------------------|------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`                                | Time at which the rejection was observed by the system, as UTC epoch nanoseconds.  |
+    | `ts_created_ns`       | `int`                                | Time at which the event object was created, as UTC epoch nanoseconds.              |
+    | `ts_broker_ns`        | `int`                                | Time reported by the broker for the rejection, as UTC epoch nanoseconds.           |
+    | `associated_order_id` | `uuid.UUID`                          | Identifier of the order associated with the rejected modification.                 |
+    | `rejection_reason`    | `models.ModificationRejectionReason` | Canonical classification of the modification rejection cause.                      |
+    | `rejection_message`   | `str`                                | Human-readable explanation provided by the broker.                                 |
+    """
+
+    rejection_reason: models.ModificationRejectionReason
+    rejection_message: str

onesecondtrader-0.47.0/src/onesecondtrader/events/responses/orders.py

@@ -0,0 +1,42 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader import models
+from onesecondtrader.events.responses.base import ResponseBase
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderAccepted(ResponseBase):
+    """
+    Event indicating that the order has been accepted by the broker and is active at the execution venue.
+
+    | Field                 | Type            | Semantics                                                                          |
+    |-----------------------|-----------------|------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`           | Time at which the acceptance was observed by the system, as UTC epoch nanoseconds. |
+    | `ts_created_ns`       | `int`           | Time at which the event object was created, as UTC epoch nanoseconds.              |
+    | `ts_broker_ns`        | `int`           | Time reported by the broker for the acceptance, as UTC epoch nanoseconds.          |
+    | `associated_order_id` | `uuid.UUID`     | Identifier of the accepted order.                                                  |
+    | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the accepted order.                                  |
+    """
+
+    broker_order_id: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
+class OrderRejected(ResponseBase):
+    """
+    Event indicating that the order has been rejected by the broker.
+
+    | Field                 | Type                          | Semantics                                                                          |
+    |-----------------------|-------------------------------|------------------------------------------------------------------------------------|
+    | `ts_event_ns`         | `int`                         | Time at which the rejection was observed by the system, as UTC epoch nanoseconds.  |
+    | `ts_created_ns`       | `int`                         | Time at which the event object was created, as UTC epoch nanoseconds.              |
+    | `ts_broker_ns`        | `int`                         | Time reported by the broker for the rejection, as UTC epoch nanoseconds.           |
+    | `associated_order_id` | `uuid.UUID`                   | Identifier of the rejected order.                                                  |
+    | `rejection_reason`    | `models.OrderRejectionReason` | Canonical classification of the rejection cause.                                   |
+    | `rejection_message`   | `str`                         | Human-readable explanation provided by the broker.                                 |
+    """
+
+    rejection_reason: models.OrderRejectionReason
+    rejection_message: str

onesecondtrader-0.47.0/src/onesecondtrader/models/__init__.py

@@ -0,0 +1,23 @@
+"""
+Defines the fundamental domain concepts used throughout the trading system.
+"""
+
+from .bar_fields import BarField
+from .bar_period import BarPeriod
+from .order_types import OrderType
+from .rejection_reasons import (
+    OrderRejectionReason,
+    CancellationRejectionReason,
+    ModificationRejectionReason,
+)
+from .trade_sides import TradeSide
+
+__all__ = [
+    "BarField",
+    "BarPeriod",
+    "OrderType",
+    "TradeSide",
+    "OrderRejectionReason",
+    "CancellationRejectionReason",
+    "ModificationRejectionReason",
+]

onesecondtrader-0.47.0/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-0.47.0/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-0.47.0/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-0.47.0/src/onesecondtrader/models/rejection_reasons.py

@@ -0,0 +1,48 @@
+from __future__ import annotations
+
+import enum
+
+
+class OrderRejectionReason(enum.Enum):
+    """
+    Enumeration of canonical order rejection reasons.
+
+    This enumeration defines the system-level classification of order rejection causes.
+    It provides a stable, broker-agnostic taxonomy for programmatic handling of rejected orders.
+
+    | Value     | Semantics                                                                 |
+    |-----------|---------------------------------------------------------------------------|
+    | `UNKNOWN` | The rejection reason could not be classified into a known category.       |
+    """
+
+    UNKNOWN = enum.auto()
+
+
+class ModificationRejectionReason(enum.Enum):
+    """
+    Enumeration of canonical order modification rejection reasons.
+
+    This enumeration defines the system-level classification of reasons for which an order modification request may be rejected by a broker.
+    It provides a stable, broker-agnostic taxonomy intended for programmatic handling and observability of modification rejections.
+
+    | Value     | Semantics                                                                        |
+    |-----------|----------------------------------------------------------------------------------|
+    | `UNKNOWN` | The modification rejection reason could not be classified into a known category. |
+    """
+
+    UNKNOWN = enum.auto()
+
+
+class CancellationRejectionReason(enum.Enum):
+    """
+    Enumeration of canonical order cancellation rejection reasons.
+
+    This enumeration defines the system-level classification of reasons for which an order cancellation request may be rejected by a broker.
+    It provides a stable, broker-agnostic taxonomy intended for programmatic handling and observability of cancellation rejections.
+
+    | Value     | Semantics                                                                        |
+    |-----------|----------------------------------------------------------------------------------|
+    | `UNKNOWN` | The cancellation rejection reason could not be classified into a known category. |
+    """
+
+    UNKNOWN = enum.auto()

onesecondtrader-0.47.0/src/onesecondtrader/models/trade_sides.py

@@ -0,0 +1,20 @@
+from __future__ import annotations
+
+import enum
+
+
+class TradeSide(enum.Enum):
+    """
+    Enumeration of trade direction.
+
+    `TradeSide` 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.        |
+    """
+
+    BUY = enum.auto()
+    SELL = 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/__init__.py

@@ -1,10 +0,0 @@
-"""
-Defines the fundamental domain concepts used throughout the trading system.
-"""
-
-from .bar_fields import BarField
-from .bar_period import BarPeriod
-from .order_types import OrderType
-from .trade_sides import TradeSide
-
-__all__ = ["BarField", "BarPeriod", "OrderType", "TradeSide"]

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()

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

@@ -1,20 +0,0 @@
-from __future__ import annotations
-
-import enum
-
-
-class TradeSide(enum.Enum):
-    """
-    Enumeration of trade direction.
-
-    `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.        |
-    """
-
-    BUY = enum.auto()
-    SELL = enum.auto()