onesecondtrader 0.50.0__py3-none-any.whl → 0.51.0__py3-none-any.whl

onesecondtrader/brokers/__init__.py

@@ -0,0 +1,11 @@
+"""
+Provides interfaces for order execution via a simulated broker and adapters to real venues.
+"""
+
+from onesecondtrader.brokers.base import BrokerBase
+from onesecondtrader.brokers.simulated import SimulatedBroker
+
+__all__ = [
+    "BrokerBase",
+    "SimulatedBroker",
+]

onesecondtrader/brokers/base.py

@@ -0,0 +1,110 @@
+import abc
+
+from onesecondtrader import events, messaging
+
+
+class BrokerBase(messaging.Subscriber):
+    """
+    Abstract base class for broker components.
+
+    A broker component receives order-related request events from the event bus and translates them into actions against an external execution venue or simulated environment.
+    Responses to these requests are published back onto the event bus.
+
+    This class defines the event-handling interface and subscription logic common to all broker implementations.
+    """
+
+    def __init__(self, event_bus: messaging.EventBus) -> None:
+        """
+        Initialize the broker and subscribe to order request events.
+
+        Parameters:
+            event_bus:
+                Event bus used for receiving order requests and publishing response events.
+        """
+        super().__init__(event_bus)
+
+        self._subscribe(
+            events.requests.OrderSubmissionRequest,
+            events.requests.OrderCancellationRequest,
+            events.requests.OrderModificationRequest,
+        )
+
+    @abc.abstractmethod
+    def connect(self) -> None:
+        """
+        Establish a connection to the external broker API.
+        For simulated broker, this method is a no-op.
+
+        Implementations are responsible for initializing any external resources required to submit, modify, or cancel orders.
+        """
+        pass
+
+    def disconnect(self) -> None:
+        """
+        Disconnect the external broker API and stop event processing.
+        For simulated broker, this method is a no-op.
+
+        This method shuts down the subscriber and releases associated resources.
+        """
+        self.shutdown()
+
+    def _on_event(self, event: events.EventBase) -> None:
+        """
+        Dispatch incoming order-related events to the appropriate handler.
+
+        Parameters:
+            event:
+                Incoming event received from the event bus.
+        """
+        match event:
+            case events.requests.OrderSubmissionRequest() as submit_order:
+                self._on_submit_order(submit_order)
+            case events.requests.OrderCancellationRequest() as cancel_order:
+                self._on_cancel_order(cancel_order)
+            case events.requests.OrderModificationRequest() as modify_order:
+                self._on_modify_order(modify_order)
+            case _:
+                return
+
+    @abc.abstractmethod
+    def _on_submit_order(self, event: events.requests.OrderSubmissionRequest) -> None:
+        """
+        Handle an order submission request.
+
+        Parameters:
+            event:
+                Order submission request event.
+        """
+        pass
+
+    @abc.abstractmethod
+    def _on_cancel_order(self, event: events.requests.OrderCancellationRequest) -> None:
+        """
+        Handle an order cancellation request.
+
+        Parameters:
+            event:
+                Order cancellation request event.
+        """
+        pass
+
+    @abc.abstractmethod
+    def _on_modify_order(self, event: events.requests.OrderModificationRequest) -> None:
+        """
+        Handle an order modification request.
+
+        Parameters:
+            event:
+                Order modification request event.
+        """
+        pass
+
+    def _respond(self, response_event: events.responses.ResponseBase) -> None:
+        """
+        Publish a response event to the event bus.
+
+        Parameters:
+            response_event:
+                Response event generated by the broker.
+        """
+        self._publish(response_event)

onesecondtrader/brokers/simulated.py

@@ -0,0 +1,494 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import events, messaging, models
+from onesecondtrader.brokers.base import BrokerBase
+
+
+@dataclasses.dataclass
+class _PendingOrder:
+    """
+    Internal order state tracked by the simulated broker.
+
+    This structure represents broker-side pending order state and is distinct from order request events.
+    It is used to evaluate trigger conditions against incoming market bars and to generate fills when conditions are met.
+    """
+
+    order_id: uuid.UUID
+    symbol: str
+    order_type: models.OrderType
+    side: models.TradeSide
+    quantity: float
+    limit_price: float | None = None
+    stop_price: float | None = None
+
+
+class SimulatedBroker(BrokerBase):
+    """
+    Event-driven simulated broker for backtesting.
+
+    The broker subscribes to order request events and market bar events.
+    Order requests are validated and accepted or rejected immediately.
+    Accepted orders are stored as pending broker-side state and evaluated against each incoming
+    bar.
+    When an order triggers, a fill event is published with a deterministic fill price model based on the bar's OHLC values.
+
+    The broker publishes response events using the event timestamp to preserve simulated time consistency.
+    """
+
+    commission_per_unit: float = 0.0
+    minimum_commission_per_order: float = 0.0
+
+    def __init__(self, event_bus: messaging.EventBus) -> None:
+        """
+        parameters:
+            event_bus:
+                Event bus used to receive order requests and market bars, and to publish broker responses and fills.
+        """
+        self._pending_market_orders: dict[uuid.UUID, _PendingOrder] = {}
+        self._pending_limit_orders: dict[uuid.UUID, _PendingOrder] = {}
+        self._pending_stop_orders: dict[uuid.UUID, _PendingOrder] = {}
+        self._pending_stop_limit_orders: dict[uuid.UUID, _PendingOrder] = {}
+
+        super().__init__(event_bus)
+        self._subscribe(events.market.BarReceived)
+
+    def connect(self) -> None:
+        """
+        Establish broker readiness.
+
+        The simulated broker has no external connectivity requirements.
+        This method is a no-op and exists to satisfy the broker interface.
+        """
+        pass
+
+    def _on_event(self, event: events.EventBase) -> None:
+        """
+        Dispatch incoming events.
+
+        Market bar events are routed to bar processing.
+        All other events are delegated to the broker base class for order request handling.
+
+        parameters:
+            event:
+                Incoming event received from the event bus.
+        """
+        match event:
+            case events.market.BarReceived() as bar:
+                self._on_bar(bar)
+            case _:
+                super()._on_event(event)
+
+    def _on_bar(self, event: events.market.BarReceived) -> None:
+        """
+        Process an incoming market bar.
+
+        Pending orders are evaluated against the bar in a fixed sequence to provide deterministic behavior.
+        Crucially, limit orders are processed after stop limit orders to ensure that limit orders created by stop limit orders are evaluated against the same bar.
+
+        parameters:
+            event:
+                Market bar used to trigger and price simulated fills.
+        """
+        self._process_market_orders(event)
+        self._process_stop_orders(event)
+        self._process_stop_limit_orders(event)
+        self._process_limit_orders(event)
+
+    def _process_market_orders(self, event: events.market.BarReceived) -> None:
+        """
+        Fill pending market orders for the bar symbol.
+
+        Market orders are filled at the bar open price on the next received bar for the matching symbol.
+
+        parameters:
+            event:
+                Market bar providing the simulated fill price and timestamps.
+        """
+        for order_id, order in list(self._pending_market_orders.items()):
+            if order.symbol != event.symbol:
+                continue
+
+            self._publish(
+                events.orders.FillEvent(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=order.order_id,
+                    symbol=order.symbol,
+                    side=order.side,
+                    quantity_filled=order.quantity,
+                    fill_price=event.open,
+                    commission=max(
+                        order.quantity * self.commission_per_unit,
+                        self.minimum_commission_per_order,
+                    ),
+                )
+            )
+            del self._pending_market_orders[order_id]
+
+    def _process_stop_orders(self, event: events.market.BarReceived) -> None:
+        """
+        Evaluate and fill pending stop orders for the bar symbol.
+
+        Stop orders trigger when the bar crosses the stop level.
+        The fill price is modeled as the worse of the stop price and the bar open in the direction of the trade.
+
+        parameters:
+            event:
+                Market bar used to evaluate triggers and determine fill prices.
+        """
+        for order_id, order in list(self._pending_stop_orders.items()):
+            if order.symbol != event.symbol:
+                continue
+
+            # This is for mypy, it has already been validated on submission
+            assert order.stop_price is not None
+
+            triggered = False
+            match order.side:
+                case models.TradeSide.BUY:
+                    triggered = event.high >= order.stop_price
+                case models.TradeSide.SELL:
+                    triggered = event.low <= order.stop_price
+
+            if not triggered:
+                continue
+
+            fill_price = 0.0
+            match order.side:
+                case models.TradeSide.BUY:
+                    fill_price = max(order.stop_price, event.open)
+                case models.TradeSide.SELL:
+                    fill_price = min(order.stop_price, event.open)
+
+            self._publish(
+                events.orders.FillEvent(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=order.order_id,
+                    symbol=order.symbol,
+                    side=order.side,
+                    quantity_filled=order.quantity,
+                    fill_price=fill_price,
+                    commission=max(
+                        order.quantity * self.commission_per_unit,
+                        self.minimum_commission_per_order,
+                    ),
+                )
+            )
+            del self._pending_stop_orders[order_id]
+
+    def _process_stop_limit_orders(self, event: events.market.BarReceived) -> None:
+        """
+        Evaluate pending stop-limit orders for the bar symbol.
+
+        Stop-limit orders trigger on stop conditions.
+        When triggered, they are converted into pending limit orders at the same identifier.
+
+        parameters:
+            event:
+                Market bar used to evaluate stop triggers.
+        """
+        for order_id, order in list(self._pending_stop_limit_orders.items()):
+            if order.symbol != event.symbol:
+                continue
+
+            assert order.stop_price is not None
+
+            triggered = False
+            match order.side:
+                case models.TradeSide.BUY:
+                    triggered = event.high >= order.stop_price
+                case models.TradeSide.SELL:
+                    triggered = event.low <= order.stop_price
+
+            if not triggered:
+                continue
+
+            limit_order = dataclasses.replace(order, order_type=models.OrderType.LIMIT)
+            self._pending_limit_orders[order_id] = limit_order
+            del self._pending_stop_limit_orders[order_id]
+
+    def _process_limit_orders(self, event: events.market.BarReceived) -> None:
+        """
+        Evaluate and fill pending limit orders for the bar symbol.
+
+        Limit orders trigger when the bar crosses the limit level.
+        The fill price is modeled as the better of the limit price and the bar open in the direction of the trade.
+
+        parameters:
+            event:
+                Market bar used to evaluate triggers and determine fill prices.
+        """
+        for order_id, order in list(self._pending_limit_orders.items()):
+            if order.symbol != event.symbol:
+                continue
+
+            assert order.limit_price is not None
+
+            triggered = False
+            match order.side:
+                case models.TradeSide.BUY:
+                    triggered = event.low <= order.limit_price
+                case models.TradeSide.SELL:
+                    triggered = event.high >= order.limit_price
+
+            if not triggered:
+                continue
+
+            fill_price = 0.0
+            match order.side:
+                case models.TradeSide.BUY:
+                    fill_price = min(order.limit_price, event.open)
+                case models.TradeSide.SELL:
+                    fill_price = max(order.limit_price, event.open)
+
+            self._publish(
+                events.orders.FillEvent(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=order.order_id,
+                    symbol=order.symbol,
+                    side=order.side,
+                    quantity_filled=order.quantity,
+                    fill_price=fill_price,
+                    commission=max(
+                        order.quantity * self.commission_per_unit,
+                        self.minimum_commission_per_order,
+                    ),
+                )
+            )
+            del self._pending_limit_orders[order_id]
+
+    def _reject_if_invalid_submission(
+        self, event: events.requests.OrderSubmissionRequest
+    ) -> bool:
+        """
+        Validate an order submission request.
+
+        Invalid submissions are rejected immediately by publishing an `OrderRejected` response event.
+
+        parameters:
+            event:
+                Order submission request event to validate.
+
+        returns:
+            True if the submission is invalid and was rejected, otherwise False.
+        """
+        is_invalid = event.quantity <= 0
+
+        match event.order_type:
+            case models.OrderType.LIMIT:
+                is_invalid = (
+                    is_invalid or event.limit_price is None or event.limit_price <= 0
+                )
+            case models.OrderType.STOP:
+                is_invalid = (
+                    is_invalid or event.stop_price is None or event.stop_price <= 0
+                )
+            case models.OrderType.STOP_LIMIT:
+                is_invalid = is_invalid or (
+                    event.limit_price is None
+                    or event.limit_price <= 0
+                    or event.stop_price is None
+                    or event.stop_price <= 0
+                )
+
+        if is_invalid:
+            self._publish(
+                events.responses.OrderRejected(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=event.system_order_id,
+                    rejection_reason=models.OrderRejectionReason.UNKNOWN,
+                    rejection_message="Unknown",
+                )
+            )
+
+        return is_invalid
+
+    def _on_submit_order(self, event: events.requests.OrderSubmissionRequest) -> None:
+        """
+        Handle an order submission request.
+
+        Valid orders are stored as pending broker-side state and acknowledged via an `OrderAccepted` response event.
+
+        parameters:
+            event:
+                Order submission request event.
+        """
+        if self._reject_if_invalid_submission(event):
+            return
+
+        order = _PendingOrder(
+            order_id=event.system_order_id,
+            symbol=event.symbol,
+            order_type=event.order_type,
+            side=event.side,
+            quantity=event.quantity,
+            limit_price=event.limit_price,
+            stop_price=event.stop_price,
+        )
+
+        match order.order_type:
+            case models.OrderType.MARKET:
+                self._pending_market_orders[order.order_id] = order
+            case models.OrderType.LIMIT:
+                self._pending_limit_orders[order.order_id] = order
+            case models.OrderType.STOP:
+                self._pending_stop_orders[order.order_id] = order
+            case models.OrderType.STOP_LIMIT:
+                self._pending_stop_limit_orders[order.order_id] = order
+
+        self._publish(
+            events.responses.OrderAccepted(
+                ts_event_ns=event.ts_event_ns,
+                ts_broker_ns=event.ts_event_ns,
+                associated_order_id=order.order_id,
+            )
+        )
+
+    def _on_cancel_order(self, event: events.requests.OrderCancellationRequest) -> None:
+        """
+        Handle an order cancellation request.
+
+        If the referenced order is pending, it is removed and acknowledged via `CancellationAccepted`.
+        Otherwise, `CancellationRejected` is published.
+
+        parameters:
+            event:
+                Order cancellation request event.
+        """
+        order_id = event.system_order_id
+
+        removed = False
+        for pending_orders in (
+            self._pending_market_orders,
+            self._pending_limit_orders,
+            self._pending_stop_orders,
+            self._pending_stop_limit_orders,
+        ):
+            if order_id in pending_orders:
+                del pending_orders[order_id]
+                removed = True
+                break
+
+        if removed:
+            self._publish(
+                events.responses.CancellationAccepted(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=order_id,
+                )
+            )
+        else:
+            self._publish(
+                events.responses.CancellationRejected(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=order_id,
+                    rejection_reason=models.CancellationRejectionReason.UNKNOWN,
+                    rejection_message="Unknown",
+                )
+            )
+
+    def _reject_if_invalid_modification(
+        self, event: events.requests.OrderModificationRequest
+    ) -> bool:
+        """
+        Validate an order modification request.
+
+        Invalid modifications are rejected immediately by publishing a `ModificationRejected` response event.
+
+        parameters:
+            event:
+                Order modification request event to validate.
+
+        returns:
+            True if the modification is invalid and was rejected, otherwise False.
+        """
+        is_invalid = (
+            (event.quantity is not None and event.quantity <= 0)
+            or (event.limit_price is not None and event.limit_price <= 0)
+            or (event.stop_price is not None and event.stop_price <= 0)
+        )
+
+        if is_invalid:
+            self._publish(
+                events.responses.ModificationRejected(
+                    ts_event_ns=event.ts_event_ns,
+                    ts_broker_ns=event.ts_event_ns,
+                    associated_order_id=event.system_order_id,
+                    rejection_reason=models.ModificationRejectionReason.UNKNOWN,
+                    rejection_message="Unknown",
+                )
+            )
+
+        return is_invalid
+
+    def _on_modify_order(self, event: events.requests.OrderModificationRequest) -> None:
+        """
+        Handle an order modification request.
+
+        If the referenced order is pending, its fields are updated and acknowledged via `ModificationAccepted`.
+        Otherwise, `ModificationRejected` is published.
+
+        parameters:
+            event:
+                Order modification request event.
+        """
+        if self._reject_if_invalid_modification(event):
+            return
+
+        order_id = event.system_order_id
+
+        for pending_orders in (
+            self._pending_market_orders,
+            self._pending_limit_orders,
+            self._pending_stop_orders,
+            self._pending_stop_limit_orders,
+        ):
+            if order_id in pending_orders:
+                order = pending_orders[order_id]
+
+                new_quantity = (
+                    event.quantity if event.quantity is not None else order.quantity
+                )
+                new_limit_price = (
+                    event.limit_price
+                    if event.limit_price is not None
+                    else order.limit_price
+                )
+                new_stop_price = (
+                    event.stop_price
+                    if event.stop_price is not None
+                    else order.stop_price
+                )
+
+                pending_orders[order_id] = dataclasses.replace(
+                    order,
+                    quantity=new_quantity,
+                    limit_price=new_limit_price,
+                    stop_price=new_stop_price,
+                )
+
+                self._publish(
+                    events.responses.ModificationAccepted(
+                        ts_event_ns=event.ts_event_ns,
+                        ts_broker_ns=event.ts_event_ns,
+                        associated_order_id=order_id,
+                    )
+                )
+                return
+
+        self._publish(
+            events.responses.ModificationRejected(
+                ts_event_ns=event.ts_event_ns,
+                ts_broker_ns=event.ts_event_ns,
+                associated_order_id=order_id,
+                rejection_reason=models.ModificationRejectionReason.UNKNOWN,
+                rejection_message="Unknown",
+            )
+        )

onesecondtrader/events/orders/base.py

@@ -9,17 +9,17 @@ from onesecondtrader import events
 @dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
 class OrderBase(events.EventBase):
     """
-    Base class for broker-originated order events.
+    Base class for brokers-originated order events.
 
-    Order events are broker-originated facts about the state or execution of an order.
+    Order events are brokers-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.                          |
+    | `ts_broker_ns`        | `int`           | Time reported by the brokers for the response, as UTC epoch nanoseconds.               |
+    | `associated_order_id` | `uuid.UUID`.    | Identifier of the order associated with the brokers response.                          |
     | `broker_order_id`     | `str` or `None` | Broker-assigned identifier of the order, if reported.                                 |
     | `symbol`              | `str`           | Identifier of the traded instrument.                                                  |
     """

onesecondtrader/events/orders/expirations.py

@@ -8,13 +8,13 @@ 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).
+    Event indicating that the order is no longer active at the venue due to expiration according to brokers- 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.          |
+    | `ts_broker_ns`        | `int`           | Time reported by the brokers 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.                                               |

onesecondtrader/events/orders/fills.py

@@ -19,7 +19,7 @@ class FillEvent(OrderBase):
     |-----------------------|---------------------|---------------------------------------------------------------------------------|
     | `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.             |
+    | `ts_broker_ns`        | `int`               | Time reported by the brokers 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.                                            |

onesecondtrader/events/requests/base.py

@@ -11,7 +11,7 @@ class RequestBase(events.EventBase):
     """
     Base class for request events.
 
-    This class defines attributes common to all requests issued to a broker.
+    This class defines attributes common to all requests issued to a brokers.
 
     | Field             | Type        | Semantics                                                                  |
     |-------------------|-------------|----------------------------------------------------------------------------|

onesecondtrader/events/requests/order_submission.py

@@ -10,7 +10,7 @@ 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.
+    Event representing a request to submit a new order to a brokers.
 
     The `system_order_id` is a unique identifier assigned by the system to the order submission request by default at object creation.
 

onesecondtrader/events/responses/base.py

@@ -10,16 +10,16 @@ from onesecondtrader import events
 @dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
 class ResponseBase(events.EventBase):
     """
-    Base class for broker response events.
+    Base class for brokers response events.
 
-    This class defines attributes common to all responses received from a broker in reaction to previously issued requests.
+    This class defines attributes common to all responses received from a brokers 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`       | Time reported by the brokers for the response, as UTC epoch nanoseconds.               |
+    | `associated_order_id` | `uuid.UUID` | Identifier of the order associated with the brokers response.                          |
     """
 
     ts_broker_ns: int

onesecondtrader/events/responses/cancellations.py

@@ -9,13 +9,13 @@ 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.
+    Event indicating that the order cancellation has been acknowledged by the brokers 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.            |
+    | `ts_broker_ns`        | `int`           | Time reported by the brokers 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.                        |
     """
@@ -26,16 +26,16 @@ class CancellationAccepted(ResponseBase):
 @dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
 class CancellationRejected(ResponseBase):
     """
-    Event indicating that the order cancellation has been rejected by the broker.
+    Event indicating that the order cancellation has been rejected by the brokers.
 
     | 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.           |
+    | `ts_broker_ns`        | `int`                                | Time reported by the brokers 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_message`   | `str`                                | Human-readable explanation provided by the brokers.                                 |
     """
 
     rejection_reason: models.CancellationRejectionReason

onesecondtrader/events/responses/modifications.py

@@ -10,13 +10,13 @@ from onesecondtrader.events.responses.base import ResponseBase
 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.
+    the brokers 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. |
+    | `ts_broker_ns`        | `int`           | Time reported by the brokers 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.               |
     """
@@ -27,16 +27,16 @@ class ModificationAccepted(ResponseBase):
 @dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
 class ModificationRejected(ResponseBase):
     """
-    Event indicating that the requested modification has been rejected by the broker.
+    Event indicating that the requested modification has been rejected by the brokers.
 
     | 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.           |
+    | `ts_broker_ns`        | `int`                                | Time reported by the brokers 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_message`   | `str`                                | Human-readable explanation provided by the brokers.                                 |
     """
 
     rejection_reason: models.ModificationRejectionReason

onesecondtrader/events/responses/orders.py

@@ -9,13 +9,13 @@ 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.
+    Event indicating that the order has been accepted by the brokers 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.          |
+    | `ts_broker_ns`        | `int`           | Time reported by the brokers 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.                                  |
     """
@@ -26,16 +26,16 @@ class OrderAccepted(ResponseBase):
 @dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
 class OrderRejected(ResponseBase):
     """
-    Event indicating that the order has been rejected by the broker.
+    Event indicating that the order has been rejected by the brokers.
 
     | 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.           |
+    | `ts_broker_ns`        | `int`                         | Time reported by the brokers 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_message`   | `str`                         | Human-readable explanation provided by the brokers.                                 |
     """
 
     rejection_reason: models.OrderRejectionReason

onesecondtrader/models/rejection_reasons.py

@@ -8,7 +8,7 @@ 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.
+    It provides a stable, brokers-agnostic taxonomy for programmatic handling of rejected orders.
 
     | Value     | Semantics                                                                 |
     |-----------|---------------------------------------------------------------------------|
@@ -22,8 +22,8 @@ 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.
+    This enumeration defines the system-level classification of reasons for which an order modification request may be rejected by a brokers.
+    It provides a stable, brokers-agnostic taxonomy intended for programmatic handling and observability of modification rejections.
 
     | Value     | Semantics                                                                        |
     |-----------|----------------------------------------------------------------------------------|
@@ -37,8 +37,8 @@ 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.
+    This enumeration defines the system-level classification of reasons for which an order cancellation request may be rejected by a brokers.
+    It provides a stable, brokers-agnostic taxonomy intended for programmatic handling and observability of cancellation rejections.
 
     | Value     | Semantics                                                                        |
     |-----------|----------------------------------------------------------------------------------|

{onesecondtrader-0.50.0.dist-info → onesecondtrader-0.51.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.50.0
+Version: 0.51.0
 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-0.50.0.dist-info → onesecondtrader-0.51.0.dist-info}/RECORD

@@ -1,23 +1,26 @@
 onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/brokers/__init__.py,sha256=CmOhwKOayuYCeg5KRiTp4fc8nSDnsLzIBkUNWhUevlo,271
+onesecondtrader/brokers/base.py,sha256=I4tQFr7P1DF5QAWb3I9tHz5D_zTleH8vEXS2WsH55DE,3531
+onesecondtrader/brokers/simulated.py,sha256=ZY39a84J2BmC2ADMkrSRzNBumPXudVBz2eUSnnHb0LM,17930
 onesecondtrader/events/__init__.py,sha256=1T7hJA6afxClEXvvnbXtHu9iMyhduRdJZWlg4ObWaKE,222
 onesecondtrader/events/base.py,sha256=WpLo1bSKJe7Poh2IuDDCiBYZo9vE8mkq3cQlUpyTXsY,850
 onesecondtrader/events/market/__init__.py,sha256=49z6maexBIDkAjIfkLbYzSZWEbyTpQ_HEEgT0eacrDo,132
 onesecondtrader/events/market/bar_processed.py,sha256=NsCDGC21ykmioJoITspoAuz5mesKP0_hkM4UumWk1eU,1993
 onesecondtrader/events/market/bar_received.py,sha256=_LJEZ7P-AfYQEIkXYNt-toO9_WG_XTS2Y86tb-qdOVU,1961
 onesecondtrader/events/orders/__init__.py,sha256=IgVmiVUGMwDlFnL1ItAgvPwmkqEMJDLgQK8aJIKQ1Ic,164
-onesecondtrader/events/orders/base.py,sha256=3zTY8JMkXiOV35k0tp6rZZ9X7pDN40Btm0SFT5Mq3nw,1650
-onesecondtrader/events/orders/expirations.py,sha256=nW_28REmNNyxLpKzkAhwnC_mMqw00SqRediiZW8Zyz8,1465
-onesecondtrader/events/orders/fills.py,sha256=IDSCR7__AAPWm69noV9TeE2C8LukZv-ju8yjDfgmA9w,2772
+onesecondtrader/events/orders/base.py,sha256=t4sw98Xv5oeUlJM9zfyVjP8rlqwKyoAUOaiBNuN7iEU,1654
+onesecondtrader/events/orders/expirations.py,sha256=cJiDpfPwIbrMm8FC344jfKQlWxwZZcZCNF2TYxXSVLk,1467
+onesecondtrader/events/orders/fills.py,sha256=oi5tZVImGNw1FzXsbUcPjScFIY8seN_x2TTBZgc90-M,2773
 onesecondtrader/events/requests/__init__.py,sha256=PWVAjNdgHWZArWXz9HU7E-6ZgMdfCpn4wAJiM9a5q6E,325
-onesecondtrader/events/requests/base.py,sha256=XXdiOy946hW3LmF7lMShi10kPtGftl928aPMDwEdnao,1084
+onesecondtrader/events/requests/base.py,sha256=xmG4rQ0rfWAmo_lMiLgtplHqUo_P6du7JykXXr0QtoM,1085
 onesecondtrader/events/requests/order_cancellation.py,sha256=X_ZMOx09gz0Hf8hvDE1OahqK1SoH4nw9IOMJIdbbTKs,1029
 onesecondtrader/events/requests/order_modification.py,sha256=Tks2mXn1bkuOVLsk98tTk3E2CTld6SF1IwmkCvGvsc8,1538
-onesecondtrader/events/requests/order_submission.py,sha256=ejLBEWJ7pzhXWcTncK1x_ZJfcaC21CnuEz00wvi1q-8,2155
+onesecondtrader/events/requests/order_submission.py,sha256=nEqAYl7QcEeu6wE_HnKqjvG34JWhTtjTjkIrkDiQ0ME,2156
 onesecondtrader/events/responses/__init__.py,sha256=ihg3zxjygLi-sA6wIbsm163ic8346WiAVtztb6ONy_4,409
-onesecondtrader/events/responses/base.py,sha256=tXOP3lvd6EqpC7NbfIJinUCI-KMz6xsR1YSQw5qNddk,1241
-onesecondtrader/events/responses/cancellations.py,sha256=HWF15Flz2JNOaZvArAjl9jLAt1NrQxB3MASG-0A2Z2Y,2941
-onesecondtrader/events/responses/modifications.py,sha256=ZQyehdwgAIg6HMmpQ5T_bWZ7yc4nfSeVwAGQ3T2O5-A,2968
-onesecondtrader/events/responses/orders.py,sha256=enkIUYRw9G3bzAq-it20XvXBew2gLg1mAm44m-12bns,2786
+onesecondtrader/events/responses/base.py,sha256=rq5-avQ-1JqkrahhA7xt892UzecYUHF-3Al9EFSQtAU,1245
+onesecondtrader/events/responses/cancellations.py,sha256=zB8kLCNFRQVVg-IoiAZOxhjPpvZrV6cbIPBkwASQG4Y,2946
+onesecondtrader/events/responses/modifications.py,sha256=sG_KQU-4PsiakZrNKLmE6TOB-lSzSNBoBxJjfSQ9sy4,2973
+onesecondtrader/events/responses/orders.py,sha256=g0N6ak3rOCQ1Vb97gmHYPIMgPtSpavbfL99OMhvzCZg,2791
 onesecondtrader/indicators/__init__.py,sha256=i-syRqCdQdC2BLL-7bDBcdl2Mll1LgE7hi2GleCJ4HI,366
 onesecondtrader/indicators/base.py,sha256=iGfgOj1B_LRGBeh7VjM5OjxoYnSxV7JZUP1C3O_dfmE,4653
 onesecondtrader/indicators/market_fields.py,sha256=Znyii0egBkJT3CFlYhQ5ArRNidmBLF0TzgCr2AWu5CA,4306
@@ -29,9 +32,9 @@ onesecondtrader/models/__init__.py,sha256=XWL6aNLwAA2JQMoqK2PY-_CwigV0ighx4zwGQV
 onesecondtrader/models/bar_fields.py,sha256=GnLBL08ueUr35w2dAbKwOBWrdBS98OC9r0T2NifwTH8,646
 onesecondtrader/models/bar_period.py,sha256=J8ncVtcAxR52uD0nbC8Knds_GUP5wiuNj5rAKq4vv-4,475
 onesecondtrader/models/order_types.py,sha256=SiJamarLQ7zkHzHLLbd86I_TeZrQJ4QEIMqNHj4dxXU,737
-onesecondtrader/models/rejection_reasons.py,sha256=BToLmPholsP9GcLGZ874nQJpehZ1yB1SFyYqlf3AOwc,2127
+onesecondtrader/models/rejection_reasons.py,sha256=Avp1JYf413_aUQQkEeswI-9EJBmQdd7B6bnQ1MslDNE,2132
 onesecondtrader/models/trade_sides.py,sha256=Pf9BpxoUxqgKC_EKAExfSqgfIIK9NW-RpJES0XHRF-8,583
-onesecondtrader-0.50.0.dist-info/METADATA,sha256=osrTVFj2ZqYZwPeBnaMBkRnfbfZaBIcl9YDpBhyrD-U,9951
-onesecondtrader-0.50.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
-onesecondtrader-0.50.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.50.0.dist-info/RECORD,,
+onesecondtrader-0.51.0.dist-info/METADATA,sha256=5qFkty3l7BfcTm5Ah9vlUWOEi7Ad7jtSYAj5KUNVGMo,9951
+onesecondtrader-0.51.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
+onesecondtrader-0.51.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.51.0.dist-info/RECORD,,