onesecondtrader 0.6.0__tar.gz → 0.8.0__tar.gz

onesecondtrader-0.8.0/PKG-INFO

@@ -0,0 +1,248 @@
+Metadata-Version: 2.3
+Name: onesecondtrader
+Version: 0.8.0
+Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
+Author: Nils P. Kujath
+Author-email: 63961429+NilsKujath@users.noreply.github.com
+Requires-Python: >=3.11
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: pandas (>=2.3.1,<3.0.0)
+Description-Content-Type: text/markdown
+
+# OneSecondTrader
+
+[![Tests](https://github.com/nilskujath/onesecondtrader/actions/workflows/release.yml/badge.svg)](https://github.com/nilskujath/onesecondtrader/actions/workflows/release.yml)
+[![Docs](https://img.shields.io/badge/docs-onesecondtrader.com-blue)](https://www.onesecondtrader.com)
+[![PyPI](https://img.shields.io/pypi/v/onesecondtrader)](https://pypi.org/project/onesecondtrader/)
+[![License](https://img.shields.io/github/license/nilskujath/onesecondtrader)](https://github.com/nilskujath/onesecondtrader/blob/master/LICENSE)
+
+
+For documentation, please visit [onesecondtrader.com](https://www.onesecondtrader.com).
+
+
+
+
+## For Developers: Continuous Integration & Delivery (CI/CD) Pipeline
+
+This project's continuous integration & continuous delivery (CI/CD) pipeline consists of two distinct workflows:
+ **local pre-commit hooks** that run on `git commit` to ensure code quality,
+ and **GitHub Actions** that run on `git push origin master` to automate releases.
+
+In order for the pipeline to work, the following configuration is required:
+
+* version field in `pyproject.toml` must be set to appropriate version
+```toml
+[tool.poetry]
+name = "onesecondtrader"
+version = "0.1.0"  # Updated automatically by bump_version.py
+```
+* `mkdocs.yml` must have `mkdocstrings-python` plugin configured
+```yaml
+plugins:
+  - mkdocstrings:
+      handlers:
+        python:
+          options:
+            docstring_style: google
+```
+
+### Local Pre-Commit Workflow
+
+To ensure that only good quality code is commited to the repository, a series of pre-commit hooks are executed before each commit.
+ These hooks include code quality checks, testing, security scans, and automated API reference generation.
+ This workflow is orchestrated by the `pre-commit` package, which is configured in the `.pre-commit-config.yaml` file.
+ If any of these checks fail, the commit is blocked and the developer must fix the issues before retrying.
+
+Prior to usage, the pre-commit hooks must be installed by running:
+```bash
+poetry run pre-commit install
+poetry run pre-commit install --hook-type commit-msg
+poetry run pre-commit run --all-files # Optional: Test installation
+```
+
+This project follows [Conventional Commits](https://www.conventionalcommits.org/) specification for commit messages.
+This standardized format enables automated semantic versioning and changelog generation.
+The commit messages must have the following format:
+
+```
+<type>: <description>
+
+[optional body]
+
+[optional footer(s)]
+```
+
+The commit message must start with a type, followed by a colon and a space, and then a description. The type must be one of the following:
+
+- **feat**: New features that add functionality
+- **fix**: Bug fixes and patches
+- **docs**: Documentation changes only
+- **chore**: Maintenance tasks, dependency updates, build changes
+- **test**: Adding or modifying tests
+- **refactor**: Code changes that neither fix bugs nor add features
+- **perf**: Performance improvements
+- **ci**: Changes to CI/CD configuration
+
+Examples:
+
+```
+feat: added trade-by-trade chart generation 
+```
+
+The following diagram illustrates this pre-commit workflow:
+
+```mermaid
+---
+config:
+  themeVariables:
+    fontSize: "11px"
+---
+graph TD
+    A([<kbd>git commit</kbd>]) -->|Trigger Pre-commit Workflow on <kbd>commit</kbd>| PrecommitHooks
+    
+    subgraph PrecommitHooks ["Local Pre-commit Hooks"]
+        B["<b>Code Quality Checks</b><br/>• Ruff Check & Format<br/>• MyPy Type Checking<br/>• Tests & Doctests"]
+        C["<b>Security Checks</b><br/>• Gitleaks Secret Detection"]
+        D["<b>File Validation</b><br/>• YAML/TOML/JSON Check<br/>• End-of-file Fixer<br/>• Large Files Check<br/>• Merge Conflict Check<br/>• Debug Statements Check"]
+        E["<b>Generate API Documentation</b> via <kbd>scripts/generate_api_docs.py</kbd><br/>• Auto-generate docs<br/>• Stage changes"]
+    end
+    B --> C --> D --> E
+
+    F([Write Commit Message])
+    PrecommitHooks -->|Pass| F
+    PrecommitHooks -.->|Fail| H
+
+    subgraph CommitMessageHook ["Commit Message Hook"]
+        G{Commit Message Valid?}
+    end
+        G -.->|No| H[Commit Blocked]
+        G -->|Yes| I[Commit Successful]
+
+    F --> CommitMessageHook
+
+    H -.->|Rework & Restage<br/>| K
+    
+    K(["<kbd>git commit --amend</kbd>"])
+
+    K -.-> PrecommitHooks
+
+    L(["<kbd>git pull --rebase origin master</kbd>"])
+
+    L -.->|Rebase & Resolve Conflicts| M
+    
+    M([<kbd>git add <...></kbd>])
+    
+    M -.-> A
+
+    I -.~.-> J([<kbd>git push</kbd>])
+```
+
+
+### GitHub Actions Workflow
+
+Once a commit is pushed to the remote `master` branch, the GitHub Actions workflow `.github/workflows/release.yml` is triggered.
+Note that the GitHub Actions workflow might push commits to the remote repository.
+ This means your local branch will be behind the remote branch.
+
+In order for this workflow to run properly, two secrets need to be configured (`Settings > Secrets and variables > Actions`):
+
+- `GH_PAT`: Personal Access Token with enhanced permissions (see PAT Setup below)
+- `PYPI_API_TOKEN`: Generate from PyPI account settings
+
+The default `GITHUB_TOKEN` has limited permissions and cannot trigger subsequent workflow runs or push to protected branches.
+ The PAT provides the necessary permissions for the automated release process. 
+ The PAT is created as follows:
+
+1. Go to GitHub Settings > Developer settings > Personal access tokens > Tokens (classic)
+2. Click "Generate new token (classic)"
+3. Set expiration and select these scopes:
+   - `repo` (Full control of private repositories)
+   - `workflow` (Update GitHub Action workflows)
+4. Copy the token and add it as `GH_PAT` secret in repository settings
+
+Note that GitHub Actions bot must have write permissions to the repository.
+
+The following diagram illustrates this GitHub Actions workflow:
+
+```mermaid
+---
+config:
+  themeVariables:
+    fontSize: "11px"
+---
+graph TD
+    
+    A0(<kdb>git commit</kbd>)
+
+    A1(<kdb>git commit --amend</kdb>)
+
+    A(<kbd>git push origin master</kbd>) -->|Trigger GitHub Actions Workflow on <kbd>push</kbd>| GitHubActions
+
+    A2(<kbd>git push origin master --force</kbd>) -->|Trigger GitHub Actions Workflow on <kbd>push</kbd>| GitHubActions
+
+    A0 -.->|Trigger Pre-commit Workflow & Commit| A
+    A1 -.->|Trigger Pre-commit Workflow & Commit| A2
+    
+    subgraph GitHubActions ["GitHub Actions Environment Setup"]
+        B["<b>Checkout Repository</b><br/>Retrieve the full repository history on the latest Ubuntu runner"]
+        C["<b>Setup Python Environment</b><br/>Configure the required Python version and install Poetry"]
+        D["<b>Install Dependencies</b><br/>Install all project dependencies, including development ones"]
+        B --> C --> D
+    end
+
+    GitHubActions -.->|Failure<br/>Rework & Restage| A3
+    A3(<kdb>git commit --amend</kdb>)
+
+    GitHubActions -->|Environment Setup Complete| QualityChecks
+    
+    subgraph QualityChecks ["CI Quality Validation"]
+        F["<b>Ruff Linting</b><br/>Validate code style and enforce formatting rules"]
+        G["<b>MyPy Type Checking</b><br/>Static type analysis"]
+        H["<b>Test Suite</b><br/>Run all automated tests"]
+        F --> G --> H
+    end
+   
+    QualityChecks -.->|Failure<br/>Rework & Restage| A3
+
+    QualityChecks -->|CI Quality Checks Passed| GitConfig
+    
+    subgraph GitConfig ["Git Configuration"]
+        J["<b>Configure Git Identity</b><br/>Set the automated commit author for CI operations"]
+        K["<b>Setup Authentication</b><br/>Enable secure access to the repository with release permissions (requires <kbd>GH_PAT</kbd>)"]
+        J --> K
+    end
+
+    GitConfig -->|Git Configured| VersionAnalysis
+    
+    subgraph VersionAnalysis ["Semantic Version Analysis"]
+        N["<b>Execute bump_version.py</b><br/>Analyze commits since last tag to decide on version bump and bump level"]
+        P{Version Bump Required?}
+        N --> P
+    end
+    
+    VersionAnalysis -->|No Version Change<br/>Skip Release Process| DocDeployment
+    VersionAnalysis -->|Version Bump Required| ReleaseProcess
+    
+    
+    subgraph ReleaseProcess ["Release & Publishing"]
+        R["<b>Update Version & Changelog</b><br/>Write new version and regenerate release notes."]
+        S["<b>Commit & Push</b><br/>Commit updated files and push to the default branch."]
+        T["<b>Publish to PyPI</b><br/>Build and upload distributions in one step."]
+        U["<b>Create GitHub Release</b><br/>Publish tag and attach changelog."]
+        R --> S --> T --> U
+    end
+
+    
+    ReleaseProcess -->|Release Complete| DocDeployment 
+    
+    subgraph DocDeployment ["Documentation Deployment"]
+        X["<b>Generate API Documentation</b><br/>Automatically build API docs and update navigation"]
+        Y["<b>Install Package for Docs</b><br/>Prepare project for import-based documentation"]
+        Z["<b>Deploy to GitHub Pages</b><br/>Publish updated documentation site"]
+        X --> Y --> Z
+    end
+```
+

onesecondtrader-0.8.0/README.md

@@ -0,0 +1,233 @@
+# OneSecondTrader
+
+[![Tests](https://github.com/nilskujath/onesecondtrader/actions/workflows/release.yml/badge.svg)](https://github.com/nilskujath/onesecondtrader/actions/workflows/release.yml)
+[![Docs](https://img.shields.io/badge/docs-onesecondtrader.com-blue)](https://www.onesecondtrader.com)
+[![PyPI](https://img.shields.io/pypi/v/onesecondtrader)](https://pypi.org/project/onesecondtrader/)
+[![License](https://img.shields.io/github/license/nilskujath/onesecondtrader)](https://github.com/nilskujath/onesecondtrader/blob/master/LICENSE)
+
+
+For documentation, please visit [onesecondtrader.com](https://www.onesecondtrader.com).
+
+
+
+
+## For Developers: Continuous Integration & Delivery (CI/CD) Pipeline
+
+This project's continuous integration & continuous delivery (CI/CD) pipeline consists of two distinct workflows:
+ **local pre-commit hooks** that run on `git commit` to ensure code quality,
+ and **GitHub Actions** that run on `git push origin master` to automate releases.
+
+In order for the pipeline to work, the following configuration is required:
+
+* version field in `pyproject.toml` must be set to appropriate version
+```toml
+[tool.poetry]
+name = "onesecondtrader"
+version = "0.1.0"  # Updated automatically by bump_version.py
+```
+* `mkdocs.yml` must have `mkdocstrings-python` plugin configured
+```yaml
+plugins:
+  - mkdocstrings:
+      handlers:
+        python:
+          options:
+            docstring_style: google
+```
+
+### Local Pre-Commit Workflow
+
+To ensure that only good quality code is commited to the repository, a series of pre-commit hooks are executed before each commit.
+ These hooks include code quality checks, testing, security scans, and automated API reference generation.
+ This workflow is orchestrated by the `pre-commit` package, which is configured in the `.pre-commit-config.yaml` file.
+ If any of these checks fail, the commit is blocked and the developer must fix the issues before retrying.
+
+Prior to usage, the pre-commit hooks must be installed by running:
+```bash
+poetry run pre-commit install
+poetry run pre-commit install --hook-type commit-msg
+poetry run pre-commit run --all-files # Optional: Test installation
+```
+
+This project follows [Conventional Commits](https://www.conventionalcommits.org/) specification for commit messages.
+This standardized format enables automated semantic versioning and changelog generation.
+The commit messages must have the following format:
+
+```
+<type>: <description>
+
+[optional body]
+
+[optional footer(s)]
+```
+
+The commit message must start with a type, followed by a colon and a space, and then a description. The type must be one of the following:
+
+- **feat**: New features that add functionality
+- **fix**: Bug fixes and patches
+- **docs**: Documentation changes only
+- **chore**: Maintenance tasks, dependency updates, build changes
+- **test**: Adding or modifying tests
+- **refactor**: Code changes that neither fix bugs nor add features
+- **perf**: Performance improvements
+- **ci**: Changes to CI/CD configuration
+
+Examples:
+
+```
+feat: added trade-by-trade chart generation 
+```
+
+The following diagram illustrates this pre-commit workflow:
+
+```mermaid
+---
+config:
+  themeVariables:
+    fontSize: "11px"
+---
+graph TD
+    A([<kbd>git commit</kbd>]) -->|Trigger Pre-commit Workflow on <kbd>commit</kbd>| PrecommitHooks
+    
+    subgraph PrecommitHooks ["Local Pre-commit Hooks"]
+        B["<b>Code Quality Checks</b><br/>• Ruff Check & Format<br/>• MyPy Type Checking<br/>• Tests & Doctests"]
+        C["<b>Security Checks</b><br/>• Gitleaks Secret Detection"]
+        D["<b>File Validation</b><br/>• YAML/TOML/JSON Check<br/>• End-of-file Fixer<br/>• Large Files Check<br/>• Merge Conflict Check<br/>• Debug Statements Check"]
+        E["<b>Generate API Documentation</b> via <kbd>scripts/generate_api_docs.py</kbd><br/>• Auto-generate docs<br/>• Stage changes"]
+    end
+    B --> C --> D --> E
+
+    F([Write Commit Message])
+    PrecommitHooks -->|Pass| F
+    PrecommitHooks -.->|Fail| H
+
+    subgraph CommitMessageHook ["Commit Message Hook"]
+        G{Commit Message Valid?}
+    end
+        G -.->|No| H[Commit Blocked]
+        G -->|Yes| I[Commit Successful]
+
+    F --> CommitMessageHook
+
+    H -.->|Rework & Restage<br/>| K
+    
+    K(["<kbd>git commit --amend</kbd>"])
+
+    K -.-> PrecommitHooks
+
+    L(["<kbd>git pull --rebase origin master</kbd>"])
+
+    L -.->|Rebase & Resolve Conflicts| M
+    
+    M([<kbd>git add <...></kbd>])
+    
+    M -.-> A
+
+    I -.~.-> J([<kbd>git push</kbd>])
+```
+
+
+### GitHub Actions Workflow
+
+Once a commit is pushed to the remote `master` branch, the GitHub Actions workflow `.github/workflows/release.yml` is triggered.
+Note that the GitHub Actions workflow might push commits to the remote repository.
+ This means your local branch will be behind the remote branch.
+
+In order for this workflow to run properly, two secrets need to be configured (`Settings > Secrets and variables > Actions`):
+
+- `GH_PAT`: Personal Access Token with enhanced permissions (see PAT Setup below)
+- `PYPI_API_TOKEN`: Generate from PyPI account settings
+
+The default `GITHUB_TOKEN` has limited permissions and cannot trigger subsequent workflow runs or push to protected branches.
+ The PAT provides the necessary permissions for the automated release process. 
+ The PAT is created as follows:
+
+1. Go to GitHub Settings > Developer settings > Personal access tokens > Tokens (classic)
+2. Click "Generate new token (classic)"
+3. Set expiration and select these scopes:
+   - `repo` (Full control of private repositories)
+   - `workflow` (Update GitHub Action workflows)
+4. Copy the token and add it as `GH_PAT` secret in repository settings
+
+Note that GitHub Actions bot must have write permissions to the repository.
+
+The following diagram illustrates this GitHub Actions workflow:
+
+```mermaid
+---
+config:
+  themeVariables:
+    fontSize: "11px"
+---
+graph TD
+    
+    A0(<kdb>git commit</kbd>)
+
+    A1(<kdb>git commit --amend</kdb>)
+
+    A(<kbd>git push origin master</kbd>) -->|Trigger GitHub Actions Workflow on <kbd>push</kbd>| GitHubActions
+
+    A2(<kbd>git push origin master --force</kbd>) -->|Trigger GitHub Actions Workflow on <kbd>push</kbd>| GitHubActions
+
+    A0 -.->|Trigger Pre-commit Workflow & Commit| A
+    A1 -.->|Trigger Pre-commit Workflow & Commit| A2
+    
+    subgraph GitHubActions ["GitHub Actions Environment Setup"]
+        B["<b>Checkout Repository</b><br/>Retrieve the full repository history on the latest Ubuntu runner"]
+        C["<b>Setup Python Environment</b><br/>Configure the required Python version and install Poetry"]
+        D["<b>Install Dependencies</b><br/>Install all project dependencies, including development ones"]
+        B --> C --> D
+    end
+
+    GitHubActions -.->|Failure<br/>Rework & Restage| A3
+    A3(<kdb>git commit --amend</kdb>)
+
+    GitHubActions -->|Environment Setup Complete| QualityChecks
+    
+    subgraph QualityChecks ["CI Quality Validation"]
+        F["<b>Ruff Linting</b><br/>Validate code style and enforce formatting rules"]
+        G["<b>MyPy Type Checking</b><br/>Static type analysis"]
+        H["<b>Test Suite</b><br/>Run all automated tests"]
+        F --> G --> H
+    end
+   
+    QualityChecks -.->|Failure<br/>Rework & Restage| A3
+
+    QualityChecks -->|CI Quality Checks Passed| GitConfig
+    
+    subgraph GitConfig ["Git Configuration"]
+        J["<b>Configure Git Identity</b><br/>Set the automated commit author for CI operations"]
+        K["<b>Setup Authentication</b><br/>Enable secure access to the repository with release permissions (requires <kbd>GH_PAT</kbd>)"]
+        J --> K
+    end
+
+    GitConfig -->|Git Configured| VersionAnalysis
+    
+    subgraph VersionAnalysis ["Semantic Version Analysis"]
+        N["<b>Execute bump_version.py</b><br/>Analyze commits since last tag to decide on version bump and bump level"]
+        P{Version Bump Required?}
+        N --> P
+    end
+    
+    VersionAnalysis -->|No Version Change<br/>Skip Release Process| DocDeployment
+    VersionAnalysis -->|Version Bump Required| ReleaseProcess
+    
+    
+    subgraph ReleaseProcess ["Release & Publishing"]
+        R["<b>Update Version & Changelog</b><br/>Write new version and regenerate release notes."]
+        S["<b>Commit & Push</b><br/>Commit updated files and push to the default branch."]
+        T["<b>Publish to PyPI</b><br/>Build and upload distributions in one step."]
+        U["<b>Create GitHub Release</b><br/>Publish tag and attach changelog."]
+        R --> S --> T --> U
+    end
+
+    
+    ReleaseProcess -->|Release Complete| DocDeployment 
+    
+    subgraph DocDeployment ["Documentation Deployment"]
+        X["<b>Generate API Documentation</b><br/>Automatically build API docs and update navigation"]
+        Y["<b>Install Package for Docs</b><br/>Prepare project for import-based documentation"]
+        Z["<b>Deploy to GitHub Pages</b><br/>Publish updated documentation site"]
+        X --> Y --> Z
+    end
+```

{onesecondtrader-0.6.0 → onesecondtrader-0.8.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.6.0"
+version = "0.8.0"
 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"}
@@ -53,6 +53,8 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.mypy]
 explicit_package_bases = true
+mypy_path = "src"
+namespace_packages = true
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]

{onesecondtrader-0.6.0 → onesecondtrader-0.8.0}/src/onesecondtrader/__init__.py

@@ -4,11 +4,9 @@ The Trading Infrastructure Toolkit for Python.
 Research, simulate, and deploy algorithmic trading strategies — all in one place.
 """
 
-# Core infrastructure
-from .monitoring import logger
+from .monitoring.console import logger
 
 
 __all__ = [
-    # Core infrastructure
     "logger",
 ]

onesecondtrader-0.8.0/src/onesecondtrader/core/models.py

@@ -0,0 +1,133 @@
+from dataclasses import dataclass
+import enum
+
+
+class BrokerType(enum.Enum):
+    """
+    Enum for broker types.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `LOCAL_SIMULATED` | `enum.auto()` | Locally simulated broker |
+    | `IB_SIMULATED` | `enum.auto()` | Interactive Brokers paper trading account |
+    | `IB_LIVE` | `enum.auto()` | Interactive Brokers live trading account |
+    | `MT5` | `enum.auto()` | MetaTrader 5 |
+    """
+
+    LOCAL_SIMULATED = enum.auto()
+    IB_SIMULATED = enum.auto()
+    IB_LIVE = enum.auto()
+    MT5 = enum.auto()
+
+
+@dataclass(frozen=True, slots=True)
+class Bar:
+    """
+    Class for representing a OHLC(V) bar of market data.
+
+    Attributes:
+        open (float): Open price
+        high (float): High price
+        low (float): Low price
+        close (float): Close price
+        volume (float): Volume
+    """
+
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float | None = None
+
+
+class Side(enum.Enum):
+    """
+    Enum for order sides.
+    """
+
+    BUY = enum.auto()
+    SELL = enum.auto()
+
+
+class TimeInForce(enum.Enum):
+    """
+    Order time-in-force specifications.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `DAY` | `enum.auto()` | Valid until end of trading day |
+    | `FOK` | `enum.auto()` | Fill entire order immediately or cancel (Fill-or-Kill) |
+    | `GTC` | `enum.auto()` | Active until explicitly cancelled (Good-Till-Cancelled) |
+    | `GTD` | `enum.auto()` | Active until specified date (Good-Till-Date) |
+    | `IOC` | `enum.auto()` | Execute available quantity immediately, cancel rest
+        (Immediate-or-Cancel) |
+    """
+
+    DAY = enum.auto()
+    FOK = enum.auto()
+    GTC = enum.auto()
+    GTD = enum.auto()
+    IOC = enum.auto()
+
+
+class OrderType(enum.Enum):
+    """
+    Enum for order types.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `MARKET` | `enum.auto()` | Market order |
+    | `LIMIT` | `enum.auto()` | Limit order |
+    | `STOP` | `enum.auto()` | Stop order |
+    | `STOP_LIMIT` | `enum.auto()` | Stop-limit order |
+    """
+
+    MARKET = enum.auto()
+    LIMIT = enum.auto()
+    STOP = enum.auto()
+    STOP_LIMIT = enum.auto()
+
+
+class OrderLifecycleState(enum.Enum):
+    """
+    Enum for order lifecycle states.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `PENDING` | `enum.auto()` | Order has been submitted, but not yet acknowledged by
+        the broker |
+    | `OPEN` | `enum.auto()` | Order has been acknowledged by the broker, but not yet
+        filled or cancelled |
+    | `FILLED` | `enum.auto()` | Order has been filled |
+    | `CANCELLED` | `enum.auto()` | Order has been cancelled |
+    """
+
+    PENDING = enum.auto()
+    OPEN = enum.auto()
+    PARTIALLY_FILLED = enum.auto()
+    FILLED = enum.auto()
+    CANCELLED = enum.auto()
+
+
+class OrderRejectionReason(enum.Enum):
+    """
+    Enum for order rejection reasons.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `UNKNOWN` | `enum.auto()` | Unknown reason |
+    | `NEGATIVE_QUANTITY` | `enum.auto()` | Negative quantity |
+    """
+
+    UNKNOWN = enum.auto()
+    NEGATIVE_QUANTITY = enum.auto()