openpit 0.1.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (57) hide show
  1. openpit-0.1.0/Cargo.lock +766 -0
  2. openpit-0.1.0/Cargo.toml +9 -0
  3. openpit-0.1.0/PKG-INFO +220 -0
  4. openpit-0.1.0/README.md +194 -0
  5. openpit-0.1.0/bindings/python/Cargo.toml +23 -0
  6. openpit-0.1.0/bindings/python/README.md +194 -0
  7. openpit-0.1.0/bindings/python/src/lib.rs +1516 -0
  8. openpit-0.1.0/bindings/python/tests/conftest.py +33 -0
  9. openpit-0.1.0/bindings/python/tests/integration/test_engine_integration.py +256 -0
  10. openpit-0.1.0/bindings/python/tests/unit/test_engine.py +75 -0
  11. openpit-0.1.0/bindings/python/tests/unit/test_entity_paths.py +35 -0
  12. openpit-0.1.0/bindings/python/tests/unit/test_execution_report.py +28 -0
  13. openpit-0.1.0/bindings/python/tests/unit/test_order.py +44 -0
  14. openpit-0.1.0/bindings/python/tests/unit/test_policy_api.py +103 -0
  15. openpit-0.1.0/bindings/python/tests/unit/test_request_reservation.py +26 -0
  16. openpit-0.1.0/bindings/python/tests/unit/test_results_rejects.py +77 -0
  17. openpit-0.1.0/bindings/python/tests/unit/test_start_policies.py +77 -0
  18. openpit-0.1.0/crates/openpit/Cargo.toml +20 -0
  19. openpit-0.1.0/crates/openpit/README.md +146 -0
  20. openpit-0.1.0/crates/openpit/src/core/engine.rs +1027 -0
  21. openpit-0.1.0/crates/openpit/src/core/instrument.rs +121 -0
  22. openpit-0.1.0/crates/openpit/src/core/mod.rs +23 -0
  23. openpit-0.1.0/crates/openpit/src/core/order.rs +63 -0
  24. openpit-0.1.0/crates/openpit/src/lib.rs +52 -0
  25. openpit-0.1.0/crates/openpit/src/param/asset.rs +156 -0
  26. openpit-0.1.0/crates/openpit/src/param/cash_flow.rs +61 -0
  27. openpit-0.1.0/crates/openpit/src/param/fee.rs +70 -0
  28. openpit-0.1.0/crates/openpit/src/param/mod.rs +1660 -0
  29. openpit-0.1.0/crates/openpit/src/param/pnl.rs +68 -0
  30. openpit-0.1.0/crates/openpit/src/param/position_size.rs +252 -0
  31. openpit-0.1.0/crates/openpit/src/param/price.rs +85 -0
  32. openpit-0.1.0/crates/openpit/src/param/quantity.rs +81 -0
  33. openpit-0.1.0/crates/openpit/src/param/side.rs +106 -0
  34. openpit-0.1.0/crates/openpit/src/param/volume.rs +136 -0
  35. openpit-0.1.0/crates/openpit/src/pretrade/context.rs +117 -0
  36. openpit-0.1.0/crates/openpit/src/pretrade/handles.rs +192 -0
  37. openpit-0.1.0/crates/openpit/src/pretrade/mod.rs +49 -0
  38. openpit-0.1.0/crates/openpit/src/pretrade/mutations.rs +145 -0
  39. openpit-0.1.0/crates/openpit/src/pretrade/policies/mod.rs +28 -0
  40. openpit-0.1.0/crates/openpit/src/pretrade/policies/order_size_limit.rs +409 -0
  41. openpit-0.1.0/crates/openpit/src/pretrade/policies/order_validation.rs +121 -0
  42. openpit-0.1.0/crates/openpit/src/pretrade/policies/pnl_killswitch.rs +597 -0
  43. openpit-0.1.0/crates/openpit/src/pretrade/policies/rate_limit.rs +202 -0
  44. openpit-0.1.0/crates/openpit/src/pretrade/policy.rs +203 -0
  45. openpit-0.1.0/crates/openpit/src/pretrade/reject.rs +311 -0
  46. openpit-0.1.0/crates/openpit/src/pretrade/report.rs +80 -0
  47. openpit-0.1.0/crates/openpit/src/pretrade/request.rs +113 -0
  48. openpit-0.1.0/crates/openpit/src/pretrade/reservation.rs +191 -0
  49. openpit-0.1.0/crates/openpit/src/pretrade/start_pre_trade_time.rs +48 -0
  50. openpit-0.1.0/crates/openpit/tests/pretrade_scenario.rs +642 -0
  51. openpit-0.1.0/pyproject.toml +57 -0
  52. openpit-0.1.0/python/openpit/__init__.py +13 -0
  53. openpit-0.1.0/python/openpit/_openpit.pyi +351 -0
  54. openpit-0.1.0/python/openpit/core.py +3 -0
  55. openpit-0.1.0/python/openpit/pretrade/__init__.py +39 -0
  56. openpit-0.1.0/python/openpit/pretrade/policies.py +15 -0
  57. openpit-0.1.0/python/openpit/pretrade/policy.py +375 -0
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