walrasquant-lib 0.4.20__py3-none-any.whl

walrasquant/error.py

@@ -0,0 +1,34 @@
+class NexusTraderError(Exception):
+    def __init__(self, message: str):
+        self.message = message
+        super().__init__(self.message)
+
+
+class EngineBuildError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)
+
+
+class SubscriptionError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)
+
+
+class KlineSupportedError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)
+
+
+class StrategyBuildError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)
+
+
+class OrderError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)
+
+
+class PositionModeError(NexusTraderError):
+    def __init__(self, message: str):
+        super().__init__(message)

walrasquant/exchange/__init__.py

@@ -0,0 +1,13 @@
+from walrasquant.exchange.binance import BinanceAccountType
+from walrasquant.exchange.bybit import BybitAccountType
+from walrasquant.exchange.okx import OkxAccountType
+from walrasquant.exchange.hyperliquid import HyperLiquidAccountType
+from walrasquant.exchange.bitget import BitgetAccountType
+
+__all__ = [
+    "BinanceAccountType",
+    "BybitAccountType",
+    "OkxAccountType",
+    "HyperLiquidAccountType",
+    "BitgetAccountType",
+]

walrasquant/exchange/base_factory.py

@@ -0,0 +1,172 @@
+"""
+Base factory interface for exchange components.
+
+This module defines the abstract base class and context for creating exchange-specific
+components in a standardized way.
+"""
+
+from abc import ABC, abstractmethod
+from dataclasses import dataclass
+from typing import Any, Optional
+from walrasquant.constants import ExchangeType, AccountType
+from walrasquant.core.entity import TaskManager
+from walrasquant.base import (
+    ExchangeManager,
+    PublicConnector,
+    PrivateConnector,
+    ExecutionManagementSystem,
+)
+from walrasquant.config import (
+    PublicConnectorConfig,
+    PrivateConnectorConfig,
+    BasicConfig,
+    OrderQueryConfig,
+)
+
+
+@dataclass
+class BuildContext:
+    """Context object containing shared components for factory methods."""
+
+    msgbus: Any
+    clock: Any
+    task_manager: TaskManager
+    cache: Any
+    registry: Any  # OrderRegistry
+    order_query_config: OrderQueryConfig
+    queue_maxsize: int = 0
+
+
+class ExchangeFactory(ABC):
+    """
+    Abstract base class for creating exchange-specific components.
+
+    Each exchange should implement this factory to provide standardized
+    creation methods for all its components.
+    """
+
+    @property
+    @abstractmethod
+    def exchange_type(self) -> ExchangeType:
+        """Return the exchange type this factory handles."""
+        pass
+
+    @abstractmethod
+    def create_manager(self, basic_config: BasicConfig) -> ExchangeManager:
+        """
+        Create an ExchangeManager instance.
+
+        Args:
+            basic_config: Basic configuration containing API credentials
+
+        Returns:
+            Configured ExchangeManager instance
+        """
+        pass
+
+    @abstractmethod
+    def create_public_connector(
+        self,
+        config: PublicConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+    ) -> PublicConnector:
+        """
+        Create a PublicConnector instance.
+
+        Args:
+            config: Public connector configuration
+            exchange: Exchange manager instance
+            context: Build context with shared components
+
+        Returns:
+            Configured PublicConnector instance
+        """
+        pass
+
+    @abstractmethod
+    def create_private_connector(
+        self,
+        config: PrivateConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+        account_type: Optional[AccountType] = None,
+    ) -> PrivateConnector:
+        """
+        Create a PrivateConnector instance.
+
+        Args:
+            config: Private connector configuration
+            exchange: Exchange manager instance
+            context: Build context with shared components
+            account_type: Override account type (for testnet handling)
+
+        Returns:
+            Configured PrivateConnector instance
+        """
+        pass
+
+    @abstractmethod
+    def create_ems(
+        self, exchange: ExchangeManager, context: BuildContext
+    ) -> ExecutionManagementSystem:
+        """
+        Create an ExecutionManagementSystem instance.
+
+        Args:
+            exchange: Exchange manager instance
+            context: Build context with shared components
+
+        Returns:
+            Configured ExecutionManagementSystem instance
+        """
+        pass
+
+    def validate_config(self, basic_config: BasicConfig) -> None:
+        """
+        Validate exchange-specific configuration.
+
+        Args:
+            basic_config: Basic configuration to validate
+
+        Raises:
+            ValueError: If configuration is invalid
+        """
+        # Default implementation - exchanges can override
+        pass
+
+    def get_private_account_type(
+        self, exchange: ExchangeManager, config: PrivateConnectorConfig
+    ) -> AccountType:
+        """
+        Determine the account type for private connector.
+
+        Some exchanges (like Bybit, OKX) map testnet to different account types.
+
+        Args:
+            exchange: Exchange manager instance
+            config: Private connector configuration
+
+        Returns:
+            Account type to use
+        """
+        return config.account_type
+
+    def setup_public_connector(
+        self,
+        exchange: ExchangeManager,
+        connector: PublicConnector,
+        account_type: AccountType,
+    ) -> None:
+        """
+        Perform any post-creation setup for public connector.
+
+        Some exchanges (like Bitget) need additional setup after creation.
+
+        Args:
+            exchange: Exchange manager instance
+            connector: Created public connector
+            account_type: Account type being used
+        """
+        # Default implementation - exchanges can override
+        pass

walrasquant/exchange/binance/__init__.py

@@ -0,0 +1,30 @@
+from walrasquant.exchange.binance.constants import BinanceAccountType
+from walrasquant.exchange.binance.exchange import BinanceExchangeManager
+from walrasquant.exchange.binance.connector import (
+    BinancePublicConnector,
+    BinancePrivateConnector,
+)
+from walrasquant.exchange.binance.rest_api import BinanceApiClient
+from walrasquant.exchange.binance.ems import BinanceExecutionManagementSystem
+from walrasquant.exchange.binance.oms import BinanceOrderManagementSystem
+from walrasquant.exchange.binance.factory import BinanceFactory
+
+# Auto-register factory on import
+try:
+    from walrasquant.exchange.registry import register_factory
+
+    register_factory(BinanceFactory())
+except ImportError:
+    # Registry not available yet during bootstrap
+    pass
+
+__all__ = [
+    "BinanceAccountType",
+    "BinanceExchangeManager",
+    "BinancePublicConnector",
+    "BinancePrivateConnector",
+    "BinanceApiClient",
+    "BinanceExecutionManagementSystem",
+    "BinanceOrderManagementSystem",
+    "BinanceFactory",
+]