matitos
9c3bee87ac
FastAPI backend with a single-strategy async engine, paper and Binance brokers, pure-python indicators, a backtester that shares the engine's portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.
37 lines
811 B
Python
37 lines
811 B
Python
from __future__ import annotations
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from datetime import datetime
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from app.models import OrderSide
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@dataclass(slots=True)
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class Fill:
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symbol: str
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side: OrderSide
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qty: float
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price: float
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fee: float
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ts: datetime
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@property
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def notional(self) -> float:
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return self.qty * self.price
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class Broker(ABC):
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"""Executes market orders. Paper and live brokers share this interface."""
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@abstractmethod
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async def buy(self, symbol: str, qty: float, ref_price: float) -> Fill:
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raise NotImplementedError
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@abstractmethod
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async def sell(self, symbol: str, qty: float, ref_price: float) -> Fill:
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raise NotImplementedError
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async def close(self) -> None:
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return None
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