27 lines
932 B
Python
27 lines
932 B
Python
from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Iterator
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from ..dsl import MarketSignal
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class OptionsFeedAdapter:
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"""Starter options market data adapter (stubbed for MVP).
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Produces deterministic signals for options on two assets across two venues.
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"""
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def __init__(self, assets=None, venues=None):
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self.assets = assets or [{"symbol": "AAPL", "type": "call"}, {"symbol": "MSFT", "type": "put"}]
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self.venues = venues or ["VENUE-A", "VENUE-B"]
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def stream_signals(self) -> Iterator[MarketSignal]:
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t = datetime.utcnow()
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for i in range(4):
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for venue in self.venues:
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for a in self.assets:
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symbol = a.get("symbol")
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price = 5.0 * (1 + i * 0.01)
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yield MarketSignal(asset_symbol=symbol, venue=venue, price=price, timestamp=t + timedelta(seconds=i))
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