deltaforge-real-time-cross-.../deltaforge_mvp/adapters/options_feed.py

15 lines
623 B
Python

"""Starter options feed adapter: emits option market signals."""
from __future__ import annotations
import time
from deltaforge_mvp.core import Asset, MarketSignal
def create_option_symbol(underlying: str, strike: float, expiry: str) -> Asset:
return Asset(type="option", underlying=underlying, strike=strike, expires=expiry)
def generate_signal(underlying: str, strike: float, expiry: str, price: float) -> MarketSignal:
asset = Asset(type="option", underlying=underlying, strike=strike, expires=expiry)
return MarketSignal(asset=asset, price=price, volatility=0.25, liquidity=0.8, timestamp=time.time())