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

18 lines
569 B
Python

from __future__ import annotations
import time
from typing import List
from ..dsl import Asset, MarketSignal
class OptionsFeedAdapter:
"""
Starter options feed adapter (toy).
"""
def __init__(self, symbol: str = "AAPL-20260120-150C"):
self.asset = Asset(id="opt-"+symbol, type="option", symbol=symbol)
self.start = time.time()
def poll_signals(self) -> List[MarketSignal]:
t = time.time() - self.start
price = 5.0 + (t % 1.5)
return [MarketSignal(asset=self.asset, timestamp=t, price=price, liquidity=1.0)]