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

14 lines
432 B
Python

from __future__ import annotations
from dataclasses import dataclass
from deltaforge_skeleton.core import MarketSignal, Asset
@dataclass
class OptionsFeedAdapter:
name: str = "OptionsFeed"
def synthesize(self, symbol: str, price: float, timestamp: float) -> MarketSignal:
asset = Asset(symbol=symbol, asset_type="option")
return MarketSignal(asset=asset, price=price, timestamp=timestamp, liquidity=0.8)