26 lines
711 B
Python
26 lines
711 B
Python
"""Starter FIX feed simulator adapter."""
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import time
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import itertools
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from typing import Dict, Any, List
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def generate_fix_feed(events: int = 5) -> List[Dict[str, Any]]:
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"""Generate a simple FIX-like Market Data feed (MDTick) payloads as dictionaries.
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This is a toy generator intended for MVP testing and example use.
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"""
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feeds = []
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base_ts = time.time()
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for i in range(events):
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feeds.append({
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"id": f"MDTick-{i}",
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"type": "MDTick",
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"timestamp": base_ts + i * 0.001,
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"payload": {
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"instrument": "ABC",
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"price": 100.0 + i,
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"size": 10 + i,
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},
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})
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return feeds
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