deltatrace-deterministic-re.../deltatrace/adapters/exchange_gateway.py

19 lines
599 B
Python

"""Starter exchange gateway sandbox adapter."""
from typing import Dict, Any, List
def simulate_exchange_path(event: Dict[str, Any]) -> Dict[str, Any]:
"""Simulate an order path: orders -> fills with deterministic simple logic."""
order_id = event.get("payload", {}).get("order_id", "ORD-1")
return {
"id": f"Fill-{order_id}",
"type": "FillEvent",
"timestamp": event.get("timestamp", 0.0) + 0.0005,
"payload": {
"order_id": order_id,
"qty": 1,
"price": event.get("payload", {}).get("price", 100.0),
},
}