27 lines
707 B
Python
27 lines
707 B
Python
"""Minimal exchange gateway adapter stub.
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Provides a toy FillEvent for deterministic replay demonstrations.
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"""
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from __future__ import annotations
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import time
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from deltatrace.core import FillEvent
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class ExchangeGatewayAdapter:
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def __init__(self, venue: str = "TESTEX"): # simple venue name
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self.venue = venue
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self._counter = 0
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def fill(self, order_id: str, size: int, price: float) -> FillEvent:
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self._counter += 1
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return FillEvent(
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fill_id=f"F-{self._counter}",
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order_id=order_id,
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price=price,
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size=size,
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timestamp=time.time(),
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venue=self.venue,
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related_delta=None,
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)
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