edge-latency-aware-cross-ve.../elac_plan/solver.py

32 lines
962 B
Python

from __future__ import annotations
from dataclasses import dataclass, asdict
from typing import Dict, Any
import json
from .core import LocalProblem, PlanDelta
@dataclass
class LocalSolver:
name: str = "toy-solver"
def solve(self, problem: LocalProblem) -> PlanDelta:
# Minimal toy objective: compute a simple plan delta based on price_target
delta = {
"contract_id": f"{problem.id}:{problem.venue}",
"action": "place_order",
"asset": problem.asset,
"price_target": problem.price_target,
"tolerance": problem.tolerance,
"notes": "toy-arbitrage-step"
}
import datetime
timestamp = datetime.datetime.utcnow().isoformat() + "Z"
return PlanDelta(
delta=delta,
timestamp=timestamp,
author=self.name,
contract_id=f"{problem.id}:{problem.venue}",
privacy_budget=0.0,
)