30 lines
751 B
Python
30 lines
751 B
Python
from __future__ import annotations
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from dataclasses import dataclass
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from datetime import datetime
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from ..core import LocalArbProblem, SharedSignals
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@dataclass
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class MockPriceFeedAdapter:
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version: int = 1
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def emit(self) -> tuple[LocalArbProblem, SharedSignals]:
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# Minimal synthetic data for MVP
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local = LocalArbProblem(
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id="lp-01",
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venue="NYSE",
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asset_pair="AAPL/GOOG",
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target_misprice=0.5,
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max_exposure=1000000.0,
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latency_budget_ms=50,
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)
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signals = SharedSignals(
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version=self.version,
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price_delta=0.1,
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cross_venue_corr=0.8,
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liquidity=1000000.0,
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)
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return local, signals
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