28 lines
1022 B
Python
28 lines
1022 B
Python
from __future__ import annotations
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from datetime import datetime
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from idea159_arbsphere_federated_cross.core import LocalArbProblem, SharedSignals
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def create_local_arb_problem(venue: str = "EX1", asset_pair: str = "AAPL/GOOGL", target_misprice: float = 0.0, max_exposure: float = 1000.0, latency_budget_ms: int = 50) -> LocalArbProblem:
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"""Create a toy LocalArbProblem for a given venue."""
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return LocalArbProblem(
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id=f"lp-{venue}-{datetime.utcnow().isoformat()}",
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venue=venue,
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asset_pair=asset_pair,
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target_misprice=target_misprice,
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max_exposure=max_exposure,
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latency_budget_ms=latency_budget_ms,
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)
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def create_shared_signals(version: int = 1, price_delta: float = 0.0, cross_venue_corr: float = 0.0, liquidity: float = 1.0) -> SharedSignals:
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"""Create toy SharedSignals for the bridge."""
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return SharedSignals(
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version=version,
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price_delta=price_delta,
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cross_venue_corr=cross_venue_corr,
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liquidity=liquidity,
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)
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