25 lines
403 B
Python
25 lines
403 B
Python
from __future__ import annotations
|
|
|
|
from dataclasses import dataclass
|
|
|
|
|
|
@dataclass
|
|
class LocalArbProblem:
|
|
id: str
|
|
venue: str
|
|
asset_pair: str
|
|
target_misprice: float
|
|
max_exposure: float
|
|
latency_budget_ms: int
|
|
|
|
|
|
@dataclass
|
|
class SharedSignals:
|
|
version: int
|
|
price_delta: float
|
|
cross_venue_corr: float
|
|
liquidity: float
|
|
|
|
|
|
__all__ = ["LocalArbProblem", "SharedSignals"]
|