19 lines
391 B
Python
19 lines
391 B
Python
from dataclasses import dataclass
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from typing import List, Tuple, Dict
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@dataclass(frozen=True)
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class LocalArbProblem:
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asset_pair: Tuple[str, str]
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target_mispricing: float
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liquidity_budget: float
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latency_budget: float
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@dataclass
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class SharedSignals:
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deltas: List[float]
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cross_venue_corr: float
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liquidity_availability: Dict[str, float]
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latency_proxy: float
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