24 lines
618 B
Python
24 lines
618 B
Python
"""Starter adapter: Venue B (simulated FIX/WebSocket/REST feed)."""
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from __future__ import annotations
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from datetime import datetime
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from mercurymesh.contracts import MarketSignal
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class VenueBAdapter:
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name = "venue-b"
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def extract_signal(self) -> MarketSignal:
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now = datetime.utcnow()
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signal = MarketSignal(
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venue_id=self.name,
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symbol="XYZ",
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timestamp=now,
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features={
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"liquidity_proxy": 0.75,
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"order_flow_intensity": 0.65,
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"volatility_proxy": 0.2,
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},
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)
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return signal
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