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https://github.com/xavierchuan/FX-ML-Trading-Engine.git
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xiaochuan
29 lines
868 B
Python
29 lines
868 B
Python
"""Simple JSONL order store for audit/replay."""
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from __future__ import annotations
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import json
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from dataclasses import asdict
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from pathlib import Path
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from typing import Iterable
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from QuantTrader.execution.adapter import OrderParams
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class OrderStore:
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def __init__(self, path: str = "results/execution/orders.log"):
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self.path = Path(path)
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self.path.parent.mkdir(parents=True, exist_ok=True)
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def append(self, order_id: str, params: OrderParams) -> None:
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record = {"order_id": order_id, **asdict(params)}
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with self.path.open("a", encoding="utf-8") as fh:
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fh.write(json.dumps(record) + "\n")
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def load(self) -> Iterable[dict]:
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if not self.path.exists():
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return []
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with self.path.open("r", encoding="utf-8") as fh:
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for line in fh:
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yield json.loads(line)
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