class Event(object): pass class TickEvent(Event): def __init__(self, instrument, time, bid, ask): self.type = 'TICK' self.instrument = instrument self.time = time self.bid = bid self.ask = ask class SignalEvent(Event): def __init__(self, instrument, order_type, side, time): self.type = 'SIGNAL' self.instrument = instrument self.order_type = order_type self.side = side self.time = time # Time of the last tick that generated the signal class OrderEvent(Event): def __init__(self, instrument, units, order_type, side): self.type = 'ORDER' self.instrument = instrument self.units = units self.order_type = order_type self.side = side