Michael Halls-Moore
29 lines
711 B
Python
29 lines
711 B
Python
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):
|
|
self.type = 'SIGNAL'
|
|
self.instrument = instrument
|
|
self.order_type = order_type
|
|
self.side = side
|
|
|
|
|
|
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
|