-

internal_types/types.py

@@ -0,0 +1,45 @@
+from dataclasses import dataclass
+from enum import Enum, auto
+
+
+class SecurityType(Enum):
+  CRYPTO = auto()
+  EQUITY = auto()
+  FUTURE = auto()
+  OPTION = auto()
+
+
+@dataclass(frozen=True)
+class Instrument:
+  symbol: str
+  security_type: SecurityType
+  multiplier: int
+
+
+@dataclass(frozen=True)
+class Position:
+  instr: Instrument
+  quantity: int  # todo: crypto has fractional shares
+  price: float
+
+
+@dataclass(frozen=True)
+class BidAsk:
+  instr: Instrument
+  timestamp: int
+  bid: float
+  ask: float
+
+
+@dataclass(frozen=True)
+class OHLC:
+  instr: Instrument
+  timestamp: int
+  open: float
+  high: float
+  low: float
+  close: float
+  volume: int  # todo: crypto volume is float
+
+
+Quote = BidAsk | OHLC