-

strategy/strategy.py

@@ -0,0 +1,33 @@
+from abc import ABC, abstractmethod
+
+from internal_types.types import OHLC, BidAsk, Instrument, Position
+
+
+# todo:
+#   handle strategy that trades multiple instruments
+#   fractional position/volume for crypto
+#   callback for async order
+#
+#   def instruments_to_trade
+#   def 'stuff' to stream (stock price, vix, ...)
+class Strategy(ABC):
+
+  @abstractmethod
+  def unfilled_positions(self, instr: Instrument) -> Position:
+    pass
+
+  @abstractmethod
+  def order_filled(self, new_pos: Position):
+    pass
+
+  @abstractmethod
+  def process_bid_ask(self, bid_ask: BidAsk):
+    pass
+
+  @abstractmethod
+  def process_ohlc(self, ohlc: OHLC):
+    pass
+
+  @abstractmethod
+  def net_liquid_value(self, at_price: float) -> float:
+    pass