-

strategy/strategy.py

@@ -0,0 +1,30 @@
+from abc import ABC, abstractmethod
+
+from internal_types.types import Position, Quote
+
+
+# todo:
+#   handle strategy that trades multiple instruments
+#   fractional position/volume for crypto
+#   callback for async order
+class Strategy(ABC):
+
+  @abstractmethod
+  def curr_position(self) -> int:
+    pass
+
+  @abstractmethod
+  def desired_position(self) -> int:
+    pass
+
+  @abstractmethod
+  def order_filled(self, new_pos: Position):
+    pass
+
+  @abstractmethod
+  def process_quote(self, quote: Quote):
+    pass
+
+  @abstractmethod
+  def net_liquid_value(self, closing_price: float) -> float:
+    pass