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