dekun
49 lines
1.5 KiB
Python
49 lines
1.5 KiB
Python
"""交易所行情适配器协议：策略/撮合只依赖此接口，不直接碰 OKX/币安。"""
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from __future__ import annotations
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from typing import Any, Protocol, Sequence, runtime_checkable
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from .types import BookLevel, MarketSnapshot, OptionPair, Quote
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@runtime_checkable
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class ExchangeMarket(Protocol):
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name: str
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async def start(self) -> None: ...
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async def stop(self) -> None: ...
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def list_option_contracts(self, family: str) -> list[dict[str, Any]]:
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"""中性期权合约列表：inst_id/expiry_ymd/strike/side/ct_mult。"""
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...
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def fetch_index(self, index_id: str) -> float | None: ...
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def fetch_mark(self, inst_id: str) -> float | None: ...
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def fetch_book(
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self, inst_id: str, depth: int = 5
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) -> tuple[list[BookLevel], list[BookLevel], int | None]: ...
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def get_ct_mult(self, option_inst_id: str, family: str, default: float) -> float: ...
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def set_pair(self, pair: OptionPair | None) -> None: ...
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def warm_and_subscribe(self, inst_ids: Sequence[str]) -> None:
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"""REST 预热盘口 + 设置 WS 订阅列表。"""
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...
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async def resubscribe(self, inst_ids: Sequence[str]) -> None: ...
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def quote(self, inst_id: str) -> Quote | None: ...
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def snapshot(self, perp_inst_id: str) -> MarketSnapshot: ...
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def snapshot_dict(self, perp_inst_id: str) -> dict[str, Any]: ...
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def set_index_px(self, px: float | None) -> None: ...
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def set_mark_px(self, inst_id: str, mark_px: float | None) -> None: ...
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