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fawce
37 lines
739 B
Python
37 lines
739 B
Python
from utils.protocol_utils import Enum, ndict, namelookup
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# Datasource type should completely determine the other fields of a
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# message with its type.
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DATASOURCE_TYPE = Enum(
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'AS_TRADED_EQUITY',
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'MERGER',
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'SPLIT',
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'DIVIDEND',
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'TRADE',
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'EMPTY',
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'DONE'
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)
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#Transform type needs to be a ndict to facilitate merging.
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TRANSFORM_TYPE = ndict({
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'PASSTHROUGH' : 'PASSTHROUGH',
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'EMPTY' : ''
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})
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FINANCE_COMPONENT = namelookup({
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'TRADING_CLIENT' : 'TRADING_CLIENT',
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'PORTFOLIO_CLIENT' : 'PORTFOLIO_CLIENT',
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})
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# the simulation style enumerates the available transaction simulation
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# strategies.
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SIMULATION_STYLE = Enum(
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'PARTIAL_VOLUME',
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'BUY_ALL',
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'FIXED_SLIPPAGE',
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'NOOP'
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)
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