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Base

BrokerBase

Bases: Subscriber

Abstract base class for broker components.

A broker component receives order-related request events from the event bus and translates them into actions against an external execution venue or simulated environment. Responses to these requests are published back onto the event bus.

This class defines the event-handling interface and subscription logic common to all broker implementations.

__init__(event_bus)

Initialize the broker and subscribe to order request events.

Parameters:

Name Type Description Default
event_bus EventBus

Event bus used for receiving order requests and publishing response events.

 required
Source code in src/onesecondtrader/brokers/base.py 
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def __init__(self, event_bus: messaging.EventBus) -> None:
    """
    Initialize the broker and subscribe to order request events.

    Parameters:
        event_bus:
            Event bus used for receiving order requests and publishing response events.
    """
    super().__init__(event_bus)

    self._subscribe(
        events.requests.OrderSubmissionRequest,
        events.requests.OrderCancellationRequest,
        events.requests.OrderModificationRequest,
    )

connect() abstractmethod

Establish a connection to the external broker API. For simulated broker, this method is a no-op.

Implementations are responsible for initializing any external resources required to submit, modify, or cancel orders.

Source code in src/onesecondtrader/brokers/base.py 
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@abc.abstractmethod
def connect(self) -> None:
    """
    Establish a connection to the external broker API.
    For simulated broker, this method is a no-op.

    Implementations are responsible for initializing any external resources required to submit, modify, or cancel orders.
    """
    pass

disconnect()

Disconnect the external broker API and stop event processing. For simulated broker, this method is a no-op.

This method shuts down the subscriber and releases associated resources.

Source code in src/onesecondtrader/brokers/base.py 
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def disconnect(self) -> None:
    """
    Disconnect the external broker API and stop event processing.
    For simulated broker, this method is a no-op.

    This method shuts down the subscriber and releases associated resources.
    """
    self.shutdown()

_on_event(event)

Dispatch incoming order-related events to the appropriate handler.

Parameters:

Name Type Description Default
event EventBase

Incoming event received from the event bus.

 required
Source code in src/onesecondtrader/brokers/base.py 
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def _on_event(self, event: events.EventBase) -> None:
    """
    Dispatch incoming order-related events to the appropriate handler.

    Parameters:
        event:
            Incoming event received from the event bus.
    """
    match event:
        case events.requests.OrderSubmissionRequest() as submit_order:
            self._on_submit_order(submit_order)
        case events.requests.OrderCancellationRequest() as cancel_order:
            self._on_cancel_order(cancel_order)
        case events.requests.OrderModificationRequest() as modify_order:
            self._on_modify_order(modify_order)
        case _:
            return

_on_submit_order(event) abstractmethod

Handle an order submission request.

Parameters:

Name Type Description Default
event OrderSubmissionRequest

Order submission request event.

 required
Source code in src/onesecondtrader/brokers/base.py 
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@abc.abstractmethod
def _on_submit_order(self, event: events.requests.OrderSubmissionRequest) -> None:
    """
    Handle an order submission request.

    Parameters:
        event:
            Order submission request event.
    """
    pass

_on_cancel_order(event) abstractmethod

Handle an order cancellation request.

Parameters:

Name Type Description Default
event OrderCancellationRequest

Order cancellation request event.

 required
Source code in src/onesecondtrader/brokers/base.py 
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@abc.abstractmethod
def _on_cancel_order(self, event: events.requests.OrderCancellationRequest) -> None:
    """
    Handle an order cancellation request.

    Parameters:
        event:
            Order cancellation request event.
    """
    pass

_on_modify_order(event) abstractmethod

Handle an order modification request.

Parameters:

Name Type Description Default
event OrderModificationRequest

Order modification request event.

 required
Source code in src/onesecondtrader/brokers/base.py 
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@abc.abstractmethod
def _on_modify_order(self, event: events.requests.OrderModificationRequest) -> None:
    """
    Handle an order modification request.

    Parameters:
        event:
            Order modification request event.
    """
    pass

_respond(response_event)

Publish a response event to the event bus.

Parameters:

Name Type Description Default
response_event ResponseBase

Response event generated by the broker.

 required
Source code in src/onesecondtrader/brokers/base.py 
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def _respond(self, response_event: events.responses.ResponseBase) -> None:
    """
    Publish a response event to the event bus.

    Parameters:
        response_event:
            Response event generated by the broker.
    """
    self._publish(response_event)