Build 060.1: add canonical Trade model

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2026-07-18 10:02:25 +03:00
parent f2bacb80c9
commit c52c099d54
3 changed files with 995 additions and 0 deletions

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# app/src/market_data/acquisition/models/trade.py
from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime
from decimal import Decimal
from enum import Enum
# Сторона агрессора, инициировавшего исполнение биржевой сделки.
class TradeAggressorSide(Enum):
BUY = "buy"
SELL = "sell"
# Каноническая неизменяемая модель одной исполненной биржевой сделки.
@dataclass(frozen=True, slots=True)
class Trade:
symbol: str
trade_id: int
price: Decimal
quantity: Decimal
executed_at: datetime
aggressor_side: TradeAggressorSide
source: str