betting_combat.trading.executors

Turning an order intent into an order, fills and a database record.

Paper and live share everything up to this point. Both persist the order and its fills themselves and return the final OrderRecord.

Paper fills the way the immediate-or-cancel order would against the book the decision saw: up to the contracts shown at the limit price or better, at the shown price, with the venue’s fee.

Live is at-most-once by construction, the same way on every venue:

1. an order already recorded for this client_order_id is never sent again;
2. the order is written as submitted BEFORE it is sent, by an insert only one run can win (a crash after sending leaves a record the relaunch reconciles instead of re-sending; two overlapping runs never both send);
3. the send is never retried; a lost answer is reconciled by looking the order up on the venue, and if it cannot be found the order is closed as error — still never re-sent;
4. fills and fees come from the venue’s own fill records.

Only the venue calls differ; they live behind VenueTrader (one per venue).

Classes

Executor

Bases: Protocol

execute

execute(intent: OrderIntent, session_id: str, card_date: dt.date, now: dt.datetime) -> OrderRecord

LiveExecutor

execute

execute(intent: OrderIntent, session_id: str, card_date: dt.date, now: dt.datetime) -> OrderRecord

reconcile

reconcile(order: OrderRecord, note: str | None = None) -> OrderRecord

Find what happened to an order whose answer was lost; never re-send it.

PaperExecutor

execute

execute(intent: OrderIntent, session_id: str, card_date: dt.date, now: dt.datetime) -> OrderRecord

VenueAck

VenueFill

VenueRejected

Bases: Exception

The venue refused the order: final, nothing was placed.

VenueTrader

Bases: Protocol

The venue calls a live order needs; everything else is shared.

fills

fills(order_id: str, since: dt.datetime) -> list[VenueFill]

find

find(order: OrderRecord, since: dt.datetime) -> VenueAck | None

The venue’s record of this order, or None if it has none.

submit

submit(order: OrderRecord) -> VenueAck

Send an immediate-or-cancel buy. Raises VenueRejected or VenueUnknown.

VenueUnknown

Bases: Exception

The venue’s answer was lost: the order may or may not exist.

Functions

new_order

new_order(intent: OrderIntent, session_id: str, card_date: dt.date, now: dt.datetime) -> OrderRecord