alpheast.handlers.execution_handler module

class alpheast.handlers.execution_handler.ExecutionHandler

Bases: ABC

Abstract base class for all execution handlers. Subclasses must implement methods for processing order events and sending fill events.

abstractmethod on_market_event(event)

Updates internal market data cache, needed for realistic fills.

abstractmethod on_order_event(event)

Processes an OrderEvent and, upon successfuly simulation, generates a FillEvent and puts it onto the event queue.