okx-codex-trader/okx_codex_trader/models.py

from dataclasses import asdict, dataclass
from typing import Literal


@dataclass(frozen=True)
class Candle:
    symbol: str
    ts: int
    open: float
    high: float
    low: float
    close: float
    volume: float


@dataclass(frozen=True)
class TradeSignal:
    action: Literal["long", "short", "flat"]
    confidence: float
    leverage: int
    entry_price: float | None
    take_profit_price: float | None
    stop_loss_price: float | None
    reason: str


@dataclass(frozen=True)
class InstrumentMeta:
    ct_val: float
    lot_sz: float
    min_sz: float


@dataclass(frozen=True)
class Position:
    symbol: str
    pos_side: str
    size: float
    avg_price: float


@dataclass(frozen=True)
class PaperPosition:
    symbol: str
    side: str
    quantity: float
    avg_entry_price: float
    margin_used: float


@dataclass(frozen=True)
class PaperState:
    cash_usdt: float
    realized_pnl: float
    positions: list[PaperPosition]
    updated_at: str


@dataclass(frozen=True)
class OrderResult:
    status: str
    order_id: str | None
    symbol: str
    side: str | None
    pos_side: str | None
    order_type: str | None
    size: float | None


@dataclass(frozen=True)
class PaperOrderResult:
    status: str
    symbol: str
    side: str | None
    price: float | None
    quantity: float | None
    margin_used: float | None
    cash_usdt: float


@dataclass(frozen=True)
class BacktestTrade:
    direction: str
    entry_price: float
    exit_price: float
    margin_used: float
    ending_equity: float


@dataclass(frozen=True)
class BacktestResult:
    initial_equity: float
    ending_equity: float
    total_return: float
    max_drawdown: float
    win_rate: float
    trade_count: int
    trades: list[BacktestTrade]

    def to_dict(self) -> dict[str, object]:
        return asdict(self)