trading-core-types 0.1.0

Python implementation of trading-core types with Pydantic validation

trading-core-types

Python types for trading systems with Pydantic validation and JSON serialization.

Installation

pip install trading-core-types

Features

• Pydantic models for trading types
• Wire format (JSON) with camelCase fields
• Runtime format with snake_case fields and datetime objects
• Type-safe conversion between wire and runtime formats

Usage

from trading_core import Asset, AssetWire

# Deserialize from JSON/API (wire format)
asset_wire = AssetWire.model_validate({
    "symbol": "AAPL",
    "currency": "USD",
    "validFrom": 1609459200000  # Unix timestamp in ms
})

# Convert to runtime format
asset = Asset.from_wire(asset_wire)
print(asset.valid_from)  # datetime object

# Convert back to wire format
wire_data = asset.to_wire()
json_str = wire_data.model_dump_json(by_alias=True)

Available Types

Market Data: Asset, MarketSnapshot, MarketQuote, MarketBar Orders: Order, OrderState, Fill Positions: Position, LongPosition, ShortPosition

Each type has a corresponding *Wire class for JSON serialization.

Example

See examples/main.py for complete usage examples.