trading_api_idea.py

class StrategyState:
    # immutable. each new version is made through a series of recorded actions
    # and a new copy is produced
    @classmethod
    def load(bytes): # or json or sth
        pass

class TradingContext:
    # provides states, action handlers
    # behind the scenes propagates to different systems (filesystem, dbs, callbacks) via config
    # also add: metrics to track (even custom ones supported)
    @property
    def state():
        return None # returns a copy of current state. Immutability!

class Strategy:

    @property
    def bar_requirements():
        return ['binance--btceur@5m:close'] # or some similar manifest for requested bars

    @property
    def version():
        return 'v1.1'

    @classmethod #? could also be a function. This should be STATELESS
    async def on_bars(ctx, bars, state):
        # can also support probabilistic programming iwth dual-numbers
         if await ctx.buy_order(...):
            # handle failures too (optional)

        if await ctx.sell_order(...):
            # commits changes to the state on the end, as a transaction
    
    
async def main():
    # this is the `dataset object`
    bar_generator = Bars.from_csv() # or Bars.from_feed(BinanceFeed) or whatever

    # or BinanceLiveActionHandler()
    state = #... load from some or new
    strategy = #...

    ctx = TradingContext(initial_state=state, strategy, action_handler, Modes.BACKTEST) 
                
    # sensible defaults, but also configurable:
    # logging, saving state to files, to a db (with a callback, like the keras api)
    # callbacks can also livestream results to any service

    # bar generator can also be loaded given a manifest of bars needed from the strategy,
    # there can be a registry for all the available column keys that are available on the fastquant api
    # this should be open for extension.

    await for bar in bar_generator: # start resume embedded in the async generator
        await ctx.on_bars(bar)

    # at any time you can check ctx status
    await ctx.stats.<something>