Summary
Expose AccountEvent and AccountEventKind as Python types for observing execution events.
Types to expose
PyAccountEvent with exchange and kind fields
PyAccountEventKind variants:
Trade — fill with id, order_id, instrument, strategy, side, price, quantity, fees, time
BalanceSnapshot — asset balance update
OrderSnapshot — order state change
OrderCancelled — cancel confirmation
Use case
Currently, positions and balances are visible in the EngineState snapshot, but individual account events (fills, cancellations) are not accessible. This would let users build custom analytics, execution logs, or reconciliation tools.
Status: TODO
Summary
Expose
AccountEventandAccountEventKindas Python types for observing execution events.Types to expose
PyAccountEventwithexchangeandkindfieldsPyAccountEventKindvariants:Trade— fill with id, order_id, instrument, strategy, side, price, quantity, fees, timeBalanceSnapshot— asset balance updateOrderSnapshot— order state changeOrderCancelled— cancel confirmationUse case
Currently, positions and balances are visible in the
EngineStatesnapshot, but individual account events (fills, cancellations) are not accessible. This would let users build custom analytics, execution logs, or reconciliation tools.Status: TODO