HGraph Orders and Pricing Library

Provides a library, based on the hgraph functional reactive framework to support creating order and pricing logic.

The core components of the library include:

• instruments
• positions
• portfolios
• orders
• pricing

This library is currently very green and is expected to have significant changes.

Development

The project is currently configured to make use of Hatchling for dependency management. Take a look at the website to see how best to install the tool. Once you have checked out the project, you can install the project for development using the following command:

hatch env create all.py3.11

Then you can find the location of the installation using:

hatch env find all.py3.11

For users of CLion / PyCharm, you can then add the environment by selecting an existing virtual environment using the location above.

Run MyPy Type Checking

hatch run types:check

Run Tests

# No Coverage
hatch run test

# Generate Coverage Report
hatch run cov