Mastering Python for Finance - Second Edition

Writing an event-driven broker class

Whether we are fetching prices, sending orders, or tracking positions, an event-driven system design will trigger key parts of our system in a multi-threaded fashion without blocking the main thread.

Let's begin writing our Broker class in Python, as follows:

from abc import abstractmethod


class Broker(object):
    def __init__(self, host, port):        self.host = host
        self.port = port

        self.__price_event_handler = None
        self.__order_event_handler = None
        self.__position_event_handler = None

In the constructor, we can provide the host and port public connection configurations of our broker for the inheriting child classes. Three variables are declared for storing the event handlers of prices, orders, and position updates, ...