execution: implement PaperVenue and CcxtVenueAdapter#7
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marwinsteiner merged 6 commits intomainfrom Feb 21, 2026
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ccxt>=4.0 added as optional dependency (sysls[ccxt]) and to the dev dependency group so venue adapter tests can import it.
PaperVenue is a VenueAdapter that simulates a trading venue entirely in-memory. Features: - Market orders fill immediately with optional latency - Limit orders are accepted but not auto-filled (Phase 3+) - Configurable partial fill probability - Emits OrderAccepted, FillEvent, OrderCancelled on the event bus - Tracks positions and balances internally - Deterministic fill price from order price or default
Tests cover: - Connect/disconnect lifecycle and context manager - Name and supported_order_types properties - Initial balance defaults and customization - Market order immediate fill with event emission - Default fill price for market orders without price - Limit order acceptance without fill - Cancel order with event emission and status update - Unknown order cancel/status raises OrderError - Position tracking after buy/sell fills - Balance tracking after buy/sell fills - Partial fill probability (mock + deterministic) - Fill latency simulation - Multiple order accumulation - Defensive copies from get_positions/get_balances
CcxtVenueAdapter wraps the ccxt unified API to provide connectivity to any ccxt-compatible crypto exchange. Features: - Async wrapper around sync ccxt calls via asyncio.to_thread() - Sandbox/testnet mode support - Symbol conversion from sysls Instrument to ccxt format - Order status mapping (ccxt -> sysls OrderStatus) - Position fetching for derivatives (fetch_positions) - Balance fetching with zero-balance filtering - Error wrapping: ccxt exceptions -> VenueError/OrderError/ConnectionError - Market loading on connect with instrument building from ccxt markets
Tests cover: - Connect/disconnect lifecycle and context manager - Unknown exchange raises SyslsConnectionError - load_markets failure handling - Name and supported_order_types properties - Sandbox mode activation - Market and limit order submission with correct ccxt params - Cancel order with OrderCancelled event emission - Order status mapping for all ccxt status strings - Derivative position parsing (long/short/zero) - Balance fetching with zero-balance filtering - Error wrapping: InvalidOrder, NetworkError, ExchangeError, OrderNotFound - Not-connected guard raises VenueError - Symbol conversion: spot, dash-format, perp, future, base-only - Instrument building from ccxt market dicts - API credentials and extra config passthrough
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Summary
Implements two concrete VenueAdapter implementations for Phase 2:
PaperVenue (
src/sysls/execution/paper.py) -- Paper trading adapter that simulates a venue entirely in-memory. Market orders fill immediately with optional latency, limit orders are accepted but not auto-filled (Phase 3+). Supports configurable partial fill probability, tracks positions and balances, and emits all order lifecycle events (OrderAccepted, FillEvent, OrderCancelled) on the event bus.CcxtVenueAdapter (
src/sysls/execution/venues/ccxt_venue.py) -- Crypto exchange adapter wrapping the ccxt unified API. Supports any ccxt-compatible exchange (Binance, Bybit, OKX, etc.) with sync ccxt calls offloaded viaasyncio.to_thread(). Features sandbox/testnet mode, symbol conversion (spot/perp/future), ccxt error wrapping into sysls exception hierarchy, position and balance fetching, and market loading on connect.ccxt dependency added as optional (
sysls[ccxt]) and dev dependency.Test Plan
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