feat: Stage 1 skeleton — types, context, engines, exchanges, and tests#1
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feat: Stage 1 skeleton — types, context, engines, exchanges, and tests#1
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Lays down the foundational modules for the DA auction backtester: - pyproject.toml / poetry.lock / Makefile for project tooling - Core domain types (Order, Fill, Position, MTU, PriceLevel) - TradingContext protocol and exception hierarchy - SimulatedClock and DA matching engine - ExchangeAdapter protocol and base exchanges - Initial test suite (types, context, clock, matching) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
pyproject.toml,poetry.lock, andMakefilefor project tooling (make install,make ci, etc.)Order,Fill,Position,MTU,PriceLevelintypes.pyTradingContextprotocol (context.py) and full exception hierarchy (exceptions.py)SimulatedClock(engines/clock.py) and DA auction matching engine (engines/matching.py)ExchangeAdapterprotocol and base exchange definitions (exchanges/base.py)Test plan
make installinstalls all dev dependencies cleanlymake lintpasses (ruff check + format)make typecheckpasses (mypy --strict)make testpasses with >80% coveragemake cigreen end-to-end🤖 Generated with Claude Code