Start ReferenceMarket

curvesim/templates/reference_market.py

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+from abc import ABC, abstractmethod
+from typing import List, NewType
+
+from typing_extensions import Self
+
+from curvesim.logging import get_logger
+
+logger = get_logger(__name__)
+
+
+TimeStep = NewType("TimeStep", int)
+
+
+class SimAsset:
+    id: str
+
+    def __init__(self, _id: str) -> Self:
+        self.id = _id
+
+
+class ReferenceMarket(ABC):
+    """
+    Fictionalized external venue used as a reference for trading strategies.
+    """
+
+    @abstractmethod
+    def prices(self, sim_assets: List[SimAsset], timestep: TimeStep) -> List[float]:
+        """
+        This particular signature supposes:
+        - an infinite-depth external venue, i.e. we can trade at any size
+          at the given price without market impact.
+        - the "orderbook" is symmetric, i.e. trade direction doesn't matter.
+        """
+        raise NotImplementedError