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Eugene Palchukovsky edited this page Jul 13, 2026 · 1 revision

Custom Python Types

Python integrations can subclass openpit.Order and openpit.ExecutionReport to carry application-owned fields through the engine. The original subclass instance reaches custom policy callbacks unchanged, while the inherited OpenPit model continues to provide the validated engine fields.

When to Use

Use Python model subclasses when:

  • an order carries a strategy tag, desk identifier, or other host metadata;
  • an execution report carries a venue execution id or reconciliation metadata;
  • a custom policy must read those fields without maintaining a side channel.

If the standard models already contain every field the policy needs, use openpit.Order and openpit.ExecutionReport directly.

Contract

  • A custom order inherits from openpit.Order; a custom report inherits from openpit.ExecutionReport.
  • The standard constructor fields remain validated by the OpenPit boundary.
  • Custom attributes remain application-owned and are visible only to custom policy code.
  • Policy method annotations use the public base types. Use typing.cast inside a callback after registering the policy with the matching submission path.
  • Callbacks run synchronously. Do not retain a submitted model beyond the call unless the application owns that lifetime independently.

Complete Example

The complete runnable example lives in Policy API - Python Custom Models. Keeping the code in the all-language policy reference gives the example one canonical source while this page focuses on Python-specific guidance.

Threading

The model object is borrowed for a synchronous engine call. A custom policy that owns mutable state must protect it according to the engine sync mode. Under full synchronization, callbacks for the same account may still interleave; a storage lock protects an individual access, not a complete multi-step policy operation. See Threading Contract.

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