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feat(rfq): support confirmed trade broadcasts#104

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cesarenaldi wants to merge 1 commit into
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feat/rfq-trade-broadcast
Open

feat(rfq): support confirmed trade broadcasts#104
cesarenaldi wants to merge 1 commit into
mainfrom
feat/rfq-trade-broadcast

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@cesarenaldi

@cesarenaldi cesarenaldi commented Jun 15, 2026

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Summary

  • parse RFQ_TRADE quoter websocket frames
  • expose confirmed RFQ trades as typed RfqTradeEvent session events
  • convert price_e6 and size_e6 into Decimal values
  • re-export RfqTradeEvent from the public package entry point

Verification

  • uv run ruff format && uv run ruff check
  • uv run pyright
  • uv run pytest tests/integration/test_rfq.py
  • uv run pytest

Note

Low Risk
Additive RFQ websocket handling and types only; no changes to quoting, signing, or execution flows.

Overview
RFQ quoter websocket sessions now handle RFQ_TRADE frames and surface them as typed RfqTradeEvent items on the existing async event stream (alongside quote, confirmation, and execution updates).

The new event carries RFQ id, requestor, combo condition and legs, direction/side, price and size as Decimal (from price_e6 / size_e6), tx_hash, and executed_at. RfqTradeEvent is included in the RfqEvent union and re-exported from the public package. Integration tests cover a standalone trade broadcast and wire parsing via a shared _trade_message() helper.

Reviewed by Cursor Bugbot for commit a4ba05b. Bugbot is set up for automated code reviews on this repo. Configure here.

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