================================================================================ NAUTILUSTRADER COMPONENT REFERENCE ================================================================================ Python version: 3.11.9 (tags/v3.11.9:de54cf5, Apr 2 2024, 10:12:12) [MSC v.1938 64 bit (AMD64)] Skipping nautilus_trader.adapters.betfair: No module named 'betfair_parser' Skipping nautilus_trader.adapters.dydx: No module named 'grpc' Skipping nautilus_trader.adapters.interactive_brokers.client: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.common: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.config: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.data: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.execution: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.factories: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.gateway: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.historical: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.parsing.instruments: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.providers: No module named 'ibapi' Skipping nautilus_trader.adapters.interactive_brokers.web: No module named 'lxml' Skipping nautilus_trader.adapters.okx.data: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.account.balance: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.account.positions: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.account.trade_fee: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.endpoint: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.public.instruments: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.public.position_tiers: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.amend_order: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.cancel_order: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.close_position: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.fills: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.fills_history: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.order_details: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.orders_history: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.orders_pending: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.endpoints.trade.place_order: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.execution: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.factories: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.http.account: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.http.client: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.http.market: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.http.public: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.http.trade: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.okx.providers: No module named 'nautilus_trader.okx' Skipping nautilus_trader.adapters.polymarket: No module named 'py_clob_client' Skipping nautilus_trader.examples.algorithms.blank: cannot import name 'LogColor' from 'nautilus_trader.common.component' (C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\common\component.cp311-win_amd64.pyd) Found 514 NautilusTrader modules IDENTIFIER REFERENCE -------------------------------------------------------------------------------- Module: nautilus_trader.adapters._template.core * TEMPLATE_VENUE: Venue = TEMPLATE Module: nautilus_trader.adapters.binance * BINANCE: str = BINANCE * BINANCE_BAR_ARROW_SCHEMA: Schema = bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64 * BINANCE_CLIENT_ID: ClientId = BINANCE * BINANCE_VENUE: Venue = BINANCE * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} Module: nautilus_trader.adapters.binance.common.constants * BINANCE: str = BINANCE * BINANCE_CLIENT_ID: ClientId = BINANCE * BINANCE_MAX_CALLBACK_RATE: Decimal = 10.0 * BINANCE_MIN_CALLBACK_RATE: Decimal = 0.1 * BINANCE_RETRY_ERRORS: set = {, , , , , , } * BINANCE_VENUE: Venue = BINANCE Module: nautilus_trader.adapters.binance.config * BINANCE_VENUE: Venue = BINANCE Module: nautilus_trader.adapters.binance.execution * BINANCE_MAX_CALLBACK_RATE: Decimal = 10.0 * BINANCE_MIN_CALLBACK_RATE: Decimal = 0.1 Module: nautilus_trader.adapters.binance.futures.providers * BINANCE_VENUE: Venue = BINANCE * PRICE_MAX: float = 9223372036.0 * PRICE_MIN: float = -9223372036.0 * QUANTITY_MAX: float = 18446744073.0 * QUANTITY_MIN: float = 0.0 Module: nautilus_trader.adapters.binance.http.error * BINANCE_RETRY_ERRORS: set = {, , , , , , } Module: nautilus_trader.adapters.binance.spot.providers * BINANCE_VENUE: Venue = BINANCE * PRICE_MAX: float = 9223372036.0 * PRICE_MIN: float = -9223372036.0 * QUANTITY_MAX: float = 18446744073.0 * QUANTITY_MIN: float = 0.0 Module: nautilus_trader.adapters.bybit * BYBIT: str = BYBIT * BYBIT_CLIENT_ID: ClientId = BYBIT * BYBIT_VENUE: Venue = BYBIT Module: nautilus_trader.adapters.bybit.common.constants * BYBIT: str = BYBIT * BYBIT_ALL_PRODUCTS: list = [, , , ] * BYBIT_CLIENT_ID: ClientId = BYBIT * BYBIT_HOUR_INTERVALS: tuple = (1, 2, 4, 6, 12) * BYBIT_INVERSE_DEPTHS: tuple = (1, 50, 200, 500) * BYBIT_LINEAR_DEPTHS: tuple = (1, 50, 200, 500) * BYBIT_MINUTE_INTERVALS: tuple = (1, 3, 5, 15, 30, 60, 120, 240, 360, 720) * BYBIT_OPTION_DEPTHS: tuple = (25, 100) * BYBIT_RETRY_ERRORS_UTA: set = {110080, 110082, 110083, 3400071, 110089, 110090, 10000, 10002, 10006, 3400214, 181017, 10016, 110009, 110011, 110017, 40004, 110020, 110021, 110022, 110024, 3400139, 110028, 110034, 182101, -10408, 110040, 110041, 110042, 110044, 110045, 110046, 110047, 110048, 110051, 110052, 110053, 110054, 110055, 110056, 110058, 110061, 110063, 110066, 3400052, 3400053, 3400054, 110079} * BYBIT_SPOT_DEPTHS: tuple = (1, 50, 200) * BYBIT_VENUE: Venue = BYBIT Module: nautilus_trader.adapters.bybit.common.enums * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.common.parsing * BYBIT_HOUR_INTERVALS: tuple = (1, 2, 4, 6, 12) * BYBIT_MINUTE_INTERVALS: tuple = (1, 3, 5, 15, 30, 60, 120, 240, 360, 720) * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.common.symbol * BYBIT_VENUE: Venue = BYBIT * VALID_SUFFIXES: list = ['-SPOT', '-LINEAR', '-INVERSE', '-OPTION'] Module: nautilus_trader.adapters.bybit.config * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.data * BYBIT_INVERSE_DEPTHS: tuple = (1, 50, 200, 500) * BYBIT_LINEAR_DEPTHS: tuple = (1, 50, 200, 500) * BYBIT_OPTION_DEPTHS: tuple = (25, 100) * BYBIT_PONG: str = pong * BYBIT_SPOT_DEPTHS: tuple = (1, 50, 200) * BYBIT_VENUE: Venue = BYBIT * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.fee_rate * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.info * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.position_info * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.set_leverage * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.set_margin_mode * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.switch_mode * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.account.wallet_balance * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.asset.coin_info * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.endpoint * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.market.instruments_info * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.market.klines * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.market.server_time * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.market.tickers * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.market.trades * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.amend_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_amend_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_cancel_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_place_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.cancel_all_orders * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.cancel_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.open_orders * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.order_history * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.place_order * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.set_trading_stop * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.trade.trade_history * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.user.query_api * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.endpoints.user.update_sub_api * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.execution * BYBIT_PONG: str = pong * BYBIT_VENUE: Venue = BYBIT * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.factories * BYBIT_ALL_PRODUCTS: list = [, , , ] * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.http.account * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.http.asset * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.http.errors * BYBIT_RETRY_ERRORS_UTA: set = {110080, 110082, 110083, 3400071, 110089, 110090, 10000, 10002, 10006, 3400214, 181017, 10016, 110009, 110011, 110017, 40004, 110020, 110021, 110022, 110024, 3400139, 110028, 110034, 182101, -10408, 110040, 110041, 110042, 110044, 110045, 110046, 110047, 110048, 110051, 110052, 110053, 110054, 110055, 110056, 110058, 110061, 110063, 110066, 3400052, 3400053, 3400054, 110079} Module: nautilus_trader.adapters.bybit.http.market * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.http.user * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.loaders * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.providers * BYBIT_VENUE: Venue = BYBIT * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.schemas.common * BYBIT_PONG: str = pong * T: TypeVar = ~T Module: nautilus_trader.adapters.bybit.schemas.ws * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.bybit.websocket.client * MAX_ARGS_PER_SUBSCRIPTION_REQUEST: int = 10 * TYPE_CHECKING: bool = False Module: nautilus_trader.adapters.coinbase_intx * COINBASE_INTX: str = COINBASE_INTX * COINBASE_INTX_CLIENT_ID: ClientId = COINBASE_INTX * COINBASE_INTX_VENUE: Venue = COINBASE_INTX Module: nautilus_trader.adapters.coinbase_intx.config * COINBASE_INTX_VENUE: Venue = COINBASE_INTX Module: nautilus_trader.adapters.coinbase_intx.constants * COINBASE_INTX: str = COINBASE_INTX * COINBASE_INTX_CLIENT_ID: ClientId = COINBASE_INTX * COINBASE_INTX_SUPPORTED_ORDER_TYPES: set = {, , , } * COINBASE_INTX_SUPPORTED_TIF: set = {, , , } * COINBASE_INTX_VENUE: Venue = COINBASE_INTX Module: nautilus_trader.adapters.coinbase_intx.data * COINBASE_INTX: str = COINBASE_INTX Module: nautilus_trader.adapters.coinbase_intx.execution * COINBASE_INTX: str = COINBASE_INTX * COINBASE_INTX_SUPPORTED_ORDER_TYPES: set = {, , , } * COINBASE_INTX_SUPPORTED_TIF: set = {, , , } * COINBASE_INTX_VENUE: Venue = COINBASE_INTX Module: nautilus_trader.adapters.databento * ALL_SYMBOLS: str = ALL_SYMBOLS * DATABENTO: str = DATABENTO * DATABENTO_CLIENT_ID: ClientId = DATABENTO Module: nautilus_trader.adapters.databento.constants * ALL_SYMBOLS: str = ALL_SYMBOLS * DATABENTO: str = DATABENTO * DATABENTO_CLIENT_ID: ClientId = DATABENTO * PUBLISHERS_FILEPATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\adapters\databento\publishers.json Module: nautilus_trader.adapters.databento.data * ALL_SYMBOLS: str = ALL_SYMBOLS * DATABENTO: str = DATABENTO * PUBLISHERS_FILEPATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\adapters\databento\publishers.json Module: nautilus_trader.adapters.databento.data_utils * DATA_PATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\tests\test_data\databento * PACKAGE_ROOT: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages Module: nautilus_trader.adapters.databento.factories * PUBLISHERS_FILEPATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\adapters\databento\publishers.json Module: nautilus_trader.adapters.databento.loaders * PUBLISHERS_FILEPATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\adapters\databento\publishers.json Module: nautilus_trader.adapters.databento.providers * ALL_SYMBOLS: str = ALL_SYMBOLS * PUBLISHERS_FILEPATH: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\nautilus_trader\adapters\databento\publishers.json Module: nautilus_trader.adapters.interactive_brokers.parsing.data * IB_SIDE: dict = {1: , 0: } * IB_TICK_TYPE: dict = {1: 'Last', 2: 'AllLast', 3: 'BidAsk', 4: 'MidPoint'} * MKT_DEPTH_OPERATIONS: dict = {0: , 1: , 2: } Module: nautilus_trader.adapters.interactive_brokers.parsing.execution * MAP_ORDER_ACTION: dict = {: 'BUY', : 'SELL'} * MAP_ORDER_FIELDS: set = {('display_qty', 'displaySize', at 0x0000022BC6C21B20>), ('limit_offset', 'lmtPriceOffset', ), ('order_type', 'orderType', at 0x0000022BC6C22020>), ('client_order_id', 'orderRef', at 0x0000022BC6C21E40>), ('expire_time', 'goodTillDate', at 0x0000022BC6C20E00>), ('parent_order_id', 'parentId', at 0x0000022BC6C22340>), ('side', 'action', at 0x0000022BC6C22200>), ('quantity', 'totalQuantity', at 0x0000022BC6C22160>), ('time_in_force', 'tif', at 0x0000022BC6C222A0>), ('price', 'lmtPrice', at 0x0000022BC6C220C0>)} * MAP_ORDER_STATUS: dict = {'ApiPending': , 'PendingSubmit': , 'PendingCancel': , 'PreSubmitted': , 'Submitted': , 'ApiCancelled': , 'Cancelled': , 'Filled': , 'Inactive': } * MAP_ORDER_TYPE: dict = {: 'LMT', : 'LIT', : 'MKT', : 'MIT', : 'MTL', : 'STP LMT', : 'STP', : 'TRAIL LIMIT', : 'TRAIL', (, ): 'MOC', (, ): 'LOC'} * MAP_TIME_IN_FORCE: dict = {: 'DAY', : 'GTC', : 'IOC', : 'GTD', : 'OPG', : 'DAY', : 'FOK'} * MAP_TRIGGER_METHOD: dict = {: 0, : 1, : 2, : 3, : 4, : 7, : 8} * ORDER_SIDE_TO_ORDER_ACTION: dict = {'BOT': 'BUY', 'SLD': 'SELL'} Module: nautilus_trader.adapters.okx.common.constants * OKX: str = OKX * OKX_CLIENT_ID: ClientId = OKX * OKX_VENUE: Venue = OKX Module: nautilus_trader.adapters.okx.common.symbol * OKX_VENUE: Venue = OKX * VALID_SUFFIXES: list = ['-SPOT', '-MARGIN', '-LINEAR', '-INVERSE', '-OPTION'] Module: nautilus_trader.adapters.okx.schemas.public.instrument * QUANTITY_MAX: float = 18446744073.0 * QUANTITY_MIN: float = 0.0 Module: nautilus_trader.adapters.okx.schemas.ws * WS_AMEND_RESULT_REASONS: dict = {'-1': 'failure', '0': 'success', '1': 'Automatic cancel (amendment request returned success but amendment subsequently failed then automatically canceled by the system)', '2': 'Automatic amendation successfully, only applicable to pxVol and pxUsd orders of Option.'} * WS_AMEND_SOURCE_REASONS: dict = {'1': 'Order amended by user', '2': 'Order amended by user, but the order quantity is overridden by system due to reduce-only', '3': 'New order placed by user, but the order quantity is overridden by system due to reduce-only', '4': 'Order amended by system due to other pending orders', '5': 'Order modification due to changes in options px, pxVol, or pxUsd as a result of following variations. For example, when iv = 60, usd and px are anchored at iv = 60, the changes in usd or px lead to modification.'} * WS_CANCEL_SOURCE_REASONS: dict = {'0': 'Order canceled by system', '1': 'Order canceled by user', '2': 'Order canceled: Pre reduce-only order canceled, due to insufficient margin in user position', '3': 'Order canceled: Risk cancellation was triggered. Pending order was canceled due to insufficient margin ratio and forced-liquidation risk.', '4': 'Order canceled: Borrowings of crypto reached hard cap, order was canceled by system.', '6': 'Order canceled: ADL order cancellation was triggered. Pending order was canceled due to a low margin ratio and forced-liquidation risk.', '7': 'Order canceled: Futures contract delivery.', '9': 'Order canceled: Insufficient balance after funding fees deducted.', '13': 'Order canceled: FOK order was canceled due to incompletely filled.', '14': 'Order canceled: IOC order was partially canceled due to incompletely filled.', '15': 'Order canceled: The order price is beyond the limit', '17': 'Order canceled: Close order was canceled, due to the position was already closed at market price.', '20': 'Cancel all after triggered', '21': 'Order canceled: The TP/SL order was canceled because the position had been closed', '22': 'Order canceled: Reduce-only orders only allow reducing your current position. System has already canceled this order.', '23': 'Order canceled: Reduce-only orders only allow reducing your current position. System has already canceled this order.', '27': 'Order canceled: Price limit verification failed because the price difference between counterparties exceeds 5%', '31': 'The post-only order will take liquidity in taker orders', '32': 'Self trade prevention', '33': 'The order exceeds the maximum number of order matches per taker order', '36': 'Your TP limit order was canceled because the corresponding SL order was triggered.', '37': 'Your TP limit order was canceled because the corresponding SL order was canceled.', '38': 'You have canceled market maker protection (MMP) orders.', '39': 'Your order was canceled because market maker protection (MMP) was triggered.'} Module: nautilus_trader.adapters.okx.websocket.client * MAX_ARGS_PER_SUBSCRIPTION_REQUEST: int = 10 * OKX_CHANNEL_WS_BASE_URL_TYPE_MAP: dict = {'tickers': , 'trades': , 'bbo-tbt': , 'books50-l2-tbt': , 'account': , 'positions': , 'balance_and_position': , 'liquidation-warning': , 'account-greeks': , 'orders': , 'fills': , 'trades-all': , 'candle1s': , 'candle1m': , 'candle3m': , 'candle5m': , 'candle15m': , 'candle30m': , 'candle1H': , 'candle2H': , 'candle4H': , 'candle6H': , 'candle12H': , 'candle1D': , 'candle2D': , 'candle3D': , 'candle5D': , 'candle1W': , 'candle1M': , 'candle3M': } * P: ParamSpec = ~P * SUBSCRIBE_UNSUBSCRIBE_LOGIN_LIMIT_PER_HOUR: int = 480 * SUPPORTED_OKX_ORDER_BOOK_DEPTH_CHANNELS: dict = {1: 'bbo-tbt', 50: 'books50-l2-tbt', 400: 'books-l2-tbt'} * SUPPORTED_WS_DEPTHS: _LiteralGenericAlias = typing.Literal[1, 50, 400] * T: TypeVar = ~T Module: nautilus_trader.adapters.tardis * TARDIS: str = TARDIS * TARDIS_CLIENT_ID: ClientId = TARDIS Module: nautilus_trader.adapters.tardis.constants * TARDIS: str = TARDIS * TARDIS_CLIENT_ID: ClientId = TARDIS Module: nautilus_trader.adapters.tardis.data * TARDIS: str = TARDIS Module: nautilus_trader.backtest.engine * BOOK_DATA_TYPES: set = {, , } * NAUTILUS_PYO3_DATA_TYPES: tuple = (, , , , ) Module: nautilus_trader.backtest.node * BOOK_DATA_TYPES: set = {, , } Module: nautilus_trader.common.config * CUSTOM_DECODINGS: dict = {: at 0x0000022BC6191760>} * CUSTOM_ENCODINGS: dict = {: at 0x0000022BC6191620>} Module: nautilus_trader.common.enums * TYPE_CHECKING: bool = False Module: nautilus_trader.core.nautilus_pyo3 * FIXED_PRECISION: int = 9 * FIXED_SCALAR: float = 1000000000.0 * HIGH_PRECISION: int = 0 * MILLISECONDS_IN_SECOND: int = 1000 * NANOSECONDS_IN_MICROSECOND: int = 1000 * NANOSECONDS_IN_MILLISECOND: int = 1000000 * NANOSECONDS_IN_SECOND: int = 1000000000 * NAUTILUS_USER_AGENT: str = NautilusTrader/1.219.0 * NAUTILUS_VERSION: str = 1.219.0 * PRECISION_BYTES: int = 8 Module: nautilus_trader.examples.algorithms.twap * ROUND_DOWN: str = ROUND_DOWN Module: nautilus_trader.live.enqueue * NANOSECONDS_IN_SECOND: int = 1000000000 * T: TypeVar = ~T Module: nautilus_trader.live.retry * T: TypeVar = ~T Module: nautilus_trader.model * BOOK_DATA_TYPES: set = {, , } * FIXED_PRECISION: int = 9 * NAUTILUS_PYO3_DATA_TYPES: tuple = (, , , , ) Module: nautilus_trader.model.currencies * AAVE: Currency = AAVE * ACA: Currency = ACA * ADA: Currency = ADA * AUD: Currency = AUD * AVAX: Currency = AVAX * BCH: Currency = BCH * BNB: Currency = BNB * BRL: Currency = BRL * BRZ: Currency = BRZ * BSV: Currency = BSV * BTC: Currency = BTC * BTTC: Currency = BTTC * BUSD: Currency = BUSD * CAD: Currency = CAD * CHF: Currency = CHF * CNH: Currency = CNH * CNY: Currency = CNY * CZK: Currency = CZK * DASH: Currency = DASH * DKK: Currency = DKK * DOGE: Currency = DOGE * DOT: Currency = DOT * EOS: Currency = EOS * ETH: Currency = ETH * ETHW: Currency = ETHW * EUR: Currency = EUR * EZ: NoneType = None * FDUSD: Currency = FDUSD * FTT: NoneType = None * GBP: Currency = GBP * HKD: Currency = HKD * HUF: Currency = HUF * ILS: Currency = ILS * INR: Currency = INR * JOE: Currency = JOE * JPY: Currency = JPY * KRW: Currency = KRW * LINK: Currency = LINK * LTC: Currency = LTC * LUNA: Currency = LUNA * MXN: Currency = MXN * NBT: Currency = NBT * NOK: Currency = NOK * NZD: Currency = NZD * ONEINCH: NoneType = None * PLN: Currency = PLN * RUB: Currency = RUB * SAR: Currency = SAR * SEK: Currency = SEK * SGD: Currency = SGD * SOL: Currency = SOL * THB: Currency = THB * TRX: Currency = TRX * TRY: Currency = TRY * TRYB: Currency = TRYB * TUSD: Currency = TUSD * USD: Currency = USD * USDC: Currency = USDC * USDC_POS: Currency = USDC.e * USDP: Currency = USDP * USDT: Currency = USDT * VTC: Currency = VTC * WSB: Currency = WSB * XAG: Currency = XAG * XAU: Currency = XAU * XBT: Currency = XBT * XEC: Currency = XEC * XLM: Currency = XLM * XMR: Currency = XMR * XRP: Currency = XRP * XTZ: Currency = XTZ * ZAR: Currency = ZAR * ZEC: Currency = ZEC Module: nautilus_trader.model.data * NULL_ORDER: BookOrder = BookOrder(side=NO_ORDER_SIDE, price=0, size=0, order_id=0) Module: nautilus_trader.model.enums * TYPE_CHECKING: bool = False Module: nautilus_trader.model.objects * FIXED_PRECISION: int = 9 * FIXED_PRECISION_BYTES: int = 8 * FIXED_SCALAR: float = 1000000000.0 * HIGH_PRECISION: bool = False * MONEY_MAX: float = 9223372036.0 * MONEY_MIN: float = -9223372036.0 * PRICE_MAX: float = 9223372036.0 * PRICE_MIN: float = -9223372036.0 * QUANTITY_MAX: float = 18446744073.0 * QUANTITY_MIN: float = 0.0 Module: nautilus_trader.model.tick_scheme * FOREX_3DECIMAL_TICK_SCHEME: FixedTickScheme = * FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = * TOPIX100_TICK_SCHEME: TieredTickScheme = Module: nautilus_trader.model.tick_scheme.implementations * FOREX_3DECIMAL_TICK_SCHEME: FixedTickScheme = * FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = Module: nautilus_trader.model.tick_scheme.implementations.fixed * FOREX_3DECIMAL_TICK_SCHEME: FixedTickScheme = * FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = Module: nautilus_trader.model.tick_scheme.implementations.tiered * TOPIX100_TICK_SCHEME: TieredTickScheme = Module: nautilus_trader.model.venues * CBCM: Venue = CBCM * GLBX: Venue = GLBX * NYUM: Venue = NYUM * XCBT: Venue = XCBT * XCEC: Venue = XCEC * XCME: Venue = XCME * XFXS: Venue = XFXS * XNYM: Venue = XNYM Module: nautilus_trader.persistence.catalog.base * CUSTOM_DATA_PREFIX: str = custom_ Module: nautilus_trader.persistence.funcs * CUSTOM_DATA_PREFIX: str = custom_ Module: nautilus_trader.persistence.wranglers * BAR_COLUMNS: tuple = ('open', 'high', 'low', 'close', 'volume') * BAR_PRICES: tuple = ('open', 'high', 'low', 'close') Module: nautilus_trader.persistence.wranglers_v2 * FIXED_PRECISION_BYTES: int = 8 * FIXED_SCALAR: float = 1000000000.0 Module: nautilus_trader.serialization.arrow.implementations.account_state * SCHEMA: Schema = account_id: dictionary account_type: dictionary base_currency: dictionary balance_total: double balance_locked: double balance_free: double balance_currency: dictionary margin_initial: double margin_maintenance: double margin_currency: dictionary margin_instrument_id: dictionary reported: bool info: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'AccountState' Module: nautilus_trader.serialization.arrow.implementations.component_commands * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.implementations.component_events * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.implementations.instruments * SCHEMAS: dict = {: id: string venue_name: string currency: string event_type_id: int64 event_type_name: string competition_id: int64 competition_name: string event_id: int64 event_name: string event_country_code: string event_open_date: uint64 betting_type: string market_id: string market_name: string market_type: string market_start_time: uint64 selection_id: int64 selection_name: string selection_handicap: double price_precision: uint8 size_precision: uint8 ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'BettingInstrument', : id: dictionary raw_symbol: string asset_class: dictionary currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary activation_ns: uint64 expiration_ns: uint64 maker_fee: string taker_fee: string max_quantity: dictionary min_quantity: dictionary outcome: string description: string info: binary ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'BinaryOption', : id: dictionary raw_symbol: string asset_class: dictionary base_currency: dictionary quote_currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary lot_size: dictionary max_quantity: dictionary min_quantity: dictionary max_notional: dictionary min_notional: dictionary max_price: dictionary min_price: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string base_currency: dictionary quote_currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary lot_size: dictionary max_quantity: dictionary min_quantity: dictionary max_notional: dictionary min_notional: dictionary max_price: dictionary min_price: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary quote_currency: dictionary settlement_currency: dictionary is_inverse: bool activation_ns: uint64 expiration_ns: uint64 price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary max_quantity: dictionary min_quantity: dictionary max_notional: dictionary min_notional: dictionary max_price: dictionary min_price: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary quote_currency: dictionary settlement_currency: dictionary is_inverse: bool option_kind: uint8 strike_price: string activation_ns: uint64 expiration_ns: uint64 price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary max_quantity: dictionary min_quantity: dictionary max_notional: dictionary min_notional: dictionary max_price: dictionary min_price: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string base_currency: dictionary quote_currency: dictionary settlement_currency: dictionary is_inverse: bool price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary max_quantity: dictionary min_quantity: dictionary max_notional: dictionary min_notional: dictionary max_price: dictionary min_price: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string currency: dictionary price_precision: uint8 price_increment: dictionary lot_size: dictionary isin: string margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary asset_class: dictionary exchange: dictionary currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary lot_size: dictionary activation_ns: uint64 expiration_ns: uint64 margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary strategy_type: dictionary asset_class: dictionary exchange: dictionary currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary lot_size: dictionary activation_ns: uint64 expiration_ns: uint64 margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary asset_class: dictionary exchange: dictionary option_kind: dictionary strike_price: dictionary currency: dictionary activation_ns: uint64 expiration_ns: uint64 price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary lot_size: dictionary margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string underlying: dictionary strategy_type: dictionary asset_class: dictionary exchange: dictionary currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary lot_size: dictionary activation_ns: uint64 expiration_ns: uint64 margin_init: string margin_maint: string maker_fee: string taker_fee: string info: binary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string asset_class: dictionary currency: dictionary quote_currency: dictionary price_precision: uint8 size_precision: uint8 price_increment: dictionary size_increment: dictionary multiplier: dictionary lot_size: dictionary ts_event: uint64 ts_init: uint64, : id: dictionary raw_symbol: string currency: dictionary price_precision: uint8 price_increment: dictionary size_precision: uint8 size_increment: dictionary info: binary ts_event: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.implementations.order_events * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.implementations.position_events * SCHEMAS: dict = {: trader_id: dictionary strategy_id: dictionary instrument_id: dictionary account_id: dictionary position_id: string opening_order_id: string entry: string side: string signed_qty: double quantity: double peak_qty: double last_qty: double last_px: double currency: string avg_px_open: double realized_pnl: double event_id: string duration_ns: uint64 ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary account_id: dictionary position_id: string opening_order_id: string entry: string side: string signed_qty: double quantity: double peak_qty: double last_qty: double last_px: double currency: string avg_px_open: double avg_px_close: double realized_return: double realized_pnl: double unrealized_pnl: double event_id: string ts_opened: uint64 ts_event: uint64 ts_init: uint64, : trader_id: dictionary account_id: dictionary strategy_id: dictionary instrument_id: dictionary position_id: string opening_order_id: string closing_order_id: string entry: string side: string signed_qty: double quantity: double peak_qty: double last_qty: double last_px: double currency: string avg_px_open: double avg_px_close: double realized_return: double realized_pnl: double event_id: string ts_opened: uint64 ts_closed: uint64 duration_ns: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.schema * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} Module: nautilus_trader.serialization.arrow.serializer * NAUTILUS_ARROW_SCHEMA: dict = {: action: uint8 not null side: uint8 not null price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null order_id: uint64 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price_0: fixed_size_binary[8] not null bid_price_1: fixed_size_binary[8] not null bid_price_2: fixed_size_binary[8] not null bid_price_3: fixed_size_binary[8] not null bid_price_4: fixed_size_binary[8] not null bid_price_5: fixed_size_binary[8] not null bid_price_6: fixed_size_binary[8] not null bid_price_7: fixed_size_binary[8] not null bid_price_8: fixed_size_binary[8] not null bid_price_9: fixed_size_binary[8] not null ask_price_0: fixed_size_binary[8] not null ask_price_1: fixed_size_binary[8] not null ask_price_2: fixed_size_binary[8] not null ask_price_3: fixed_size_binary[8] not null ask_price_4: fixed_size_binary[8] not null ask_price_5: fixed_size_binary[8] not null ask_price_6: fixed_size_binary[8] not null ask_price_7: fixed_size_binary[8] not null ask_price_8: fixed_size_binary[8] not null ask_price_9: fixed_size_binary[8] not null bid_size_0: fixed_size_binary[8] not null bid_size_1: fixed_size_binary[8] not null bid_size_2: fixed_size_binary[8] not null bid_size_3: fixed_size_binary[8] not null bid_size_4: fixed_size_binary[8] not null bid_size_5: fixed_size_binary[8] not null bid_size_6: fixed_size_binary[8] not null bid_size_7: fixed_size_binary[8] not null bid_size_8: fixed_size_binary[8] not null bid_size_9: fixed_size_binary[8] not null ask_size_0: fixed_size_binary[8] not null ask_size_1: fixed_size_binary[8] not null ask_size_2: fixed_size_binary[8] not null ask_size_3: fixed_size_binary[8] not null ask_size_4: fixed_size_binary[8] not null ask_size_5: fixed_size_binary[8] not null ask_size_6: fixed_size_binary[8] not null ask_size_7: fixed_size_binary[8] not null ask_size_8: fixed_size_binary[8] not null ask_size_9: fixed_size_binary[8] not null bid_count_0: uint32 not null bid_count_1: uint32 not null bid_count_2: uint32 not null bid_count_3: uint32 not null bid_count_4: uint32 not null bid_count_5: uint32 not null bid_count_6: uint32 not null bid_count_7: uint32 not null bid_count_8: uint32 not null bid_count_9: uint32 not null ask_count_0: uint32 not null ask_count_1: uint32 not null ask_count_2: uint32 not null ask_count_3: uint32 not null ask_count_4: uint32 not null ask_count_5: uint32 not null ask_count_6: uint32 not null ask_count_7: uint32 not null ask_count_8: uint32 not null ask_count_9: uint32 not null flags: uint8 not null sequence: uint64 not null ts_event: uint64 not null ts_init: uint64 not null, : bid_price: fixed_size_binary[8] not null ask_price: fixed_size_binary[8] not null bid_size: fixed_size_binary[8] not null ask_size: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : price: fixed_size_binary[8] not null size: fixed_size_binary[8] not null aggressor_side: uint8 not null trade_id: string not null ts_event: uint64 not null ts_init: uint64 not null, : open: fixed_size_binary[8] not null high: fixed_size_binary[8] not null low: fixed_size_binary[8] not null close: fixed_size_binary[8] not null volume: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : value: fixed_size_binary[8] not null ts_event: uint64 not null ts_init: uint64 not null, : instrument_id: dictionary close_type: dictionary close_price: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentClose', : instrument_id: dictionary action: dictionary reason: string trading_event: string is_trading: bool is_quoting: bool is_short_sell_restricted: bool ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'InstrumentStatus', : trader_id: dictionary component_id: dictionary reason: string command_id: string ts_init: uint64 -- schema metadata -- type: 'ShutdownSystem', : trader_id: dictionary component_id: dictionary component_type: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'ComponentStateChanged', : trader_id: dictionary state: string config: binary event_id: string ts_event: uint64 ts_init: uint64 -- schema metadata -- type: 'TradingStateChanged', : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string order_side: dictionary order_type: dictionary quantity: string time_in_force: dictionary post_only: bool reduce_only: bool price: string trigger_price: string trigger_type: dictionary limit_offset: string trailing_offset: string trailing_offset_type: dictionary expire_time_ns: uint64 display_qty: string quote_quantity: bool options: binary emulation_trigger: string trigger_instrument_id: string contingency_type: string order_list_id: string linked_order_ids: binary parent_order_id: string exec_algorithm_id: string exec_algorithm_params: binary exec_spawn_id: string tags: binary event_id: string ts_init: uint64 reconciliation: bool -- schema metadata -- options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_init: uint64, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary instrument_id: dictionary client_order_id: string released_price: string event_id: string ts_event: uint64 ts_init: uint64, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string reason: dictionary event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string price: string quantity: string trigger_price: string event_id: string ts_event: uint64 ts_init: uint64 reconciliation: bool, : trader_id: dictionary strategy_id: dictionary account_id: dictionary instrument_id: dictionary client_order_id: string venue_order_id: string trade_id: string position_id: string order_side: dictionary order_type: dictionary last_qty: string last_px: string currency: string commission: string liquidity_side: string event_id: string ts_event: uint64 ts_init: uint64 info: binary reconciliation: bool, : bar_type: dictionary instrument_id: dictionary open: string high: string low: string close: string volume: string quote_volume: string count: uint64 taker_buy_base_volume: string taker_buy_quote_volume: string ts_event: uint64 ts_init: uint64} * RUST_SERIALIZERS: set = {, , , , , , , } * RUST_STR_SERIALIZERS: set = {'IndexPriceUpdate', 'OrderBookDelta', 'QuoteTick', 'Bar', 'TradeTick', 'MarkPriceUpdate', 'OrderBookDepth10', 'OrderBookDeltas'} Module: nautilus_trader.test_kit.functions * T: TypeVar = ~T Module: nautilus_trader.test_kit.providers * ADA: Currency = ADA * AUD: Currency = AUD * BTC: Currency = BTC * ETH: Currency = ETH * GBP: Currency = GBP * NANOSECONDS_IN_SECOND: int = 1000000000 * PACKAGE_ROOT: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages * USD: Currency = USD * USDC: Currency = USDC * USDT: Currency = USDT * XRP: Currency = XRP Module: nautilus_trader.test_kit.stubs.component * USD: Currency = USD Module: nautilus_trader.test_kit.stubs.data * FIXED_SCALAR: float = 1000000000.0 * NULL_ORDER: BookOrder = BookOrder(side=NO_ORDER_SIDE, price=0, size=0, order_id=0) * UNIX_EPOCH: Timestamp = 1970-01-01 00:00:00+00:00 Module: nautilus_trader.test_kit.stubs.events * AUD: Currency = AUD * GBP: Currency = GBP * USD: Currency = USD Module: nautilus_trader.test_kit.stubs.persistence * TEST_DATA_DIR: WindowsPath = C:\Users\Lenovo\Documents\- Dolphin NG\Lib\site-packages\tests\test_data Found 321 identifiers across all modules CLASS REFERENCE -------------------------------------------------------------------------------- Module: nautilus_trader.accounting.accounts.base Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountBalanceNegative Inherits from: AccountError Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.accounting.accounts.betting Class: BettingAccount Inherits from: CashAccount Class Variables: * ACCOUNT_TYPE: AccountType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.accounting.accounts.cash Class: CashAccount Inherits from: Account Class Variables: * ACCOUNT_TYPE: AccountType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.accounting.accounts.margin Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: MarginAccount Inherits from: Account Class Variables: * default_leverage: getset_descriptor Module: nautilus_trader.accounting.calculators Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: RolloverInterestCalculator Inherits from: object Class: permutations Inherits from: object Module: nautilus_trader.accounting.error Class: AccountBalanceNegative Inherits from: AccountError Class: AccountError Inherits from: Exception Class: AccountMarginExceeded Inherits from: AccountError Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.accounting.factory Class: AccountFactory Inherits from: object Module: nautilus_trader.accounting.manager Class: AccountsManager Inherits from: object Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.adapters._template.core Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters._template.data Class: LiveDataClient Inherits from: DataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestOrderBookSnapshot Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: SubscribeIndexPrices Inherits from: SubscribeData Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstrumentClose Inherits from: SubscribeData Class: SubscribeInstrumentStatus Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeMarkPrices Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: TemplateLiveDataClient Inherits from: LiveDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * dispose(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * reset(self) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None Class: TemplateLiveMarketDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * dispose(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * reset(self) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: UnsubscribeIndexPrices Inherits from: UnsubscribeData Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstrumentClose Inherits from: UnsubscribeData Class: UnsubscribeInstrumentStatus Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeMarkPrices Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Module: nautilus_trader.adapters._template.execution Class: BatchCancelOrders Inherits from: TradingCommand Class Variables: * cancels: getset_descriptor Class: CancelAllOrders Inherits from: TradingCommand Class Variables: * order_side: getset_descriptor Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: QueryOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: SubmitOrderList Inherits from: TradingCommand Class Variables: * order_list: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor * has_emulated_order: getset_descriptor Class: TemplateLiveExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * dispose(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * reset(self) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Module: nautilus_trader.adapters._template.providers Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: TemplateInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Module: nautilus_trader.adapters.binance Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceBar Inherits from: Bar Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceBar' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceBar') -> 'dict[str, Any]' Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceFuturesInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceFuturesMarkPriceUpdate Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceFuturesMarkPriceUpdate' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceFuturesMarkPriceUpdate') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.binance.config.BinanceDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.binance.spot.data.BinanceSpotDataClient | nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient Class: BinanceLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.binance.config.BinanceExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient | nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient Class: BinanceOrderBookDeltaDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, nrows: int | None = None) -> pandas.core.frame.DataFrame * map_actions(row: pandas.core.series.Series) -> str * map_flags(row: pandas.core.series.Series) -> int * map_sides(side: str) -> str Class Variables: * load: classmethod * map_actions: classmethod * map_sides: classmethod * map_flags: classmethod Class: BinanceSpotInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceTicker Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceTicker' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceTicker') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Module: nautilus_trader.adapters.binance.common.constants Class: BinanceErrorCode Inherits from: Enum Class Variables: * UNKNOWN: BinanceErrorCode * DISCONNECTED: BinanceErrorCode * UNAUTHORIZED: BinanceErrorCode * TOO_MANY_REQUESTS: BinanceErrorCode * DUPLICATE_IP: BinanceErrorCode * NO_SUCH_IP: BinanceErrorCode * UNEXPECTED_RESP: BinanceErrorCode * TIMEOUT: BinanceErrorCode * SERVER_BUSY: BinanceErrorCode * ERROR_MSG_RECEIVED: BinanceErrorCode * NON_WHITE_LIST: BinanceErrorCode * INVALID_MESSAGE: BinanceErrorCode * UNKNOWN_ORDER_COMPOSITION: BinanceErrorCode * TOO_MANY_ORDERS: BinanceErrorCode * SERVICE_SHUTTING_DOWN: BinanceErrorCode * UNSUPPORTED_OPERATION: BinanceErrorCode * INVALID_TIMESTAMP: BinanceErrorCode * INVALID_SIGNATURE: BinanceErrorCode * START_TIME_GREATER_THAN_END_TIME: BinanceErrorCode * NOT_FOUND: BinanceErrorCode * ILLEGAL_CHARS: BinanceErrorCode * TOO_MANY_PARAMETERS: BinanceErrorCode * MANDATORY_PARAM_EMPTY_OR_MALFORMED: BinanceErrorCode * UNKNOWN_PARAM: BinanceErrorCode * UNREAD_PARAMETERS: BinanceErrorCode * PARAM_EMPTY: BinanceErrorCode * PARAM_NOT_REQUIRED: BinanceErrorCode * BAD_ASSET: BinanceErrorCode * BAD_ACCOUNT: BinanceErrorCode * BAD_INSTRUMENT_TYPE: BinanceErrorCode * BAD_PRECISION: BinanceErrorCode * NO_DEPTH: BinanceErrorCode * WITHDRAW_NOT_NEGATIVE: BinanceErrorCode * TIF_NOT_REQUIRED: BinanceErrorCode * INVALID_TIF: BinanceErrorCode * INVALID_ORDER_TYPE: BinanceErrorCode * INVALID_SIDE: BinanceErrorCode * EMPTY_NEW_CL_ORD_ID: BinanceErrorCode * EMPTY_ORG_CL_ORD_ID: BinanceErrorCode * BAD_INTERVAL: BinanceErrorCode * BAD_SYMBOL: BinanceErrorCode * INVALID_SYMBOL_STATUS: BinanceErrorCode * INVALID_LISTEN_KEY: BinanceErrorCode * ASSET_NOT_SUPPORTED: BinanceErrorCode * MORE_THAN_XX_HOURS: BinanceErrorCode * OPTIONAL_PARAMS_BAD_COMBO: BinanceErrorCode * INVALID_PARAMETER: BinanceErrorCode * INVALID_NEW_ORDER_RESP_TYPE: BinanceErrorCode * INVALID_CALLBACK_RATE: BinanceErrorCode * NEW_ORDER_REJECTED: BinanceErrorCode * CANCEL_REJECTED: BinanceErrorCode * CANCEL_ALL_FAIL: BinanceErrorCode * NO_SUCH_ORDER: BinanceErrorCode * BAD_API_KEY_FMT: BinanceErrorCode * REJECTED_MBX_KEY: BinanceErrorCode * NO_TRADING_WINDOW: BinanceErrorCode * API_KEYS_LOCKED: BinanceErrorCode * BALANCE_NOT_SUFFICIENT: BinanceErrorCode * MARGIN_NOT_SUFFICIENT: BinanceErrorCode * UNABLE_TO_FILL: BinanceErrorCode * ORDER_WOULD_IMMEDIATELY_TRIGGER: BinanceErrorCode * REDUCE_ONLY_REJECT: BinanceErrorCode * USER_IN_LIQUIDATION: BinanceErrorCode * POSITION_NOT_SUFFICIENT: BinanceErrorCode * MAX_OPEN_ORDER_EXCEEDED: BinanceErrorCode * REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED: BinanceErrorCode * MAX_LEVERAGE_RATIO: BinanceErrorCode * MIN_LEVERAGE_RATIO: BinanceErrorCode * INVALID_ORDER_STATUS: BinanceErrorCode * PRICE_LESS_THAN_ZERO: BinanceErrorCode * PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * QTY_LESS_THAN_ZERO: BinanceErrorCode * QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * QTY_GREATER_THAN_MAX_QTY: BinanceErrorCode * STOP_PRICE_LESS_THAN_ZERO: BinanceErrorCode * STOP_PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * TICK_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * MAX_QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * STEP_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_NUM_ORDERS_LESS_THAN_ZERO: BinanceErrorCode * PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * PRICE_NOT_INCREASED_BY_TICK_SIZE: BinanceErrorCode * INVALID_CL_ORD_ID_LEN: BinanceErrorCode * PRICE_HIGHTER_THAN_MULTIPLIER_UP: BinanceErrorCode * MULTIPLIER_UP_LESS_THAN_ZERO: BinanceErrorCode * MULTIPLIER_DOWN_LESS_THAN_ZERO: BinanceErrorCode * COMPOSITE_SCALE_OVERFLOW: BinanceErrorCode * TARGET_STRATEGY_INVALID: BinanceErrorCode * INVALID_DEPTH_LIMIT: BinanceErrorCode * WRONG_MARKET_STATUS: BinanceErrorCode * QTY_NOT_INCREASED_BY_STEP_SIZE: BinanceErrorCode * PRICE_LOWER_THAN_MULTIPLIER_DOWN: BinanceErrorCode * MULTIPLIER_DECIMAL_LESS_THAN_ZERO: BinanceErrorCode * COMMISSION_INVALID: BinanceErrorCode * INVALID_ACCOUNT_TYPE: BinanceErrorCode * INVALID_LEVERAGE: BinanceErrorCode * INVALID_TICK_SIZE_PRECISION: BinanceErrorCode * INVALID_STEP_SIZE_PRECISION: BinanceErrorCode * INVALID_WORKING_TYPE: BinanceErrorCode * EXCEED_MAX_CANCEL_ORDER_SIZE: BinanceErrorCode * INSURANCE_ACCOUNT_NOT_FOUND: BinanceErrorCode * INVALID_BALANCE_TYPE: BinanceErrorCode * MAX_STOP_ORDER_EXCEEDED: BinanceErrorCode * NO_NEED_TO_CHANGE_MARGIN_TYPE: BinanceErrorCode * THERE_EXISTS_OPEN_ORDERS: BinanceErrorCode * THERE_EXISTS_QUANTITY: BinanceErrorCode * ADD_ISOLATED_MARGIN_REJECT: BinanceErrorCode * CROSS_BALANCE_INSUFFICIENT: BinanceErrorCode * ISOLATED_BALANCE_INSUFFICIENT: BinanceErrorCode * NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN: BinanceErrorCode * AUTO_ADD_CROSSED_MARGIN_REJECT: BinanceErrorCode * ADD_ISOLATED_MARGIN_NO_POSITION_REJECT: BinanceErrorCode * AMOUNT_MUST_BE_POSITIVE: BinanceErrorCode * INVALID_API_KEY_TYPE: BinanceErrorCode * INVALID_RSA_PUBLIC_KEY: BinanceErrorCode * MAX_PRICE_TOO_LARGE: BinanceErrorCode * NO_NEED_TO_CHANGE_POSITION_SIDE: BinanceErrorCode * INVALID_POSITION_SIDE: BinanceErrorCode * POSITION_SIDE_NOT_MATCH: BinanceErrorCode * REDUCE_ONLY_CONFLICT: BinanceErrorCode * INVALID_OPTIONS_REQUEST_TYPE: BinanceErrorCode * INVALID_OPTIONS_TIME_FRAME: BinanceErrorCode * INVALID_OPTIONS_AMOUNT: BinanceErrorCode * INVALID_OPTIONS_EVENT_TYPE: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_QUANTITY: BinanceErrorCode * INVALID_OPTIONS_PREMIUM_FEE: BinanceErrorCode * INVALID_CL_OPTIONS_ID_LEN: BinanceErrorCode * INVALID_OPTIONS_DIRECTION: BinanceErrorCode * OPTIONS_PREMIUM_NOT_UPDATE: BinanceErrorCode * OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO: BinanceErrorCode * OPTIONS_AMOUNT_BIGGER_THAN_UPPER: BinanceErrorCode * OPTIONS_PREMIUM_OUTPUT_ZERO: BinanceErrorCode * OPTIONS_PREMIUM_TOO_DIFF: BinanceErrorCode * OPTIONS_PREMIUM_REACH_LIMIT: BinanceErrorCode * OPTIONS_COMMON_ERROR: BinanceErrorCode * INVALID_OPTIONS_ID: BinanceErrorCode * OPTIONS_USER_NOT_FOUND: BinanceErrorCode * OPTIONS_NOT_FOUND: BinanceErrorCode * INVALID_BATCH_PLACE_ORDER_SIZE: BinanceErrorCode * PLACE_BATCH_ORDERS_FAIL: BinanceErrorCode * UPCOMING_METHOD: BinanceErrorCode * INVALID_NOTIONAL_LIMIT_COEF: BinanceErrorCode * INVALID_PRICE_SPREAD_THRESHOLD: BinanceErrorCode * REDUCE_ONLY_ORDER_PERMISSION: BinanceErrorCode * NO_PLACE_ORDER_PERMISSION: BinanceErrorCode * INVALID_CONTRACT_TYPE: BinanceErrorCode * INVALID_CLIENT_TRAN_ID_LEN: BinanceErrorCode * DUPLICATED_CLIENT_TRAN_ID: BinanceErrorCode * REDUCE_ONLY_MARGIN_CHECK_FAILED: BinanceErrorCode * MARKET_ORDER_REJECT: BinanceErrorCode * INVALID_ACTIVATION_PRICE: BinanceErrorCode * QUANTITY_EXISTS_WITH_CLOSE_POSITION: BinanceErrorCode * REDUCE_ONLY_MUST_BE_TRUE: BinanceErrorCode * ORDER_TYPE_CANNOT_BE_MKT: BinanceErrorCode * INVALID_OPENING_POSITION_STATUS: BinanceErrorCode * SYMBOL_ALREADY_CLOSED: BinanceErrorCode * STRATEGY_INVALID_TRIGGER_PRICE: BinanceErrorCode * INVALID_PAIR: BinanceErrorCode * ISOLATED_LEVERAGE_REJECT_WITH_POSITION: BinanceErrorCode * MIN_NOTIONAL: BinanceErrorCode * INVALID_TIME_INTERVAL: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_ISOLATED: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_MB: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_OPEN_ORDER: BinanceErrorCode * NO_NEED_TO_CHANGE_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN_2: BinanceErrorCode * PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN: BinanceErrorCode * COOLING_OFF_PERIOD: BinanceErrorCode * ADJUST_LEVERAGE_KYC_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_ONE_MONTH_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_X_DAYS_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_KYC_LIMIT: BinanceErrorCode * ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_SYMBOL_FAILED: BinanceErrorCode * STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * TRADING_QUANTITATIVE_RULE: BinanceErrorCode * COMPLIANCE_RESTRICTION: BinanceErrorCode * COMPLIANCE_BLACK_SYMBOL_RESTRICTION: BinanceErrorCode * ADJUST_LEVERAGE_COMPLIANCE_FAILED: BinanceErrorCode * FOK_ORDER_REJECT: BinanceErrorCode * GTX_ORDER_REJECT: BinanceErrorCode * MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON: BinanceErrorCode * LIMIT_ORDER_ONLY: BinanceErrorCode * EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT: BinanceErrorCode * SAME_ORDER: BinanceErrorCode * ME_RECVWINDOW_REJECT: BinanceErrorCode * INVALID_GOOD_TILL_DATE: BinanceErrorCode Class: ClientId Inherits from: Identifier Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.binance.common.credentials Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Module: nautilus_trader.adapters.binance.common.enums Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceErrorCode Inherits from: Enum Class Variables: * UNKNOWN: BinanceErrorCode * DISCONNECTED: BinanceErrorCode * UNAUTHORIZED: BinanceErrorCode * TOO_MANY_REQUESTS: BinanceErrorCode * DUPLICATE_IP: BinanceErrorCode * NO_SUCH_IP: BinanceErrorCode * UNEXPECTED_RESP: BinanceErrorCode * TIMEOUT: BinanceErrorCode * SERVER_BUSY: BinanceErrorCode * ERROR_MSG_RECEIVED: BinanceErrorCode * NON_WHITE_LIST: BinanceErrorCode * INVALID_MESSAGE: BinanceErrorCode * UNKNOWN_ORDER_COMPOSITION: BinanceErrorCode * TOO_MANY_ORDERS: BinanceErrorCode * SERVICE_SHUTTING_DOWN: BinanceErrorCode * UNSUPPORTED_OPERATION: BinanceErrorCode * INVALID_TIMESTAMP: BinanceErrorCode * INVALID_SIGNATURE: BinanceErrorCode * START_TIME_GREATER_THAN_END_TIME: BinanceErrorCode * NOT_FOUND: BinanceErrorCode * ILLEGAL_CHARS: BinanceErrorCode * TOO_MANY_PARAMETERS: BinanceErrorCode * MANDATORY_PARAM_EMPTY_OR_MALFORMED: BinanceErrorCode * UNKNOWN_PARAM: BinanceErrorCode * UNREAD_PARAMETERS: BinanceErrorCode * PARAM_EMPTY: BinanceErrorCode * PARAM_NOT_REQUIRED: BinanceErrorCode * BAD_ASSET: BinanceErrorCode * BAD_ACCOUNT: BinanceErrorCode * BAD_INSTRUMENT_TYPE: BinanceErrorCode * BAD_PRECISION: BinanceErrorCode * NO_DEPTH: BinanceErrorCode * WITHDRAW_NOT_NEGATIVE: BinanceErrorCode * TIF_NOT_REQUIRED: BinanceErrorCode * INVALID_TIF: BinanceErrorCode * INVALID_ORDER_TYPE: BinanceErrorCode * INVALID_SIDE: BinanceErrorCode * EMPTY_NEW_CL_ORD_ID: BinanceErrorCode * EMPTY_ORG_CL_ORD_ID: BinanceErrorCode * BAD_INTERVAL: BinanceErrorCode * BAD_SYMBOL: BinanceErrorCode * INVALID_SYMBOL_STATUS: BinanceErrorCode * INVALID_LISTEN_KEY: BinanceErrorCode * ASSET_NOT_SUPPORTED: BinanceErrorCode * MORE_THAN_XX_HOURS: BinanceErrorCode * OPTIONAL_PARAMS_BAD_COMBO: BinanceErrorCode * INVALID_PARAMETER: BinanceErrorCode * INVALID_NEW_ORDER_RESP_TYPE: BinanceErrorCode * INVALID_CALLBACK_RATE: BinanceErrorCode * NEW_ORDER_REJECTED: BinanceErrorCode * CANCEL_REJECTED: BinanceErrorCode * CANCEL_ALL_FAIL: BinanceErrorCode * NO_SUCH_ORDER: BinanceErrorCode * BAD_API_KEY_FMT: BinanceErrorCode * REJECTED_MBX_KEY: BinanceErrorCode * NO_TRADING_WINDOW: BinanceErrorCode * API_KEYS_LOCKED: BinanceErrorCode * BALANCE_NOT_SUFFICIENT: BinanceErrorCode * MARGIN_NOT_SUFFICIENT: BinanceErrorCode * UNABLE_TO_FILL: BinanceErrorCode * ORDER_WOULD_IMMEDIATELY_TRIGGER: BinanceErrorCode * REDUCE_ONLY_REJECT: BinanceErrorCode * USER_IN_LIQUIDATION: BinanceErrorCode * POSITION_NOT_SUFFICIENT: BinanceErrorCode * MAX_OPEN_ORDER_EXCEEDED: BinanceErrorCode * REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED: BinanceErrorCode * MAX_LEVERAGE_RATIO: BinanceErrorCode * MIN_LEVERAGE_RATIO: BinanceErrorCode * INVALID_ORDER_STATUS: BinanceErrorCode * PRICE_LESS_THAN_ZERO: BinanceErrorCode * PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * QTY_LESS_THAN_ZERO: BinanceErrorCode * QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * QTY_GREATER_THAN_MAX_QTY: BinanceErrorCode * STOP_PRICE_LESS_THAN_ZERO: BinanceErrorCode * STOP_PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * TICK_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * MAX_QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * STEP_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_NUM_ORDERS_LESS_THAN_ZERO: BinanceErrorCode * PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * PRICE_NOT_INCREASED_BY_TICK_SIZE: BinanceErrorCode * INVALID_CL_ORD_ID_LEN: BinanceErrorCode * PRICE_HIGHTER_THAN_MULTIPLIER_UP: BinanceErrorCode * MULTIPLIER_UP_LESS_THAN_ZERO: BinanceErrorCode * MULTIPLIER_DOWN_LESS_THAN_ZERO: BinanceErrorCode * COMPOSITE_SCALE_OVERFLOW: BinanceErrorCode * TARGET_STRATEGY_INVALID: BinanceErrorCode * INVALID_DEPTH_LIMIT: BinanceErrorCode * WRONG_MARKET_STATUS: BinanceErrorCode * QTY_NOT_INCREASED_BY_STEP_SIZE: BinanceErrorCode * PRICE_LOWER_THAN_MULTIPLIER_DOWN: BinanceErrorCode * MULTIPLIER_DECIMAL_LESS_THAN_ZERO: BinanceErrorCode * COMMISSION_INVALID: BinanceErrorCode * INVALID_ACCOUNT_TYPE: BinanceErrorCode * INVALID_LEVERAGE: BinanceErrorCode * INVALID_TICK_SIZE_PRECISION: BinanceErrorCode * INVALID_STEP_SIZE_PRECISION: BinanceErrorCode * INVALID_WORKING_TYPE: BinanceErrorCode * EXCEED_MAX_CANCEL_ORDER_SIZE: BinanceErrorCode * INSURANCE_ACCOUNT_NOT_FOUND: BinanceErrorCode * INVALID_BALANCE_TYPE: BinanceErrorCode * MAX_STOP_ORDER_EXCEEDED: BinanceErrorCode * NO_NEED_TO_CHANGE_MARGIN_TYPE: BinanceErrorCode * THERE_EXISTS_OPEN_ORDERS: BinanceErrorCode * THERE_EXISTS_QUANTITY: BinanceErrorCode * ADD_ISOLATED_MARGIN_REJECT: BinanceErrorCode * CROSS_BALANCE_INSUFFICIENT: BinanceErrorCode * ISOLATED_BALANCE_INSUFFICIENT: BinanceErrorCode * NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN: BinanceErrorCode * AUTO_ADD_CROSSED_MARGIN_REJECT: BinanceErrorCode * ADD_ISOLATED_MARGIN_NO_POSITION_REJECT: BinanceErrorCode * AMOUNT_MUST_BE_POSITIVE: BinanceErrorCode * INVALID_API_KEY_TYPE: BinanceErrorCode * INVALID_RSA_PUBLIC_KEY: BinanceErrorCode * MAX_PRICE_TOO_LARGE: BinanceErrorCode * NO_NEED_TO_CHANGE_POSITION_SIDE: BinanceErrorCode * INVALID_POSITION_SIDE: BinanceErrorCode * POSITION_SIDE_NOT_MATCH: BinanceErrorCode * REDUCE_ONLY_CONFLICT: BinanceErrorCode * INVALID_OPTIONS_REQUEST_TYPE: BinanceErrorCode * INVALID_OPTIONS_TIME_FRAME: BinanceErrorCode * INVALID_OPTIONS_AMOUNT: BinanceErrorCode * INVALID_OPTIONS_EVENT_TYPE: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_QUANTITY: BinanceErrorCode * INVALID_OPTIONS_PREMIUM_FEE: BinanceErrorCode * INVALID_CL_OPTIONS_ID_LEN: BinanceErrorCode * INVALID_OPTIONS_DIRECTION: BinanceErrorCode * OPTIONS_PREMIUM_NOT_UPDATE: BinanceErrorCode * OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO: BinanceErrorCode * OPTIONS_AMOUNT_BIGGER_THAN_UPPER: BinanceErrorCode * OPTIONS_PREMIUM_OUTPUT_ZERO: BinanceErrorCode * OPTIONS_PREMIUM_TOO_DIFF: BinanceErrorCode * OPTIONS_PREMIUM_REACH_LIMIT: BinanceErrorCode * OPTIONS_COMMON_ERROR: BinanceErrorCode * INVALID_OPTIONS_ID: BinanceErrorCode * OPTIONS_USER_NOT_FOUND: BinanceErrorCode * OPTIONS_NOT_FOUND: BinanceErrorCode * INVALID_BATCH_PLACE_ORDER_SIZE: BinanceErrorCode * PLACE_BATCH_ORDERS_FAIL: BinanceErrorCode * UPCOMING_METHOD: BinanceErrorCode * INVALID_NOTIONAL_LIMIT_COEF: BinanceErrorCode * INVALID_PRICE_SPREAD_THRESHOLD: BinanceErrorCode * REDUCE_ONLY_ORDER_PERMISSION: BinanceErrorCode * NO_PLACE_ORDER_PERMISSION: BinanceErrorCode * INVALID_CONTRACT_TYPE: BinanceErrorCode * INVALID_CLIENT_TRAN_ID_LEN: BinanceErrorCode * DUPLICATED_CLIENT_TRAN_ID: BinanceErrorCode * REDUCE_ONLY_MARGIN_CHECK_FAILED: BinanceErrorCode * MARKET_ORDER_REJECT: BinanceErrorCode * INVALID_ACTIVATION_PRICE: BinanceErrorCode * QUANTITY_EXISTS_WITH_CLOSE_POSITION: BinanceErrorCode * REDUCE_ONLY_MUST_BE_TRUE: BinanceErrorCode * ORDER_TYPE_CANNOT_BE_MKT: BinanceErrorCode * INVALID_OPENING_POSITION_STATUS: BinanceErrorCode * SYMBOL_ALREADY_CLOSED: BinanceErrorCode * STRATEGY_INVALID_TRIGGER_PRICE: BinanceErrorCode * INVALID_PAIR: BinanceErrorCode * ISOLATED_LEVERAGE_REJECT_WITH_POSITION: BinanceErrorCode * MIN_NOTIONAL: BinanceErrorCode * INVALID_TIME_INTERVAL: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_ISOLATED: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_MB: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_OPEN_ORDER: BinanceErrorCode * NO_NEED_TO_CHANGE_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN_2: BinanceErrorCode * PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN: BinanceErrorCode * COOLING_OFF_PERIOD: BinanceErrorCode * ADJUST_LEVERAGE_KYC_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_ONE_MONTH_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_X_DAYS_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_KYC_LIMIT: BinanceErrorCode * ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_SYMBOL_FAILED: BinanceErrorCode * STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * TRADING_QUANTITATIVE_RULE: BinanceErrorCode * COMPLIANCE_RESTRICTION: BinanceErrorCode * COMPLIANCE_BLACK_SYMBOL_RESTRICTION: BinanceErrorCode * ADJUST_LEVERAGE_COMPLIANCE_FAILED: BinanceErrorCode * FOK_ORDER_REJECT: BinanceErrorCode * GTX_ORDER_REJECT: BinanceErrorCode * MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON: BinanceErrorCode * LIMIT_ORDER_ONLY: BinanceErrorCode * EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT: BinanceErrorCode * SAME_ORDER: BinanceErrorCode * ME_RECVWINDOW_REJECT: BinanceErrorCode * INVALID_GOOD_TILL_DATE: BinanceErrorCode Class: BinanceExchangeFilterType Inherits from: Enum Class Variables: * EXCHANGE_MAX_NUM_ORDERS: BinanceExchangeFilterType * EXCHANGE_MAX_NUM_ALGO_ORDERS: BinanceExchangeFilterType Class: BinanceExecutionType Inherits from: Enum Class Variables: * NEW: BinanceExecutionType * CANCELED: BinanceExecutionType * CALCULATED: BinanceExecutionType * REJECTED: BinanceExecutionType * TRADE: BinanceExecutionType * EXPIRED: BinanceExecutionType * AMENDMENT: BinanceExecutionType * TRADE_PREVENTION: BinanceExecutionType Class: BinanceFuturesPositionSide Inherits from: Enum Class Variables: * BOTH: BinanceFuturesPositionSide * LONG: BinanceFuturesPositionSide * SHORT: BinanceFuturesPositionSide Class: BinanceKeyType Inherits from: Enum Class Variables: * HMAC: BinanceKeyType * RSA: BinanceKeyType * ED25519: BinanceKeyType Class: BinanceKlineInterval Inherits from: Enum Class Variables: * SECOND_1: BinanceKlineInterval * MINUTE_1: BinanceKlineInterval * MINUTE_3: BinanceKlineInterval * MINUTE_5: BinanceKlineInterval * MINUTE_15: BinanceKlineInterval * MINUTE_30: BinanceKlineInterval * HOUR_1: BinanceKlineInterval * HOUR_2: BinanceKlineInterval * HOUR_4: BinanceKlineInterval * HOUR_6: BinanceKlineInterval * HOUR_8: BinanceKlineInterval * HOUR_12: BinanceKlineInterval * DAY_1: BinanceKlineInterval * DAY_3: BinanceKlineInterval * WEEK_1: BinanceKlineInterval * MONTH_1: BinanceKlineInterval Class: BinanceNewOrderRespType Inherits from: Enum Class Variables: * ACK: BinanceNewOrderRespType * RESULT: BinanceNewOrderRespType * FULL: BinanceNewOrderRespType Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceOrderStatus Inherits from: Enum Class Variables: * NEW: BinanceOrderStatus * PARTIALLY_FILLED: BinanceOrderStatus * FILLED: BinanceOrderStatus * CANCELED: BinanceOrderStatus * PENDING_CANCEL: BinanceOrderStatus * REJECTED: BinanceOrderStatus * EXPIRED: BinanceOrderStatus * EXPIRED_IN_MATCH: BinanceOrderStatus * NEW_INSURANCE: BinanceOrderStatus * NEW_ADL: BinanceOrderStatus Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceRateLimitInterval Inherits from: Enum Class Variables: * SECOND: BinanceRateLimitInterval * MINUTE: BinanceRateLimitInterval * DAY: BinanceRateLimitInterval Class: BinanceRateLimitType Inherits from: Enum Class Variables: * REQUEST_WEIGHT: BinanceRateLimitType * ORDERS: BinanceRateLimitType * RAW_REQUESTS: BinanceRateLimitType Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbolFilterType Inherits from: Enum Class Variables: * PRICE_FILTER: BinanceSymbolFilterType * PERCENT_PRICE: BinanceSymbolFilterType * PERCENT_PRICE_BY_SIDE: BinanceSymbolFilterType * LOT_SIZE: BinanceSymbolFilterType * MIN_NOTIONAL: BinanceSymbolFilterType * NOTIONAL: BinanceSymbolFilterType * ICEBERG_PARTS: BinanceSymbolFilterType * MARKET_LOT_SIZE: BinanceSymbolFilterType * MAX_NUM_ORDERS: BinanceSymbolFilterType * MAX_NUM_ALGO_ORDERS: BinanceSymbolFilterType * MAX_NUM_ICEBERG_ORDERS: BinanceSymbolFilterType * MAX_POSITION: BinanceSymbolFilterType * TRAILING_DELTA: BinanceSymbolFilterType * POSITION_RISK_CONTROL: BinanceSymbolFilterType Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionId Inherits from: Identifier Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.adapters.binance.common.schemas.account Class: AccountId Inherits from: Identifier Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, treat_expired_as_canceled: bool, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * activatePrice: member_descriptor * avgPrice: member_descriptor * clientOrderId: member_descriptor * closePosition: member_descriptor * cumBase: member_descriptor * cumQuote: member_descriptor * cumulativeQuoteQty: member_descriptor * executedQty: member_descriptor * fills: member_descriptor * goodTillDate: member_descriptor * icebergQty: member_descriptor * isWorking: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * origQty: member_descriptor * origQuoteOrderQty: member_descriptor * origType: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * priceProtect: member_descriptor * priceRate: member_descriptor * reduceOnly: member_descriptor * selfTradePreventionMode: member_descriptor * side: member_descriptor * status: member_descriptor * stopPrice: member_descriptor * symbol: member_descriptor * time: member_descriptor * timeInForce: member_descriptor * transactTime: member_descriptor * type: member_descriptor * updateTime: member_descriptor * workingTime: member_descriptor * workingType: member_descriptor Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceOrderStatus Inherits from: Enum Class Variables: * NEW: BinanceOrderStatus * PARTIALLY_FILLED: BinanceOrderStatus * FILLED: BinanceOrderStatus * CANCELED: BinanceOrderStatus * PENDING_CANCEL: BinanceOrderStatus * REJECTED: BinanceOrderStatus * EXPIRED: BinanceOrderStatus * EXPIRED_IN_MATCH: BinanceOrderStatus * NEW_INSURANCE: BinanceOrderStatus * NEW_ADL: BinanceOrderStatus Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceStatusCode Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: BinanceUserTrade Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int, use_position_ids: bool = True) -> nautilus_trader.execution.reports.FillReport Class Variables: * baseQty: member_descriptor * buyer: member_descriptor * commission: member_descriptor * commissionAsset: member_descriptor * id: member_descriptor * isBestMatch: member_descriptor * isBuyer: member_descriptor * isMaker: member_descriptor * maker: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * qty: member_descriptor * quoteQty: member_descriptor * realizedPnl: member_descriptor * side: member_descriptor * symbol: member_descriptor * time: member_descriptor * tradeId: member_descriptor Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderListId Inherits from: Identifier Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PositionId Inherits from: Identifier Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.binance.common.schemas.market Class: AggregationSource Inherits from: IntFlag Class Variables: * EXTERNAL: AggregationSource * INTERNAL: AggregationSource Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BinanceAggTrade Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * M: member_descriptor * T: member_descriptor * a: member_descriptor * f: member_descriptor * l: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor Class: BinanceAggregatedTradeData Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * E: member_descriptor * T: member_descriptor * a: member_descriptor * e: member_descriptor * f: member_descriptor * l: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor * s: member_descriptor Class: BinanceAggregatedTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceBar Inherits from: Bar Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceBar' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceBar') -> 'dict[str, Any]' Class: BinanceCandlestick Inherits from: Struct Methods: * parse_to_binance_bar(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, ts_init: int) -> nautilus_trader.adapters.binance.common.types.BinanceBar Class Variables: * B: member_descriptor * L: member_descriptor * Q: member_descriptor * T: member_descriptor * V: member_descriptor * c: member_descriptor * f: member_descriptor * h: member_descriptor * i: member_descriptor * l: member_descriptor * n: member_descriptor * o: member_descriptor * q: member_descriptor * s: member_descriptor * t: member_descriptor * v: member_descriptor * x: member_descriptor Class: BinanceCandlestickData Inherits from: Struct Class Variables: * E: member_descriptor * e: member_descriptor * k: member_descriptor * s: member_descriptor Class: BinanceCandlestickMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceDataMsgWrapper Inherits from: Struct Class Variables: * id: member_descriptor * stream: member_descriptor Class: BinanceDepth Inherits from: Struct Methods: * parse_to_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * E: member_descriptor * T: member_descriptor * asks: member_descriptor * bids: member_descriptor * lastUpdateId: member_descriptor * pair: member_descriptor * symbol: member_descriptor Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceExchangeFilter Inherits from: Struct Class Variables: * filterType: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumOrders: member_descriptor Class: BinanceExchangeFilterType Inherits from: Enum Class Variables: * EXCHANGE_MAX_NUM_ORDERS: BinanceExchangeFilterType * EXCHANGE_MAX_NUM_ALGO_ORDERS: BinanceExchangeFilterType Class: BinanceKline Inherits from: Struct Methods: * parse_to_binance_bar(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int) -> nautilus_trader.adapters.binance.common.types.BinanceBar Class Variables: * asset_volume: member_descriptor * close: member_descriptor * close_time: member_descriptor * high: member_descriptor * ignore: member_descriptor * low: member_descriptor * open: member_descriptor * open_time: member_descriptor * taker_base_volume: member_descriptor * taker_quote_volume: member_descriptor * trades_count: member_descriptor * volume: member_descriptor Class: BinanceKlineInterval Inherits from: Enum Class Variables: * SECOND_1: BinanceKlineInterval * MINUTE_1: BinanceKlineInterval * MINUTE_3: BinanceKlineInterval * MINUTE_5: BinanceKlineInterval * MINUTE_15: BinanceKlineInterval * MINUTE_30: BinanceKlineInterval * HOUR_1: BinanceKlineInterval * HOUR_2: BinanceKlineInterval * HOUR_4: BinanceKlineInterval * HOUR_6: BinanceKlineInterval * HOUR_8: BinanceKlineInterval * HOUR_12: BinanceKlineInterval * DAY_1: BinanceKlineInterval * DAY_3: BinanceKlineInterval * WEEK_1: BinanceKlineInterval * MONTH_1: BinanceKlineInterval Class: BinanceOrderBookData Inherits from: Struct Methods: * parse_to_order_book_deltas(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, snapshot: bool = False) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * E: member_descriptor * T: member_descriptor * U: member_descriptor * a: member_descriptor * b: member_descriptor * e: member_descriptor * ps: member_descriptor * pu: member_descriptor * s: member_descriptor * u: member_descriptor Class: BinanceOrderBookDelta Inherits from: Struct Methods: * parse_to_order_book_delta(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, side: nautilus_trader.core.rust.model.OrderSide, flags: int, sequence: int, ts_event: int, ts_init: int) -> nautilus_trader.model.data.OrderBookDelta Class Variables: * price: member_descriptor * size: member_descriptor Class: BinanceOrderBookMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceQuoteData Inherits from: Struct Methods: * parse_to_quote_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.QuoteTick Class Variables: * A: member_descriptor * B: member_descriptor * T: member_descriptor * a: member_descriptor * b: member_descriptor * s: member_descriptor * u: member_descriptor Class: BinanceQuoteMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceRateLimit Inherits from: Struct Class Variables: * count: member_descriptor * interval: member_descriptor * intervalNum: member_descriptor * limit: member_descriptor * rateLimitType: member_descriptor Class: BinanceRateLimitInterval Inherits from: Enum Class Variables: * SECOND: BinanceRateLimitInterval * MINUTE: BinanceRateLimitInterval * DAY: BinanceRateLimitInterval Class: BinanceRateLimitType Inherits from: Enum Class Variables: * REQUEST_WEIGHT: BinanceRateLimitType * ORDERS: BinanceRateLimitType * RAW_REQUESTS: BinanceRateLimitType Class: BinanceSymbolFilter Inherits from: Struct Class Variables: * applyMaxToMarket: member_descriptor * applyMinToMarket: member_descriptor * askMultiplierDown: member_descriptor * askMultiplierUp: member_descriptor * avgPriceMins: member_descriptor * bidMultiplierDown: member_descriptor * bidMultiplierUp: member_descriptor * filterType: member_descriptor * limit: member_descriptor * maxNotional: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumIcebergOrders: member_descriptor * maxNumOrders: member_descriptor * maxPosition: member_descriptor * maxPrice: member_descriptor * maxQty: member_descriptor * maxTrailingAboveDelta: member_descriptor * maxTrailingBelowDelta: member_descriptor * minNotional: member_descriptor * minPrice: member_descriptor * minQty: member_descriptor * minTrailingAboveDelta: member_descriptor * minTrailingBelowDelta: member_descriptor * multiplierDecimal: member_descriptor * multiplierDown: member_descriptor * multiplierUp: member_descriptor * notional: member_descriptor * stepSize: member_descriptor * tickSize: member_descriptor Class: BinanceSymbolFilterType Inherits from: Enum Class Variables: * PRICE_FILTER: BinanceSymbolFilterType * PERCENT_PRICE: BinanceSymbolFilterType * PERCENT_PRICE_BY_SIDE: BinanceSymbolFilterType * LOT_SIZE: BinanceSymbolFilterType * MIN_NOTIONAL: BinanceSymbolFilterType * NOTIONAL: BinanceSymbolFilterType * ICEBERG_PARTS: BinanceSymbolFilterType * MARKET_LOT_SIZE: BinanceSymbolFilterType * MAX_NUM_ORDERS: BinanceSymbolFilterType * MAX_NUM_ALGO_ORDERS: BinanceSymbolFilterType * MAX_NUM_ICEBERG_ORDERS: BinanceSymbolFilterType * MAX_POSITION: BinanceSymbolFilterType * TRAILING_DELTA: BinanceSymbolFilterType * POSITION_RISK_CONTROL: BinanceSymbolFilterType Class: BinanceTicker Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceTicker' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceTicker') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceTicker24hr Inherits from: Struct Class Variables: * askPrice: member_descriptor * askQty: member_descriptor * baseVolume: member_descriptor * bidPrice: member_descriptor * bidQty: member_descriptor * closeTime: member_descriptor * count: member_descriptor * firstId: member_descriptor * highPrice: member_descriptor * lastId: member_descriptor * lastPrice: member_descriptor * lastQty: member_descriptor * lowPrice: member_descriptor * openPrice: member_descriptor * openTime: member_descriptor * pair: member_descriptor * prevClosePrice: member_descriptor * priceChange: member_descriptor * priceChangePercent: member_descriptor * quoteVolume: member_descriptor * symbol: member_descriptor * volume: member_descriptor * weightedAvgPrice: member_descriptor Class: BinanceTickerBook Inherits from: Struct Class Variables: * askPrice: member_descriptor * askQty: member_descriptor * bidPrice: member_descriptor * bidQty: member_descriptor * pair: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BinanceTickerData Inherits from: Struct Methods: * parse_to_binance_ticker(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.adapters.binance.common.types.BinanceTicker Class Variables: * A: member_descriptor * B: member_descriptor * C: member_descriptor * E: member_descriptor * F: member_descriptor * L: member_descriptor * O: member_descriptor * P: member_descriptor * Q: member_descriptor * a: member_descriptor * b: member_descriptor * c: member_descriptor * e: member_descriptor * h: member_descriptor * l: member_descriptor * n: member_descriptor * o: member_descriptor * p: member_descriptor * q: member_descriptor * s: member_descriptor * v: member_descriptor * w: member_descriptor * x: member_descriptor Class: BinanceTickerMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceTickerPrice Inherits from: Struct Class Variables: * price: member_descriptor * ps: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BinanceTime Inherits from: Struct Class Variables: * serverTime: member_descriptor Class: BinanceTrade Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * id: member_descriptor * isBestMatch: member_descriptor * isBuyerMaker: member_descriptor * price: member_descriptor * qty: member_descriptor * quoteQty: member_descriptor * time: member_descriptor Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.common.schemas.user Class: BinanceListenKey Inherits from: Struct Class Variables: * listenKey: member_descriptor Module: nautilus_trader.adapters.binance.common.symbol Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbols Inherits from: str Methods: * parse_str_to_list(self) -> 'list[BinanceSymbol]' Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.binance.common.types Class: Any Inherits from: object Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BinanceBar Inherits from: Bar Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceBar' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceBar') -> 'dict[str, Any]' Class: BinanceTicker Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceTicker' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceTicker') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.adapters.binance.common.urls Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Module: nautilus_trader.adapters.binance.config Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceFuturesMarginType Inherits from: Enum Class Variables: * ISOLATED: BinanceFuturesMarginType * CROSS: BinanceFuturesMarginType Class: BinanceKeyType Inherits from: Enum Class Variables: * HMAC: BinanceKeyType * RSA: BinanceKeyType * ED25519: BinanceKeyType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.binance.data Class: AggregationSource Inherits from: IntFlag Class Variables: * EXTERNAL: AggregationSource * INTERNAL: AggregationSource Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarAggregator Inherits from: object Class Variables: * is_running: getset_descriptor * bar_type: getset_descriptor Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceAggregatedTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceBar Inherits from: Bar Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceBar' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceBar') -> 'dict[str, Any]' Class: BinanceCandlestickMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceCommonDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceDataMsgWrapper Inherits from: Struct Class Variables: * id: member_descriptor * stream: member_descriptor Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceError Inherits from: Exception Class: BinanceErrorCode Inherits from: Enum Class Variables: * UNKNOWN: BinanceErrorCode * DISCONNECTED: BinanceErrorCode * UNAUTHORIZED: BinanceErrorCode * TOO_MANY_REQUESTS: BinanceErrorCode * DUPLICATE_IP: BinanceErrorCode * NO_SUCH_IP: BinanceErrorCode * UNEXPECTED_RESP: BinanceErrorCode * TIMEOUT: BinanceErrorCode * SERVER_BUSY: BinanceErrorCode * ERROR_MSG_RECEIVED: BinanceErrorCode * NON_WHITE_LIST: BinanceErrorCode * INVALID_MESSAGE: BinanceErrorCode * UNKNOWN_ORDER_COMPOSITION: BinanceErrorCode * TOO_MANY_ORDERS: BinanceErrorCode * SERVICE_SHUTTING_DOWN: BinanceErrorCode * UNSUPPORTED_OPERATION: BinanceErrorCode * INVALID_TIMESTAMP: BinanceErrorCode * INVALID_SIGNATURE: BinanceErrorCode * START_TIME_GREATER_THAN_END_TIME: BinanceErrorCode * NOT_FOUND: BinanceErrorCode * ILLEGAL_CHARS: BinanceErrorCode * TOO_MANY_PARAMETERS: BinanceErrorCode * MANDATORY_PARAM_EMPTY_OR_MALFORMED: BinanceErrorCode * UNKNOWN_PARAM: BinanceErrorCode * UNREAD_PARAMETERS: BinanceErrorCode * PARAM_EMPTY: BinanceErrorCode * PARAM_NOT_REQUIRED: BinanceErrorCode * BAD_ASSET: BinanceErrorCode * BAD_ACCOUNT: BinanceErrorCode * BAD_INSTRUMENT_TYPE: BinanceErrorCode * BAD_PRECISION: BinanceErrorCode * NO_DEPTH: BinanceErrorCode * WITHDRAW_NOT_NEGATIVE: BinanceErrorCode * TIF_NOT_REQUIRED: BinanceErrorCode * INVALID_TIF: BinanceErrorCode * INVALID_ORDER_TYPE: BinanceErrorCode * INVALID_SIDE: BinanceErrorCode * EMPTY_NEW_CL_ORD_ID: BinanceErrorCode * EMPTY_ORG_CL_ORD_ID: BinanceErrorCode * BAD_INTERVAL: BinanceErrorCode * BAD_SYMBOL: BinanceErrorCode * INVALID_SYMBOL_STATUS: BinanceErrorCode * INVALID_LISTEN_KEY: BinanceErrorCode * ASSET_NOT_SUPPORTED: BinanceErrorCode * MORE_THAN_XX_HOURS: BinanceErrorCode * OPTIONAL_PARAMS_BAD_COMBO: BinanceErrorCode * INVALID_PARAMETER: BinanceErrorCode * INVALID_NEW_ORDER_RESP_TYPE: BinanceErrorCode * INVALID_CALLBACK_RATE: BinanceErrorCode * NEW_ORDER_REJECTED: BinanceErrorCode * CANCEL_REJECTED: BinanceErrorCode * CANCEL_ALL_FAIL: BinanceErrorCode * NO_SUCH_ORDER: BinanceErrorCode * BAD_API_KEY_FMT: BinanceErrorCode * REJECTED_MBX_KEY: BinanceErrorCode * NO_TRADING_WINDOW: BinanceErrorCode * API_KEYS_LOCKED: BinanceErrorCode * BALANCE_NOT_SUFFICIENT: BinanceErrorCode * MARGIN_NOT_SUFFICIENT: BinanceErrorCode * UNABLE_TO_FILL: BinanceErrorCode * ORDER_WOULD_IMMEDIATELY_TRIGGER: BinanceErrorCode * REDUCE_ONLY_REJECT: BinanceErrorCode * USER_IN_LIQUIDATION: BinanceErrorCode * POSITION_NOT_SUFFICIENT: BinanceErrorCode * MAX_OPEN_ORDER_EXCEEDED: BinanceErrorCode * REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED: BinanceErrorCode * MAX_LEVERAGE_RATIO: BinanceErrorCode * MIN_LEVERAGE_RATIO: BinanceErrorCode * INVALID_ORDER_STATUS: BinanceErrorCode * PRICE_LESS_THAN_ZERO: BinanceErrorCode * PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * QTY_LESS_THAN_ZERO: BinanceErrorCode * QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * QTY_GREATER_THAN_MAX_QTY: BinanceErrorCode * STOP_PRICE_LESS_THAN_ZERO: BinanceErrorCode * STOP_PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * TICK_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * MAX_QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * STEP_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_NUM_ORDERS_LESS_THAN_ZERO: BinanceErrorCode * PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * PRICE_NOT_INCREASED_BY_TICK_SIZE: BinanceErrorCode * INVALID_CL_ORD_ID_LEN: BinanceErrorCode * PRICE_HIGHTER_THAN_MULTIPLIER_UP: BinanceErrorCode * MULTIPLIER_UP_LESS_THAN_ZERO: BinanceErrorCode * MULTIPLIER_DOWN_LESS_THAN_ZERO: BinanceErrorCode * COMPOSITE_SCALE_OVERFLOW: BinanceErrorCode * TARGET_STRATEGY_INVALID: BinanceErrorCode * INVALID_DEPTH_LIMIT: BinanceErrorCode * WRONG_MARKET_STATUS: BinanceErrorCode * QTY_NOT_INCREASED_BY_STEP_SIZE: BinanceErrorCode * PRICE_LOWER_THAN_MULTIPLIER_DOWN: BinanceErrorCode * MULTIPLIER_DECIMAL_LESS_THAN_ZERO: BinanceErrorCode * COMMISSION_INVALID: BinanceErrorCode * INVALID_ACCOUNT_TYPE: BinanceErrorCode * INVALID_LEVERAGE: BinanceErrorCode * INVALID_TICK_SIZE_PRECISION: BinanceErrorCode * INVALID_STEP_SIZE_PRECISION: BinanceErrorCode * INVALID_WORKING_TYPE: BinanceErrorCode * EXCEED_MAX_CANCEL_ORDER_SIZE: BinanceErrorCode * INSURANCE_ACCOUNT_NOT_FOUND: BinanceErrorCode * INVALID_BALANCE_TYPE: BinanceErrorCode * MAX_STOP_ORDER_EXCEEDED: BinanceErrorCode * NO_NEED_TO_CHANGE_MARGIN_TYPE: BinanceErrorCode * THERE_EXISTS_OPEN_ORDERS: BinanceErrorCode * THERE_EXISTS_QUANTITY: BinanceErrorCode * ADD_ISOLATED_MARGIN_REJECT: BinanceErrorCode * CROSS_BALANCE_INSUFFICIENT: BinanceErrorCode * ISOLATED_BALANCE_INSUFFICIENT: BinanceErrorCode * NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN: BinanceErrorCode * AUTO_ADD_CROSSED_MARGIN_REJECT: BinanceErrorCode * ADD_ISOLATED_MARGIN_NO_POSITION_REJECT: BinanceErrorCode * AMOUNT_MUST_BE_POSITIVE: BinanceErrorCode * INVALID_API_KEY_TYPE: BinanceErrorCode * INVALID_RSA_PUBLIC_KEY: BinanceErrorCode * MAX_PRICE_TOO_LARGE: BinanceErrorCode * NO_NEED_TO_CHANGE_POSITION_SIDE: BinanceErrorCode * INVALID_POSITION_SIDE: BinanceErrorCode * POSITION_SIDE_NOT_MATCH: BinanceErrorCode * REDUCE_ONLY_CONFLICT: BinanceErrorCode * INVALID_OPTIONS_REQUEST_TYPE: BinanceErrorCode * INVALID_OPTIONS_TIME_FRAME: BinanceErrorCode * INVALID_OPTIONS_AMOUNT: BinanceErrorCode * INVALID_OPTIONS_EVENT_TYPE: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_QUANTITY: BinanceErrorCode * INVALID_OPTIONS_PREMIUM_FEE: BinanceErrorCode * INVALID_CL_OPTIONS_ID_LEN: BinanceErrorCode * INVALID_OPTIONS_DIRECTION: BinanceErrorCode * OPTIONS_PREMIUM_NOT_UPDATE: BinanceErrorCode * OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO: BinanceErrorCode * OPTIONS_AMOUNT_BIGGER_THAN_UPPER: BinanceErrorCode * OPTIONS_PREMIUM_OUTPUT_ZERO: BinanceErrorCode * OPTIONS_PREMIUM_TOO_DIFF: BinanceErrorCode * OPTIONS_PREMIUM_REACH_LIMIT: BinanceErrorCode * OPTIONS_COMMON_ERROR: BinanceErrorCode * INVALID_OPTIONS_ID: BinanceErrorCode * OPTIONS_USER_NOT_FOUND: BinanceErrorCode * OPTIONS_NOT_FOUND: BinanceErrorCode * INVALID_BATCH_PLACE_ORDER_SIZE: BinanceErrorCode * PLACE_BATCH_ORDERS_FAIL: BinanceErrorCode * UPCOMING_METHOD: BinanceErrorCode * INVALID_NOTIONAL_LIMIT_COEF: BinanceErrorCode * INVALID_PRICE_SPREAD_THRESHOLD: BinanceErrorCode * REDUCE_ONLY_ORDER_PERMISSION: BinanceErrorCode * NO_PLACE_ORDER_PERMISSION: BinanceErrorCode * INVALID_CONTRACT_TYPE: BinanceErrorCode * INVALID_CLIENT_TRAN_ID_LEN: BinanceErrorCode * DUPLICATED_CLIENT_TRAN_ID: BinanceErrorCode * REDUCE_ONLY_MARGIN_CHECK_FAILED: BinanceErrorCode * MARKET_ORDER_REJECT: BinanceErrorCode * INVALID_ACTIVATION_PRICE: BinanceErrorCode * QUANTITY_EXISTS_WITH_CLOSE_POSITION: BinanceErrorCode * REDUCE_ONLY_MUST_BE_TRUE: BinanceErrorCode * ORDER_TYPE_CANNOT_BE_MKT: BinanceErrorCode * INVALID_OPENING_POSITION_STATUS: BinanceErrorCode * SYMBOL_ALREADY_CLOSED: BinanceErrorCode * STRATEGY_INVALID_TRIGGER_PRICE: BinanceErrorCode * INVALID_PAIR: BinanceErrorCode * ISOLATED_LEVERAGE_REJECT_WITH_POSITION: BinanceErrorCode * MIN_NOTIONAL: BinanceErrorCode * INVALID_TIME_INTERVAL: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_ISOLATED: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_MB: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_OPEN_ORDER: BinanceErrorCode * NO_NEED_TO_CHANGE_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN_2: BinanceErrorCode * PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN: BinanceErrorCode * COOLING_OFF_PERIOD: BinanceErrorCode * ADJUST_LEVERAGE_KYC_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_ONE_MONTH_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_X_DAYS_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_KYC_LIMIT: BinanceErrorCode * ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_SYMBOL_FAILED: BinanceErrorCode * STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * TRADING_QUANTITATIVE_RULE: BinanceErrorCode * COMPLIANCE_RESTRICTION: BinanceErrorCode * COMPLIANCE_BLACK_SYMBOL_RESTRICTION: BinanceErrorCode * ADJUST_LEVERAGE_COMPLIANCE_FAILED: BinanceErrorCode * FOK_ORDER_REJECT: BinanceErrorCode * GTX_ORDER_REJECT: BinanceErrorCode * MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON: BinanceErrorCode * LIMIT_ORDER_ONLY: BinanceErrorCode * EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT: BinanceErrorCode * SAME_ORDER: BinanceErrorCode * ME_RECVWINDOW_REJECT: BinanceErrorCode * INVALID_GOOD_TILL_DATE: BinanceErrorCode Class: BinanceFuturesMarkPriceUpdate Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceFuturesMarkPriceUpdate' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceFuturesMarkPriceUpdate') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceKlineInterval Inherits from: Enum Class Variables: * SECOND_1: BinanceKlineInterval * MINUTE_1: BinanceKlineInterval * MINUTE_3: BinanceKlineInterval * MINUTE_5: BinanceKlineInterval * MINUTE_15: BinanceKlineInterval * MINUTE_30: BinanceKlineInterval * HOUR_1: BinanceKlineInterval * HOUR_2: BinanceKlineInterval * HOUR_4: BinanceKlineInterval * HOUR_6: BinanceKlineInterval * HOUR_8: BinanceKlineInterval * HOUR_12: BinanceKlineInterval * DAY_1: BinanceKlineInterval * DAY_3: BinanceKlineInterval * WEEK_1: BinanceKlineInterval * MONTH_1: BinanceKlineInterval Class: BinanceMarketHttpAPI Inherits from: object Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceOrderBookMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceQuoteMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceTicker Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceTicker' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceTicker') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceTickerMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceWebSocketClient Inherits from: object Methods: * connect(self) -> None * disconnect(self) -> None * send_pong(self, client_id: int, raw: bytes) -> None * subscribe_agg_trades(self, symbol: str) -> None * subscribe_bars(self, symbol: str, interval: str) -> None * subscribe_book_ticker(self, symbol: str | None = None) -> None * subscribe_diff_book_depth(self, symbol: str, speed: int) -> None * subscribe_listen_key(self, listen_key: str) -> None * subscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * subscribe_mini_ticker(self, symbol: str | None = None) -> None * subscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * subscribe_ticker(self, symbol: str | None = None) -> None * subscribe_trades(self, symbol: str) -> None * unsubscribe_agg_trades(self, symbol: str) -> None * unsubscribe_bars(self, symbol: str, interval: str) -> None * unsubscribe_book_ticker(self, symbol: str | None = None) -> None * unsubscribe_diff_book_depth(self, symbol: str, speed: int) -> None * unsubscribe_listen_key(self, listen_key: str) -> None * unsubscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * unsubscribe_mini_ticker(self, symbol: str | None = None) -> None * unsubscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * unsubscribe_ticker(self, symbol: str | None = None) -> None * unsubscribe_trades(self, symbol: str) -> None Properties: * has_subscriptions * subscriptions * url Class Variables: * MAX_SUBSCRIPTIONS_PER_CLIENT: int * MAX_CLIENTS: int * url: property * subscriptions: property * has_subscriptions: property Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestOrderBookSnapshot Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeMarkPrices Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: Symbol Inherits from: Identifier Class: TickBarAggregator Inherits from: BarAggregator Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Class: ValueBarAggregator Inherits from: BarAggregator Class: VolumeBarAggregator Inherits from: BarAggregator Module: nautilus_trader.adapters.binance.execution Class: AccountId Inherits from: Identifier Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: BinanceAccountHttpAPI Inherits from: object Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceClientError Inherits from: BinanceError Class: BinanceCommonExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class Variables: * use_position_ids: property * treat_expired_as_canceled: property Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceError Inherits from: Exception Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceFuturesPositionSide Inherits from: Enum Class Variables: * BOTH: BinanceFuturesPositionSide * LONG: BinanceFuturesPositionSide * SHORT: BinanceFuturesPositionSide Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceListenKey Inherits from: Struct Class Variables: * listenKey: member_descriptor Class: BinanceMarketHttpAPI Inherits from: object Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, treat_expired_as_canceled: bool, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * activatePrice: member_descriptor * avgPrice: member_descriptor * clientOrderId: member_descriptor * closePosition: member_descriptor * cumBase: member_descriptor * cumQuote: member_descriptor * cumulativeQuoteQty: member_descriptor * executedQty: member_descriptor * fills: member_descriptor * goodTillDate: member_descriptor * icebergQty: member_descriptor * isWorking: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * origQty: member_descriptor * origQuoteOrderQty: member_descriptor * origType: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * priceProtect: member_descriptor * priceRate: member_descriptor * reduceOnly: member_descriptor * selfTradePreventionMode: member_descriptor * side: member_descriptor * status: member_descriptor * stopPrice: member_descriptor * symbol: member_descriptor * time: member_descriptor * timeInForce: member_descriptor * transactTime: member_descriptor * type: member_descriptor * updateTime: member_descriptor * workingTime: member_descriptor * workingType: member_descriptor Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: BinanceUserDataHttpAPI Inherits from: object Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: BinanceUserTrade Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int, use_position_ids: bool = True) -> nautilus_trader.execution.reports.FillReport Class Variables: * baseQty: member_descriptor * buyer: member_descriptor * commission: member_descriptor * commissionAsset: member_descriptor * id: member_descriptor * isBestMatch: member_descriptor * isBuyer: member_descriptor * isMaker: member_descriptor * maker: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * qty: member_descriptor * quoteQty: member_descriptor * realizedPnl: member_descriptor * side: member_descriptor * symbol: member_descriptor * time: member_descriptor * tradeId: member_descriptor Class: BinanceWebSocketClient Inherits from: object Methods: * connect(self) -> None * disconnect(self) -> None * send_pong(self, client_id: int, raw: bytes) -> None * subscribe_agg_trades(self, symbol: str) -> None * subscribe_bars(self, symbol: str, interval: str) -> None * subscribe_book_ticker(self, symbol: str | None = None) -> None * subscribe_diff_book_depth(self, symbol: str, speed: int) -> None * subscribe_listen_key(self, listen_key: str) -> None * subscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * subscribe_mini_ticker(self, symbol: str | None = None) -> None * subscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * subscribe_ticker(self, symbol: str | None = None) -> None * subscribe_trades(self, symbol: str) -> None * unsubscribe_agg_trades(self, symbol: str) -> None * unsubscribe_bars(self, symbol: str, interval: str) -> None * unsubscribe_book_ticker(self, symbol: str | None = None) -> None * unsubscribe_diff_book_depth(self, symbol: str, speed: int) -> None * unsubscribe_listen_key(self, listen_key: str) -> None * unsubscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * unsubscribe_mini_ticker(self, symbol: str | None = None) -> None * unsubscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * unsubscribe_ticker(self, symbol: str | None = None) -> None * unsubscribe_trades(self, symbol: str) -> None Properties: * has_subscriptions * subscriptions * url Class Variables: * MAX_SUBSCRIPTIONS_PER_CLIENT: int * MAX_CLIENTS: int * url: property * subscriptions: property * has_subscriptions: property Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CancelAllOrders Inherits from: TradingCommand Class Variables: * order_side: getset_descriptor Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: MarketOrder Inherits from: Order Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: PositionSide Inherits from: IntFlag Class Variables: * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: RetryManagerPool Inherits from: Generic Methods: * acquire(self) -> nautilus_trader.live.retry.RetryManager * release(self, retry_manager: nautilus_trader.live.retry.RetryManager) -> None * shutdown(self) -> None Class: StopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: SubmitOrderList Inherits from: TradingCommand Class Variables: * order_list: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor * has_emulated_order: getset_descriptor Class: Symbol Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.binance.factories Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceFuturesDataClient Inherits from: BinanceCommonDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceFuturesExecutionClient Inherits from: BinanceCommonExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class: BinanceFuturesInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceKeyType Inherits from: Enum Class Variables: * HMAC: BinanceKeyType * RSA: BinanceKeyType * ED25519: BinanceKeyType Class: BinanceLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.binance.config.BinanceDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.binance.spot.data.BinanceSpotDataClient | nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient Class: BinanceLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.binance.config.BinanceExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient | nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient Class: BinanceSpotDataClient Inherits from: BinanceCommonDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceSpotExecutionClient Inherits from: BinanceCommonExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class: BinanceSpotInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Quota Inherits from: object Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.binance.futures.data Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceCommonDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceFuturesDataClient Inherits from: BinanceCommonDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceFuturesEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_futures_position_side(self, net_size: decimal.Decimal) -> nautilus_trader.core.rust.model.PositionSide * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceFuturesMarkPriceAllMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesMarkPriceData Inherits from: Struct Methods: * parse_to_binance_futures_mark_price_update(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.adapters.binance.futures.types.BinanceFuturesMarkPriceUpdate Class Variables: * E: member_descriptor * P: member_descriptor * T: member_descriptor * e: member_descriptor * i: member_descriptor * p: member_descriptor * r: member_descriptor * s: member_descriptor Class: BinanceFuturesMarkPriceMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesMarkPriceUpdate Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceFuturesMarkPriceUpdate' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceFuturesMarkPriceUpdate') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceFuturesMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_futures_exchange_info(self) -> nautilus_trader.adapters.binance.futures.schemas.market.BinanceFuturesExchangeInfo * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceFuturesTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PyCondition Inherits from: object Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.futures.enums Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceFuturesContractStatus Inherits from: Enum Class Variables: * PENDING_TRADING: BinanceFuturesContractStatus * TRADING: BinanceFuturesContractStatus * PRE_DELIVERING: BinanceFuturesContractStatus * DELIVERING: BinanceFuturesContractStatus * DELIVERED: BinanceFuturesContractStatus * PRE_SETTLE: BinanceFuturesContractStatus * SETTLING: BinanceFuturesContractStatus * CLOSE: BinanceFuturesContractStatus Class: BinanceFuturesContractType Inherits from: Enum Class Variables: * PERPETUAL: BinanceFuturesContractType * CURRENT_MONTH: BinanceFuturesContractType * NEXT_MONTH: BinanceFuturesContractType * CURRENT_QUARTER: BinanceFuturesContractType * NEXT_QUARTER: BinanceFuturesContractType * PERPETUAL_DELIVERING: BinanceFuturesContractType * CURRENT_QUARTER_DELIVERING: BinanceFuturesContractType Class: BinanceFuturesEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_futures_position_side(self, net_size: decimal.Decimal) -> nautilus_trader.core.rust.model.PositionSide * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceFuturesEventType Inherits from: Enum Class Variables: * LISTEN_KEY_EXPIRED: BinanceFuturesEventType * MARGIN_CALL: BinanceFuturesEventType * ACCOUNT_UPDATE: BinanceFuturesEventType * ORDER_TRADE_UPDATE: BinanceFuturesEventType * ACCOUNT_CONFIG_UPDATE: BinanceFuturesEventType * TRADE_LITE: BinanceFuturesEventType * STRATEGY_UPDATE: BinanceFuturesEventType * GRID_UPDATE: BinanceFuturesEventType * CONDITIONAL_ORDER_TRIGGER_REJECT: BinanceFuturesEventType Class: BinanceFuturesMarginType Inherits from: Enum Class Variables: * ISOLATED: BinanceFuturesMarginType * CROSS: BinanceFuturesMarginType Class: BinanceFuturesPositionUpdateReason Inherits from: Enum Class Variables: * DEPOSIT: BinanceFuturesPositionUpdateReason * WITHDRAW: BinanceFuturesPositionUpdateReason * ORDER: BinanceFuturesPositionUpdateReason * FUNDING_FEE: BinanceFuturesPositionUpdateReason * WITHDRAW_REJECT: BinanceFuturesPositionUpdateReason * ADJUSTMENT: BinanceFuturesPositionUpdateReason * INSURANCE_CLEAR: BinanceFuturesPositionUpdateReason * ADMIN_DEPOSIT: BinanceFuturesPositionUpdateReason * ADMIN_WITHDRAW: BinanceFuturesPositionUpdateReason * MARGIN_TRANSFER: BinanceFuturesPositionUpdateReason * MARGIN_TYPE_CHANGE: BinanceFuturesPositionUpdateReason * ASSET_TRANSFER: BinanceFuturesPositionUpdateReason * OPTIONS_PREMIUM_FEE: BinanceFuturesPositionUpdateReason * OPTIONS_SETTLE_PROFIT: BinanceFuturesPositionUpdateReason * AUTO_EXCHANGE: BinanceFuturesPositionUpdateReason * COIN_SWAP_DEPOSIT: BinanceFuturesPositionUpdateReason * COIN_SWAP_WITHDRAW: BinanceFuturesPositionUpdateReason Class: BinanceFuturesWorkingType Inherits from: Enum Class Variables: * MARK_PRICE: BinanceFuturesWorkingType * CONTRACT_PRICE: BinanceFuturesWorkingType Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionSide Inherits from: IntFlag Class Variables: * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.adapters.binance.futures.execution Class: BatchCancelOrders Inherits from: TradingCommand Class Variables: * cancels: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceCommonExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class Variables: * use_position_ids: property * treat_expired_as_canceled: property Class: BinanceError Inherits from: Exception Class: BinanceErrorCode Inherits from: Enum Class Variables: * UNKNOWN: BinanceErrorCode * DISCONNECTED: BinanceErrorCode * UNAUTHORIZED: BinanceErrorCode * TOO_MANY_REQUESTS: BinanceErrorCode * DUPLICATE_IP: BinanceErrorCode * NO_SUCH_IP: BinanceErrorCode * UNEXPECTED_RESP: BinanceErrorCode * TIMEOUT: BinanceErrorCode * SERVER_BUSY: BinanceErrorCode * ERROR_MSG_RECEIVED: BinanceErrorCode * NON_WHITE_LIST: BinanceErrorCode * INVALID_MESSAGE: BinanceErrorCode * UNKNOWN_ORDER_COMPOSITION: BinanceErrorCode * TOO_MANY_ORDERS: BinanceErrorCode * SERVICE_SHUTTING_DOWN: BinanceErrorCode * UNSUPPORTED_OPERATION: BinanceErrorCode * INVALID_TIMESTAMP: BinanceErrorCode * INVALID_SIGNATURE: BinanceErrorCode * START_TIME_GREATER_THAN_END_TIME: BinanceErrorCode * NOT_FOUND: BinanceErrorCode * ILLEGAL_CHARS: BinanceErrorCode * TOO_MANY_PARAMETERS: BinanceErrorCode * MANDATORY_PARAM_EMPTY_OR_MALFORMED: BinanceErrorCode * UNKNOWN_PARAM: BinanceErrorCode * UNREAD_PARAMETERS: BinanceErrorCode * PARAM_EMPTY: BinanceErrorCode * PARAM_NOT_REQUIRED: BinanceErrorCode * BAD_ASSET: BinanceErrorCode * BAD_ACCOUNT: BinanceErrorCode * BAD_INSTRUMENT_TYPE: BinanceErrorCode * BAD_PRECISION: BinanceErrorCode * NO_DEPTH: BinanceErrorCode * WITHDRAW_NOT_NEGATIVE: BinanceErrorCode * TIF_NOT_REQUIRED: BinanceErrorCode * INVALID_TIF: BinanceErrorCode * INVALID_ORDER_TYPE: BinanceErrorCode * INVALID_SIDE: BinanceErrorCode * EMPTY_NEW_CL_ORD_ID: BinanceErrorCode * EMPTY_ORG_CL_ORD_ID: BinanceErrorCode * BAD_INTERVAL: BinanceErrorCode * BAD_SYMBOL: BinanceErrorCode * INVALID_SYMBOL_STATUS: BinanceErrorCode * INVALID_LISTEN_KEY: BinanceErrorCode * ASSET_NOT_SUPPORTED: BinanceErrorCode * MORE_THAN_XX_HOURS: BinanceErrorCode * OPTIONAL_PARAMS_BAD_COMBO: BinanceErrorCode * INVALID_PARAMETER: BinanceErrorCode * INVALID_NEW_ORDER_RESP_TYPE: BinanceErrorCode * INVALID_CALLBACK_RATE: BinanceErrorCode * NEW_ORDER_REJECTED: BinanceErrorCode * CANCEL_REJECTED: BinanceErrorCode * CANCEL_ALL_FAIL: BinanceErrorCode * NO_SUCH_ORDER: BinanceErrorCode * BAD_API_KEY_FMT: BinanceErrorCode * REJECTED_MBX_KEY: BinanceErrorCode * NO_TRADING_WINDOW: BinanceErrorCode * API_KEYS_LOCKED: BinanceErrorCode * BALANCE_NOT_SUFFICIENT: BinanceErrorCode * MARGIN_NOT_SUFFICIENT: BinanceErrorCode * UNABLE_TO_FILL: BinanceErrorCode * ORDER_WOULD_IMMEDIATELY_TRIGGER: BinanceErrorCode * REDUCE_ONLY_REJECT: BinanceErrorCode * USER_IN_LIQUIDATION: BinanceErrorCode * POSITION_NOT_SUFFICIENT: BinanceErrorCode * MAX_OPEN_ORDER_EXCEEDED: BinanceErrorCode * REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED: BinanceErrorCode * MAX_LEVERAGE_RATIO: BinanceErrorCode * MIN_LEVERAGE_RATIO: BinanceErrorCode * INVALID_ORDER_STATUS: BinanceErrorCode * PRICE_LESS_THAN_ZERO: BinanceErrorCode * PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * QTY_LESS_THAN_ZERO: BinanceErrorCode * QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * QTY_GREATER_THAN_MAX_QTY: BinanceErrorCode * STOP_PRICE_LESS_THAN_ZERO: BinanceErrorCode * STOP_PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * TICK_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * MAX_QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * STEP_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_NUM_ORDERS_LESS_THAN_ZERO: BinanceErrorCode * PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * PRICE_NOT_INCREASED_BY_TICK_SIZE: BinanceErrorCode * INVALID_CL_ORD_ID_LEN: BinanceErrorCode * PRICE_HIGHTER_THAN_MULTIPLIER_UP: BinanceErrorCode * MULTIPLIER_UP_LESS_THAN_ZERO: BinanceErrorCode * MULTIPLIER_DOWN_LESS_THAN_ZERO: BinanceErrorCode * COMPOSITE_SCALE_OVERFLOW: BinanceErrorCode * TARGET_STRATEGY_INVALID: BinanceErrorCode * INVALID_DEPTH_LIMIT: BinanceErrorCode * WRONG_MARKET_STATUS: BinanceErrorCode * QTY_NOT_INCREASED_BY_STEP_SIZE: BinanceErrorCode * PRICE_LOWER_THAN_MULTIPLIER_DOWN: BinanceErrorCode * MULTIPLIER_DECIMAL_LESS_THAN_ZERO: BinanceErrorCode * COMMISSION_INVALID: BinanceErrorCode * INVALID_ACCOUNT_TYPE: BinanceErrorCode * INVALID_LEVERAGE: BinanceErrorCode * INVALID_TICK_SIZE_PRECISION: BinanceErrorCode * INVALID_STEP_SIZE_PRECISION: BinanceErrorCode * INVALID_WORKING_TYPE: BinanceErrorCode * EXCEED_MAX_CANCEL_ORDER_SIZE: BinanceErrorCode * INSURANCE_ACCOUNT_NOT_FOUND: BinanceErrorCode * INVALID_BALANCE_TYPE: BinanceErrorCode * MAX_STOP_ORDER_EXCEEDED: BinanceErrorCode * NO_NEED_TO_CHANGE_MARGIN_TYPE: BinanceErrorCode * THERE_EXISTS_OPEN_ORDERS: BinanceErrorCode * THERE_EXISTS_QUANTITY: BinanceErrorCode * ADD_ISOLATED_MARGIN_REJECT: BinanceErrorCode * CROSS_BALANCE_INSUFFICIENT: BinanceErrorCode * ISOLATED_BALANCE_INSUFFICIENT: BinanceErrorCode * NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN: BinanceErrorCode * AUTO_ADD_CROSSED_MARGIN_REJECT: BinanceErrorCode * ADD_ISOLATED_MARGIN_NO_POSITION_REJECT: BinanceErrorCode * AMOUNT_MUST_BE_POSITIVE: BinanceErrorCode * INVALID_API_KEY_TYPE: BinanceErrorCode * INVALID_RSA_PUBLIC_KEY: BinanceErrorCode * MAX_PRICE_TOO_LARGE: BinanceErrorCode * NO_NEED_TO_CHANGE_POSITION_SIDE: BinanceErrorCode * INVALID_POSITION_SIDE: BinanceErrorCode * POSITION_SIDE_NOT_MATCH: BinanceErrorCode * REDUCE_ONLY_CONFLICT: BinanceErrorCode * INVALID_OPTIONS_REQUEST_TYPE: BinanceErrorCode * INVALID_OPTIONS_TIME_FRAME: BinanceErrorCode * INVALID_OPTIONS_AMOUNT: BinanceErrorCode * INVALID_OPTIONS_EVENT_TYPE: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_QUANTITY: BinanceErrorCode * INVALID_OPTIONS_PREMIUM_FEE: BinanceErrorCode * INVALID_CL_OPTIONS_ID_LEN: BinanceErrorCode * INVALID_OPTIONS_DIRECTION: BinanceErrorCode * OPTIONS_PREMIUM_NOT_UPDATE: BinanceErrorCode * OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO: BinanceErrorCode * OPTIONS_AMOUNT_BIGGER_THAN_UPPER: BinanceErrorCode * OPTIONS_PREMIUM_OUTPUT_ZERO: BinanceErrorCode * OPTIONS_PREMIUM_TOO_DIFF: BinanceErrorCode * OPTIONS_PREMIUM_REACH_LIMIT: BinanceErrorCode * OPTIONS_COMMON_ERROR: BinanceErrorCode * INVALID_OPTIONS_ID: BinanceErrorCode * OPTIONS_USER_NOT_FOUND: BinanceErrorCode * OPTIONS_NOT_FOUND: BinanceErrorCode * INVALID_BATCH_PLACE_ORDER_SIZE: BinanceErrorCode * PLACE_BATCH_ORDERS_FAIL: BinanceErrorCode * UPCOMING_METHOD: BinanceErrorCode * INVALID_NOTIONAL_LIMIT_COEF: BinanceErrorCode * INVALID_PRICE_SPREAD_THRESHOLD: BinanceErrorCode * REDUCE_ONLY_ORDER_PERMISSION: BinanceErrorCode * NO_PLACE_ORDER_PERMISSION: BinanceErrorCode * INVALID_CONTRACT_TYPE: BinanceErrorCode * INVALID_CLIENT_TRAN_ID_LEN: BinanceErrorCode * DUPLICATED_CLIENT_TRAN_ID: BinanceErrorCode * REDUCE_ONLY_MARGIN_CHECK_FAILED: BinanceErrorCode * MARKET_ORDER_REJECT: BinanceErrorCode * INVALID_ACTIVATION_PRICE: BinanceErrorCode * QUANTITY_EXISTS_WITH_CLOSE_POSITION: BinanceErrorCode * REDUCE_ONLY_MUST_BE_TRUE: BinanceErrorCode * ORDER_TYPE_CANNOT_BE_MKT: BinanceErrorCode * INVALID_OPENING_POSITION_STATUS: BinanceErrorCode * SYMBOL_ALREADY_CLOSED: BinanceErrorCode * STRATEGY_INVALID_TRIGGER_PRICE: BinanceErrorCode * INVALID_PAIR: BinanceErrorCode * ISOLATED_LEVERAGE_REJECT_WITH_POSITION: BinanceErrorCode * MIN_NOTIONAL: BinanceErrorCode * INVALID_TIME_INTERVAL: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_ISOLATED: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_MB: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_OPEN_ORDER: BinanceErrorCode * NO_NEED_TO_CHANGE_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN_2: BinanceErrorCode * PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN: BinanceErrorCode * COOLING_OFF_PERIOD: BinanceErrorCode * ADJUST_LEVERAGE_KYC_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_ONE_MONTH_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_X_DAYS_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_KYC_LIMIT: BinanceErrorCode * ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_SYMBOL_FAILED: BinanceErrorCode * STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * TRADING_QUANTITATIVE_RULE: BinanceErrorCode * COMPLIANCE_RESTRICTION: BinanceErrorCode * COMPLIANCE_BLACK_SYMBOL_RESTRICTION: BinanceErrorCode * ADJUST_LEVERAGE_COMPLIANCE_FAILED: BinanceErrorCode * FOK_ORDER_REJECT: BinanceErrorCode * GTX_ORDER_REJECT: BinanceErrorCode * MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON: BinanceErrorCode * LIMIT_ORDER_ONLY: BinanceErrorCode * EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT: BinanceErrorCode * SAME_ORDER: BinanceErrorCode * ME_RECVWINDOW_REJECT: BinanceErrorCode * INVALID_GOOD_TILL_DATE: BinanceErrorCode Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceExecutionType Inherits from: Enum Class Variables: * NEW: BinanceExecutionType * CANCELED: BinanceExecutionType * CALCULATED: BinanceExecutionType * REJECTED: BinanceExecutionType * TRADE: BinanceExecutionType * EXPIRED: BinanceExecutionType * AMENDMENT: BinanceExecutionType * TRADE_PREVENTION: BinanceExecutionType Class: BinanceFuturesAccountHttpAPI Inherits from: BinanceAccountHttpAPI Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_multiple_orders(self, symbol: str, client_order_ids: list[str], recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_futures_account_info(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesAccountInfo * query_futures_hedge_mode(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesDualSidePosition * query_futures_position_risk(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesPositionRisk] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] * set_futures_hedge_mode(self, dual_side_position: bool, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceStatusCode * set_leverage(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, leverage: typing.Annotated[int, msgspec.Meta(gt=0)], recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesLeverage * set_margin_type(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, margin_type: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesMarginType, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesMarginTypeResponse Class: BinanceFuturesAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] * parse_to_margin_balances(self) -> list[nautilus_trader.model.objects.MarginBalance] Class Variables: * assets: member_descriptor * availableBalance: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * feeTier: member_descriptor * maxWithdrawAmount: member_descriptor * totalCrossUnPnl: member_descriptor * totalCrossWalletBalance: member_descriptor * totalInitialMargin: member_descriptor * totalMaintMargin: member_descriptor * totalMarginBalance: member_descriptor * totalOpenOrderInitialMargin: member_descriptor * totalPositionInitialMargin: member_descriptor * totalUnrealizedProfit: member_descriptor * totalWalletBalance: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesAccountUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesDualSidePosition Inherits from: Struct Class Variables: * dualSidePosition: member_descriptor Class: BinanceFuturesEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_futures_position_side(self, net_size: decimal.Decimal) -> nautilus_trader.core.rust.model.PositionSide * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceFuturesEventType Inherits from: Enum Class Variables: * LISTEN_KEY_EXPIRED: BinanceFuturesEventType * MARGIN_CALL: BinanceFuturesEventType * ACCOUNT_UPDATE: BinanceFuturesEventType * ORDER_TRADE_UPDATE: BinanceFuturesEventType * ACCOUNT_CONFIG_UPDATE: BinanceFuturesEventType * TRADE_LITE: BinanceFuturesEventType * STRATEGY_UPDATE: BinanceFuturesEventType * GRID_UPDATE: BinanceFuturesEventType * CONDITIONAL_ORDER_TRIGGER_REJECT: BinanceFuturesEventType Class: BinanceFuturesExecutionClient Inherits from: BinanceCommonExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class: BinanceFuturesInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceFuturesLeverage Inherits from: Struct Class Variables: * leverage: member_descriptor * maxNotionalValue: member_descriptor * symbol: member_descriptor Class: BinanceFuturesMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_futures_exchange_info(self) -> nautilus_trader.adapters.binance.futures.schemas.market.BinanceFuturesExchangeInfo * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceFuturesOrderUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesPositionRisk Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, enum_parser: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEnumParser, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * entryPrice: member_descriptor * isAutoAddMargin: member_descriptor * isolatedMargin: member_descriptor * leverage: member_descriptor * liquidationPrice: member_descriptor * marginType: member_descriptor * markPrice: member_descriptor * maxNotionalValue: member_descriptor * positionAmt: member_descriptor * positionSide: member_descriptor * symbol: member_descriptor * unRealizedProfit: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesTradeLiteWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesUserDataHttpAPI Inherits from: BinanceUserDataHttpAPI Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: BinanceFuturesUserMsgWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarginAccount Inherits from: Account Class Variables: * default_leverage: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: PyCondition Inherits from: object Class: TaskGroup Inherits from: object Methods: * create_task(self, coro, *, name=None, context=None) Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.adapters.binance.futures.http.account Class: Any Inherits from: object Class: BinanceAccountHttpAPI Inherits from: object Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceClientError Inherits from: BinanceError Class: BinanceFuturesAccountHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesAccountHttp.GetParameters) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesAccountInfo Class: BinanceFuturesAccountHttpAPI Inherits from: BinanceAccountHttpAPI Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_multiple_orders(self, symbol: str, client_order_ids: list[str], recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_futures_account_info(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesAccountInfo * query_futures_hedge_mode(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesDualSidePosition * query_futures_position_risk(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesPositionRisk] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] * set_futures_hedge_mode(self, dual_side_position: bool, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceStatusCode * set_leverage(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, leverage: typing.Annotated[int, msgspec.Meta(gt=0)], recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesLeverage * set_margin_type(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, margin_type: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesMarginType, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesMarginTypeResponse Class: BinanceFuturesAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] * parse_to_margin_balances(self) -> list[nautilus_trader.model.objects.MarginBalance] Class Variables: * assets: member_descriptor * availableBalance: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * feeTier: member_descriptor * maxWithdrawAmount: member_descriptor * totalCrossUnPnl: member_descriptor * totalCrossWalletBalance: member_descriptor * totalInitialMargin: member_descriptor * totalMaintMargin: member_descriptor * totalMarginBalance: member_descriptor * totalOpenOrderInitialMargin: member_descriptor * totalPositionInitialMargin: member_descriptor * totalUnrealizedProfit: member_descriptor * totalWalletBalance: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesAllOpenOrdersHttp Inherits from: BinanceHttpEndpoint Methods: * delete(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesAllOpenOrdersHttp.DeleteParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceStatusCode Class: BinanceFuturesCancelMultipleOrdersHttp Inherits from: BinanceHttpEndpoint Methods: * delete(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesCancelMultipleOrdersHttp.DeleteParameters) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] Class: BinanceFuturesDualSidePosition Inherits from: Struct Class Variables: * dualSidePosition: member_descriptor Class: BinanceFuturesLeverage Inherits from: Struct Class Variables: * leverage: member_descriptor * maxNotionalValue: member_descriptor * symbol: member_descriptor Class: BinanceFuturesLeverageHttp Inherits from: BinanceHttpEndpoint Methods: * post(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesLeverageHttp.PostParameters) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesLeverage Class: BinanceFuturesMarginType Inherits from: Enum Class Variables: * ISOLATED: BinanceFuturesMarginType * CROSS: BinanceFuturesMarginType Class: BinanceFuturesMarginTypeHttp Inherits from: BinanceHttpEndpoint Methods: * post(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesMarginTypeHttp.PostParameters) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesMarginTypeResponse Class: BinanceFuturesMarginTypeResponse Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BinanceFuturesPositionModeHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesPositionModeHttp.GetParameters) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesDualSidePosition * post(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesPositionModeHttp.PostParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceStatusCode Class: BinanceFuturesPositionRisk Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, enum_parser: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEnumParser, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * entryPrice: member_descriptor * isAutoAddMargin: member_descriptor * isolatedMargin: member_descriptor * leverage: member_descriptor * liquidationPrice: member_descriptor * marginType: member_descriptor * markPrice: member_descriptor * maxNotionalValue: member_descriptor * positionAmt: member_descriptor * positionSide: member_descriptor * symbol: member_descriptor * unRealizedProfit: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesPositionRiskHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.futures.http.account.BinanceFuturesPositionRiskHttp.GetParameters) -> list[nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesPositionRisk] Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, treat_expired_as_canceled: bool, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * activatePrice: member_descriptor * avgPrice: member_descriptor * clientOrderId: member_descriptor * closePosition: member_descriptor * cumBase: member_descriptor * cumQuote: member_descriptor * cumulativeQuoteQty: member_descriptor * executedQty: member_descriptor * fills: member_descriptor * goodTillDate: member_descriptor * icebergQty: member_descriptor * isWorking: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * origQty: member_descriptor * origQuoteOrderQty: member_descriptor * origType: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * priceProtect: member_descriptor * priceRate: member_descriptor * reduceOnly: member_descriptor * selfTradePreventionMode: member_descriptor * side: member_descriptor * status: member_descriptor * stopPrice: member_descriptor * symbol: member_descriptor * time: member_descriptor * timeInForce: member_descriptor * transactTime: member_descriptor * type: member_descriptor * updateTime: member_descriptor * workingTime: member_descriptor * workingType: member_descriptor Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceStatusCode Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Module: nautilus_trader.adapters.binance.futures.http.market Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceFuturesExchangeInfo Inherits from: Struct Class Variables: * assets: member_descriptor * exchangeFilters: member_descriptor * rateLimits: member_descriptor * serverTime: member_descriptor * symbols: member_descriptor * timezone: member_descriptor Class: BinanceFuturesExchangeInfoHttp Inherits from: BinanceHttpEndpoint Methods: * get(self) -> nautilus_trader.adapters.binance.futures.schemas.market.BinanceFuturesExchangeInfo Class: BinanceFuturesMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_futures_exchange_info(self) -> nautilus_trader.adapters.binance.futures.schemas.market.BinanceFuturesExchangeInfo * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceMarketHttpAPI Inherits from: object Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.binance.futures.http.user Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceFuturesUserDataHttpAPI Inherits from: BinanceUserDataHttpAPI Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceUserDataHttpAPI Inherits from: object Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Module: nautilus_trader.adapters.binance.futures.http.wallet Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceFuturesCommissionRate Inherits from: Struct Class Variables: * makerCommissionRate: member_descriptor * symbol: member_descriptor * takerCommissionRate: member_descriptor Class: BinanceFuturesCommissionRateHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.futures.http.wallet.BinanceFuturesCommissionRateHttp.GetParameters) -> nautilus_trader.adapters.binance.futures.schemas.wallet.BinanceFuturesCommissionRate Class: BinanceFuturesWalletHttpAPI Inherits from: object Methods: * query_futures_commission_rate(self, symbol: str, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.wallet.BinanceFuturesCommissionRate Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Module: nautilus_trader.adapters.binance.futures.providers Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceFuturesAccountHttpAPI Inherits from: BinanceAccountHttpAPI Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_multiple_orders(self, symbol: str, client_order_ids: list[str], recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_futures_account_info(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesAccountInfo * query_futures_hedge_mode(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesDualSidePosition * query_futures_position_risk(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesPositionRisk] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] * set_futures_hedge_mode(self, dual_side_position: bool, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceStatusCode * set_leverage(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, leverage: typing.Annotated[int, msgspec.Meta(gt=0)], recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesLeverage * set_margin_type(self, symbol: nautilus_trader.adapters.binance.common.symbol.BinanceSymbol, margin_type: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesMarginType, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.account.BinanceFuturesMarginTypeResponse Class: BinanceFuturesCommissionRate Inherits from: Struct Class Variables: * makerCommissionRate: member_descriptor * symbol: member_descriptor * takerCommissionRate: member_descriptor Class: BinanceFuturesContractStatus Inherits from: Enum Class Variables: * PENDING_TRADING: BinanceFuturesContractStatus * TRADING: BinanceFuturesContractStatus * PRE_DELIVERING: BinanceFuturesContractStatus * DELIVERING: BinanceFuturesContractStatus * DELIVERED: BinanceFuturesContractStatus * PRE_SETTLE: BinanceFuturesContractStatus * SETTLING: BinanceFuturesContractStatus * CLOSE: BinanceFuturesContractStatus Class: BinanceFuturesContractType Inherits from: Enum Class Variables: * PERPETUAL: BinanceFuturesContractType * CURRENT_MONTH: BinanceFuturesContractType * NEXT_MONTH: BinanceFuturesContractType * CURRENT_QUARTER: BinanceFuturesContractType * NEXT_QUARTER: BinanceFuturesContractType * PERPETUAL_DELIVERING: BinanceFuturesContractType * CURRENT_QUARTER_DELIVERING: BinanceFuturesContractType Class: BinanceFuturesFeeRates Inherits from: Struct Class Variables: * feeTier: member_descriptor * maker: member_descriptor * taker: member_descriptor Class: BinanceFuturesInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceFuturesMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_futures_exchange_info(self) -> nautilus_trader.adapters.binance.futures.schemas.market.BinanceFuturesExchangeInfo * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceFuturesPositionRisk Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, enum_parser: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEnumParser, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * entryPrice: member_descriptor * isAutoAddMargin: member_descriptor * isolatedMargin: member_descriptor * leverage: member_descriptor * liquidationPrice: member_descriptor * marginType: member_descriptor * markPrice: member_descriptor * maxNotionalValue: member_descriptor * positionAmt: member_descriptor * positionSide: member_descriptor * symbol: member_descriptor * unRealizedProfit: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesSymbolInfo Inherits from: Struct Methods: * parse_to_base_currency(self) * parse_to_quote_currency(self) Class Variables: * baseAsset: member_descriptor * baseAssetPrecision: member_descriptor * contractType: member_descriptor * deliveryDate: member_descriptor * filters: member_descriptor * liquidationFee: member_descriptor * maintMarginPercent: member_descriptor * marginAsset: member_descriptor * marketTakeBound: member_descriptor * onboardDate: member_descriptor * orderTypes: member_descriptor * pair: member_descriptor * pricePrecision: member_descriptor * quantityPrecision: member_descriptor * quoteAsset: member_descriptor * quotePrecision: member_descriptor * requiredMarginPercent: member_descriptor * settlePlan: member_descriptor * status: member_descriptor * symbol: member_descriptor * timeInForce: member_descriptor * triggerProtect: member_descriptor * underlyingSubType: member_descriptor * underlyingType: member_descriptor Class: BinanceFuturesWalletHttpAPI Inherits from: object Methods: * query_futures_commission_rate(self, symbol: str, recv_window: str | None = None) -> nautilus_trader.adapters.binance.futures.schemas.wallet.BinanceFuturesCommissionRate Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbolFilter Inherits from: Struct Class Variables: * applyMaxToMarket: member_descriptor * applyMinToMarket: member_descriptor * askMultiplierDown: member_descriptor * askMultiplierUp: member_descriptor * avgPriceMins: member_descriptor * bidMultiplierDown: member_descriptor * bidMultiplierUp: member_descriptor * filterType: member_descriptor * limit: member_descriptor * maxNotional: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumIcebergOrders: member_descriptor * maxNumOrders: member_descriptor * maxPosition: member_descriptor * maxPrice: member_descriptor * maxQty: member_descriptor * maxTrailingAboveDelta: member_descriptor * maxTrailingBelowDelta: member_descriptor * minNotional: member_descriptor * minPrice: member_descriptor * minQty: member_descriptor * minTrailingAboveDelta: member_descriptor * minTrailingBelowDelta: member_descriptor * multiplierDecimal: member_descriptor * multiplierDown: member_descriptor * multiplierUp: member_descriptor * notional: member_descriptor * stepSize: member_descriptor * tickSize: member_descriptor Class: BinanceSymbolFilterType Inherits from: Enum Class Variables: * PRICE_FILTER: BinanceSymbolFilterType * PERCENT_PRICE: BinanceSymbolFilterType * PERCENT_PRICE_BY_SIDE: BinanceSymbolFilterType * LOT_SIZE: BinanceSymbolFilterType * MIN_NOTIONAL: BinanceSymbolFilterType * NOTIONAL: BinanceSymbolFilterType * ICEBERG_PARTS: BinanceSymbolFilterType * MARKET_LOT_SIZE: BinanceSymbolFilterType * MAX_NUM_ORDERS: BinanceSymbolFilterType * MAX_NUM_ALGO_ORDERS: BinanceSymbolFilterType * MAX_NUM_ICEBERG_ORDERS: BinanceSymbolFilterType * MAX_POSITION: BinanceSymbolFilterType * TRAILING_DELTA: BinanceSymbolFilterType * POSITION_RISK_CONTROL: BinanceSymbolFilterType Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Symbol Inherits from: Identifier Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.binance.futures.schemas.account Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: BinanceFuturesAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] * parse_to_margin_balances(self) -> list[nautilus_trader.model.objects.MarginBalance] Class Variables: * assets: member_descriptor * availableBalance: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * feeTier: member_descriptor * maxWithdrawAmount: member_descriptor * totalCrossUnPnl: member_descriptor * totalCrossWalletBalance: member_descriptor * totalInitialMargin: member_descriptor * totalMaintMargin: member_descriptor * totalMarginBalance: member_descriptor * totalOpenOrderInitialMargin: member_descriptor * totalPositionInitialMargin: member_descriptor * totalUnrealizedProfit: member_descriptor * totalWalletBalance: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesBalanceInfo Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance Class Variables: * asset: member_descriptor * availableBalance: member_descriptor * crossUnPnl: member_descriptor * crossWalletBalance: member_descriptor * initialMargin: member_descriptor * maintMargin: member_descriptor * marginAvailable: member_descriptor * marginBalance: member_descriptor * maxWithdrawAmount: member_descriptor * openOrderInitialMargin: member_descriptor * positionInitialMargin: member_descriptor * unrealizedProfit: member_descriptor * updateTime: member_descriptor * walletBalance: member_descriptor Class: BinanceFuturesDualSidePosition Inherits from: Struct Class Variables: * dualSidePosition: member_descriptor Class: BinanceFuturesEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_futures_position_side(self, net_size: decimal.Decimal) -> nautilus_trader.core.rust.model.PositionSide * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceFuturesFeeRates Inherits from: Struct Class Variables: * feeTier: member_descriptor * maker: member_descriptor * taker: member_descriptor Class: BinanceFuturesLeverage Inherits from: Struct Class Variables: * leverage: member_descriptor * maxNotionalValue: member_descriptor * symbol: member_descriptor Class: BinanceFuturesMarginTypeResponse Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BinanceFuturesPositionRisk Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, enum_parser: nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEnumParser, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * entryPrice: member_descriptor * isAutoAddMargin: member_descriptor * isolatedMargin: member_descriptor * leverage: member_descriptor * liquidationPrice: member_descriptor * marginType: member_descriptor * markPrice: member_descriptor * maxNotionalValue: member_descriptor * positionAmt: member_descriptor * positionSide: member_descriptor * symbol: member_descriptor * unRealizedProfit: member_descriptor * updateTime: member_descriptor Class: BinanceFuturesPositionSide Inherits from: Enum Class Variables: * BOTH: BinanceFuturesPositionSide * LONG: BinanceFuturesPositionSide * SHORT: BinanceFuturesPositionSide Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.adapters.binance.futures.schemas.market Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: BinanceExchangeFilter Inherits from: Struct Class Variables: * filterType: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumOrders: member_descriptor Class: BinanceFuturesAsset Inherits from: Struct Class Variables: * asset: member_descriptor * autoAssetExchange: member_descriptor * marginAvailable: member_descriptor Class: BinanceFuturesContractStatus Inherits from: Enum Class Variables: * PENDING_TRADING: BinanceFuturesContractStatus * TRADING: BinanceFuturesContractStatus * PRE_DELIVERING: BinanceFuturesContractStatus * DELIVERING: BinanceFuturesContractStatus * DELIVERED: BinanceFuturesContractStatus * PRE_SETTLE: BinanceFuturesContractStatus * SETTLING: BinanceFuturesContractStatus * CLOSE: BinanceFuturesContractStatus Class: BinanceFuturesExchangeInfo Inherits from: Struct Class Variables: * assets: member_descriptor * exchangeFilters: member_descriptor * rateLimits: member_descriptor * serverTime: member_descriptor * symbols: member_descriptor * timezone: member_descriptor Class: BinanceFuturesFundRate Inherits from: Struct Class Variables: * fundingRate: member_descriptor * fundingTime: member_descriptor * symbol: member_descriptor Class: BinanceFuturesMarkFunding Inherits from: Struct Class Variables: * estimatedSettlePrice: member_descriptor * indexPrice: member_descriptor * interestRate: member_descriptor * lastFundingRate: member_descriptor * markPrice: member_descriptor * nextFundingTime: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BinanceFuturesMarkPriceAllMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesMarkPriceData Inherits from: Struct Methods: * parse_to_binance_futures_mark_price_update(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.adapters.binance.futures.types.BinanceFuturesMarkPriceUpdate Class Variables: * E: member_descriptor * P: member_descriptor * T: member_descriptor * e: member_descriptor * i: member_descriptor * p: member_descriptor * r: member_descriptor * s: member_descriptor Class: BinanceFuturesMarkPriceMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesMarkPriceUpdate Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceFuturesMarkPriceUpdate' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceFuturesMarkPriceUpdate') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: BinanceFuturesSymbolInfo Inherits from: Struct Methods: * parse_to_base_currency(self) * parse_to_quote_currency(self) Class Variables: * baseAsset: member_descriptor * baseAssetPrecision: member_descriptor * contractType: member_descriptor * deliveryDate: member_descriptor * filters: member_descriptor * liquidationFee: member_descriptor * maintMarginPercent: member_descriptor * marginAsset: member_descriptor * marketTakeBound: member_descriptor * onboardDate: member_descriptor * orderTypes: member_descriptor * pair: member_descriptor * pricePrecision: member_descriptor * quantityPrecision: member_descriptor * quoteAsset: member_descriptor * quotePrecision: member_descriptor * requiredMarginPercent: member_descriptor * settlePlan: member_descriptor * status: member_descriptor * symbol: member_descriptor * timeInForce: member_descriptor * triggerProtect: member_descriptor * underlyingSubType: member_descriptor * underlyingType: member_descriptor Class: BinanceFuturesTradeData Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * E: member_descriptor * T: member_descriptor * e: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor * s: member_descriptor * t: member_descriptor Class: BinanceFuturesTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceRateLimit Inherits from: Struct Class Variables: * count: member_descriptor * interval: member_descriptor * intervalNum: member_descriptor * limit: member_descriptor * rateLimitType: member_descriptor Class: BinanceSymbolFilter Inherits from: Struct Class Variables: * applyMaxToMarket: member_descriptor * applyMinToMarket: member_descriptor * askMultiplierDown: member_descriptor * askMultiplierUp: member_descriptor * avgPriceMins: member_descriptor * bidMultiplierDown: member_descriptor * bidMultiplierUp: member_descriptor * filterType: member_descriptor * limit: member_descriptor * maxNotional: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumIcebergOrders: member_descriptor * maxNumOrders: member_descriptor * maxPosition: member_descriptor * maxPrice: member_descriptor * maxQty: member_descriptor * maxTrailingAboveDelta: member_descriptor * maxTrailingBelowDelta: member_descriptor * minNotional: member_descriptor * minPrice: member_descriptor * minQty: member_descriptor * minTrailingAboveDelta: member_descriptor * minTrailingBelowDelta: member_descriptor * multiplierDecimal: member_descriptor * multiplierDown: member_descriptor * multiplierUp: member_descriptor * notional: member_descriptor * stepSize: member_descriptor * tickSize: member_descriptor Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyType Inherits from: IntFlag Class Variables: * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.futures.schemas.user Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: BinanceCommonExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class Variables: * use_position_ids: property * treat_expired_as_canceled: property Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceExecutionType Inherits from: Enum Class Variables: * NEW: BinanceExecutionType * CANCELED: BinanceExecutionType * CALCULATED: BinanceExecutionType * REJECTED: BinanceExecutionType * TRADE: BinanceExecutionType * EXPIRED: BinanceExecutionType * AMENDMENT: BinanceExecutionType * TRADE_PREVENTION: BinanceExecutionType Class: BinanceFuturesAccountUpdateData Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] Class Variables: * B: member_descriptor * P: member_descriptor * m: member_descriptor Class: BinanceFuturesAccountUpdateMsg Inherits from: Struct Methods: * handle_account_update(self, exec_client: nautilus_trader.adapters.binance.execution.BinanceCommonExecutionClient) Class Variables: * E: member_descriptor * T: member_descriptor * a: member_descriptor * e: member_descriptor Class: BinanceFuturesAccountUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesBalance Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance Class Variables: * a: member_descriptor * bc: member_descriptor * cw: member_descriptor * wb: member_descriptor Class: BinanceFuturesEventType Inherits from: Enum Class Variables: * LISTEN_KEY_EXPIRED: BinanceFuturesEventType * MARGIN_CALL: BinanceFuturesEventType * ACCOUNT_UPDATE: BinanceFuturesEventType * ORDER_TRADE_UPDATE: BinanceFuturesEventType * ACCOUNT_CONFIG_UPDATE: BinanceFuturesEventType * TRADE_LITE: BinanceFuturesEventType * STRATEGY_UPDATE: BinanceFuturesEventType * GRID_UPDATE: BinanceFuturesEventType * CONDITIONAL_ORDER_TRIGGER_REJECT: BinanceFuturesEventType Class: BinanceFuturesMarginCallMsg Inherits from: Struct Class Variables: * E: member_descriptor * cw: member_descriptor * e: member_descriptor * p: member_descriptor Class: BinanceFuturesOrderData Inherits from: Struct Methods: * handle_order_trade_update(self, exec_client: nautilus_trader.adapters.binance.execution.BinanceCommonExecutionClient) -> None * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId, ts_event: int, ts_init: int, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * AP: member_descriptor * L: member_descriptor * N: member_descriptor * R: member_descriptor * S: member_descriptor * T: member_descriptor * X: member_descriptor * a: member_descriptor * ap: member_descriptor * b: member_descriptor * c: member_descriptor * cp: member_descriptor * cr: member_descriptor * f: member_descriptor * gtd: member_descriptor * i: member_descriptor * l: member_descriptor * m: member_descriptor * n: member_descriptor * o: member_descriptor * ot: member_descriptor * p: member_descriptor * pP: member_descriptor * ps: member_descriptor * q: member_descriptor * rp: member_descriptor * s: member_descriptor * si: member_descriptor * sp: member_descriptor * ss: member_descriptor * t: member_descriptor * wt: member_descriptor * x: member_descriptor * z: member_descriptor Class: BinanceFuturesOrderUpdateMsg Inherits from: Struct Class Variables: * E: member_descriptor * T: member_descriptor * e: member_descriptor * o: member_descriptor Class: BinanceFuturesOrderUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesPosition Inherits from: Struct Class Variables: * cr: member_descriptor * ep: member_descriptor * iw: member_descriptor * mt: member_descriptor * pa: member_descriptor * ps: member_descriptor * s: member_descriptor * up: member_descriptor Class: BinanceFuturesPositionSide Inherits from: Enum Class Variables: * BOTH: BinanceFuturesPositionSide * LONG: BinanceFuturesPositionSide * SHORT: BinanceFuturesPositionSide Class: BinanceFuturesPositionUpdateReason Inherits from: Enum Class Variables: * DEPOSIT: BinanceFuturesPositionUpdateReason * WITHDRAW: BinanceFuturesPositionUpdateReason * ORDER: BinanceFuturesPositionUpdateReason * FUNDING_FEE: BinanceFuturesPositionUpdateReason * WITHDRAW_REJECT: BinanceFuturesPositionUpdateReason * ADJUSTMENT: BinanceFuturesPositionUpdateReason * INSURANCE_CLEAR: BinanceFuturesPositionUpdateReason * ADMIN_DEPOSIT: BinanceFuturesPositionUpdateReason * ADMIN_WITHDRAW: BinanceFuturesPositionUpdateReason * MARGIN_TRANSFER: BinanceFuturesPositionUpdateReason * MARGIN_TYPE_CHANGE: BinanceFuturesPositionUpdateReason * ASSET_TRANSFER: BinanceFuturesPositionUpdateReason * OPTIONS_PREMIUM_FEE: BinanceFuturesPositionUpdateReason * OPTIONS_SETTLE_PROFIT: BinanceFuturesPositionUpdateReason * AUTO_EXCHANGE: BinanceFuturesPositionUpdateReason * COIN_SWAP_DEPOSIT: BinanceFuturesPositionUpdateReason * COIN_SWAP_WITHDRAW: BinanceFuturesPositionUpdateReason Class: BinanceFuturesTradeLiteMsg Inherits from: Struct Methods: * to_order_data(self) -> nautilus_trader.adapters.binance.futures.schemas.user.BinanceFuturesOrderData Class Variables: * E: member_descriptor * L: member_descriptor * S: member_descriptor * T: member_descriptor * c: member_descriptor * e: member_descriptor * i: member_descriptor * l: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor * s: member_descriptor * t: member_descriptor Class: BinanceFuturesTradeLiteWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesUserMsgData Inherits from: Struct Class Variables: * e: member_descriptor Class: BinanceFuturesUserMsgWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceFuturesWorkingType Inherits from: Enum Class Variables: * MARK_PRICE: BinanceFuturesWorkingType * CONTRACT_PRICE: BinanceFuturesWorkingType Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceOrderStatus Inherits from: Enum Class Variables: * NEW: BinanceOrderStatus * PARTIALLY_FILLED: BinanceOrderStatus * FILLED: BinanceOrderStatus * CANCELED: BinanceOrderStatus * PENDING_CANCEL: BinanceOrderStatus * REJECTED: BinanceOrderStatus * EXPIRED: BinanceOrderStatus * EXPIRED_IN_MATCH: BinanceOrderStatus * NEW_INSURANCE: BinanceOrderStatus * NEW_ADL: BinanceOrderStatus Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: MarginCallPosition Inherits from: Struct Class Variables: * iw: member_descriptor * mm: member_descriptor * mp: member_descriptor * mt: member_descriptor * pa: member_descriptor * ps: member_descriptor * s: member_descriptor * up: member_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionId Inherits from: Identifier Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.binance.futures.schemas.wallet Class: BinanceFuturesCommissionRate Inherits from: Struct Class Variables: * makerCommissionRate: member_descriptor * symbol: member_descriptor * takerCommissionRate: member_descriptor Module: nautilus_trader.adapters.binance.futures.types Class: Any Inherits from: object Class: BinanceFuturesMarkPriceUpdate Inherits from: Data Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceFuturesMarkPriceUpdate' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceFuturesMarkPriceUpdate') -> 'dict[str, Any]' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.adapters.binance.http.account Class: BinanceAccountHttpAPI Inherits from: object Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceAllOrdersHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.account.BinanceAllOrdersHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] Class: BinanceFuturesPositionSide Inherits from: Enum Class Variables: * BOTH: BinanceFuturesPositionSide * LONG: BinanceFuturesPositionSide * SHORT: BinanceFuturesPositionSide Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceNewOrderRespType Inherits from: Enum Class Variables: * ACK: BinanceNewOrderRespType * RESULT: BinanceNewOrderRespType * FULL: BinanceNewOrderRespType Class: BinanceOpenOrdersHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.account.BinanceOpenOrdersHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] Class: BinanceOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, treat_expired_as_canceled: bool, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * activatePrice: member_descriptor * avgPrice: member_descriptor * clientOrderId: member_descriptor * closePosition: member_descriptor * cumBase: member_descriptor * cumQuote: member_descriptor * cumulativeQuoteQty: member_descriptor * executedQty: member_descriptor * fills: member_descriptor * goodTillDate: member_descriptor * icebergQty: member_descriptor * isWorking: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * origQty: member_descriptor * origQuoteOrderQty: member_descriptor * origType: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * priceProtect: member_descriptor * priceRate: member_descriptor * reduceOnly: member_descriptor * selfTradePreventionMode: member_descriptor * side: member_descriptor * status: member_descriptor * stopPrice: member_descriptor * symbol: member_descriptor * time: member_descriptor * timeInForce: member_descriptor * transactTime: member_descriptor * type: member_descriptor * updateTime: member_descriptor * workingTime: member_descriptor * workingType: member_descriptor Class: BinanceOrderHttp Inherits from: BinanceHttpEndpoint Methods: * delete(self, params: nautilus_trader.adapters.binance.http.account.BinanceOrderHttp.GetDeleteParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * get(self, params: nautilus_trader.adapters.binance.http.account.BinanceOrderHttp.GetDeleteParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * post(self, params: nautilus_trader.adapters.binance.http.account.BinanceOrderHttp.PostParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * put(self, params: nautilus_trader.adapters.binance.http.account.BinanceOrderHttp.PutParameters) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: BinanceUserTrade Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int, use_position_ids: bool = True) -> nautilus_trader.execution.reports.FillReport Class Variables: * baseQty: member_descriptor * buyer: member_descriptor * commission: member_descriptor * commissionAsset: member_descriptor * id: member_descriptor * isBestMatch: member_descriptor * isBuyer: member_descriptor * isMaker: member_descriptor * maker: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * qty: member_descriptor * quoteQty: member_descriptor * realizedPnl: member_descriptor * side: member_descriptor * symbol: member_descriptor * time: member_descriptor * tradeId: member_descriptor Class: BinanceUserTradesHttp Inherits from: BinanceHttpEndpoint Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.binance.http.client Class: Any Inherits from: object Class: BinanceClientError Inherits from: BinanceError Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceKeyType Inherits from: Enum Class Variables: * HMAC: BinanceKeyType * RSA: BinanceKeyType * ED25519: BinanceKeyType Class: BinanceServerError Inherits from: BinanceError Class: HttpClient Inherits from: object Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: HttpResponse Inherits from: object Class Variables: * body: getset_descriptor * status: getset_descriptor * headers: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: Quota Inherits from: object Module: nautilus_trader.adapters.binance.http.endpoint Class: Any Inherits from: object Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbols Inherits from: str Methods: * parse_str_to_list(self) -> 'list[BinanceSymbol]' Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.binance.http.error Class: BinanceClientError Inherits from: BinanceError Class: BinanceError Inherits from: Exception Class: BinanceErrorCode Inherits from: Enum Class Variables: * UNKNOWN: BinanceErrorCode * DISCONNECTED: BinanceErrorCode * UNAUTHORIZED: BinanceErrorCode * TOO_MANY_REQUESTS: BinanceErrorCode * DUPLICATE_IP: BinanceErrorCode * NO_SUCH_IP: BinanceErrorCode * UNEXPECTED_RESP: BinanceErrorCode * TIMEOUT: BinanceErrorCode * SERVER_BUSY: BinanceErrorCode * ERROR_MSG_RECEIVED: BinanceErrorCode * NON_WHITE_LIST: BinanceErrorCode * INVALID_MESSAGE: BinanceErrorCode * UNKNOWN_ORDER_COMPOSITION: BinanceErrorCode * TOO_MANY_ORDERS: BinanceErrorCode * SERVICE_SHUTTING_DOWN: BinanceErrorCode * UNSUPPORTED_OPERATION: BinanceErrorCode * INVALID_TIMESTAMP: BinanceErrorCode * INVALID_SIGNATURE: BinanceErrorCode * START_TIME_GREATER_THAN_END_TIME: BinanceErrorCode * NOT_FOUND: BinanceErrorCode * ILLEGAL_CHARS: BinanceErrorCode * TOO_MANY_PARAMETERS: BinanceErrorCode * MANDATORY_PARAM_EMPTY_OR_MALFORMED: BinanceErrorCode * UNKNOWN_PARAM: BinanceErrorCode * UNREAD_PARAMETERS: BinanceErrorCode * PARAM_EMPTY: BinanceErrorCode * PARAM_NOT_REQUIRED: BinanceErrorCode * BAD_ASSET: BinanceErrorCode * BAD_ACCOUNT: BinanceErrorCode * BAD_INSTRUMENT_TYPE: BinanceErrorCode * BAD_PRECISION: BinanceErrorCode * NO_DEPTH: BinanceErrorCode * WITHDRAW_NOT_NEGATIVE: BinanceErrorCode * TIF_NOT_REQUIRED: BinanceErrorCode * INVALID_TIF: BinanceErrorCode * INVALID_ORDER_TYPE: BinanceErrorCode * INVALID_SIDE: BinanceErrorCode * EMPTY_NEW_CL_ORD_ID: BinanceErrorCode * EMPTY_ORG_CL_ORD_ID: BinanceErrorCode * BAD_INTERVAL: BinanceErrorCode * BAD_SYMBOL: BinanceErrorCode * INVALID_SYMBOL_STATUS: BinanceErrorCode * INVALID_LISTEN_KEY: BinanceErrorCode * ASSET_NOT_SUPPORTED: BinanceErrorCode * MORE_THAN_XX_HOURS: BinanceErrorCode * OPTIONAL_PARAMS_BAD_COMBO: BinanceErrorCode * INVALID_PARAMETER: BinanceErrorCode * INVALID_NEW_ORDER_RESP_TYPE: BinanceErrorCode * INVALID_CALLBACK_RATE: BinanceErrorCode * NEW_ORDER_REJECTED: BinanceErrorCode * CANCEL_REJECTED: BinanceErrorCode * CANCEL_ALL_FAIL: BinanceErrorCode * NO_SUCH_ORDER: BinanceErrorCode * BAD_API_KEY_FMT: BinanceErrorCode * REJECTED_MBX_KEY: BinanceErrorCode * NO_TRADING_WINDOW: BinanceErrorCode * API_KEYS_LOCKED: BinanceErrorCode * BALANCE_NOT_SUFFICIENT: BinanceErrorCode * MARGIN_NOT_SUFFICIENT: BinanceErrorCode * UNABLE_TO_FILL: BinanceErrorCode * ORDER_WOULD_IMMEDIATELY_TRIGGER: BinanceErrorCode * REDUCE_ONLY_REJECT: BinanceErrorCode * USER_IN_LIQUIDATION: BinanceErrorCode * POSITION_NOT_SUFFICIENT: BinanceErrorCode * MAX_OPEN_ORDER_EXCEEDED: BinanceErrorCode * REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED: BinanceErrorCode * MAX_LEVERAGE_RATIO: BinanceErrorCode * MIN_LEVERAGE_RATIO: BinanceErrorCode * INVALID_ORDER_STATUS: BinanceErrorCode * PRICE_LESS_THAN_ZERO: BinanceErrorCode * PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * QTY_LESS_THAN_ZERO: BinanceErrorCode * QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * QTY_GREATER_THAN_MAX_QTY: BinanceErrorCode * STOP_PRICE_LESS_THAN_ZERO: BinanceErrorCode * STOP_PRICE_GREATER_THAN_MAX_PRICE: BinanceErrorCode * TICK_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * MAX_QTY_LESS_THAN_MIN_QTY: BinanceErrorCode * STEP_SIZE_LESS_THAN_ZERO: BinanceErrorCode * MAX_NUM_ORDERS_LESS_THAN_ZERO: BinanceErrorCode * PRICE_LESS_THAN_MIN_PRICE: BinanceErrorCode * PRICE_NOT_INCREASED_BY_TICK_SIZE: BinanceErrorCode * INVALID_CL_ORD_ID_LEN: BinanceErrorCode * PRICE_HIGHTER_THAN_MULTIPLIER_UP: BinanceErrorCode * MULTIPLIER_UP_LESS_THAN_ZERO: BinanceErrorCode * MULTIPLIER_DOWN_LESS_THAN_ZERO: BinanceErrorCode * COMPOSITE_SCALE_OVERFLOW: BinanceErrorCode * TARGET_STRATEGY_INVALID: BinanceErrorCode * INVALID_DEPTH_LIMIT: BinanceErrorCode * WRONG_MARKET_STATUS: BinanceErrorCode * QTY_NOT_INCREASED_BY_STEP_SIZE: BinanceErrorCode * PRICE_LOWER_THAN_MULTIPLIER_DOWN: BinanceErrorCode * MULTIPLIER_DECIMAL_LESS_THAN_ZERO: BinanceErrorCode * COMMISSION_INVALID: BinanceErrorCode * INVALID_ACCOUNT_TYPE: BinanceErrorCode * INVALID_LEVERAGE: BinanceErrorCode * INVALID_TICK_SIZE_PRECISION: BinanceErrorCode * INVALID_STEP_SIZE_PRECISION: BinanceErrorCode * INVALID_WORKING_TYPE: BinanceErrorCode * EXCEED_MAX_CANCEL_ORDER_SIZE: BinanceErrorCode * INSURANCE_ACCOUNT_NOT_FOUND: BinanceErrorCode * INVALID_BALANCE_TYPE: BinanceErrorCode * MAX_STOP_ORDER_EXCEEDED: BinanceErrorCode * NO_NEED_TO_CHANGE_MARGIN_TYPE: BinanceErrorCode * THERE_EXISTS_OPEN_ORDERS: BinanceErrorCode * THERE_EXISTS_QUANTITY: BinanceErrorCode * ADD_ISOLATED_MARGIN_REJECT: BinanceErrorCode * CROSS_BALANCE_INSUFFICIENT: BinanceErrorCode * ISOLATED_BALANCE_INSUFFICIENT: BinanceErrorCode * NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN: BinanceErrorCode * AUTO_ADD_CROSSED_MARGIN_REJECT: BinanceErrorCode * ADD_ISOLATED_MARGIN_NO_POSITION_REJECT: BinanceErrorCode * AMOUNT_MUST_BE_POSITIVE: BinanceErrorCode * INVALID_API_KEY_TYPE: BinanceErrorCode * INVALID_RSA_PUBLIC_KEY: BinanceErrorCode * MAX_PRICE_TOO_LARGE: BinanceErrorCode * NO_NEED_TO_CHANGE_POSITION_SIDE: BinanceErrorCode * INVALID_POSITION_SIDE: BinanceErrorCode * POSITION_SIDE_NOT_MATCH: BinanceErrorCode * REDUCE_ONLY_CONFLICT: BinanceErrorCode * INVALID_OPTIONS_REQUEST_TYPE: BinanceErrorCode * INVALID_OPTIONS_TIME_FRAME: BinanceErrorCode * INVALID_OPTIONS_AMOUNT: BinanceErrorCode * INVALID_OPTIONS_EVENT_TYPE: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS: BinanceErrorCode * POSITION_SIDE_CHANGE_EXISTS_QUANTITY: BinanceErrorCode * INVALID_OPTIONS_PREMIUM_FEE: BinanceErrorCode * INVALID_CL_OPTIONS_ID_LEN: BinanceErrorCode * INVALID_OPTIONS_DIRECTION: BinanceErrorCode * OPTIONS_PREMIUM_NOT_UPDATE: BinanceErrorCode * OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO: BinanceErrorCode * OPTIONS_AMOUNT_BIGGER_THAN_UPPER: BinanceErrorCode * OPTIONS_PREMIUM_OUTPUT_ZERO: BinanceErrorCode * OPTIONS_PREMIUM_TOO_DIFF: BinanceErrorCode * OPTIONS_PREMIUM_REACH_LIMIT: BinanceErrorCode * OPTIONS_COMMON_ERROR: BinanceErrorCode * INVALID_OPTIONS_ID: BinanceErrorCode * OPTIONS_USER_NOT_FOUND: BinanceErrorCode * OPTIONS_NOT_FOUND: BinanceErrorCode * INVALID_BATCH_PLACE_ORDER_SIZE: BinanceErrorCode * PLACE_BATCH_ORDERS_FAIL: BinanceErrorCode * UPCOMING_METHOD: BinanceErrorCode * INVALID_NOTIONAL_LIMIT_COEF: BinanceErrorCode * INVALID_PRICE_SPREAD_THRESHOLD: BinanceErrorCode * REDUCE_ONLY_ORDER_PERMISSION: BinanceErrorCode * NO_PLACE_ORDER_PERMISSION: BinanceErrorCode * INVALID_CONTRACT_TYPE: BinanceErrorCode * INVALID_CLIENT_TRAN_ID_LEN: BinanceErrorCode * DUPLICATED_CLIENT_TRAN_ID: BinanceErrorCode * REDUCE_ONLY_MARGIN_CHECK_FAILED: BinanceErrorCode * MARKET_ORDER_REJECT: BinanceErrorCode * INVALID_ACTIVATION_PRICE: BinanceErrorCode * QUANTITY_EXISTS_WITH_CLOSE_POSITION: BinanceErrorCode * REDUCE_ONLY_MUST_BE_TRUE: BinanceErrorCode * ORDER_TYPE_CANNOT_BE_MKT: BinanceErrorCode * INVALID_OPENING_POSITION_STATUS: BinanceErrorCode * SYMBOL_ALREADY_CLOSED: BinanceErrorCode * STRATEGY_INVALID_TRIGGER_PRICE: BinanceErrorCode * INVALID_PAIR: BinanceErrorCode * ISOLATED_LEVERAGE_REJECT_WITH_POSITION: BinanceErrorCode * MIN_NOTIONAL: BinanceErrorCode * INVALID_TIME_INTERVAL: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_ISOLATED: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_MB: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_OPEN_ORDER: BinanceErrorCode * NO_NEED_TO_CHANGE_JOINT_MARGIN: BinanceErrorCode * JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE: BinanceErrorCode * ISOLATED_REJECT_WITH_JOINT_MARGIN_2: BinanceErrorCode * PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN: BinanceErrorCode * COOLING_OFF_PERIOD: BinanceErrorCode * ADJUST_LEVERAGE_KYC_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_ONE_MONTH_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_X_DAYS_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_KYC_LIMIT: BinanceErrorCode * ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED: BinanceErrorCode * ADJUST_LEVERAGE_SYMBOL_FAILED: BinanceErrorCode * STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT: BinanceErrorCode * TRADING_QUANTITATIVE_RULE: BinanceErrorCode * COMPLIANCE_RESTRICTION: BinanceErrorCode * COMPLIANCE_BLACK_SYMBOL_RESTRICTION: BinanceErrorCode * ADJUST_LEVERAGE_COMPLIANCE_FAILED: BinanceErrorCode * FOK_ORDER_REJECT: BinanceErrorCode * GTX_ORDER_REJECT: BinanceErrorCode * MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON: BinanceErrorCode * LIMIT_ORDER_ONLY: BinanceErrorCode * EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT: BinanceErrorCode * SAME_ORDER: BinanceErrorCode * ME_RECVWINDOW_REJECT: BinanceErrorCode * INVALID_GOOD_TILL_DATE: BinanceErrorCode Class: BinanceServerError Inherits from: BinanceError Module: nautilus_trader.adapters.binance.http.market Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceAggTrade Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * M: member_descriptor * T: member_descriptor * a: member_descriptor * f: member_descriptor * l: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor Class: BinanceAggTradesHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.market.BinanceAggTradesHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] Class: BinanceBar Inherits from: Bar Methods: * from_dict(values: 'dict[str, Any]') -> 'BinanceBar' * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_dict(obj: 'BinanceBar') -> 'dict[str, Any]' Class: BinanceDepth Inherits from: Struct Methods: * parse_to_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * E: member_descriptor * T: member_descriptor * asks: member_descriptor * bids: member_descriptor * lastUpdateId: member_descriptor * pair: member_descriptor * symbol: member_descriptor Class: BinanceDepthHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.market.BinanceDepthHttp.GetParameters) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth Class: BinanceHistoricalTradesHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.market.BinanceHistoricalTradesHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceKline Inherits from: Struct Methods: * parse_to_binance_bar(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int) -> nautilus_trader.adapters.binance.common.types.BinanceBar Class Variables: * asset_volume: member_descriptor * close: member_descriptor * close_time: member_descriptor * high: member_descriptor * ignore: member_descriptor * low: member_descriptor * open: member_descriptor * open_time: member_descriptor * taker_base_volume: member_descriptor * taker_quote_volume: member_descriptor * trades_count: member_descriptor * volume: member_descriptor Class: BinanceKlineInterval Inherits from: Enum Class Variables: * SECOND_1: BinanceKlineInterval * MINUTE_1: BinanceKlineInterval * MINUTE_3: BinanceKlineInterval * MINUTE_5: BinanceKlineInterval * MINUTE_15: BinanceKlineInterval * MINUTE_30: BinanceKlineInterval * HOUR_1: BinanceKlineInterval * HOUR_2: BinanceKlineInterval * HOUR_4: BinanceKlineInterval * HOUR_6: BinanceKlineInterval * HOUR_8: BinanceKlineInterval * HOUR_12: BinanceKlineInterval * DAY_1: BinanceKlineInterval * DAY_3: BinanceKlineInterval * WEEK_1: BinanceKlineInterval * MONTH_1: BinanceKlineInterval Class: BinanceKlinesHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.market.BinanceKlinesHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] Class: BinanceMarketHttpAPI Inherits from: object Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinancePingHttp Inherits from: BinanceHttpEndpoint Methods: * get(self) -> dict Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbols Inherits from: str Methods: * parse_str_to_list(self) -> 'list[BinanceSymbol]' Class: BinanceTicker24hr Inherits from: Struct Class Variables: * askPrice: member_descriptor * askQty: member_descriptor * baseVolume: member_descriptor * bidPrice: member_descriptor * bidQty: member_descriptor * closeTime: member_descriptor * count: member_descriptor * firstId: member_descriptor * highPrice: member_descriptor * lastId: member_descriptor * lastPrice: member_descriptor * lastQty: member_descriptor * lowPrice: member_descriptor * openPrice: member_descriptor * openTime: member_descriptor * pair: member_descriptor * prevClosePrice: member_descriptor * priceChange: member_descriptor * priceChangePercent: member_descriptor * quoteVolume: member_descriptor * symbol: member_descriptor * volume: member_descriptor * weightedAvgPrice: member_descriptor Class: BinanceTicker24hrHttp Inherits from: BinanceHttpEndpoint Class: BinanceTickerBook Inherits from: Struct Class Variables: * askPrice: member_descriptor * askQty: member_descriptor * bidPrice: member_descriptor * bidQty: member_descriptor * pair: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BinanceTickerBookHttp Inherits from: BinanceHttpEndpoint Class: BinanceTickerPrice Inherits from: Struct Class Variables: * price: member_descriptor * ps: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BinanceTickerPriceHttp Inherits from: BinanceHttpEndpoint Class: BinanceTime Inherits from: Struct Class Variables: * serverTime: member_descriptor Class: BinanceTimeHttp Inherits from: BinanceHttpEndpoint Methods: * get(self) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceTime Class: BinanceTrade Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * id: member_descriptor * isBestMatch: member_descriptor * isBuyerMaker: member_descriptor * price: member_descriptor * qty: member_descriptor * quoteQty: member_descriptor * time: member_descriptor Class: BinanceTradesHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.market.BinanceTradesHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PyCondition Inherits from: object Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.http.user Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceListenKey Inherits from: Struct Class Variables: * listenKey: member_descriptor Class: BinanceListenKeyHttp Inherits from: BinanceHttpEndpoint Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceUserDataHttpAPI Inherits from: object Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.binance.loaders Class: BinanceOrderBookDeltaDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, nrows: int | None = None) -> pandas.core.frame.DataFrame * map_actions(row: pandas.core.series.Series) -> str * map_flags(row: pandas.core.series.Series) -> int * map_sides(side: str) -> str Class Variables: * load: classmethod * map_actions: classmethod * map_sides: classmethod * map_flags: classmethod Class: PathLike Inherits from: ABC Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Module: nautilus_trader.adapters.binance.spot.data Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceCommonDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * key_type: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor * us: member_descriptor * use_agg_trade_ticks: member_descriptor * venue: member_descriptor Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceSpotDataClient Inherits from: BinanceCommonDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BinanceSpotEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceSpotMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_spot_average_price(self, symbol: str) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotAvgPrice * query_spot_exchange_info(self, symbol: str | None = None, symbols: list[str] | None = None, permissions: nautilus_trader.adapters.binance.spot.enums.BinanceSpotPermissions | None = None) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotExchangeInfo * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSpotOrderBookPartialDepthMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PyCondition Inherits from: object Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.spot.enums Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceSpotEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceSpotEventType Inherits from: Enum Class Variables: * outboundAccountPosition: BinanceSpotEventType * balanceUpdate: BinanceSpotEventType * executionReport: BinanceSpotEventType * listStatus: BinanceSpotEventType Class: BinanceSpotPermissions Inherits from: Enum Class Variables: * SPOT: BinanceSpotPermissions * MARGIN: BinanceSpotPermissions * LEVERAGED: BinanceSpotPermissions * TRD_GRP_002: BinanceSpotPermissions * TRD_GRP_003: BinanceSpotPermissions * TRD_GRP_004: BinanceSpotPermissions * TRD_GRP_005: BinanceSpotPermissions * TRD_GRP_006: BinanceSpotPermissions * TRD_GRP_007: BinanceSpotPermissions * TRD_GRP_008: BinanceSpotPermissions * TRD_GRP_009: BinanceSpotPermissions * TRD_GRP_010: BinanceSpotPermissions * TRD_GRP_011: BinanceSpotPermissions * TRD_GRP_012: BinanceSpotPermissions * TRD_GRP_013: BinanceSpotPermissions * TRD_GRP_014: BinanceSpotPermissions * TRD_GRP_015: BinanceSpotPermissions * TRD_GRP_016: BinanceSpotPermissions * TRD_GRP_017: BinanceSpotPermissions * TRD_GRP_018: BinanceSpotPermissions * TRD_GRP_019: BinanceSpotPermissions * TRD_GRP_020: BinanceSpotPermissions * TRD_GRP_021: BinanceSpotPermissions * TRD_GRP_022: BinanceSpotPermissions * TRD_GRP_023: BinanceSpotPermissions * TRD_GRP_024: BinanceSpotPermissions * TRD_GRP_025: BinanceSpotPermissions * TRD_GRP_026: BinanceSpotPermissions * TRD_GRP_027: BinanceSpotPermissions * TRD_GRP_028: BinanceSpotPermissions * TRD_GRP_029: BinanceSpotPermissions * TRD_GRP_030: BinanceSpotPermissions * TRD_GRP_031: BinanceSpotPermissions * TRD_GRP_032: BinanceSpotPermissions Class: BinanceSpotSymbolStatus Inherits from: Enum Class Variables: * PRE_TRADING: BinanceSpotSymbolStatus * TRADING: BinanceSpotSymbolStatus * POST_TRADING: BinanceSpotSymbolStatus * END_OF_DAY: BinanceSpotSymbolStatus * HALT: BinanceSpotSymbolStatus * AUCTION_MATCH: BinanceSpotSymbolStatus * BREAK: BinanceSpotSymbolStatus Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Module: nautilus_trader.adapters.binance.spot.execution Class: BatchCancelOrders Inherits from: TradingCommand Class Variables: * cancels: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceCommonExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class Variables: * use_position_ids: property * treat_expired_as_canceled: property Class: BinanceExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * futures_leverages: member_descriptor * futures_margin_types: member_descriptor * key_type: member_descriptor * listen_key_ping_max_failures: member_descriptor * max_retries: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * treat_expired_as_canceled: member_descriptor * us: member_descriptor * use_gtd: member_descriptor * use_position_ids: member_descriptor * use_reduce_only: member_descriptor * use_trade_lite: member_descriptor * venue: member_descriptor Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceSpotAccountHttpAPI Inherits from: BinanceAccountHttpAPI Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * cancel_spot_oco(self, symbol: str, order_list_id: str | None = None, list_client_order_id: str | None = None, new_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_spot_oco(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, stop_price: str, list_client_order_id: str | None = None, limit_client_order_id: str | None = None, limit_strategy_id: int | None = None, limit_strategy_type: int | None = None, limit_iceberg_qty: str | None = None, trailing_delta: str | None = None, stop_client_order_id: str | None = None, stop_strategy_id: int | None = None, stop_strategy_type: int | None = None, stop_limit_price: str | None = None, stop_iceberg_qty: str | None = None, stop_limit_time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_spot_account_info(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotAccountInfo * query_spot_all_oco(self, from_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] * query_spot_all_open_oco(self, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] * query_spot_oco(self, order_list_id: str | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * query_spot_order_rate_limit(self, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceRateLimit] * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceSpotAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] Class Variables: * accountType: member_descriptor * balances: member_descriptor * buyerCommission: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * makerCommission: member_descriptor * permissions: member_descriptor * sellerCommission: member_descriptor * takerCommission: member_descriptor * updateTime: member_descriptor Class: BinanceSpotAccountUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotEnumParser Inherits from: BinanceEnumParser Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceSpotEventType Inherits from: Enum Class Variables: * outboundAccountPosition: BinanceSpotEventType * balanceUpdate: BinanceSpotEventType * executionReport: BinanceSpotEventType * listStatus: BinanceSpotEventType Class: BinanceSpotExecutionClient Inherits from: BinanceCommonExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class: BinanceSpotInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceSpotMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_spot_average_price(self, symbol: str) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotAvgPrice * query_spot_exchange_info(self, symbol: str | None = None, symbols: list[str] | None = None, permissions: nautilus_trader.adapters.binance.spot.enums.BinanceSpotPermissions | None = None) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotExchangeInfo * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSpotOrderUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotUserDataHttpAPI Inherits from: BinanceUserDataHttpAPI Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: BinanceSpotUserMsgWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.binance.spot.http.account Class: Any Inherits from: object Class: BinanceAccountHttpAPI Inherits from: object Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceNewOrderRespType Inherits from: Enum Class Variables: * ACK: BinanceNewOrderRespType * RESULT: BinanceNewOrderRespType * FULL: BinanceNewOrderRespType Class: BinanceOpenOrdersHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.http.account.BinanceOpenOrdersHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceRateLimit Inherits from: Struct Class Variables: * count: member_descriptor * interval: member_descriptor * intervalNum: member_descriptor * limit: member_descriptor * rateLimitType: member_descriptor Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSpotAccountHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotAccountHttp.GetParameters) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotAccountInfo Class: BinanceSpotAccountHttpAPI Inherits from: BinanceAccountHttpAPI Methods: * cancel_all_open_orders(self, symbol: str, recv_window: str | None = None) -> bool * cancel_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * cancel_spot_oco(self, symbol: str, order_list_id: str | None = None, list_client_order_id: str | None = None, new_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * modify_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_order(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, position_side: nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide | None = None, quantity: str | None = None, quote_order_qty: str | None = None, price: str | None = None, new_client_order_id: str | None = None, strategy_id: int | None = None, strategy_type: int | None = None, stop_price: str | None = None, trailing_delta: str | None = None, iceberg_qty: str | None = None, reduce_only: str | None = None, close_position: str | None = None, activation_price: str | None = None, callback_rate: str | None = None, working_type: str | None = None, price_protect: str | None = None, good_till_date: int | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * new_spot_oco(self, symbol: str, side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide, quantity: str, price: str, stop_price: str, list_client_order_id: str | None = None, limit_client_order_id: str | None = None, limit_strategy_id: int | None = None, limit_strategy_type: int | None = None, limit_iceberg_qty: str | None = None, trailing_delta: str | None = None, stop_client_order_id: str | None = None, stop_strategy_id: int | None = None, stop_strategy_type: int | None = None, stop_limit_price: str | None = None, stop_iceberg_qty: str | None = None, stop_limit_time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce | None = None, new_order_resp_type: nautilus_trader.adapters.binance.common.enums.BinanceNewOrderRespType | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * query_all_orders(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_open_orders(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] * query_order(self, symbol: str, order_id: int | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder * query_spot_account_info(self, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotAccountInfo * query_spot_all_oco(self, from_id: int | None = None, start_time: int | None = None, end_time: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] * query_spot_all_open_oco(self, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] * query_spot_oco(self, order_list_id: str | None = None, orig_client_order_id: str | None = None, recv_window: str | None = None) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * query_spot_order_rate_limit(self, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceRateLimit] * query_user_trades(self, symbol: str, order_id: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None, limit: int | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceUserTrade] Class: BinanceSpotAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] Class Variables: * accountType: member_descriptor * balances: member_descriptor * buyerCommission: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * makerCommission: member_descriptor * permissions: member_descriptor * sellerCommission: member_descriptor * takerCommission: member_descriptor * updateTime: member_descriptor Class: BinanceSpotAllOrderListHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotAllOrderListHttp.GetParameters) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] Class: BinanceSpotOpenOrderListHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotOpenOrderListHttp.GetParameters) -> list[nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco] Class: BinanceSpotOpenOrdersHttp Inherits from: BinanceOpenOrdersHttp Methods: * get(self, params: nautilus_trader.adapters.binance.http.account.BinanceOpenOrdersHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.account.BinanceOrder] Class: BinanceSpotOrderListHttp Inherits from: BinanceHttpEndpoint Methods: * delete(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotOrderListHttp.DeleteParameters) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco * get(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotOrderListHttp.GetParameters) -> nautilus_trader.adapters.binance.spot.schemas.account.BinanceSpotOrderOco Class: BinanceSpotOrderOco Inherits from: Struct Class Variables: * contingencyType: member_descriptor * listClientOrderId: member_descriptor * listOrderStatus: member_descriptor * listStatusType: member_descriptor * orderListId: member_descriptor * orderReports: member_descriptor * orders: member_descriptor * symbol: member_descriptor * transactionTime: member_descriptor Class: BinanceSpotOrderOcoHttp Inherits from: BinanceHttpEndpoint Class: BinanceSpotOrderRateLimitHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.account.BinanceSpotOrderRateLimitHttp.GetParameters) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceRateLimit] Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Module: nautilus_trader.adapters.binance.spot.http.market Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceMarketHttpAPI Inherits from: object Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSpotAvgPrice Inherits from: Struct Class Variables: * mins: member_descriptor * price: member_descriptor Class: BinanceSpotAvgPriceHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.market.BinanceSpotAvgPriceHttp.GetParameters) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotAvgPrice Class: BinanceSpotExchangeInfo Inherits from: Struct Class Variables: * exchangeFilters: member_descriptor * rateLimits: member_descriptor * serverTime: member_descriptor * symbols: member_descriptor * timezone: member_descriptor Class: BinanceSpotExchangeInfoHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.market.BinanceSpotExchangeInfoHttp.GetParameters | None = None) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotExchangeInfo Class: BinanceSpotMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_spot_average_price(self, symbol: str) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotAvgPrice * query_spot_exchange_info(self, symbol: str | None = None, symbols: list[str] | None = None, permissions: nautilus_trader.adapters.binance.spot.enums.BinanceSpotPermissions | None = None) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotExchangeInfo * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSpotPermissions Inherits from: Enum Class Variables: * SPOT: BinanceSpotPermissions * MARGIN: BinanceSpotPermissions * LEVERAGED: BinanceSpotPermissions * TRD_GRP_002: BinanceSpotPermissions * TRD_GRP_003: BinanceSpotPermissions * TRD_GRP_004: BinanceSpotPermissions * TRD_GRP_005: BinanceSpotPermissions * TRD_GRP_006: BinanceSpotPermissions * TRD_GRP_007: BinanceSpotPermissions * TRD_GRP_008: BinanceSpotPermissions * TRD_GRP_009: BinanceSpotPermissions * TRD_GRP_010: BinanceSpotPermissions * TRD_GRP_011: BinanceSpotPermissions * TRD_GRP_012: BinanceSpotPermissions * TRD_GRP_013: BinanceSpotPermissions * TRD_GRP_014: BinanceSpotPermissions * TRD_GRP_015: BinanceSpotPermissions * TRD_GRP_016: BinanceSpotPermissions * TRD_GRP_017: BinanceSpotPermissions * TRD_GRP_018: BinanceSpotPermissions * TRD_GRP_019: BinanceSpotPermissions * TRD_GRP_020: BinanceSpotPermissions * TRD_GRP_021: BinanceSpotPermissions * TRD_GRP_022: BinanceSpotPermissions * TRD_GRP_023: BinanceSpotPermissions * TRD_GRP_024: BinanceSpotPermissions * TRD_GRP_025: BinanceSpotPermissions * TRD_GRP_026: BinanceSpotPermissions * TRD_GRP_027: BinanceSpotPermissions * TRD_GRP_028: BinanceSpotPermissions * TRD_GRP_029: BinanceSpotPermissions * TRD_GRP_030: BinanceSpotPermissions * TRD_GRP_031: BinanceSpotPermissions * TRD_GRP_032: BinanceSpotPermissions Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbols Inherits from: str Methods: * parse_str_to_list(self) -> 'list[BinanceSymbol]' Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.binance.spot.http.user Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceSpotUserDataHttpAPI Inherits from: BinanceUserDataHttpAPI Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Class: BinanceUserDataHttpAPI Inherits from: object Methods: * create_listen_key(self, symbol: str | None = None) -> nautilus_trader.adapters.binance.common.schemas.user.BinanceListenKey * delete_listen_key(self, symbol: str | None = None, listen_key: str | None = None) * keepalive_listen_key(self, symbol: str | None = None, listen_key: str | None = None) Module: nautilus_trader.adapters.binance.spot.http.wallet Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceHttpEndpoint Inherits from: object Class: BinanceSecurityType Inherits from: Enum Class Variables: * NONE: BinanceSecurityType * TRADE: BinanceSecurityType * MARGIN: BinanceSecurityType * USER_DATA: BinanceSecurityType * USER_STREAM: BinanceSecurityType * MARKET_DATA: BinanceSecurityType Class: BinanceSpotTradeFee Inherits from: Struct Class Variables: * makerCommission: member_descriptor * symbol: member_descriptor * takerCommission: member_descriptor Class: BinanceSpotTradeFeeHttp Inherits from: BinanceHttpEndpoint Methods: * get(self, params: nautilus_trader.adapters.binance.spot.http.wallet.BinanceSpotTradeFeeHttp.GetParameters) -> list[nautilus_trader.adapters.binance.spot.schemas.wallet.BinanceSpotTradeFee] Class: BinanceSpotWalletHttpAPI Inherits from: object Methods: * query_spot_trade_fees(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.wallet.BinanceSpotTradeFee] Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Module: nautilus_trader.adapters.binance.spot.providers Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceClientError Inherits from: BinanceError Class: BinanceHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * base_url * headers Class Variables: * base_url: property * api_key: property * headers: property Class: BinanceSpotInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: BinanceSpotMarketHttpAPI Inherits from: BinanceMarketHttpAPI Methods: * ping(self) -> dict * query_agg_trades(self, symbol: str, limit: int | None = None, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceAggTrade] * query_depth(self, symbol: str, limit: int | None = None) -> nautilus_trader.adapters.binance.common.schemas.market.BinanceDepth * query_historical_trades(self, symbol: str, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * query_klines(self, symbol: str, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceKline] * query_spot_average_price(self, symbol: str) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotAvgPrice * query_spot_exchange_info(self, symbol: str | None = None, symbols: list[str] | None = None, permissions: nautilus_trader.adapters.binance.spot.enums.BinanceSpotPermissions | None = None) -> nautilus_trader.adapters.binance.spot.schemas.market.BinanceSpotExchangeInfo * query_ticker_24hr(self, symbol: str | None = None, symbols: list[str] | None = None, response_type: str | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTicker24hr] * query_ticker_book(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerBook] * query_ticker_price(self, symbol: str | None = None, symbols: list[str] | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTickerPrice] * query_trades(self, symbol: str, limit: int | None = None) -> list[nautilus_trader.adapters.binance.common.schemas.market.BinanceTrade] * request_agg_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = 1000, start_time: int | None = None, end_time: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_binance_bars(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval, limit: int | None = None, start_time: int | None = None, end_time: int | None = None) -> list[nautilus_trader.adapters.binance.common.types.BinanceBar] * request_historical_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None, from_id: int | None = None) -> list[nautilus_trader.model.data.TradeTick] * request_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> nautilus_trader.model.data.OrderBookDeltas * request_server_time(self) -> int * request_trade_ticks(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] Class: BinanceSpotSymbolInfo Inherits from: Struct Methods: * parse_to_base_asset(self) * parse_to_quote_asset(self) Class Variables: * allowTrailingStop: member_descriptor * baseAsset: member_descriptor * baseAssetPrecision: member_descriptor * filters: member_descriptor * icebergAllowed: member_descriptor * isMarginTradingAllowed: member_descriptor * isSpotTradingAllowed: member_descriptor * ocoAllowed: member_descriptor * orderTypes: member_descriptor * permissions: member_descriptor * quoteAsset: member_descriptor * quoteAssetPrecision: member_descriptor * quoteOrderQtyMarketAllowed: member_descriptor * quotePrecision: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BinanceSpotTradeFee Inherits from: Struct Class Variables: * makerCommission: member_descriptor * symbol: member_descriptor * takerCommission: member_descriptor Class: BinanceSpotWalletHttpAPI Inherits from: object Methods: * query_spot_trade_fees(self, symbol: str | None = None, recv_window: str | None = None) -> list[nautilus_trader.adapters.binance.spot.schemas.wallet.BinanceSpotTradeFee] Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceSymbolFilter Inherits from: Struct Class Variables: * applyMaxToMarket: member_descriptor * applyMinToMarket: member_descriptor * askMultiplierDown: member_descriptor * askMultiplierUp: member_descriptor * avgPriceMins: member_descriptor * bidMultiplierDown: member_descriptor * bidMultiplierUp: member_descriptor * filterType: member_descriptor * limit: member_descriptor * maxNotional: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumIcebergOrders: member_descriptor * maxNumOrders: member_descriptor * maxPosition: member_descriptor * maxPrice: member_descriptor * maxQty: member_descriptor * maxTrailingAboveDelta: member_descriptor * maxTrailingBelowDelta: member_descriptor * minNotional: member_descriptor * minPrice: member_descriptor * minQty: member_descriptor * minTrailingAboveDelta: member_descriptor * minTrailingBelowDelta: member_descriptor * multiplierDecimal: member_descriptor * multiplierDown: member_descriptor * multiplierUp: member_descriptor * notional: member_descriptor * stepSize: member_descriptor * tickSize: member_descriptor Class: BinanceSymbolFilterType Inherits from: Enum Class Variables: * PRICE_FILTER: BinanceSymbolFilterType * PERCENT_PRICE: BinanceSymbolFilterType * PERCENT_PRICE_BY_SIDE: BinanceSymbolFilterType * LOT_SIZE: BinanceSymbolFilterType * MIN_NOTIONAL: BinanceSymbolFilterType * NOTIONAL: BinanceSymbolFilterType * ICEBERG_PARTS: BinanceSymbolFilterType * MARKET_LOT_SIZE: BinanceSymbolFilterType * MAX_NUM_ORDERS: BinanceSymbolFilterType * MAX_NUM_ALGO_ORDERS: BinanceSymbolFilterType * MAX_NUM_ICEBERG_ORDERS: BinanceSymbolFilterType * MAX_POSITION: BinanceSymbolFilterType * TRAILING_DELTA: BinanceSymbolFilterType * POSITION_RISK_CONTROL: BinanceSymbolFilterType Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Symbol Inherits from: Identifier Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.binance.spot.schemas.account Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: BinanceAccountType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_spot_or_margin: property * is_futures: property * SPOT: BinanceAccountType * MARGIN: BinanceAccountType * ISOLATED_MARGIN: BinanceAccountType * USDT_FUTURE: BinanceAccountType * COIN_FUTURE: BinanceAccountType Class: BinanceOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser, treat_expired_as_canceled: bool, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * activatePrice: member_descriptor * avgPrice: member_descriptor * clientOrderId: member_descriptor * closePosition: member_descriptor * cumBase: member_descriptor * cumQuote: member_descriptor * cumulativeQuoteQty: member_descriptor * executedQty: member_descriptor * fills: member_descriptor * goodTillDate: member_descriptor * icebergQty: member_descriptor * isWorking: member_descriptor * orderId: member_descriptor * orderListId: member_descriptor * origQty: member_descriptor * origQuoteOrderQty: member_descriptor * origType: member_descriptor * pair: member_descriptor * positionSide: member_descriptor * price: member_descriptor * priceProtect: member_descriptor * priceRate: member_descriptor * reduceOnly: member_descriptor * selfTradePreventionMode: member_descriptor * side: member_descriptor * status: member_descriptor * stopPrice: member_descriptor * symbol: member_descriptor * time: member_descriptor * timeInForce: member_descriptor * transactTime: member_descriptor * type: member_descriptor * updateTime: member_descriptor * workingTime: member_descriptor * workingType: member_descriptor Class: BinanceSpotAccountInfo Inherits from: Struct Methods: * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] Class Variables: * accountType: member_descriptor * balances: member_descriptor * buyerCommission: member_descriptor * canDeposit: member_descriptor * canTrade: member_descriptor * canWithdraw: member_descriptor * makerCommission: member_descriptor * permissions: member_descriptor * sellerCommission: member_descriptor * takerCommission: member_descriptor * updateTime: member_descriptor Class: BinanceSpotBalanceInfo Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance Class Variables: * asset: member_descriptor * free: member_descriptor * locked: member_descriptor Class: BinanceSpotOrderOco Inherits from: Struct Class Variables: * contingencyType: member_descriptor * listClientOrderId: member_descriptor * listOrderStatus: member_descriptor * listStatusType: member_descriptor * orderListId: member_descriptor * orderReports: member_descriptor * orders: member_descriptor * symbol: member_descriptor * transactionTime: member_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Module: nautilus_trader.adapters.binance.spot.schemas.market Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: BinanceExchangeFilter Inherits from: Struct Class Variables: * filterType: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumOrders: member_descriptor Class: BinanceOrderBookDelta Inherits from: Struct Methods: * parse_to_order_book_delta(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, side: nautilus_trader.core.rust.model.OrderSide, flags: int, sequence: int, ts_event: int, ts_init: int) -> nautilus_trader.model.data.OrderBookDelta Class Variables: * price: member_descriptor * size: member_descriptor Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceRateLimit Inherits from: Struct Class Variables: * count: member_descriptor * interval: member_descriptor * intervalNum: member_descriptor * limit: member_descriptor * rateLimitType: member_descriptor Class: BinanceSpotAvgPrice Inherits from: Struct Class Variables: * mins: member_descriptor * price: member_descriptor Class: BinanceSpotExchangeInfo Inherits from: Struct Class Variables: * exchangeFilters: member_descriptor * rateLimits: member_descriptor * serverTime: member_descriptor * symbols: member_descriptor * timezone: member_descriptor Class: BinanceSpotOrderBookPartialDepthData Inherits from: Struct Methods: * parse_to_order_book_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * asks: member_descriptor * bids: member_descriptor * lastUpdateId: member_descriptor Class: BinanceSpotOrderBookPartialDepthMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotSymbolInfo Inherits from: Struct Methods: * parse_to_base_asset(self) * parse_to_quote_asset(self) Class Variables: * allowTrailingStop: member_descriptor * baseAsset: member_descriptor * baseAssetPrecision: member_descriptor * filters: member_descriptor * icebergAllowed: member_descriptor * isMarginTradingAllowed: member_descriptor * isSpotTradingAllowed: member_descriptor * ocoAllowed: member_descriptor * orderTypes: member_descriptor * permissions: member_descriptor * quoteAsset: member_descriptor * quoteAssetPrecision: member_descriptor * quoteOrderQtyMarketAllowed: member_descriptor * quotePrecision: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BinanceSpotTradeData Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * E: member_descriptor * T: member_descriptor * e: member_descriptor * m: member_descriptor * p: member_descriptor * q: member_descriptor * s: member_descriptor * t: member_descriptor Class: BinanceSpotTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSymbolFilter Inherits from: Struct Class Variables: * applyMaxToMarket: member_descriptor * applyMinToMarket: member_descriptor * askMultiplierDown: member_descriptor * askMultiplierUp: member_descriptor * avgPriceMins: member_descriptor * bidMultiplierDown: member_descriptor * bidMultiplierUp: member_descriptor * filterType: member_descriptor * limit: member_descriptor * maxNotional: member_descriptor * maxNumAlgoOrders: member_descriptor * maxNumIcebergOrders: member_descriptor * maxNumOrders: member_descriptor * maxPosition: member_descriptor * maxPrice: member_descriptor * maxQty: member_descriptor * maxTrailingAboveDelta: member_descriptor * maxTrailingBelowDelta: member_descriptor * minNotional: member_descriptor * minPrice: member_descriptor * minQty: member_descriptor * minTrailingAboveDelta: member_descriptor * minTrailingBelowDelta: member_descriptor * multiplierDecimal: member_descriptor * multiplierDown: member_descriptor * multiplierUp: member_descriptor * notional: member_descriptor * stepSize: member_descriptor * tickSize: member_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyType Inherits from: IntFlag Class Variables: * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.binance.spot.schemas.user Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: BinanceCommonExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * treat_expired_as_canceled * use_position_ids Class Variables: * use_position_ids: property * treat_expired_as_canceled: property Class: BinanceEnumParser Inherits from: object Methods: * parse_binance_bar_agg(self, bar_agg: str) -> nautilus_trader.model.data.BarAggregation * parse_binance_kline_interval_to_bar_spec(self, kline_interval: nautilus_trader.adapters.binance.common.enums.BinanceKlineInterval) -> nautilus_trader.model.data.BarSpecification * parse_binance_order_side(self, order_side: nautilus_trader.adapters.binance.common.enums.BinanceOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_binance_order_status(self, order_status: nautilus_trader.adapters.binance.common.enums.BinanceOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_binance_order_type(self, order_type: nautilus_trader.adapters.binance.common.enums.BinanceOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_binance_time_in_force(self, time_in_force: nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce) -> nautilus_trader.core.rust.model.TimeInForce * parse_binance_trigger_type(self, trigger_type: str) -> nautilus_trader.core.rust.model.TriggerType * parse_internal_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderSide * parse_internal_order_type(self, order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.adapters.binance.common.enums.BinanceOrderType * parse_internal_time_in_force(self, time_in_force: nautilus_trader.core.rust.model.TimeInForce) -> nautilus_trader.adapters.binance.common.enums.BinanceTimeInForce * parse_nautilus_bar_aggregation(self, bar_agg: nautilus_trader.model.data.BarAggregation) -> str * parse_position_id_to_binance_futures_position_side(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.adapters.binance.common.enums.BinanceFuturesPositionSide Class: BinanceExecutionType Inherits from: Enum Class Variables: * NEW: BinanceExecutionType * CANCELED: BinanceExecutionType * CALCULATED: BinanceExecutionType * REJECTED: BinanceExecutionType * TRADE: BinanceExecutionType * EXPIRED: BinanceExecutionType * AMENDMENT: BinanceExecutionType * TRADE_PREVENTION: BinanceExecutionType Class: BinanceOrderSide Inherits from: Enum Class Variables: * BUY: BinanceOrderSide * SELL: BinanceOrderSide Class: BinanceOrderStatus Inherits from: Enum Class Variables: * NEW: BinanceOrderStatus * PARTIALLY_FILLED: BinanceOrderStatus * FILLED: BinanceOrderStatus * CANCELED: BinanceOrderStatus * PENDING_CANCEL: BinanceOrderStatus * REJECTED: BinanceOrderStatus * EXPIRED: BinanceOrderStatus * EXPIRED_IN_MATCH: BinanceOrderStatus * NEW_INSURANCE: BinanceOrderStatus * NEW_ADL: BinanceOrderStatus Class: BinanceOrderType Inherits from: Enum Class Variables: * LIMIT: BinanceOrderType * MARKET: BinanceOrderType * STOP: BinanceOrderType * STOP_LOSS: BinanceOrderType * STOP_LOSS_LIMIT: BinanceOrderType * TAKE_PROFIT: BinanceOrderType * TAKE_PROFIT_LIMIT: BinanceOrderType * LIMIT_MAKER: BinanceOrderType * STOP_MARKET: BinanceOrderType * TAKE_PROFIT_MARKET: BinanceOrderType * TRAILING_STOP_MARKET: BinanceOrderType * INSURANCE_FUND: BinanceOrderType Class: BinanceSpotAccountUpdateMsg Inherits from: Struct Methods: * handle_account_update(self, exec_client: nautilus_trader.adapters.binance.execution.BinanceCommonExecutionClient) * parse_to_account_balances(self) -> list[nautilus_trader.model.objects.AccountBalance] Class Variables: * B: member_descriptor * E: member_descriptor * e: member_descriptor * u: member_descriptor Class: BinanceSpotAccountUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotBalance Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance Class Variables: * a: member_descriptor * f: member_descriptor * l: member_descriptor Class: BinanceSpotEventType Inherits from: Enum Class Variables: * outboundAccountPosition: BinanceSpotEventType * balanceUpdate: BinanceSpotEventType * executionReport: BinanceSpotEventType * listStatus: BinanceSpotEventType Class: BinanceSpotOrderUpdateData Inherits from: Struct Methods: * handle_execution_report(self, exec_client: nautilus_trader.adapters.binance.execution.BinanceCommonExecutionClient) * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId, ts_event: int, ts_init: int, enum_parser: nautilus_trader.adapters.binance.common.enums.BinanceEnumParser) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * C: member_descriptor * E: member_descriptor * F: member_descriptor * I: member_descriptor * L: member_descriptor * M: member_descriptor * N: member_descriptor * O: member_descriptor * P: member_descriptor * Q: member_descriptor * S: member_descriptor * T: member_descriptor * X: member_descriptor * Y: member_descriptor * Z: member_descriptor * c: member_descriptor * e: member_descriptor * f: member_descriptor * g: member_descriptor * i: member_descriptor * l: member_descriptor * m: member_descriptor * n: member_descriptor * o: member_descriptor * p: member_descriptor * q: member_descriptor * r: member_descriptor * s: member_descriptor * t: member_descriptor * w: member_descriptor * x: member_descriptor * z: member_descriptor Class: BinanceSpotOrderUpdateWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceSpotUserMsgData Inherits from: Struct Class Variables: * e: member_descriptor Class: BinanceSpotUserMsgWrapper Inherits from: Struct Class Variables: * data: member_descriptor * stream: member_descriptor Class: BinanceTimeInForce Inherits from: Enum Class Variables: * GTC: BinanceTimeInForce * IOC: BinanceTimeInForce * FOK: BinanceTimeInForce * GTX: BinanceTimeInForce * GTD: BinanceTimeInForce * GTE_GTC: BinanceTimeInForce Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.binance.spot.schemas.wallet Class: BinanceSpotTradeFee Inherits from: Struct Class Variables: * makerCommission: member_descriptor * symbol: member_descriptor * takerCommission: member_descriptor Module: nautilus_trader.adapters.binance.websocket.client Class: Any Inherits from: object Class: Awaitable Inherits from: object Class: BinanceSymbol Inherits from: str Methods: * parse_as_nautilus(self, account_type: 'BinanceAccountType') -> 'str' Class: BinanceWebSocketClient Inherits from: object Methods: * connect(self) -> None * disconnect(self) -> None * send_pong(self, client_id: int, raw: bytes) -> None * subscribe_agg_trades(self, symbol: str) -> None * subscribe_bars(self, symbol: str, interval: str) -> None * subscribe_book_ticker(self, symbol: str | None = None) -> None * subscribe_diff_book_depth(self, symbol: str, speed: int) -> None * subscribe_listen_key(self, listen_key: str) -> None * subscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * subscribe_mini_ticker(self, symbol: str | None = None) -> None * subscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * subscribe_ticker(self, symbol: str | None = None) -> None * subscribe_trades(self, symbol: str) -> None * unsubscribe_agg_trades(self, symbol: str) -> None * unsubscribe_bars(self, symbol: str, interval: str) -> None * unsubscribe_book_ticker(self, symbol: str | None = None) -> None * unsubscribe_diff_book_depth(self, symbol: str, speed: int) -> None * unsubscribe_listen_key(self, listen_key: str) -> None * unsubscribe_mark_price(self, symbol: str | None = None, speed: int | None = None) -> None * unsubscribe_mini_ticker(self, symbol: str | None = None) -> None * unsubscribe_partial_book_depth(self, symbol: str, depth: int, speed: int) -> None * unsubscribe_ticker(self, symbol: str | None = None) -> None * unsubscribe_trades(self, symbol: str) -> None Properties: * has_subscriptions * subscriptions * url Class Variables: * MAX_SUBSCRIPTIONS_PER_CLIENT: int * MAX_CLIENTS: int * url: property * subscriptions: property * has_subscriptions: property Class: Callable Inherits from: object Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: WebSocketClient Inherits from: object Class: WebSocketClientError Inherits from: Exception Class: WebSocketConfig Inherits from: object Module: nautilus_trader.adapters.bybit Class: BybitDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * bars_timestamp_on_close: member_descriptor * base_url_http: member_descriptor * demo: member_descriptor * product_types: member_descriptor * recv_window_ms: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor Class: BybitExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws_private: member_descriptor * base_url_ws_trade: member_descriptor * demo: member_descriptor * futures_leverages: member_descriptor * margin_mode: member_descriptor * max_retries: member_descriptor * position_mode: member_descriptor * product_types: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * use_gtd: member_descriptor * use_http_batch_api: member_descriptor * use_ws_execution_fast: member_descriptor * use_ws_trade_api: member_descriptor * ws_auth_timeout_secs: member_descriptor * ws_trade_timeout_secs: member_descriptor Class: BybitInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: 'dict | None' = None) -> 'None' * load_async(self, instrument_id: 'InstrumentId', filters: 'dict | None' = None) -> 'None' * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: 'list[InstrumentId]', filters: 'dict | None' = None) -> 'None' Properties: * count Class: BybitLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: 'asyncio.AbstractEventLoop', name: 'str', config: 'BybitDataClientConfig', msgbus: 'MessageBus', cache: 'Cache', clock: 'LiveClock') -> 'BybitDataClient' Class: BybitLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: 'asyncio.AbstractEventLoop', name: 'str', config: 'BybitExecClientConfig', msgbus: 'MessageBus', cache: 'Cache', clock: 'LiveClock') -> 'BybitExecutionClient' Class: BybitOrderBookDeltaDataLoader Inherits from: object Methods: * load(file_path: 'PathLike[str] | str', nrows: 'int | None' = None, product_type: 'BybitProductType' = ) -> 'pd.DataFrame' * map_actions(update_type: 'str', size: 'float') -> 'str' * map_flags(update_type: 'str') -> 'int' * map_sides(side: 'str') -> 'str' Class Variables: * load: classmethod * map_actions: classmethod * map_sides: classmethod * map_flags: classmethod Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTickerData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Module: nautilus_trader.adapters.bybit.common.constants Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: ClientId Inherits from: Identifier Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.bybit.common.enums Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BybitAccountType Inherits from: Enum Class Variables: * UNIFIED: BybitAccountType Class: BybitContractType Inherits from: Enum Class Variables: * LINEAR_PERPETUAL: BybitContractType * LINEAR_FUTURE: BybitContractType * INVERSE_PERPETUAL: BybitContractType * INVERSE_FUTURE: BybitContractType Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitExecType Inherits from: Enum Class Variables: * TRADE: BybitExecType * ADL_TRADE: BybitExecType * FUNDING: BybitExecType * BUST_TRADE: BybitExecType * DELIVERY: BybitExecType * SETTLE: BybitExecType * BLOCK_TRADE: BybitExecType * MOVE_POSITION: BybitExecType * UNKNOWN: BybitExecType Class: BybitKlineInterval Inherits from: Enum Class Variables: * MINUTE_1: BybitKlineInterval * MINUTE_3: BybitKlineInterval * MINUTE_5: BybitKlineInterval * MINUTE_15: BybitKlineInterval * MINUTE_30: BybitKlineInterval * HOUR_1: BybitKlineInterval * HOUR_2: BybitKlineInterval * HOUR_4: BybitKlineInterval * HOUR_6: BybitKlineInterval * HOUR_12: BybitKlineInterval * DAY_1: BybitKlineInterval * WEEK_1: BybitKlineInterval * MONTH_1: BybitKlineInterval Class: BybitMarginMode Inherits from: Enum Class Variables: * ISOLATED_MARGIN: BybitMarginMode * REGULAR_MARGIN: BybitMarginMode * PORTFOLIO_MARGIN: BybitMarginMode Class: BybitOptionType Inherits from: Enum Class Variables: * CALL: BybitOptionType * PUT: BybitOptionType Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderStatus Inherits from: Enum Class Variables: * CREATED: BybitOrderStatus * NEW: BybitOrderStatus * REJECTED: BybitOrderStatus * PARTIALLY_FILLED: BybitOrderStatus * PARTIALLY_FILLED_CANCELED: BybitOrderStatus * FILLED: BybitOrderStatus * CANCELED: BybitOrderStatus * UNTRIGGERED: BybitOrderStatus * TRIGGERED: BybitOrderStatus * DEACTIVATED: BybitOrderStatus Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPositionIdx Inherits from: Enum Class Variables: * ONE_WAY: BybitPositionIdx * BUY_HEDGE: BybitPositionIdx * SELL_HEDGE: BybitPositionIdx Class: BybitPositionMode Inherits from: Enum Class Variables: * MERGED_SINGLE: BybitPositionMode * BOTH_SIDES: BybitPositionMode Class: BybitPositionSide Inherits from: Enum Class Variables: * FLAT: BybitPositionSide * BUY: BybitPositionSide * SELL: BybitPositionSide Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitStopOrderType Inherits from: Enum Class Variables: * NONE: BybitStopOrderType * UNKNOWN: BybitStopOrderType * TAKE_PROFIT: BybitStopOrderType * STOP_LOSS: BybitStopOrderType * TRAILING_STOP: BybitStopOrderType * STOP: BybitStopOrderType * PARTIAL_TAKE_PROFIT: BybitStopOrderType * PARTIAL_STOP_LOSS: BybitStopOrderType * TPSL_ORDER: BybitStopOrderType * OCO_ORDER: BybitStopOrderType * MM_RATE_CLOSE: BybitStopOrderType * BIDIRECTIONAL_TPSL_ORDER: BybitStopOrderType Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTransactionType Inherits from: Enum Class Variables: * TRANSFER_IN: BybitTransactionType * TRANSFER_OUT: BybitTransactionType * TRADE: BybitTransactionType * SETTLEMENT: BybitTransactionType * DELIVERY: BybitTransactionType * LIQUIDATION: BybitTransactionType * AIRDROP: BybitTransactionType Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: BybitUnifiedMarginStatus Inherits from: Enum Class Variables: * CLASSIC_ACCOUNT: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_1_0: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_1_0_PRO: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_2_0: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_2_0_PRO: BybitUnifiedMarginStatus Class: BybitWsOrderRequestMsgOP Inherits from: Enum Class Variables: * CREATE: BybitWsOrderRequestMsgOP * AMEND: BybitWsOrderRequestMsgOP * CANCEL: BybitWsOrderRequestMsgOP * CREATE_BATCH: BybitWsOrderRequestMsgOP * AMEND_BATCH: BybitWsOrderRequestMsgOP * CANCEL_BATCH: BybitWsOrderRequestMsgOP Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionSide Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoPositionSide: PositionSide * Flat: PositionSide * Long: PositionSide * Short: PositionSide * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.adapters.bybit.common.parsing Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Module: nautilus_trader.adapters.bybit.common.symbol Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: PyCondition Inherits from: object Class: Symbol Inherits from: Identifier Module: nautilus_trader.adapters.bybit.common.urls Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Module: nautilus_trader.adapters.bybit.config Class: BybitDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * bars_timestamp_on_close: member_descriptor * base_url_http: member_descriptor * demo: member_descriptor * product_types: member_descriptor * recv_window_ms: member_descriptor * testnet: member_descriptor * update_instruments_interval_mins: member_descriptor Class: BybitExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws_private: member_descriptor * base_url_ws_trade: member_descriptor * demo: member_descriptor * futures_leverages: member_descriptor * margin_mode: member_descriptor * max_retries: member_descriptor * position_mode: member_descriptor * product_types: member_descriptor * recv_window_ms: member_descriptor * retry_delay_initial_ms: member_descriptor * retry_delay_max_ms: member_descriptor * testnet: member_descriptor * use_gtd: member_descriptor * use_http_batch_api: member_descriptor * use_ws_execution_fast: member_descriptor * use_ws_trade_api: member_descriptor * ws_auth_timeout_secs: member_descriptor * ws_trade_timeout_secs: member_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Module: nautilus_trader.adapters.bybit.data Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: BybitDataClient Inherits from: LiveMarketDataClient Methods: * complete_fetch_tickers_task(self, request: 'Request') -> 'None' * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fetch_send_tickers(self, id: 'UUID4', product_type: 'BybitProductType', symbol: 'str') -> 'None' * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitMarketHttpAPI Inherits from: object Methods: * fetch_all_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitInstrumentList' * fetch_instrument(self, product_type: 'BybitProductType', symbol: 'str') -> 'BybitInstrument' * fetch_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None, limit: 'int | None' = None, cursor: 'str | None' = None) -> 'BybitInstrumentList' * fetch_klines(self, product_type: 'BybitProductType', symbol: 'str', interval: 'BybitKlineInterval', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[BybitKline]' * fetch_public_trades(self, product_type: 'BybitProductType', symbol: 'str', limit: 'int | None' = None) -> 'list[BybitTrade]' * fetch_server_time(self) -> 'BybitServerTime' * fetch_tickers(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitTickerList' * request_bybit_bars(self, bar_type: 'BarType', interval: 'BybitKlineInterval', ts_init: 'int', timestamp_on_close: 'bool', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[Bar]' * request_bybit_trades(self, instrument_id: 'InstrumentId', ts_init: 'int', limit: 'int' = 1000) -> 'list[Bar]' Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: BybitTickerData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class: BybitWebSocketClient Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitWsOrderResponseMsg' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitWsOrderResponseMsg' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * connect(self) -> 'None' * disconnect(self) -> 'None' * has_subscription(self, item: 'str') -> 'bool' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * reconnect(self) -> 'None' * subscribe_account_position_update(self) -> 'None' * subscribe_executions_fast_update(self) -> 'None' * subscribe_executions_update(self) -> 'None' * subscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * subscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * subscribe_orders_update(self) -> 'None' * subscribe_tickers(self, symbol: 'str') -> 'None' * subscribe_trades(self, symbol: 'str') -> 'None' * subscribe_wallet_update(self) -> 'None' * unsubscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * unsubscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * unsubscribe_tickers(self, symbol: 'str') -> 'None' * unsubscribe_trades(self, symbol: 'str') -> 'None' Properties: * channel_type * subscriptions Class Variables: * subscriptions: property * channel_type: property Class: BybitWsMessageGeneral Inherits from: Struct Class Variables: * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor * topic: member_descriptor Class: BybitWsTickerLinearMsg Inherits from: Struct Class Variables: * cs: member_descriptor * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: ClientId Inherits from: Identifier Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: DataResponse Inherits from: Response Class Variables: * client_id: getset_descriptor * venue: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor * params: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: Symbol Inherits from: object Class Variables: * is_composite: getset_descriptor * root: getset_descriptor * value: getset_descriptor * topic: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Class: partial Inherits from: object Class Variables: * func: member_descriptor * args: member_descriptor * keywords: member_descriptor Module: nautilus_trader.adapters.bybit.endpoints.account.fee_rate Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitFeeRateEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitFeeRateGetParams') -> 'BybitFeeRateResponse' Class: BybitFeeRateGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * symbol: member_descriptor Class: BybitFeeRateResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.account.info Class: BybitAccountInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitAccountInfoResponse' Class: BybitAccountInfoResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.account.position_info Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitPositionInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'PositionInfoGetParams') -> 'BybitPositionResponseStruct' Class: BybitPositionResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: PositionInfoGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * limit: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Module: nautilus_trader.adapters.bybit.endpoints.account.set_leverage Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSetLeverageEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetLeveragePostParams') -> 'BybitSetLeverageResponse' Class: BybitSetLeveragePostParams Inherits from: Struct Class Variables: * buyLeverage: member_descriptor * category: member_descriptor * sellLeverage: member_descriptor * symbol: member_descriptor Class: BybitSetLeverageResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.account.set_margin_mode Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitMarginMode Inherits from: Enum Class Variables: * ISOLATED_MARGIN: BybitMarginMode * REGULAR_MARGIN: BybitMarginMode * PORTFOLIO_MARGIN: BybitMarginMode Class: BybitSetMarginModeEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetMarginModePostParams') -> 'BybitSetMarginModeResponse' Class: BybitSetMarginModePostParams Inherits from: Struct Class Variables: * setMarginMode: member_descriptor Class: BybitSetMarginModeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.account.switch_mode Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSwitchModeEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSwitchModePostParams') -> 'BybitSwitchModeResponse' Class: BybitSwitchModePostParams Inherits from: Struct Class Variables: * category: member_descriptor * coin: member_descriptor * mode: member_descriptor * symbol: member_descriptor Class: BybitSwitchModeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.account.wallet_balance Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitWalletBalanceEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitWalletBalanceGetParams') -> 'BybitWalletBalanceResponse' Class: BybitWalletBalanceGetParams Inherits from: Struct Class Variables: * accountType: member_descriptor * coin: member_descriptor Class: BybitWalletBalanceResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.asset.coin_info Class: BybitCoinInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitCoinInfoGetParams') -> 'BybitCoinInfoResponse' Class: BybitCoinInfoGetParams Inherits from: Struct Class Variables: * coin: member_descriptor Class: BybitCoinInfoResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.endpoint Class: Any Inherits from: object Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Module: nautilus_trader.adapters.bybit.endpoints.market.instruments_info Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitInstrumentsInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitInstrumentsInfoGetParams') -> 'BybitInstrumentsSpotResponse | BybitInstrumentsLinearResponse | BybitInstrumentsInverseResponse | BybitInstrumentsOptionResponse' Class: BybitInstrumentsInfoGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * limit: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentsInverseResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsLinearResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsOptionResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsSpotResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.market.klines Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitKlineInterval Inherits from: Enum Class Variables: * MINUTE_1: BybitKlineInterval * MINUTE_3: BybitKlineInterval * MINUTE_5: BybitKlineInterval * MINUTE_15: BybitKlineInterval * MINUTE_30: BybitKlineInterval * HOUR_1: BybitKlineInterval * HOUR_2: BybitKlineInterval * HOUR_4: BybitKlineInterval * HOUR_6: BybitKlineInterval * HOUR_12: BybitKlineInterval * DAY_1: BybitKlineInterval * WEEK_1: BybitKlineInterval * MONTH_1: BybitKlineInterval Class: BybitKlinesEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitKlinesGetParams') -> 'BybitKlinesResponse' Class: BybitKlinesGetParams Inherits from: Struct Class Variables: * category: member_descriptor * end: member_descriptor * interval: member_descriptor * limit: member_descriptor * start: member_descriptor * symbol: member_descriptor Class: BybitKlinesResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.market.server_time Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitServerTimeEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitServerTimeResponse' Class: BybitServerTimeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.market.tickers Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTickersEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTickersGetParams') -> 'BybitTickersResponse' Class: BybitTickersGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * symbol: member_descriptor Class: BybitTickersLinearResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitTickersOptionResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitTickersSpotResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.market.trades Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitTradesEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTradesGetParams') -> 'BybitTradesResponse' Class: BybitTradesGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * limit: member_descriptor * optionType: member_descriptor * symbol: member_descriptor Class: BybitTradesResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.amend_order Class: BybitAmendOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitAmendOrderPostParams') -> 'BybitAmendOrderResponse' Class: BybitAmendOrderPostParams Inherits from: BybitBatchAmendOrder Class Variables: * category: member_descriptor Class: BybitAmendOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitBatchAmendOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * price: member_descriptor * qty: member_descriptor * slLimitPrice: member_descriptor * slTriggerBy: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpLimitPrice: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerPrice: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_amend_order Class: BybitBatchAmendOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * price: member_descriptor * qty: member_descriptor * slLimitPrice: member_descriptor * slTriggerBy: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpLimitPrice: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerPrice: member_descriptor Class: BybitBatchAmendOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchAmendOrderPostParams') -> 'BybitBatchAmendOrderResponse' Class: BybitBatchAmendOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchAmendOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_cancel_order Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchCancelOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchCancelOrderPostParams') -> 'BybitBatchCancelOrderResponse' Class: BybitBatchCancelOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchCancelOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.batch_place_order Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * closeOnTrigger: member_descriptor * isLeverage: member_descriptor * marketUnit: member_descriptor * mmp: member_descriptor * orderFilter: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slTriggerBy: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor Class: BybitBatchPlaceOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchPlaceOrderPostParams') -> 'BybitBatchPlaceOrderResponse' Class: BybitBatchPlaceOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchPlaceOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.cancel_all_orders Class: BybitCancelAllOrdersEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitCancelAllOrdersPostParams') -> 'BybitCancelAllOrdersResponse' Class: BybitCancelAllOrdersPostParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Class: BybitCancelAllOrdersResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.cancel_order Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitCancelOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitCancelOrderPostParams') -> 'BybitCancelOrderResponse' Class: BybitCancelOrderPostParams Inherits from: BybitBatchCancelOrder Class Variables: * category: member_descriptor Class: BybitCancelOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.open_orders Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitOpenOrdersEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitOpenOrdersGetParams') -> 'BybitOpenOrdersResponseStruct' Class: BybitOpenOrdersGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Class: BybitOpenOrdersResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.order_history Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitOrderHistoryEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitOrderHistoryGetParams') -> 'BybitOrderHistoryResponseStruct' Class: BybitOrderHistoryGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * endtime: member_descriptor * limit: member_descriptor * openOnly: member_descriptor * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderStatus: member_descriptor * settleCoin: member_descriptor * startTime: member_descriptor * symbol: member_descriptor Class: BybitOrderHistoryResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitOrderStatus Inherits from: Enum Class Variables: * CREATED: BybitOrderStatus * NEW: BybitOrderStatus * REJECTED: BybitOrderStatus * PARTIALLY_FILLED: BybitOrderStatus * PARTIALLY_FILLED_CANCELED: BybitOrderStatus * FILLED: BybitOrderStatus * CANCELED: BybitOrderStatus * UNTRIGGERED: BybitOrderStatus * TRIGGERED: BybitOrderStatus * DEACTIVATED: BybitOrderStatus Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.place_order Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * closeOnTrigger: member_descriptor * isLeverage: member_descriptor * marketUnit: member_descriptor * mmp: member_descriptor * orderFilter: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slTriggerBy: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitPlaceOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitPlaceOrderPostParams') -> 'BybitPlaceOrderResponse' Class: BybitPlaceOrderPostParams Inherits from: BybitBatchPlaceOrder Class Variables: * category: member_descriptor * slippageTolerance: member_descriptor * slippageToleranceType: member_descriptor Class: BybitPlaceOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.set_trading_stop Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPositionIdx Inherits from: Enum Class Variables: * ONE_WAY: BybitPositionIdx * BUY_HEDGE: BybitPositionIdx * SELL_HEDGE: BybitPositionIdx Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSetTradingStopEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetTradingStopPostParams') -> 'BybitSetTradingStopResponse' Class: BybitSetTradingStopPostParams Inherits from: Struct Class Variables: * activePrice: member_descriptor * category: member_descriptor * positionIdx: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slSize: member_descriptor * slTriggerBy: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpSize: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * trailingStop: member_descriptor Class: BybitSetTradingStopResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.trade.trade_history Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitExecType Inherits from: Enum Class Variables: * TRADE: BybitExecType * ADL_TRADE: BybitExecType * FUNDING: BybitExecType * BUST_TRADE: BybitExecType * DELIVERY: BybitExecType * SETTLE: BybitExecType * BLOCK_TRADE: BybitExecType * MOVE_POSITION: BybitExecType * UNKNOWN: BybitExecType Class: BybitHttpEndpoint Inherits from: object Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTradeHistoryEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTradeHistoryGetParams') -> 'BybitTradeHistoryResponseStruct' Class: BybitTradeHistoryGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * endtime: member_descriptor * execType: member_descriptor * limit: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * startTime: member_descriptor * symbol: member_descriptor Class: BybitTradeHistoryResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.user.query_api Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitQueryApiEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitQueryApiResponse' Class: BybitQueryApiResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.endpoints.user.update_sub_api Class: BybitEndpointType Inherits from: Enum Class Variables: * NONE: BybitEndpointType * ASSET: BybitEndpointType * MARKET: BybitEndpointType * ACCOUNT: BybitEndpointType * TRADE: BybitEndpointType * POSITION: BybitEndpointType * USER: BybitEndpointType Class: BybitHttpEndpoint Inherits from: object Class: BybitUpdateSubApiEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitUpdateSubApiPostParams') -> 'BybitUpdateSubApiResponse' Class: BybitUpdateSubApiPostParams Inherits from: Struct Class Variables: * api_key: member_descriptor * ips: member_descriptor * read_only: member_descriptor Class: BybitUpdateSubApiResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Module: nautilus_trader.adapters.bybit.execution Class: AccountId Inherits from: Identifier Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: BybitAccountHttpAPI Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitAmendOrder' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitBatchCancelOrderResponse' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitBatchPlaceOrderResponse' * cancel_all_orders(self, product_type: 'BybitProductType', symbol: 'str') -> 'list[Any]' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitCancelOrderResponse' * fetch_account_info(self) -> 'BybitAccountInfo' * fetch_fee_rate(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'list[BybitFeeRate]' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitPlaceOrderResponse' * query_open_orders(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitOrder]' * query_order(self, product_type: 'BybitProductType', symbol: 'str | None', client_order_id: 'str | None', order_id: 'str | None') -> 'list[BybitOrder]' * query_order_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None, open_only: 'bool | None' = None) -> 'list[BybitOrder]' * query_position_info(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitPositionStruct]' * query_trade_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitExecution]' * query_wallet_balance(self, coin: 'str | None' = None) -> 'tuple[list[BybitWalletBalance], int]' * set_leverage(self, category: 'BybitProductType', symbol: 'str', buy_leverage: 'str', sell_leverage: 'str') -> 'BybitSetLeverageResponse' * set_margin_mode(self, margin_mode: 'BybitMarginMode') -> 'BybitSetMarginModeResponse' * set_trading_stop(self, product_type: 'BybitProductType', symbol: 'str', take_profit: 'str | None' = None, stop_loss: 'str | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_type: 'BybitTriggerType | None' = None, trailing_offset: 'str | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, tp_quantity: 'str | None' = None, sl_quantity: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitSetTradingStopResponse' * switch_mode(self, category: 'BybitProductType', mode: 'BybitPositionMode', symbol: 'str | None' = None, coin: 'str | None' = None) -> 'BybitSwitchModeResponse' Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * closeOnTrigger: member_descriptor * isLeverage: member_descriptor * marketUnit: member_descriptor * mmp: member_descriptor * orderFilter: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slTriggerBy: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitError Inherits from: Exception Class: BybitExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: 'GenerateFillReports') -> 'list[FillReport]' * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: 'GenerateOrderStatusReport') -> 'OrderStatusReport | None' * generate_order_status_reports(self, command: 'GenerateOrderStatusReports') -> 'list[OrderStatusReport]' * generate_position_status_reports(self, command: 'GeneratePositionStatusReports') -> 'list[PositionStatusReport]' * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * set_leverage(self, symbol: 'BybitSymbol', leverage: 'int') -> 'None' * set_position_mode(self, symbol: 'BybitSymbol', mode: 'BybitPositionMode') -> 'None' * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: BybitOrderStatus Inherits from: Enum Class Variables: * CREATED: BybitOrderStatus * NEW: BybitOrderStatus * REJECTED: BybitOrderStatus * PARTIALLY_FILLED: BybitOrderStatus * PARTIALLY_FILLED_CANCELED: BybitOrderStatus * FILLED: BybitOrderStatus * CANCELED: BybitOrderStatus * UNTRIGGERED: BybitOrderStatus * TRIGGERED: BybitOrderStatus * DEACTIVATED: BybitOrderStatus Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitStopOrderType Inherits from: Enum Class Variables: * NONE: BybitStopOrderType * UNKNOWN: BybitStopOrderType * TAKE_PROFIT: BybitStopOrderType * STOP_LOSS: BybitStopOrderType * TRAILING_STOP: BybitStopOrderType * STOP: BybitStopOrderType * PARTIAL_TAKE_PROFIT: BybitStopOrderType * PARTIAL_STOP_LOSS: BybitStopOrderType * TPSL_ORDER: BybitStopOrderType * OCO_ORDER: BybitStopOrderType * MM_RATE_CLOSE: BybitStopOrderType * BIDIRECTIONAL_TPSL_ORDER: BybitStopOrderType Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitWebSocketClient Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitWsOrderResponseMsg' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitWsOrderResponseMsg' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * connect(self) -> 'None' * disconnect(self) -> 'None' * has_subscription(self, item: 'str') -> 'bool' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * reconnect(self) -> 'None' * subscribe_account_position_update(self) -> 'None' * subscribe_executions_fast_update(self) -> 'None' * subscribe_executions_update(self) -> 'None' * subscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * subscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * subscribe_orders_update(self) -> 'None' * subscribe_tickers(self, symbol: 'str') -> 'None' * subscribe_trades(self, symbol: 'str') -> 'None' * subscribe_wallet_update(self) -> 'None' * unsubscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * unsubscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * unsubscribe_tickers(self, symbol: 'str') -> 'None' * unsubscribe_trades(self, symbol: 'str') -> 'None' Properties: * channel_type * subscriptions Class Variables: * subscriptions: property * channel_type: property Class: BybitWsAccountExecution Inherits from: Struct Class Variables: * blockTradeId: member_descriptor * category: member_descriptor * closedSize: member_descriptor * execFee: member_descriptor * execId: member_descriptor * execPrice: member_descriptor * execQty: member_descriptor * execTime: member_descriptor * execType: member_descriptor * execValue: member_descriptor * feeRate: member_descriptor * indexPrice: member_descriptor * isLeverage: member_descriptor * isMaker: member_descriptor * leavesQty: member_descriptor * markIv: member_descriptor * markPrice: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderPrice: member_descriptor * orderQty: member_descriptor * orderType: member_descriptor * seq: member_descriptor * side: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor * tradeIv: member_descriptor * underlyingPrice: member_descriptor Class: BybitWsAccountExecutionFast Inherits from: Struct Class Variables: * category: member_descriptor * execId: member_descriptor * execPrice: member_descriptor * execQty: member_descriptor * execTime: member_descriptor * isMaker: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * seq: member_descriptor * side: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor Class: BybitWsAccountExecutionFastMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * topic: member_descriptor Class: BybitWsAccountExecutionMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAccountOrderMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAccountWalletMsg Inherits from: Struct Methods: * handle_account_wallet_update(self, exec_client: 'BybitExecutionClient') Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsMessageGeneral Inherits from: Struct Class Variables: * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor * topic: member_descriptor Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LimitIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: MarketIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: MarketOrder Inherits from: Order Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: RetryManagerPool Inherits from: Generic Methods: * acquire(self) -> nautilus_trader.live.retry.RetryManager * release(self, retry_manager: nautilus_trader.live.retry.RetryManager) -> None * shutdown(self) -> None Class: StopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: TaskGroup Inherits from: object Methods: * create_task(self, coro, *, name=None, context=None) Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: Identifier Class: TrailingStopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * limit_offset: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_activated: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.bybit.factories Class: BybitDataClient Inherits from: LiveMarketDataClient Methods: * complete_fetch_tickers_task(self, request: 'Request') -> 'None' * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fetch_send_tickers(self, id: 'UUID4', product_type: 'BybitProductType', symbol: 'str') -> 'None' * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: BybitExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: 'GenerateFillReports') -> 'list[FillReport]' * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: 'GenerateOrderStatusReport') -> 'OrderStatusReport | None' * generate_order_status_reports(self, command: 'GenerateOrderStatusReports') -> 'list[OrderStatusReport]' * generate_position_status_reports(self, command: 'GeneratePositionStatusReports') -> 'list[PositionStatusReport]' * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * set_leverage(self, symbol: 'BybitSymbol', leverage: 'int') -> 'None' * set_position_mode(self, symbol: 'BybitSymbol', mode: 'BybitPositionMode') -> 'None' * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: BybitHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, signature: str | None = None, timestamp: str | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * api_secret Class Variables: * api_key: property * api_secret: property Class: BybitInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: 'dict | None' = None) -> 'None' * load_async(self, instrument_id: 'InstrumentId', filters: 'dict | None' = None) -> 'None' * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: 'list[InstrumentId]', filters: 'dict | None' = None) -> 'None' Properties: * count Class: BybitLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: 'asyncio.AbstractEventLoop', name: 'str', config: 'BybitDataClientConfig', msgbus: 'MessageBus', cache: 'Cache', clock: 'LiveClock') -> 'BybitDataClient' Class: BybitLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: 'asyncio.AbstractEventLoop', name: 'str', config: 'BybitExecClientConfig', msgbus: 'MessageBus', cache: 'Cache', clock: 'LiveClock') -> 'BybitExecutionClient' Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: Quota Inherits from: object Module: nautilus_trader.adapters.bybit.http.account Class: Any Inherits from: object Class: BybitAccountHttpAPI Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitAmendOrder' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitBatchCancelOrderResponse' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitBatchPlaceOrderResponse' * cancel_all_orders(self, product_type: 'BybitProductType', symbol: 'str') -> 'list[Any]' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitCancelOrderResponse' * fetch_account_info(self) -> 'BybitAccountInfo' * fetch_fee_rate(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'list[BybitFeeRate]' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitPlaceOrderResponse' * query_open_orders(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitOrder]' * query_order(self, product_type: 'BybitProductType', symbol: 'str | None', client_order_id: 'str | None', order_id: 'str | None') -> 'list[BybitOrder]' * query_order_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None, open_only: 'bool | None' = None) -> 'list[BybitOrder]' * query_position_info(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitPositionStruct]' * query_trade_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitExecution]' * query_wallet_balance(self, coin: 'str | None' = None) -> 'tuple[list[BybitWalletBalance], int]' * set_leverage(self, category: 'BybitProductType', symbol: 'str', buy_leverage: 'str', sell_leverage: 'str') -> 'BybitSetLeverageResponse' * set_margin_mode(self, margin_mode: 'BybitMarginMode') -> 'BybitSetMarginModeResponse' * set_trading_stop(self, product_type: 'BybitProductType', symbol: 'str', take_profit: 'str | None' = None, stop_loss: 'str | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_type: 'BybitTriggerType | None' = None, trailing_offset: 'str | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, tp_quantity: 'str | None' = None, sl_quantity: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitSetTradingStopResponse' * switch_mode(self, category: 'BybitProductType', mode: 'BybitPositionMode', symbol: 'str | None' = None, coin: 'str | None' = None) -> 'BybitSwitchModeResponse' Class: BybitAccountInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitAccountInfoResponse' Class: BybitAmendOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitAmendOrderPostParams') -> 'BybitAmendOrderResponse' Class: BybitAmendOrderPostParams Inherits from: BybitBatchAmendOrder Class Variables: * category: member_descriptor Class: BybitBatchAmendOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchAmendOrderPostParams') -> 'BybitBatchAmendOrderResponse' Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchCancelOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchCancelOrderPostParams') -> 'BybitBatchCancelOrderResponse' Class: BybitBatchCancelOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchCancelOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * closeOnTrigger: member_descriptor * isLeverage: member_descriptor * marketUnit: member_descriptor * mmp: member_descriptor * orderFilter: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slTriggerBy: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor Class: BybitBatchPlaceOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitBatchPlaceOrderPostParams') -> 'BybitBatchPlaceOrderResponse' Class: BybitBatchPlaceOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchPlaceOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitCancelAllOrdersEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitCancelAllOrdersPostParams') -> 'BybitCancelAllOrdersResponse' Class: BybitCancelAllOrdersPostParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Class: BybitCancelOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitCancelOrderPostParams') -> 'BybitCancelOrderResponse' Class: BybitCancelOrderPostParams Inherits from: BybitBatchCancelOrder Class Variables: * category: member_descriptor Class: BybitFeeRateEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitFeeRateGetParams') -> 'BybitFeeRateResponse' Class: BybitFeeRateGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * symbol: member_descriptor Class: BybitHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, signature: str | None = None, timestamp: str | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * api_secret Class Variables: * api_key: property * api_secret: property Class: BybitOpenOrdersEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitOpenOrdersGetParams') -> 'BybitOpenOrdersResponseStruct' Class: BybitOpenOrdersGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Class: BybitOrderHistoryEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitOrderHistoryGetParams') -> 'BybitOrderHistoryResponseStruct' Class: BybitOrderHistoryGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * endtime: member_descriptor * limit: member_descriptor * openOnly: member_descriptor * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderStatus: member_descriptor * settleCoin: member_descriptor * startTime: member_descriptor * symbol: member_descriptor Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPlaceOrderEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitPlaceOrderPostParams') -> 'BybitPlaceOrderResponse' Class: BybitPlaceOrderPostParams Inherits from: BybitBatchPlaceOrder Class Variables: * category: member_descriptor * slippageTolerance: member_descriptor * slippageToleranceType: member_descriptor Class: BybitPositionIdx Inherits from: Enum Class Variables: * ONE_WAY: BybitPositionIdx * BUY_HEDGE: BybitPositionIdx * SELL_HEDGE: BybitPositionIdx Class: BybitPositionInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'PositionInfoGetParams') -> 'BybitPositionResponseStruct' Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSetLeverageEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetLeveragePostParams') -> 'BybitSetLeverageResponse' Class: BybitSetLeveragePostParams Inherits from: Struct Class Variables: * buyLeverage: member_descriptor * category: member_descriptor * sellLeverage: member_descriptor * symbol: member_descriptor Class: BybitSetMarginModeEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetMarginModePostParams') -> 'BybitSetMarginModeResponse' Class: BybitSetMarginModePostParams Inherits from: Struct Class Variables: * setMarginMode: member_descriptor Class: BybitSetTradingStopEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSetTradingStopPostParams') -> 'BybitSetTradingStopResponse' Class: BybitSetTradingStopPostParams Inherits from: Struct Class Variables: * activePrice: member_descriptor * category: member_descriptor * positionIdx: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slSize: member_descriptor * slTriggerBy: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpSize: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * trailingStop: member_descriptor Class: BybitSwitchModeEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitSwitchModePostParams') -> 'BybitSwitchModeResponse' Class: BybitSwitchModePostParams Inherits from: Struct Class Variables: * category: member_descriptor * coin: member_descriptor * mode: member_descriptor * symbol: member_descriptor Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTradeHistoryEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTradeHistoryGetParams') -> 'BybitTradeHistoryResponseStruct' Class: BybitTradeHistoryGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * endtime: member_descriptor * execType: member_descriptor * limit: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * startTime: member_descriptor * symbol: member_descriptor Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: BybitWalletBalanceEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitWalletBalanceGetParams') -> 'BybitWalletBalanceResponse' Class: BybitWalletBalanceGetParams Inherits from: Struct Class Variables: * accountType: member_descriptor * coin: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: PositionInfoGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * limit: member_descriptor * settleCoin: member_descriptor * symbol: member_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.bybit.http.asset Class: BybitAssetHttpAPI Inherits from: object Methods: * fetch_coin_info(self, coin: 'str | None' = None) -> 'list[BybitCoinInfo]' Class: BybitCoinInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitCoinInfoGetParams') -> 'BybitCoinInfoResponse' Class: BybitCoinInfoGetParams Inherits from: Struct Class Variables: * coin: member_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.bybit.http.client Class: Any Inherits from: object Class: BybitError Inherits from: Exception Class: BybitHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, signature: str | None = None, timestamp: str | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * api_secret Class Variables: * api_key: property * api_secret: property Class: BybitResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: HttpClient Inherits from: object Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: HttpResponse Inherits from: object Class Variables: * body: getset_descriptor * status: getset_descriptor * headers: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: Quota Inherits from: object Module: nautilus_trader.adapters.bybit.http.errors Class: BybitError Inherits from: Exception Module: nautilus_trader.adapters.bybit.http.market Class: BybitInstrumentInverse Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentLinear Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentOption Inherits from: Struct Methods: * parse_to_instrument(self, quote_currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.model.instruments.option_contract.OptionContract Class Variables: * baseCoin: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * launchTime: member_descriptor * lotSizeFilter: member_descriptor * optionsType: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentSpot Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair Class Variables: * baseCoin: member_descriptor * innovation: member_descriptor * lotSizeFilter: member_descriptor * marginTrading: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentsInfoEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitInstrumentsInfoGetParams') -> 'BybitInstrumentsSpotResponse | BybitInstrumentsLinearResponse | BybitInstrumentsInverseResponse | BybitInstrumentsOptionResponse' Class: BybitInstrumentsInfoGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * cursor: member_descriptor * limit: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitKlineInterval Inherits from: Enum Class Variables: * MINUTE_1: BybitKlineInterval * MINUTE_3: BybitKlineInterval * MINUTE_5: BybitKlineInterval * MINUTE_15: BybitKlineInterval * MINUTE_30: BybitKlineInterval * HOUR_1: BybitKlineInterval * HOUR_2: BybitKlineInterval * HOUR_4: BybitKlineInterval * HOUR_6: BybitKlineInterval * HOUR_12: BybitKlineInterval * DAY_1: BybitKlineInterval * WEEK_1: BybitKlineInterval * MONTH_1: BybitKlineInterval Class: BybitKlinesEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitKlinesGetParams') -> 'BybitKlinesResponse' Class: BybitKlinesGetParams Inherits from: Struct Class Variables: * category: member_descriptor * end: member_descriptor * interval: member_descriptor * limit: member_descriptor * start: member_descriptor * symbol: member_descriptor Class: BybitMarketHttpAPI Inherits from: object Methods: * fetch_all_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitInstrumentList' * fetch_instrument(self, product_type: 'BybitProductType', symbol: 'str') -> 'BybitInstrument' * fetch_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None, limit: 'int | None' = None, cursor: 'str | None' = None) -> 'BybitInstrumentList' * fetch_klines(self, product_type: 'BybitProductType', symbol: 'str', interval: 'BybitKlineInterval', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[BybitKline]' * fetch_public_trades(self, product_type: 'BybitProductType', symbol: 'str', limit: 'int | None' = None) -> 'list[BybitTrade]' * fetch_server_time(self) -> 'BybitServerTime' * fetch_tickers(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitTickerList' * request_bybit_bars(self, bar_type: 'BarType', interval: 'BybitKlineInterval', ts_init: 'int', timestamp_on_close: 'bool', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[Bar]' * request_bybit_trades(self, instrument_id: 'InstrumentId', ts_init: 'int', limit: 'int' = 1000) -> 'list[Bar]' Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitServerTimeEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitServerTimeResponse' Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: BybitTickersEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTickersGetParams') -> 'BybitTickersResponse' Class: BybitTickersGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * symbol: member_descriptor Class: BybitTradesEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self, params: 'BybitTradesGetParams') -> 'BybitTradesResponse' Class: BybitTradesGetParams Inherits from: Struct Class Variables: * baseCoin: member_descriptor * category: member_descriptor * limit: member_descriptor * optionType: member_descriptor * symbol: member_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.bybit.http.user Class: BybitHttpClient Inherits from: object Methods: * send_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, signature: str | None = None, timestamp: str | None = None, ratelimiter_keys: list[str] | None = None) -> bytes * sign_request(self, http_method: nautilus_trader.core.nautilus_pyo3.network.HttpMethod, url_path: str, payload: dict[str, str] | None = None, ratelimiter_keys: list[str] | None = None) -> Any Properties: * api_key * api_secret Class Variables: * api_key: property * api_secret: property Class: BybitQueryApiEndpoint Inherits from: BybitHttpEndpoint Methods: * get(self) -> 'BybitQueryApiResponse' Class: BybitUpdateSubApiEndpoint Inherits from: BybitHttpEndpoint Methods: * post(self, params: 'BybitUpdateSubApiPostParams') -> 'BybitUpdateSubApiResponse' Class: BybitUpdateSubApiPostParams Inherits from: Struct Class Variables: * api_key: member_descriptor * ips: member_descriptor * read_only: member_descriptor Class: BybitUserHttpAPI Inherits from: object Methods: * query_api(self) -> 'BybitApiInfo' * update_sub_api(self, api_key: 'str | None' = None, read_only: 'int' = 0, ips: 'str | None' = None) -> 'BybitUpdateSubApiResult' Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.bybit.loaders Class: BybitOrderBookDeltaDataLoader Inherits from: object Methods: * load(file_path: 'PathLike[str] | str', nrows: 'int | None' = None, product_type: 'BybitProductType' = ) -> 'pd.DataFrame' * map_actions(update_type: 'str', size: 'float') -> 'str' * map_flags(update_type: 'str') -> 'int' * map_sides(side: 'str') -> 'str' Class Variables: * load: classmethod * map_actions: classmethod * map_sides: classmethod * map_flags: classmethod Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: ZipFile Inherits from: object Methods: * close(self) * extract(self, member, path=None, pwd=None) * extractall(self, path=None, members=None, pwd=None) * getinfo(self, name) * infolist(self) * mkdir(self, zinfo_or_directory_name, mode=511) * namelist(self) * open(self, name, mode='r', pwd=None, *, force_zip64=False) * printdir(self, file=None) * read(self, name, pwd=None) * setpassword(self, pwd) * testzip(self) * write(self, filename, arcname=None, compress_type=None, compresslevel=None) * writestr(self, zinfo_or_arcname, data, compress_type=None, compresslevel=None) Properties: * comment Class Variables: * fp: NoneType * comment: property Module: nautilus_trader.adapters.bybit.providers Class: BybitAccountHttpAPI Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitAmendOrder' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitBatchCancelOrderResponse' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitBatchPlaceOrderResponse' * cancel_all_orders(self, product_type: 'BybitProductType', symbol: 'str') -> 'list[Any]' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitCancelOrderResponse' * fetch_account_info(self) -> 'BybitAccountInfo' * fetch_fee_rate(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'list[BybitFeeRate]' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitPlaceOrderResponse' * query_open_orders(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitOrder]' * query_order(self, product_type: 'BybitProductType', symbol: 'str | None', client_order_id: 'str | None', order_id: 'str | None') -> 'list[BybitOrder]' * query_order_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None, open_only: 'bool | None' = None) -> 'list[BybitOrder]' * query_position_info(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitPositionStruct]' * query_trade_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitExecution]' * query_wallet_balance(self, coin: 'str | None' = None) -> 'tuple[list[BybitWalletBalance], int]' * set_leverage(self, category: 'BybitProductType', symbol: 'str', buy_leverage: 'str', sell_leverage: 'str') -> 'BybitSetLeverageResponse' * set_margin_mode(self, margin_mode: 'BybitMarginMode') -> 'BybitSetMarginModeResponse' * set_trading_stop(self, product_type: 'BybitProductType', symbol: 'str', take_profit: 'str | None' = None, stop_loss: 'str | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_type: 'BybitTriggerType | None' = None, trailing_offset: 'str | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, tp_quantity: 'str | None' = None, sl_quantity: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitSetTradingStopResponse' * switch_mode(self, category: 'BybitProductType', mode: 'BybitPositionMode', symbol: 'str | None' = None, coin: 'str | None' = None) -> 'BybitSwitchModeResponse' Class: BybitAssetHttpAPI Inherits from: object Methods: * fetch_coin_info(self, coin: 'str | None' = None) -> 'list[BybitCoinInfo]' Class: BybitInstrumentInverse Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentLinear Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentOption Inherits from: Struct Methods: * parse_to_instrument(self, quote_currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.model.instruments.option_contract.OptionContract Class Variables: * baseCoin: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * launchTime: member_descriptor * lotSizeFilter: member_descriptor * optionsType: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: 'dict | None' = None) -> 'None' * load_async(self, instrument_id: 'InstrumentId', filters: 'dict | None' = None) -> 'None' * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: 'list[InstrumentId]', filters: 'dict | None' = None) -> 'None' Properties: * count Class: BybitInstrumentSpot Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair Class Variables: * baseCoin: member_descriptor * innovation: member_descriptor * lotSizeFilter: member_descriptor * marginTrading: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitMarketHttpAPI Inherits from: object Methods: * fetch_all_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitInstrumentList' * fetch_instrument(self, product_type: 'BybitProductType', symbol: 'str') -> 'BybitInstrument' * fetch_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None, limit: 'int | None' = None, cursor: 'str | None' = None) -> 'BybitInstrumentList' * fetch_klines(self, product_type: 'BybitProductType', symbol: 'str', interval: 'BybitKlineInterval', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[BybitKline]' * fetch_public_trades(self, product_type: 'BybitProductType', symbol: 'str', limit: 'int | None' = None) -> 'list[BybitTrade]' * fetch_server_time(self) -> 'BybitServerTime' * fetch_tickers(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitTickerList' * request_bybit_bars(self, bar_type: 'BarType', interval: 'BybitKlineInterval', ts_init: 'int', timestamp_on_close: 'bool', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[Bar]' * request_bybit_trades(self, instrument_id: 'InstrumentId', ts_init: 'int', limit: 'int' = 1000) -> 'list[Bar]' Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.bybit.schemas.account.balance Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: BybitCoinBalance Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance Class Variables: * accruedInterest: member_descriptor * availableToBorrow: member_descriptor * availableToWithdraw: member_descriptor * bonus: member_descriptor * borrowAmount: member_descriptor * coin: member_descriptor * collateralSwitch: member_descriptor * cumRealisedPnl: member_descriptor * equity: member_descriptor * locked: member_descriptor * marginCollateral: member_descriptor * totalOrderIM: member_descriptor * totalPositionIM: member_descriptor * totalPositionMM: member_descriptor * unrealisedPnl: member_descriptor * usdValue: member_descriptor * walletBalance: member_descriptor Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitWalletBalance Inherits from: Struct Methods: * parse_to_account_balance(self) -> list[nautilus_trader.model.objects.AccountBalance] * parse_to_margin_balance(self) -> list[nautilus_trader.model.objects.MarginBalance] Class Variables: * accountIMRate: member_descriptor * accountLTV: member_descriptor * accountMMRate: member_descriptor * accountType: member_descriptor * coin: member_descriptor * totalAvailableBalance: member_descriptor * totalEquity: member_descriptor * totalInitialMargin: member_descriptor * totalMaintenanceMargin: member_descriptor * totalMarginBalance: member_descriptor * totalPerpUPL: member_descriptor * totalWalletBalance: member_descriptor Class: BybitWalletBalanceResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Module: nautilus_trader.adapters.bybit.schemas.account.fee_rate Class: BybitFeeRate Inherits from: Struct Class Variables: * baseCoin: member_descriptor * makerFeeRate: member_descriptor * symbol: member_descriptor * takerFeeRate: member_descriptor Class: BybitFeeRateResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.account.info Class: BybitAccountInfo Inherits from: Struct Class Variables: * isMasterTrader: member_descriptor * marginMode: member_descriptor * spotHedgingStatus: member_descriptor * unifiedMarginStatus: member_descriptor * updatedTime: member_descriptor Class: BybitAccountInfoResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitMarginMode Inherits from: Enum Class Variables: * ISOLATED_MARGIN: BybitMarginMode * REGULAR_MARGIN: BybitMarginMode * PORTFOLIO_MARGIN: BybitMarginMode Class: BybitUnifiedMarginStatus Inherits from: Enum Class Variables: * CLASSIC_ACCOUNT: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_1_0: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_1_0_PRO: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_2_0: BybitUnifiedMarginStatus * UNIFIED_TRADING_ACCOUNT_2_0_PRO: BybitUnifiedMarginStatus Module: nautilus_trader.adapters.bybit.schemas.account.set_leverage Class: Any Inherits from: object Class: BybitSetLeverageResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.account.set_margin_mode Class: BybitSetMarginModeReason Inherits from: Struct Class Variables: * reasonCode: member_descriptor * reasonMsg: member_descriptor Class: BybitSetMarginModeReasons Inherits from: Struct Class Variables: * reasons: member_descriptor Class: BybitSetMarginModeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.account.switch_mode Class: Any Inherits from: object Class: BybitSwitchModeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.asset.coin_info Class: Any Inherits from: object Class: BybitCoinChainInfo Inherits from: Struct Class Variables: * chain: member_descriptor * chainDeposit: member_descriptor * chainType: member_descriptor * chainWithdraw: member_descriptor * confirmation: member_descriptor * depositMin: member_descriptor * minAccuracy: member_descriptor * withdrawFee: member_descriptor * withdrawMin: member_descriptor * withdrawPercentageFee: member_descriptor Class: BybitCoinInfo Inherits from: Struct Methods: * parse_to_currency(self) -> nautilus_trader.model.objects.Currency Class Variables: * chains: member_descriptor * coin: member_descriptor * name: member_descriptor * remainAmount: member_descriptor Class: BybitCoinInfoResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitCoinInfoResult Inherits from: Struct Class Variables: * rows: member_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyType Inherits from: IntFlag Class Variables: * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Module: nautilus_trader.adapters.bybit.schemas.common Class: Any Inherits from: object Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitListResultWithCursor Inherits from: BybitListResult Class Variables: * nextPageCursor: member_descriptor Class: Generic Inherits from: object Class: LeverageFilter Inherits from: Struct Class Variables: * leverageStep: member_descriptor * maxLeverage: member_descriptor * minLeverage: member_descriptor Class: LinearLotSizeFilter Inherits from: Struct Class Variables: * maxMktOrderQty: member_descriptor * maxOrderQty: member_descriptor * minNotionalValue: member_descriptor * minOrderQty: member_descriptor * postOnlyMaxOrderQty: member_descriptor * qtyStep: member_descriptor Class: LinearPriceFilter Inherits from: Struct Class Variables: * maxPrice: member_descriptor * minPrice: member_descriptor * tickSize: member_descriptor Class: OptionLotSizeFilter Inherits from: Struct Class Variables: * maxOrderQty: member_descriptor * minOrderQty: member_descriptor * qtyStep: member_descriptor Class: SpotLotSizeFilter Inherits from: Struct Class Variables: * basePrecision: member_descriptor * maxOrderAmt: member_descriptor * maxOrderQty: member_descriptor * minOrderAmt: member_descriptor * minOrderQty: member_descriptor * quotePrecision: member_descriptor Class: SpotPriceFilter Inherits from: Struct Class Variables: * tickSize: member_descriptor Class: TypeVar Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Module: nautilus_trader.adapters.bybit.schemas.instrument Class: AssetClass Inherits from: IntFlag Class Variables: * FX: AssetClass * EQUITY: AssetClass * COMMODITY: AssetClass * DEBT: AssetClass * INDEX: AssetClass * CRYPTOCURRENCY: AssetClass * ALTERNATIVE: AssetClass Class: BybitContractType Inherits from: Enum Class Variables: * LINEAR_PERPETUAL: BybitContractType * LINEAR_FUTURE: BybitContractType * INVERSE_PERPETUAL: BybitContractType * INVERSE_FUTURE: BybitContractType Class: BybitFeeRate Inherits from: Struct Class Variables: * baseCoin: member_descriptor * makerFeeRate: member_descriptor * symbol: member_descriptor * takerFeeRate: member_descriptor Class: BybitInstrumentInverse Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentLinear Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class Variables: * baseCoin: member_descriptor * contractType: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingInterval: member_descriptor * launchTime: member_descriptor * leverageFilter: member_descriptor * lotSizeFilter: member_descriptor * priceFilter: member_descriptor * priceScale: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor * unifiedMarginTrade: member_descriptor Class: BybitInstrumentOption Inherits from: Struct Methods: * parse_to_instrument(self, quote_currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.model.instruments.option_contract.OptionContract Class Variables: * baseCoin: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * launchTime: member_descriptor * lotSizeFilter: member_descriptor * optionsType: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * settleCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentSpot Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, fee_rate: nautilus_trader.adapters.bybit.schemas.account.fee_rate.BybitFeeRate, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair Class Variables: * baseCoin: member_descriptor * innovation: member_descriptor * lotSizeFilter: member_descriptor * marginTrading: member_descriptor * priceFilter: member_descriptor * quoteCoin: member_descriptor * status: member_descriptor * symbol: member_descriptor Class: BybitInstrumentsInverseResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsLinearResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsOptionResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitInstrumentsSpotResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitListResultWithCursor Inherits from: BybitListResult Class Variables: * nextPageCursor: member_descriptor Class: BybitOptionType Inherits from: Enum Class Variables: * CALL: BybitOptionType * PUT: BybitOptionType Class: BybitSymbol Inherits from: str Methods: * to_instrument_id(self) -> 'InstrumentId' Properties: * is_inverse * is_linear * is_option * is_spot * product_type * raw_symbol Class Variables: * raw_symbol: property * product_type: property * is_spot: property * is_linear: property * is_inverse: property * is_option: property Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: LeverageFilter Inherits from: Struct Class Variables: * leverageStep: member_descriptor * maxLeverage: member_descriptor * minLeverage: member_descriptor Class: LinearLotSizeFilter Inherits from: Struct Class Variables: * maxMktOrderQty: member_descriptor * maxOrderQty: member_descriptor * minNotionalValue: member_descriptor * minOrderQty: member_descriptor * postOnlyMaxOrderQty: member_descriptor * qtyStep: member_descriptor Class: LinearPriceFilter Inherits from: Struct Class Variables: * maxPrice: member_descriptor * minPrice: member_descriptor * tickSize: member_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: OptionKind Inherits from: IntFlag Class Variables: * CALL: OptionKind * PUT: OptionKind Class: OptionLotSizeFilter Inherits from: Struct Class Variables: * maxOrderQty: member_descriptor * minOrderQty: member_descriptor * qtyStep: member_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: SpotLotSizeFilter Inherits from: Struct Class Variables: * basePrecision: member_descriptor * maxOrderAmt: member_descriptor * maxOrderQty: member_descriptor * minOrderAmt: member_descriptor * minOrderQty: member_descriptor * quotePrecision: member_descriptor Class: SpotPriceFilter Inherits from: Struct Class Variables: * tickSize: member_descriptor Class: Symbol Inherits from: Identifier Module: nautilus_trader.adapters.bybit.schemas.market.kline Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BybitKline Inherits from: Struct Methods: * parse_to_bar(self, bar_type: nautilus_trader.model.data.BarType, ts_init: int, timestamp_on_close: bool) -> nautilus_trader.model.data.Bar Class Variables: * closePrice: member_descriptor * highPrice: member_descriptor * lowPrice: member_descriptor * openPrice: member_descriptor * startTime: member_descriptor * turnover: member_descriptor * volume: member_descriptor Class: BybitKlinesList Inherits from: Struct Class Variables: * category: member_descriptor * list: member_descriptor * symbol: member_descriptor Class: BybitKlinesResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.adapters.bybit.schemas.market.orderbook Class: BybitDeltasList Inherits from: Struct Methods: * parse_to_deltas(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_event: int, ts_init: int, snapshot: bool = False) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * a: member_descriptor * b: member_descriptor * s: member_descriptor * seq: member_descriptor * u: member_descriptor Class: BybitOrderBookResponse Inherits from: Struct Class Variables: * cts: member_descriptor * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Module: nautilus_trader.adapters.bybit.schemas.market.server_time Class: BybitServerTime Inherits from: Struct Class Variables: * timeNano: member_descriptor * timeSecond: member_descriptor Class: BybitServerTimeResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.market.ticker Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitTickerData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class: BybitTickerLinear Inherits from: Struct Class Variables: * ask1Price: member_descriptor * ask1Size: member_descriptor * basis: member_descriptor * basisRate: member_descriptor * bid1Price: member_descriptor * bid1Size: member_descriptor * deliveryFeeRate: member_descriptor * deliveryTime: member_descriptor * fundingRate: member_descriptor * highPrice24h: member_descriptor * indexPrice: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * markPrice: member_descriptor * nextFundingTime: member_descriptor * openInterest: member_descriptor * openInterestValue: member_descriptor * predictedDeliveryPrice: member_descriptor * prevPrice1h: member_descriptor * prevPrice24h: member_descriptor * price24hPcnt: member_descriptor * symbol: member_descriptor * turnover24h: member_descriptor * volume24h: member_descriptor Class: BybitTickerOption Inherits from: Struct Class Variables: * ask1Iv: member_descriptor * ask1Price: member_descriptor * ask1Size: member_descriptor * bid1Iv: member_descriptor * bid1Price: member_descriptor * bid1Size: member_descriptor * change24h: member_descriptor * delta: member_descriptor * gamma: member_descriptor * highPrice24h: member_descriptor * indexPrice: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * markIv: member_descriptor * markPrice: member_descriptor * openInterest: member_descriptor * predictedDeliveryPrice: member_descriptor * symbol: member_descriptor * theta: member_descriptor * totalTurnover: member_descriptor * totalVolume: member_descriptor * turnover24h: member_descriptor * underlyingPrice: member_descriptor * vega: member_descriptor * volume24h: member_descriptor Class: BybitTickerSpot Inherits from: Struct Class Variables: * ask1Price: member_descriptor * ask1Size: member_descriptor * bid1Price: member_descriptor * bid1Size: member_descriptor * highPrice24h: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * prevPrice24h: member_descriptor * price24hPcnt: member_descriptor * symbol: member_descriptor * turnover24h: member_descriptor * usdIndexPrice: member_descriptor * volume24h: member_descriptor Class: BybitTickersLinearResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitTickersOptionResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitTickersSpotResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.bybit.schemas.market.trades Class: Any Inherits from: object Class: BybitTrade Inherits from: Struct Methods: * parse_to_trade(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * execId: member_descriptor * iP: member_descriptor * isBlockTrade: member_descriptor * iv: member_descriptor * mP: member_descriptor * mlv: member_descriptor * price: member_descriptor * side: member_descriptor * size: member_descriptor * symbol: member_descriptor * time: member_descriptor Class: BybitTradesList Inherits from: Struct Class Variables: * category: member_descriptor * list: member_descriptor Class: BybitTradesResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.bybit.schemas.order Class: AccountId Inherits from: Identifier Class: Any Inherits from: object Class: BybitAmendOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitAmendOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitAmendResult Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BybitBatchAmendOrder Inherits from: Struct Class Variables: * category: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchAmendOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchAmendOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitBatchAmendOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * category: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchCancelOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchCancelOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitBatchCancelOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * category: member_descriptor * createAt: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchPlaceOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchPlaceOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitBatchPlaceOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitCancelAllOrders Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitCancelAllOrdersResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitCancelOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitCancelOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitCancelResult Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitOpenOrdersResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.bybit.common.enums.BybitEnumParser, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * avgPrice: member_descriptor * blockTradeId: member_descriptor * cancelType: member_descriptor * closeOnTrigger: member_descriptor * createdTime: member_descriptor * cumExecFee: member_descriptor * cumExecQty: member_descriptor * cumExecValue: member_descriptor * isLeverage: member_descriptor * lastPriceOnCreated: member_descriptor * leavesQty: member_descriptor * leavesValue: member_descriptor * orderId: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderStatus: member_descriptor * orderType: member_descriptor * placeType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * rejectReason: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slTriggerBy: member_descriptor * smpGroup: member_descriptor * smpOrderId: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor * updatedTime: member_descriptor Class: BybitOrderHistoryResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderStatus Inherits from: Enum Class Variables: * CREATED: BybitOrderStatus * NEW: BybitOrderStatus * REJECTED: BybitOrderStatus * PARTIALLY_FILLED: BybitOrderStatus * PARTIALLY_FILLED_CANCELED: BybitOrderStatus * FILLED: BybitOrderStatus * CANCELED: BybitOrderStatus * UNTRIGGERED: BybitOrderStatus * TRIGGERED: BybitOrderStatus * DEACTIVATED: BybitOrderStatus Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPlaceOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitPlaceOrderResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitPlaceResult Inherits from: Struct Class Variables: * code: member_descriptor * msg: member_descriptor Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitSetTradingStopResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retExtInfo: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitStopOrderType Inherits from: Enum Class Variables: * NONE: BybitStopOrderType * UNKNOWN: BybitStopOrderType * TAKE_PROFIT: BybitStopOrderType * STOP_LOSS: BybitStopOrderType * TRAILING_STOP: BybitStopOrderType * STOP: BybitStopOrderType * PARTIAL_TAKE_PROFIT: BybitStopOrderType * PARTIAL_STOP_LOSS: BybitStopOrderType * TPSL_ORDER: BybitStopOrderType * OCO_ORDER: BybitStopOrderType * MM_RATE_CLOSE: BybitStopOrderType * BIDIRECTIONAL_TPSL_ORDER: BybitStopOrderType Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.bybit.schemas.position Class: AccountId Inherits from: Identifier Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitPositionResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: BybitPositionSide Inherits from: Enum Class Variables: * FLAT: BybitPositionSide * BUY: BybitPositionSide * SELL: BybitPositionSide Class: BybitPositionStruct Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * adlRankIndicator: member_descriptor * autoAddMargin: member_descriptor * avgPrice: member_descriptor * bustPrice: member_descriptor * createdTime: member_descriptor * cumRealisedPnl: member_descriptor * leverage: member_descriptor * liqPrice: member_descriptor * markPrice: member_descriptor * positionBalance: member_descriptor * positionIM: member_descriptor * positionIdx: member_descriptor * positionMM: member_descriptor * positionStatus: member_descriptor * positionValue: member_descriptor * riskId: member_descriptor * riskLimitValue: member_descriptor * side: member_descriptor * size: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpslMode: member_descriptor * tradeMode: member_descriptor * trailingStop: member_descriptor * unrealisedPnl: member_descriptor * updatedTime: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.adapters.bybit.schemas.trade Class: AccountId Inherits from: Identifier Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitExecType Inherits from: Enum Class Variables: * TRADE: BybitExecType * ADL_TRADE: BybitExecType * FUNDING: BybitExecType * BUST_TRADE: BybitExecType * DELIVERY: BybitExecType * SETTLE: BybitExecType * BLOCK_TRADE: BybitExecType * MOVE_POSITION: BybitExecType * UNKNOWN: BybitExecType Class: BybitExecution Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.bybit.common.enums.BybitEnumParser, ts_init: int) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * blockTradeId: member_descriptor * closedSize: member_descriptor * createType: member_descriptor * execFee: member_descriptor * execId: member_descriptor * execPrice: member_descriptor * execQty: member_descriptor * execTime: member_descriptor * execType: member_descriptor * execValue: member_descriptor * feeCurrency: member_descriptor * feeRate: member_descriptor * indexPrice: member_descriptor * isMaker: member_descriptor * leavesQty: member_descriptor * markIv: member_descriptor * markPrice: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderPrice: member_descriptor * orderQty: member_descriptor * orderType: member_descriptor * seq: member_descriptor * side: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor * tradeIv: member_descriptor * underlyingPrice: member_descriptor Class: BybitListResult Inherits from: Generic, Struct Class Variables: * list: member_descriptor Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitStopOrderType Inherits from: Enum Class Variables: * NONE: BybitStopOrderType * UNKNOWN: BybitStopOrderType * TAKE_PROFIT: BybitStopOrderType * STOP_LOSS: BybitStopOrderType * TRAILING_STOP: BybitStopOrderType * STOP: BybitStopOrderType * PARTIAL_TAKE_PROFIT: BybitStopOrderType * PARTIAL_STOP_LOSS: BybitStopOrderType * TPSL_ORDER: BybitStopOrderType * OCO_ORDER: BybitStopOrderType * MM_RATE_CLOSE: BybitStopOrderType * BIDIRECTIONAL_TPSL_ORDER: BybitStopOrderType Class: BybitTradeHistoryResponseStruct Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor * time: member_descriptor Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.bybit.schemas.user.query_api Class: BybitApiInfo Inherits from: Struct Class Variables: * affiliateID: member_descriptor * apiKey: member_descriptor * createdAt: member_descriptor * deadlineDay: member_descriptor * expiredAt: member_descriptor * id: member_descriptor * inviterID: member_descriptor * ips: member_descriptor * isMaster: member_descriptor * kycLevel: member_descriptor * kycRegion: member_descriptor * mktMakerLevel: member_descriptor * note: member_descriptor * parentUid: member_descriptor * permissions: member_descriptor * readOnly: member_descriptor * rsaPublicKey: member_descriptor * secret: member_descriptor * type: member_descriptor * unified: member_descriptor * userID: member_descriptor * uta: member_descriptor * vipLevel: member_descriptor Class: BybitQueryApiResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.user.update_sub_api Class: BybitUpdateSubApiResponse Inherits from: Struct Class Variables: * result: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitUpdateSubApiResult Inherits from: Struct Class Variables: * apiKey: member_descriptor * id: member_descriptor * ips: member_descriptor * note: member_descriptor * permissions: member_descriptor * readOnly: member_descriptor * secret: member_descriptor Module: nautilus_trader.adapters.bybit.schemas.ws Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BybitAmendOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitAmendOrderPostParams Inherits from: BybitBatchAmendOrder Class Variables: * category: member_descriptor Class: BybitBatchAmendOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchAmendOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchAmendOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchCancelOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchCancelOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchCancelOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchPlaceOrderExtInfo Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitBatchPlaceOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchPlaceOrderResult Inherits from: Struct Class Variables: * list: member_descriptor Class: BybitCancelOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitCancelOrderPostParams Inherits from: BybitBatchCancelOrder Class Variables: * category: member_descriptor Class: BybitEnumParser Inherits from: object Methods: * parse_bybit_kline(self, bar_type: 'BarType') -> 'BybitKlineInterval' * parse_bybit_order_side(self, order_side: 'BybitOrderSide') -> 'OrderSide' * parse_bybit_order_status(self, order_type: 'OrderType', order_status: 'BybitOrderStatus') -> 'OrderStatus' * parse_bybit_order_type(self, order_type: 'BybitOrderType', stop_order_type: 'BybitStopOrderType', order_side: 'BybitOrderSide', trigger_direction: 'BybitTriggerDirection') -> 'OrderType' * parse_bybit_time_in_force(self, time_in_force: 'BybitTimeInForce') -> 'TimeInForce' * parse_bybit_trigger_type(self, trigger_type: 'BybitTriggerType') -> 'TriggerType' * parse_nautilus_order_side(self, order_side: 'OrderSide') -> 'BybitOrderSide' * parse_nautilus_time_in_force(self, time_in_force: 'TimeInForce') -> 'BybitTimeInForce' * parse_nautilus_trigger_type(self, trigger_type: 'TriggerType') -> 'BybitTriggerType' * parse_trigger_direction(self, order_type: 'OrderType', order_side: 'OrderSide') -> 'BybitTriggerDirection | None' Class: BybitExecType Inherits from: Enum Class Variables: * TRADE: BybitExecType * ADL_TRADE: BybitExecType * FUNDING: BybitExecType * BUST_TRADE: BybitExecType * DELIVERY: BybitExecType * SETTLE: BybitExecType * BLOCK_TRADE: BybitExecType * MOVE_POSITION: BybitExecType * UNKNOWN: BybitExecType Class: BybitKlineInterval Inherits from: Enum Class Variables: * MINUTE_1: BybitKlineInterval * MINUTE_3: BybitKlineInterval * MINUTE_5: BybitKlineInterval * MINUTE_15: BybitKlineInterval * MINUTE_30: BybitKlineInterval * HOUR_1: BybitKlineInterval * HOUR_2: BybitKlineInterval * HOUR_4: BybitKlineInterval * HOUR_6: BybitKlineInterval * HOUR_12: BybitKlineInterval * DAY_1: BybitKlineInterval * WEEK_1: BybitKlineInterval * MONTH_1: BybitKlineInterval Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderStatus Inherits from: Enum Class Variables: * CREATED: BybitOrderStatus * NEW: BybitOrderStatus * REJECTED: BybitOrderStatus * PARTIALLY_FILLED: BybitOrderStatus * PARTIALLY_FILLED_CANCELED: BybitOrderStatus * FILLED: BybitOrderStatus * CANCELED: BybitOrderStatus * UNTRIGGERED: BybitOrderStatus * TRIGGERED: BybitOrderStatus * DEACTIVATED: BybitOrderStatus Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPlaceOrder Inherits from: Struct Class Variables: * orderId: member_descriptor * orderLinkId: member_descriptor Class: BybitPlaceOrderPostParams Inherits from: BybitBatchPlaceOrder Class Variables: * category: member_descriptor * slippageTolerance: member_descriptor * slippageToleranceType: member_descriptor Class: BybitPositionIdx Inherits from: Enum Class Variables: * ONE_WAY: BybitPositionIdx * BUY_HEDGE: BybitPositionIdx * SELL_HEDGE: BybitPositionIdx Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitStopOrderType Inherits from: Enum Class Variables: * NONE: BybitStopOrderType * UNKNOWN: BybitStopOrderType * TAKE_PROFIT: BybitStopOrderType * STOP_LOSS: BybitStopOrderType * TRAILING_STOP: BybitStopOrderType * STOP: BybitStopOrderType * PARTIAL_TAKE_PROFIT: BybitStopOrderType * PARTIAL_STOP_LOSS: BybitStopOrderType * TPSL_ORDER: BybitStopOrderType * OCO_ORDER: BybitStopOrderType * MM_RATE_CLOSE: BybitStopOrderType * BIDIRECTIONAL_TPSL_ORDER: BybitStopOrderType Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: BybitWsAccountExecution Inherits from: Struct Class Variables: * blockTradeId: member_descriptor * category: member_descriptor * closedSize: member_descriptor * execFee: member_descriptor * execId: member_descriptor * execPrice: member_descriptor * execQty: member_descriptor * execTime: member_descriptor * execType: member_descriptor * execValue: member_descriptor * feeRate: member_descriptor * indexPrice: member_descriptor * isLeverage: member_descriptor * isMaker: member_descriptor * leavesQty: member_descriptor * markIv: member_descriptor * markPrice: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderPrice: member_descriptor * orderQty: member_descriptor * orderType: member_descriptor * seq: member_descriptor * side: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor * tradeIv: member_descriptor * underlyingPrice: member_descriptor Class: BybitWsAccountExecutionFast Inherits from: Struct Class Variables: * category: member_descriptor * execId: member_descriptor * execPrice: member_descriptor * execQty: member_descriptor * execTime: member_descriptor * isMaker: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * seq: member_descriptor * side: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor Class: BybitWsAccountExecutionFastMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * topic: member_descriptor Class: BybitWsAccountExecutionMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAccountOrder Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: 'AccountId', instrument_id: 'InstrumentId', client_order_id: 'ClientOrderId', enum_parser: 'BybitEnumParser', ts_init: 'int') -> 'OrderStatusReport' Class Variables: * avgPrice: member_descriptor * blockTradeId: member_descriptor * cancelType: member_descriptor * category: member_descriptor * closeOnTrigger: member_descriptor * createType: member_descriptor * createdTime: member_descriptor * cumExecFee: member_descriptor * cumExecQty: member_descriptor * cumExecValue: member_descriptor * feeCurrency: member_descriptor * lastPriceOnCreated: member_descriptor * leavesQty: member_descriptor * leavesValue: member_descriptor * orderId: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderStatus: member_descriptor * orderType: member_descriptor * placeType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * rejectReason: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slTriggerBy: member_descriptor * smpGroup: member_descriptor * smpOrderId: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * stopOrderType: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor * updatedTime: member_descriptor Class: BybitWsAccountOrderMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAccountPosition Inherits from: Struct Class Variables: * adlRankIndicator: member_descriptor * autoAddMargin: member_descriptor * bustPrice: member_descriptor * category: member_descriptor * createdTime: member_descriptor * cumRealisedPnl: member_descriptor * entryPrice: member_descriptor * isReduceOnly: member_descriptor * leverage: member_descriptor * leverageSysUpdatedTime: member_descriptor * liqPrice: member_descriptor * markPrice: member_descriptor * mmrSysUpdatedTime: member_descriptor * positionBalance: member_descriptor * positionIM: member_descriptor * positionIdx: member_descriptor * positionMM: member_descriptor * positionStatus: member_descriptor * positionValue: member_descriptor * riskId: member_descriptor * riskLimitValue: member_descriptor * seq: member_descriptor * sessionAvgPrice: member_descriptor * side: member_descriptor * size: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * tpslMode: member_descriptor * tradeMode: member_descriptor * trailingStop: member_descriptor * unrealisedPnl: member_descriptor * updatedTime: member_descriptor Class: BybitWsAccountPositionMsg Inherits from: Struct Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAccountWallet Inherits from: Struct Methods: * parse_to_account_balance(self) -> 'list[AccountBalance]' * parse_to_margin_balance(self) -> 'list[MarginBalance]' Class Variables: * accountIMRate: member_descriptor * accountLTV: member_descriptor * accountMMRate: member_descriptor * accountType: member_descriptor * coin: member_descriptor * totalAvailableBalance: member_descriptor * totalEquity: member_descriptor * totalInitialMargin: member_descriptor * totalMaintenanceMargin: member_descriptor * totalMarginBalance: member_descriptor * totalPerpUPL: member_descriptor * totalWalletBalance: member_descriptor Class: BybitWsAccountWalletCoin Inherits from: Struct Methods: * parse_to_account_balance(self) -> 'AccountBalance' * parse_to_margin_balance(self) -> 'MarginBalance' Class Variables: * accruedInterest: member_descriptor * availableToBorrow: member_descriptor * availableToWithdraw: member_descriptor * bonus: member_descriptor * borrowAmount: member_descriptor * coin: member_descriptor * collateralSwitch: member_descriptor * cumRealisedPnl: member_descriptor * equity: member_descriptor * locked: member_descriptor * marginCollateral: member_descriptor * spotHedgingQty: member_descriptor * totalOrderIM: member_descriptor * totalPositionIM: member_descriptor * totalPositionMM: member_descriptor * unrealisedPnl: member_descriptor * usdValue: member_descriptor * walletBalance: member_descriptor Class: BybitWsAccountWalletMsg Inherits from: Struct Methods: * handle_account_wallet_update(self, exec_client: 'BybitExecutionClient') Class Variables: * creationTime: member_descriptor * data: member_descriptor * id: member_descriptor * topic: member_descriptor Class: BybitWsAmendOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsBatchAmendOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsBatchCancelOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsBatchPlaceOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsCancelOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsKline Inherits from: Struct Methods: * parse_to_bar(self, bar_type: 'BarType', price_precision: 'int', size_precision: 'int', ts_init: 'int', timestamp_on_close: 'bool') -> 'Bar' Class Variables: * close: member_descriptor * confirm: member_descriptor * end: member_descriptor * high: member_descriptor * interval: member_descriptor * low: member_descriptor * open: member_descriptor * start: member_descriptor * timestamp: member_descriptor * turnover: member_descriptor * volume: member_descriptor Class: BybitWsKlineMsg Inherits from: Struct Class Variables: * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsLiquidation Inherits from: Struct Class Variables: * price: member_descriptor * side: member_descriptor * size: member_descriptor * symbol: member_descriptor * updatedTime: member_descriptor Class: BybitWsLiquidationMsg Inherits from: Struct Class Variables: * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsMessageGeneral Inherits from: Struct Class Variables: * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor * topic: member_descriptor Class: BybitWsOrderRequestMsg Inherits from: Struct Class Variables: * args: member_descriptor * header: member_descriptor * op: member_descriptor * reqId: member_descriptor Class: BybitWsOrderRequestMsgOP Inherits from: Enum Class Variables: * CREATE: BybitWsOrderRequestMsgOP * AMEND: BybitWsOrderRequestMsgOP * CANCEL: BybitWsOrderRequestMsgOP * CREATE_BATCH: BybitWsOrderRequestMsgOP * AMEND_BATCH: BybitWsOrderRequestMsgOP * CANCEL_BATCH: BybitWsOrderRequestMsgOP Class: BybitWsOrderResponseMsg Inherits from: BybitWsOrderResponseMsgGeneral Class Variables: * connId: member_descriptor * header: member_descriptor Class: BybitWsOrderResponseMsgGeneral Inherits from: Struct Class Variables: * op: member_descriptor * reqId: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitWsOrderbookDepth Inherits from: Struct Methods: * parse_to_deltas(self, instrument_id: 'InstrumentId', price_precision: 'int | None', size_precision: 'int | None', ts_event: 'int', ts_init: 'int', snapshot: 'bool' = False) -> 'OrderBookDeltas' * parse_to_quote_tick(self, instrument_id: 'InstrumentId', last_quote: 'QuoteTick', price_precision: 'int', size_precision: 'int', ts_event: 'int', ts_init: 'int') -> 'QuoteTick' Class Variables: * a: member_descriptor * b: member_descriptor * s: member_descriptor * seq: member_descriptor * u: member_descriptor Class: BybitWsOrderbookDepthMsg Inherits from: Struct Class Variables: * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsPlaceOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsPrivateChannelAuthMsg Inherits from: Struct Methods: * is_auth_success(self) -> 'bool' Class Variables: * conn_id: member_descriptor * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor Class: BybitWsSubscriptionMsg Inherits from: Struct Class Variables: * conn_id: member_descriptor * op: member_descriptor * req_id: member_descriptor * ret_msg: member_descriptor * success: member_descriptor Class: BybitWsTickerLinear Inherits from: Struct Methods: * parse_to_quote_tick(self, instrument_id: 'InstrumentId', ts_event: 'int', ts_init: 'int') -> 'QuoteTick' Class Variables: * ask1Price: member_descriptor * ask1Size: member_descriptor * bid1Price: member_descriptor * bid1Size: member_descriptor * fundingRate: member_descriptor * highPrice24h: member_descriptor * indexPrice: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * markPrice: member_descriptor * nextFundingTime: member_descriptor * openInterest: member_descriptor * openInterestValue: member_descriptor * prevPrice1h: member_descriptor * prevPrice24h: member_descriptor * price24hPcnt: member_descriptor * symbol: member_descriptor * tickDirection: member_descriptor * turnover24h: member_descriptor * volume24h: member_descriptor Class: BybitWsTickerLinearMsg Inherits from: Struct Class Variables: * cs: member_descriptor * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsTickerOption Inherits from: Struct Methods: * parse_to_quote_tick(self, instrument_id: 'InstrumentId', price_precision: 'int', size_precision: 'int', ts_event: 'int', ts_init: 'int') -> 'QuoteTick' Class Variables: * askIv: member_descriptor * askPrice: member_descriptor * askSize: member_descriptor * bidIv: member_descriptor * bidPrice: member_descriptor * bidSize: member_descriptor * change24h: member_descriptor * delta: member_descriptor * gamma: member_descriptor * highPrice24h: member_descriptor * indexPrice: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * markPrice: member_descriptor * markPriceIv: member_descriptor * openInterest: member_descriptor * predictedDeliveryPrice: member_descriptor * symbol: member_descriptor * theta: member_descriptor * totalTurnover: member_descriptor * totalVolume: member_descriptor * turnover24h: member_descriptor * underlyingPrice: member_descriptor * vega: member_descriptor * volume24h: member_descriptor Class: BybitWsTickerOptionMsg Inherits from: Struct Class Variables: * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsTickerSpot Inherits from: Struct Class Variables: * highPrice24h: member_descriptor * lastPrice: member_descriptor * lowPrice24h: member_descriptor * prevPrice24h: member_descriptor * price24hPcnt: member_descriptor * symbol: member_descriptor * turnover24h: member_descriptor * usdIndexPrice: member_descriptor * volume24h: member_descriptor Class: BybitWsTickerSpotMsg Inherits from: Struct Class Variables: * cs: member_descriptor * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: BybitWsTrade Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: 'InstrumentId', price_precision: 'int', size_precision: 'int', ts_init: 'int') -> 'TradeTick' Class Variables: * BT: member_descriptor * L: member_descriptor * S: member_descriptor * T: member_descriptor * i: member_descriptor * iP: member_descriptor * id: member_descriptor * iv: member_descriptor * mIv: member_descriptor * mP: member_descriptor * p: member_descriptor * s: member_descriptor * v: member_descriptor Class: BybitWsTradeAuthMsg Inherits from: Struct Methods: * is_auth_success(self) -> 'bool' Class Variables: * connId: member_descriptor * op: member_descriptor * reqId: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitWsTradeMsg Inherits from: Struct Class Variables: * data: member_descriptor * topic: member_descriptor * ts: member_descriptor * type: member_descriptor Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: Sequence Inherits from: Reversible, Collection Methods: * count(self, value) * index(self, value, start=0, stop=None) Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.bybit.websocket.client Class: BybitAmendOrderPostParams Inherits from: BybitBatchAmendOrder Class Variables: * category: member_descriptor Class: BybitBatchAmendOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchCancelOrder Inherits from: Struct Class Variables: * orderFilter: member_descriptor * orderId: member_descriptor * orderLinkId: member_descriptor * symbol: member_descriptor Class: BybitBatchCancelOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitBatchPlaceOrder Inherits from: Struct Class Variables: * closeOnTrigger: member_descriptor * isLeverage: member_descriptor * marketUnit: member_descriptor * mmp: member_descriptor * orderFilter: member_descriptor * orderIv: member_descriptor * orderLinkId: member_descriptor * orderType: member_descriptor * positionIdx: member_descriptor * price: member_descriptor * qty: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slLimitPrice: member_descriptor * slOrderType: member_descriptor * slTriggerBy: member_descriptor * smpType: member_descriptor * stopLoss: member_descriptor * symbol: member_descriptor * takeProfit: member_descriptor * timeInForce: member_descriptor * tpLimitPrice: member_descriptor * tpOrderType: member_descriptor * tpTriggerBy: member_descriptor * tpslMode: member_descriptor * triggerBy: member_descriptor * triggerDirection: member_descriptor * triggerPrice: member_descriptor Class: BybitBatchPlaceOrderPostParams Inherits from: Struct Class Variables: * category: member_descriptor * request: member_descriptor Class: BybitCancelOrderPostParams Inherits from: BybitBatchCancelOrder Class Variables: * category: member_descriptor Class: BybitError Inherits from: Exception Class: BybitOrderSide Inherits from: Enum Class Variables: * UNKNOWN: BybitOrderSide * BUY: BybitOrderSide * SELL: BybitOrderSide Class: BybitOrderType Inherits from: Enum Class Variables: * MARKET: BybitOrderType * LIMIT: BybitOrderType * UNKNOWN: BybitOrderType Class: BybitPlaceOrderPostParams Inherits from: BybitBatchPlaceOrder Class Variables: * category: member_descriptor * slippageTolerance: member_descriptor * slippageToleranceType: member_descriptor Class: BybitProductType Inherits from: Enum Class Variables: * is_spot: property * is_linear: property * is_inverse: property * is_option: property * SPOT: BybitProductType * LINEAR: BybitProductType * INVERSE: BybitProductType * OPTION: BybitProductType Class: BybitTimeInForce Inherits from: Enum Class Variables: * GTC: BybitTimeInForce * IOC: BybitTimeInForce * FOK: BybitTimeInForce * POST_ONLY: BybitTimeInForce Class: BybitTpSlMode Inherits from: Enum Class Variables: * FULL: BybitTpSlMode * PARTIAL: BybitTpSlMode Class: BybitTriggerDirection Inherits from: Enum Class Variables: * NONE: BybitTriggerDirection * RISES_TO: BybitTriggerDirection * FALLS_TO: BybitTriggerDirection Class: BybitTriggerType Inherits from: Enum Class Variables: * NONE: BybitTriggerType * LAST_PRICE: BybitTriggerType * INDEX_PRICE: BybitTriggerType * MARK_PRICE: BybitTriggerType Class: BybitWebSocketClient Inherits from: object Methods: * amend_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, trigger_price: 'str | None' = None, quantity: 'str | None' = None, price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitWsOrderResponseMsg' * batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitWsOrderResponseMsg' * cancel_order(self, product_type: 'BybitProductType', symbol: 'str', client_order_id: 'str | None' = None, venue_order_id: 'str | None' = None, order_filter: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * connect(self) -> 'None' * disconnect(self) -> 'None' * has_subscription(self, item: 'str') -> 'bool' * place_order(self, product_type: 'BybitProductType', symbol: 'str', side: 'BybitOrderSide', quantity: 'str', quote_quantity: 'bool', order_type: 'BybitOrderType', price: 'str | None' = None, time_in_force: 'BybitTimeInForce | None' = None, client_order_id: 'str | None' = None, reduce_only: 'bool | None' = None, tpsl_mode: 'BybitTpSlMode | None' = None, close_on_trigger: 'bool | None' = None, tp_order_type: 'BybitOrderType | None' = None, sl_order_type: 'BybitOrderType | None' = None, trigger_direction: 'BybitTriggerDirection | None' = None, trigger_type: 'BybitTriggerType | None' = None, trigger_price: 'str | None' = None, sl_trigger_price: 'str | None' = None, tp_trigger_price: 'str | None' = None, tp_limit_price: 'str | None' = None, sl_limit_price: 'str | None' = None) -> 'BybitWsOrderResponseMsg' * reconnect(self) -> 'None' * subscribe_account_position_update(self) -> 'None' * subscribe_executions_fast_update(self) -> 'None' * subscribe_executions_update(self) -> 'None' * subscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * subscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * subscribe_orders_update(self) -> 'None' * subscribe_tickers(self, symbol: 'str') -> 'None' * subscribe_trades(self, symbol: 'str') -> 'None' * subscribe_wallet_update(self) -> 'None' * unsubscribe_klines(self, symbol: 'str', interval: 'str') -> 'None' * unsubscribe_order_book(self, symbol: 'str', depth: 'int') -> 'None' * unsubscribe_tickers(self, symbol: 'str') -> 'None' * unsubscribe_trades(self, symbol: 'str') -> 'None' Properties: * channel_type * subscriptions Class Variables: * subscriptions: property * channel_type: property Class: BybitWsAmendOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsBatchAmendOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsBatchCancelOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsBatchPlaceOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor * retExtInfo: member_descriptor Class: BybitWsCancelOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsMessageGeneral Inherits from: Struct Class Variables: * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor * topic: member_descriptor Class: BybitWsOrderRequestMsg Inherits from: Struct Class Variables: * args: member_descriptor * header: member_descriptor * op: member_descriptor * reqId: member_descriptor Class: BybitWsOrderRequestMsgOP Inherits from: Enum Class Variables: * CREATE: BybitWsOrderRequestMsgOP * AMEND: BybitWsOrderRequestMsgOP * CANCEL: BybitWsOrderRequestMsgOP * CREATE_BATCH: BybitWsOrderRequestMsgOP * AMEND_BATCH: BybitWsOrderRequestMsgOP * CANCEL_BATCH: BybitWsOrderRequestMsgOP Class: BybitWsOrderResponseMsg Inherits from: BybitWsOrderResponseMsgGeneral Class Variables: * connId: member_descriptor * header: member_descriptor Class: BybitWsOrderResponseMsgGeneral Inherits from: Struct Class Variables: * op: member_descriptor * reqId: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: BybitWsPlaceOrderResponseMsg Inherits from: BybitWsOrderResponseMsg Class Variables: * data: member_descriptor Class: BybitWsPrivateChannelAuthMsg Inherits from: Struct Methods: * is_auth_success(self) -> 'bool' Class Variables: * conn_id: member_descriptor * op: member_descriptor * ret_msg: member_descriptor * success: member_descriptor Class: BybitWsTradeAuthMsg Inherits from: Struct Methods: * is_auth_success(self) -> 'bool' Class Variables: * connId: member_descriptor * op: member_descriptor * reqId: member_descriptor * retCode: member_descriptor * retMsg: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: WebSocketClient Inherits from: object Class: WebSocketClientError Inherits from: Exception Class: WebSocketConfig Inherits from: object Module: nautilus_trader.adapters.coinbase_intx Class: CoinbaseIntxDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * venue: member_descriptor Class: CoinbaseIntxExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * portfolio_id: member_descriptor * venue: member_descriptor Class: CoinbaseIntxInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * instruments_pyo3(self) -> list[typing.Any] * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: CoinbaseIntxLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.coinbase_intx.config.CoinbaseIntxDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.coinbase_intx.data.CoinbaseIntxDataClient Class: CoinbaseIntxLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.coinbase_intx.config.CoinbaseIntxExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.coinbase_intx.execution.CoinbaseIntxExecutionClient Module: nautilus_trader.adapters.coinbase_intx.config Class: CoinbaseIntxDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * venue: member_descriptor Class: CoinbaseIntxExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * portfolio_id: member_descriptor * venue: member_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.coinbase_intx.constants Class: ClientId Inherits from: Identifier Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.coinbase_intx.data Class: Any Inherits from: object Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: CoinbaseIntxDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Properties: * coinbase_intx_instrument_provider Class Variables: * coinbase_intx_instrument_provider: property Class: CoinbaseIntxDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * venue: member_descriptor Class: CoinbaseIntxInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * instruments_pyo3(self) -> list[typing.Any] * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: IndexPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeIndexPrices Inherits from: SubscribeData Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeMarkPrices Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeIndexPrices Inherits from: UnsubscribeData Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeMarkPrices Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Module: nautilus_trader.adapters.coinbase_intx.execution Class: AccountId Inherits from: Identifier Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: Any Inherits from: object Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CancelAllOrders Inherits from: TradingCommand Class Variables: * order_side: getset_descriptor Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: ClientId Inherits from: Identifier Class: CoinbaseIntxExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * portfolio_id: member_descriptor * venue: member_descriptor Class: CoinbaseIntxExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: 'GenerateFillReports') -> 'list[FillReport]' * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: 'GenerateOrderStatusReport') -> 'OrderStatusReport | None' * generate_order_status_reports(self, command: 'GenerateOrderStatusReports') -> 'list[OrderStatusReport]' * generate_position_status_reports(self, command: 'GeneratePositionStatusReports') -> 'list[PositionStatusReport]' * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * coinbase_intx_instrument_provider Class Variables: * coinbase_intx_instrument_provider: property Class: CoinbaseIntxInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * instruments_pyo3(self) -> list[typing.Any] * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: MarketOrder Inherits from: Order Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: PyCondition Inherits from: object Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.coinbase_intx.factories Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CoinbaseIntxDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Properties: * coinbase_intx_instrument_provider Class Variables: * coinbase_intx_instrument_provider: property Class: CoinbaseIntxDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * venue: member_descriptor Class: CoinbaseIntxExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_passphrase: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * http_timeout_secs: member_descriptor * portfolio_id: member_descriptor * venue: member_descriptor Class: CoinbaseIntxExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: 'GenerateFillReports') -> 'list[FillReport]' * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: 'GenerateOrderStatusReport') -> 'OrderStatusReport | None' * generate_order_status_reports(self, command: 'GenerateOrderStatusReports') -> 'list[OrderStatusReport]' * generate_position_status_reports(self, command: 'GeneratePositionStatusReports') -> 'list[PositionStatusReport]' * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Properties: * coinbase_intx_instrument_provider Class Variables: * coinbase_intx_instrument_provider: property Class: CoinbaseIntxInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * instruments_pyo3(self) -> list[typing.Any] * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: CoinbaseIntxLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.coinbase_intx.config.CoinbaseIntxDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.coinbase_intx.data.CoinbaseIntxDataClient Class: CoinbaseIntxLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.coinbase_intx.config.CoinbaseIntxExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.coinbase_intx.execution.CoinbaseIntxExecutionClient Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Module: nautilus_trader.adapters.coinbase_intx.functions Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Module: nautilus_trader.adapters.coinbase_intx.providers Class: Any Inherits from: object Class: CoinbaseIntxInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * instruments_pyo3(self) -> list[typing.Any] * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.databento Class: DatabentoDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * bars_timestamp_on_close: member_descriptor * http_gateway: member_descriptor * instrument_ids: member_descriptor * live_gateway: member_descriptor * mbo_subscriptions_delay: member_descriptor * parent_symbols: member_descriptor * timeout_initial_load: member_descriptor * use_exchange_as_venue: member_descriptor * venue_dataset_map: member_descriptor Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: DatabentoImbalance Inherits from: object Class Variables: * total_imbalance_qty: getset_descriptor * instrument_id: getset_descriptor * paired_qty: getset_descriptor * ref_price: getset_descriptor * side: getset_descriptor * ts_recv: getset_descriptor * significant_imbalance: getset_descriptor * cont_book_clr_price: getset_descriptor * auct_interest_clr_price: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DatabentoInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * get_range(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], start: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int, end: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int | None = None, filters: dict | None = None) -> list[nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: DatabentoLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.databento.config.DatabentoDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.databento.data.DatabentoDataClient Class: DatabentoStatistics Inherits from: object Class Variables: * quantity: getset_descriptor * instrument_id: getset_descriptor * update_action: getset_descriptor * price: getset_descriptor * channel_id: getset_descriptor * sequence: getset_descriptor * ts_in_delta: getset_descriptor * stat_type: getset_descriptor * ts_ref: getset_descriptor * ts_event: getset_descriptor * ts_recv: getset_descriptor * ts_init: getset_descriptor * stat_flags: getset_descriptor Module: nautilus_trader.adapters.databento.common Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: DatabentoSchema Inherits from: Enum Class Variables: * MBO: DatabentoSchema * MBP_1: DatabentoSchema * MBP_10: DatabentoSchema * BBO_1S: DatabentoSchema * BBO_1M: DatabentoSchema * TBBO: DatabentoSchema * TRADES: DatabentoSchema * OHLCV_1S: DatabentoSchema * OHLCV_1M: DatabentoSchema * OHLCV_1H: DatabentoSchema * OHLCV_1D: DatabentoSchema * OHLCV_EOD: DatabentoSchema * DEFINITION: DatabentoSchema * IMBALANCE: DatabentoSchema * STATISTICS: DatabentoSchema * STATUS: DatabentoSchema Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.databento.config Class: DatabentoDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * bars_timestamp_on_close: member_descriptor * http_gateway: member_descriptor * instrument_ids: member_descriptor * live_gateway: member_descriptor * mbo_subscriptions_delay: member_descriptor * parent_symbols: member_descriptor * timeout_initial_load: member_descriptor * use_exchange_as_venue: member_descriptor * venue_dataset_map: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Module: nautilus_trader.adapters.databento.constants Class: ClientId Inherits from: Identifier Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Module: nautilus_trader.adapters.databento.data Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: Coroutine Inherits from: Awaitable Methods: * close(self) * send(self, value) * throw(self, typ, val=None, tb=None) Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: DatabentoDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: DatabentoDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * bars_timestamp_on_close: member_descriptor * http_gateway: member_descriptor * instrument_ids: member_descriptor * live_gateway: member_descriptor * mbo_subscriptions_delay: member_descriptor * parent_symbols: member_descriptor * timeout_initial_load: member_descriptor * use_exchange_as_venue: member_descriptor * venue_dataset_map: member_descriptor Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: DatabentoImbalance Inherits from: object Class Variables: * total_imbalance_qty: getset_descriptor * instrument_id: getset_descriptor * paired_qty: getset_descriptor * ref_price: getset_descriptor * side: getset_descriptor * ts_recv: getset_descriptor * significant_imbalance: getset_descriptor * cont_book_clr_price: getset_descriptor * auct_interest_clr_price: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DatabentoInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * get_range(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], start: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int, end: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int | None = None, filters: dict | None = None) -> list[nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: DatabentoSchema Inherits from: Enum Class Variables: * MBO: DatabentoSchema * MBP_1: DatabentoSchema * MBP_10: DatabentoSchema * BBO_1S: DatabentoSchema * BBO_1M: DatabentoSchema * TBBO: DatabentoSchema * TRADES: DatabentoSchema * OHLCV_1S: DatabentoSchema * OHLCV_1M: DatabentoSchema * OHLCV_1H: DatabentoSchema * OHLCV_1D: DatabentoSchema * OHLCV_EOD: DatabentoSchema * DEFINITION: DatabentoSchema * IMBALANCE: DatabentoSchema * STATISTICS: DatabentoSchema * STATUS: DatabentoSchema Class: DatabentoStatistics Inherits from: object Class Variables: * quantity: getset_descriptor * instrument_id: getset_descriptor * update_action: getset_descriptor * price: getset_descriptor * channel_id: getset_descriptor * sequence: getset_descriptor * ts_in_delta: getset_descriptor * stat_type: getset_descriptor * ts_ref: getset_descriptor * ts_event: getset_descriptor * ts_recv: getset_descriptor * ts_init: getset_descriptor * stat_flags: getset_descriptor Class: Dataset Inherits from: object Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstrumentStatus Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstrumentStatus Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Class: Venue Inherits from: Identifier Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Module: nautilus_trader.adapters.databento.data_utils Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: datetime Inherits from: date Class Variables: * hour: getset_descriptor * minute: getset_descriptor * second: getset_descriptor * microsecond: getset_descriptor * tzinfo: getset_descriptor * fold: getset_descriptor * min: datetime * max: datetime * resolution: timedelta Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.adapters.databento.enums Class: DatabentoSchema Inherits from: Enum Class Variables: * MBO: DatabentoSchema * MBP_1: DatabentoSchema * MBP_10: DatabentoSchema * BBO_1S: DatabentoSchema * BBO_1M: DatabentoSchema * TBBO: DatabentoSchema * TRADES: DatabentoSchema * OHLCV_1S: DatabentoSchema * OHLCV_1M: DatabentoSchema * OHLCV_1H: DatabentoSchema * OHLCV_1D: DatabentoSchema * OHLCV_EOD: DatabentoSchema * DEFINITION: DatabentoSchema * IMBALANCE: DatabentoSchema * STATISTICS: DatabentoSchema * STATUS: DatabentoSchema Class: Enum Inherits from: object Class Variables: * name: property * value: property Module: nautilus_trader.adapters.databento.factories Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: DatabentoDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: DatabentoDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * bars_timestamp_on_close: member_descriptor * http_gateway: member_descriptor * instrument_ids: member_descriptor * live_gateway: member_descriptor * mbo_subscriptions_delay: member_descriptor * parent_symbols: member_descriptor * timeout_initial_load: member_descriptor * use_exchange_as_venue: member_descriptor * venue_dataset_map: member_descriptor Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: DatabentoInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * get_range(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], start: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int, end: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int | None = None, filters: dict | None = None) -> list[nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: DatabentoLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.databento.config.DatabentoDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.databento.data.DatabentoDataClient Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Module: nautilus_trader.adapters.databento.loaders Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: DatabentoSchema Inherits from: Enum Class Variables: * MBO: DatabentoSchema * MBP_1: DatabentoSchema * MBP_10: DatabentoSchema * BBO_1S: DatabentoSchema * BBO_1M: DatabentoSchema * TBBO: DatabentoSchema * TRADES: DatabentoSchema * OHLCV_1S: DatabentoSchema * OHLCV_1M: DatabentoSchema * OHLCV_1H: DatabentoSchema * OHLCV_1D: DatabentoSchema * OHLCV_EOD: DatabentoSchema * DEFINITION: DatabentoSchema * IMBALANCE: DatabentoSchema * STATISTICS: DatabentoSchema * STATUS: DatabentoSchema Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: PathLike Inherits from: ABC Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.databento.providers Class: Any Inherits from: object Class: DatabentoDataLoader Inherits from: object Methods: * from_dbn_file(self, path: os.PathLike[str] | str, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price_precision: int | None = None, as_legacy_cython: bool = True, include_trades: bool = False, use_exchange_as_venue: bool = False, bars_timestamp_on_close: bool = True) -> list[nautilus_trader.core.data.Data] * get_dataset_for_venue(self, venue: nautilus_trader.model.identifiers.Venue) -> str * get_publishers(self) -> dict[int, nautilus_trader.core.nautilus_pyo3.databento.DatabentoPublisher] * load_publishers(self, path: os.PathLike[str] | str) -> None Class: DatabentoInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * get_range(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], start: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int, end: pandas._libs.tslibs.timestamps.Timestamp | datetime.date | str | int | None = None, filters: dict | None = None) -> list[nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: DatabentoSchema Inherits from: Enum Class Variables: * MBO: DatabentoSchema * MBP_1: DatabentoSchema * MBP_10: DatabentoSchema * BBO_1S: DatabentoSchema * BBO_1M: DatabentoSchema * TBBO: DatabentoSchema * TRADES: DatabentoSchema * OHLCV_1S: DatabentoSchema * OHLCV_1M: DatabentoSchema * OHLCV_1H: DatabentoSchema * OHLCV_1D: DatabentoSchema * OHLCV_EOD: DatabentoSchema * DEFINITION: DatabentoSchema * IMBALANCE: DatabentoSchema * STATISTICS: DatabentoSchema * STATUS: DatabentoSchema Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: PyCondition Inherits from: object Module: nautilus_trader.adapters.databento.types Class: DatabentoImbalance Inherits from: object Class Variables: * total_imbalance_qty: getset_descriptor * instrument_id: getset_descriptor * paired_qty: getset_descriptor * ref_price: getset_descriptor * side: getset_descriptor * ts_recv: getset_descriptor * significant_imbalance: getset_descriptor * cont_book_clr_price: getset_descriptor * auct_interest_clr_price: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DatabentoStatistics Inherits from: object Class Variables: * quantity: getset_descriptor * instrument_id: getset_descriptor * update_action: getset_descriptor * price: getset_descriptor * channel_id: getset_descriptor * sequence: getset_descriptor * ts_in_delta: getset_descriptor * stat_type: getset_descriptor * ts_ref: getset_descriptor * ts_event: getset_descriptor * ts_recv: getset_descriptor * ts_init: getset_descriptor * stat_flags: getset_descriptor Class: Dataset Inherits from: object Class: PublisherId Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor * numerator: getset_descriptor * denominator: getset_descriptor Module: nautilus_trader.adapters.interactive_brokers.parsing.data Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: TradeId Inherits from: Identifier Module: nautilus_trader.adapters.interactive_brokers.parsing.execution Class: Callable Inherits from: object Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.adapters.interactive_brokers.parsing.price_conversion Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Module: nautilus_trader.adapters.okx.common.constants Class: ClientId Inherits from: Identifier Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.okx.common.enums Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: OKXAccountMode Inherits from: Enum Class Variables: * SPOT: OKXAccountMode * SPOT_AND_FUTURES: OKXAccountMode * MULTI_CURRENCY_MARGIN_MODE: OKXAccountMode * PORTFOLIO_MARGIN_MODE: OKXAccountMode Class: OKXAlgoOrderStatus Inherits from: Enum Class Variables: * LIVE: OKXAlgoOrderStatus * PAUSE: OKXAlgoOrderStatus * PARTIALLY_EFFECTIVE: OKXAlgoOrderStatus * EFFECTIVE: OKXAlgoOrderStatus * CANCELED: OKXAlgoOrderStatus * ORDER_FAILED: OKXAlgoOrderStatus * PARTIALLY_FAILED: OKXAlgoOrderStatus Class: OKXAlgoOrderType Inherits from: Enum Class Variables: * CONDITIONAL: OKXAlgoOrderType * OCO: OKXAlgoOrderType * TRIGGER: OKXAlgoOrderType * MOVE_ORDER_STOP: OKXAlgoOrderType * ICEBERG: OKXAlgoOrderType * TWAP: OKXAlgoOrderType Class: OKXBarSize Inherits from: Enum Class Variables: * SECOND_1: OKXBarSize * MINUTE_1: OKXBarSize * MINUTE_3: OKXBarSize * MINUTE_5: OKXBarSize * MINUTE_15: OKXBarSize * MINUTE_30: OKXBarSize * HOUR_1: OKXBarSize * HOUR_2: OKXBarSize * HOUR_4: OKXBarSize * HOUR_6: OKXBarSize * HOUR_12: OKXBarSize * DAY_1: OKXBarSize * DAY_2: OKXBarSize * DAY_3: OKXBarSize * DAY_5: OKXBarSize * WEEK_1: OKXBarSize * MONTH_1: OKXBarSize * MONTH_3: OKXBarSize Class: OKXContractType Inherits from: Enum Class Variables: * is_linear: property * is_inverse: property * NONE: OKXContractType * LINEAR: OKXContractType * INVERSE: OKXContractType Class: OKXEndpointType Inherits from: Enum Class Variables: * NONE: OKXEndpointType * ASSET: OKXEndpointType * MARKET: OKXEndpointType * ACCOUNT: OKXEndpointType * PUBLIC: OKXEndpointType * RUBIK_STAT: OKXEndpointType * TRADE: OKXEndpointType * USERS: OKXEndpointType * BROKER: OKXEndpointType * RFQ: OKXEndpointType * TRADING_BOT: OKXEndpointType * FINANCE: OKXEndpointType * SYSTEM_STATUS: OKXEndpointType * COPY_TRADING: OKXEndpointType * SPREAD_TRADING: OKXEndpointType Class: OKXEnumParser Inherits from: object Methods: * parse_nautilus_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.okx.common.enums.OKXOrderSide * parse_nautilus_trigger_type(self, trigger_type: nautilus_trader.core.rust.model.TriggerType) -> nautilus_trader.adapters.okx.common.enums.OKXTriggerType * parse_okx_order_side(self, order_side: nautilus_trader.adapters.okx.common.enums.OKXOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_okx_order_status(self, order_type: nautilus_trader.core.rust.model.OrderType, order_status: nautilus_trader.adapters.okx.common.enums.OKXOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_okx_order_type(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_okx_time_in_force(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.TimeInForce * parse_okx_trigger_type(self, trigger_type: nautilus_trader.adapters.okx.common.enums.OKXTriggerType) -> nautilus_trader.core.rust.model.TriggerType Class: OKXExecutionType Inherits from: Enum Class Variables: * NONE: OKXExecutionType * TAKER: OKXExecutionType * MAKER: OKXExecutionType Class: OKXInstrumentStatus Inherits from: Enum Class Variables: * LIVE: OKXInstrumentStatus * SUSPEND: OKXInstrumentStatus * PREOPEN: OKXInstrumentStatus * TEST: OKXInstrumentStatus Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXMarginMode Inherits from: Enum Class Variables: * ISOLATED: OKXMarginMode * CROSS: OKXMarginMode * NONE: OKXMarginMode Class: OKXOrderSide Inherits from: Enum Class Variables: * BUY: OKXOrderSide * SELL: OKXOrderSide Class: OKXOrderStatus Inherits from: Enum Class Variables: * CANCELED: OKXOrderStatus * LIVE: OKXOrderStatus * PARTIALLY_FILLED: OKXOrderStatus * FILLED: OKXOrderStatus * MMP_CANCELED: OKXOrderStatus Class: OKXOrderType Inherits from: Enum Class Variables: * MARKET: OKXOrderType * LIMIT: OKXOrderType * POST_ONLY: OKXOrderType * FOK: OKXOrderType * IOC: OKXOrderType * OPTIMAL_LIMIT_IOC: OKXOrderType * MMP: OKXOrderType * MMP_AND_POST_ONLY: OKXOrderType Class: OKXPositionSide Inherits from: Enum Class Variables: * NET: OKXPositionSide * LONG: OKXPositionSide * SHORT: OKXPositionSide * NONE: OKXPositionSide Class: OKXSelfTradePreventionMode Inherits from: Enum Class Variables: * NONE: OKXSelfTradePreventionMode * CANCEL_MAKER: OKXSelfTradePreventionMode * CANCEL_TAKER: OKXSelfTradePreventionMode * CANCEL_BOTH: OKXSelfTradePreventionMode Class: OKXTakeProfitKind Inherits from: Enum Class Variables: * NONE: OKXTakeProfitKind * CONDITION: OKXTakeProfitKind * LIMIT: OKXTakeProfitKind Class: OKXTradeMode Inherits from: Enum Class Variables: * ISOLATED: OKXTradeMode * CROSS: OKXTradeMode * CASH: OKXTradeMode * SPOT_ISOLATED: OKXTradeMode Class: OKXTransactionType Inherits from: Enum Class Variables: * BUY: OKXTransactionType * SELL: OKXTransactionType * OPEN_LONG: OKXTransactionType * OPEN_SHORT: OKXTransactionType * CLOSE_LONG: OKXTransactionType * CLOSE_SHORT: OKXTransactionType * PARTIAL_LIQUIDATION_CLOSE_LONG: OKXTransactionType * PARTIAL_LIQUIDATION_CLOSE_SHORT: OKXTransactionType * PARTIAL_LIQUIDATION_BUY: OKXTransactionType * PARTIAL_LIQUIDATION_SELL: OKXTransactionType * LIQUIDATION_LONG: OKXTransactionType * LIQUIDATION_SHORT: OKXTransactionType * LIQUIDATION_BUY: OKXTransactionType * LIQUIDATION_SELL: OKXTransactionType * LIQUIDATION_TRANSFER_IN: OKXTransactionType * LIQUIDATION_TRANSFER_OUT: OKXTransactionType * SYSTEM_TOKEN_CONVERSION_TRANSFER_IN: OKXTransactionType * SYSTEM_TOKEN_CONVERSION_TRANSFER_OUT: OKXTransactionType * ADL_CLOSE_LONG: OKXTransactionType * ADL_CLOSE_SHORT: OKXTransactionType * ADL_BUY: OKXTransactionType * ADL_SELL: OKXTransactionType * AUTO_BORROW_OF_QUICK_MARGIN: OKXTransactionType * AUTO_REPAY_OF_QUICK_MARGIN: OKXTransactionType * BLOCK_TRADE_BUY: OKXTransactionType * BLOCK_TRADE_SELL: OKXTransactionType * BLOCK_TRADE_OPEN_LONG: OKXTransactionType * BLOCK_TRADE_OPEN_SHORT: OKXTransactionType * BLOCK_TRADE_CLOSE_OPEN: OKXTransactionType * BLOCK_TRADE_CLOSE_SHORT: OKXTransactionType * SPREAD_TRADING_BUY: OKXTransactionType * SPREAD_TRADING_SELL: OKXTransactionType * SPREAD_TRADING_OPEN_LONG: OKXTransactionType * SPREAD_TRADING_OPEN_SHORT: OKXTransactionType * SPREAD_TRADING_CLOSE_LONG: OKXTransactionType * SPREAD_TRADING_CLOSE_SHORT: OKXTransactionType Class: OKXTriggerType Inherits from: Enum Class Variables: * NONE: OKXTriggerType * LAST: OKXTriggerType * INDEX: OKXTriggerType * MARK: OKXTriggerType Class: OKXWsBaseUrlType Inherits from: Enum Class Variables: * PUBLIC: OKXWsBaseUrlType * PRIVATE: OKXWsBaseUrlType * BUSINESS: OKXWsBaseUrlType Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionSide Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoPositionSide: PositionSide * Flat: PositionSide * Long: PositionSide * Short: PositionSide * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.adapters.okx.common.error Class: OKXError Inherits from: Exception Class: OKXGeneralError Inherits from: OKXError Class Variables: * error_code_messages: dict Module: nautilus_trader.adapters.okx.common.parsing Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OKXOrderSide Inherits from: Enum Class Variables: * BUY: OKXOrderSide * SELL: OKXOrderSide Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.adapters.okx.common.symbol Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OKXContractType Inherits from: Enum Class Variables: * is_linear: property * is_inverse: property * NONE: OKXContractType * LINEAR: OKXContractType * INVERSE: OKXContractType Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXSymbol Inherits from: str Methods: * from_raw_symbol(raw_symbol: str, instrument_type: nautilus_trader.adapters.okx.common.enums.OKXInstrumentType, contract_type: nautilus_trader.adapters.okx.common.enums.OKXContractType | None = None) -> 'OKXSymbol' * to_instrument_id(self) -> nautilus_trader.model.identifiers.InstrumentId Properties: * contract_type * instrument_type * is_futures * is_inverse * is_linear * is_margin * is_option * is_spot * is_swap * raw_symbol Class Variables: * raw_symbol: property * instrument_type: property * contract_type: property * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_linear: property * is_inverse: property * is_option: property Class: PyCondition Inherits from: object Class: Symbol Inherits from: Identifier Module: nautilus_trader.adapters.okx.config Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: OKXContractType Inherits from: Enum Class Variables: * is_linear: property * is_inverse: property * NONE: OKXContractType * LINEAR: OKXContractType * INVERSE: OKXContractType Class: OKXDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * contract_types: member_descriptor * instrument_types: member_descriptor * is_demo: member_descriptor * passphrase: member_descriptor * update_instruments_interval_mins: member_descriptor Class: OKXExecClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * api_secret: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * contract_types: member_descriptor * instrument_types: member_descriptor * is_demo: member_descriptor * margin_mode: member_descriptor * passphrase: member_descriptor Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXMarginMode Inherits from: Enum Class Variables: * ISOLATED: OKXMarginMode * CROSS: OKXMarginMode * NONE: OKXMarginMode Module: nautilus_trader.adapters.okx.http.errors Class: Any Inherits from: object Class: OKXHttpError Inherits from: Exception Module: nautilus_trader.adapters.okx.schemas.account.balance Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OKXAccountBalanceData Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance Class Variables: * adjEq: member_descriptor * borrowFroz: member_descriptor * details: member_descriptor * imr: member_descriptor * isoEq: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalUsd: member_descriptor * ordFroz: member_descriptor * totalEq: member_descriptor * uTime: member_descriptor * upl: member_descriptor Class: OKXAccountBalanceResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXAssetInformationDetails Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance | None * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance | None Class Variables: * availBal: member_descriptor * availEq: member_descriptor * borrowFroz: member_descriptor * cashBal: member_descriptor * ccy: member_descriptor * clSpotInUseAmt: member_descriptor * crossLiab: member_descriptor * disEq: member_descriptor * eq: member_descriptor * eqUsd: member_descriptor * fixedBal: member_descriptor * frozenBal: member_descriptor * imr: member_descriptor * interest: member_descriptor * isoEq: member_descriptor * isoLiab: member_descriptor * isoUpl: member_descriptor * liab: member_descriptor * maxLoan: member_descriptor * maxSpotInUse: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalLever: member_descriptor * ordFrozen: member_descriptor * rewardBal: member_descriptor * smtSyncEq: member_descriptor * spotInUseAmt: member_descriptor * spotIsoBal: member_descriptor * stgyEq: member_descriptor * twap: member_descriptor * uTime: member_descriptor * upl: member_descriptor * uplLiab: member_descriptor Module: nautilus_trader.adapters.okx.schemas.account.positions Class: AccountId Inherits from: Identifier Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OKXAccountPositionData Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * adl: member_descriptor * availPos: member_descriptor * avgPx: member_descriptor * baseBal: member_descriptor * baseBorrowed: member_descriptor * baseInterest: member_descriptor * bePx: member_descriptor * bizRefId: member_descriptor * bizRefType: member_descriptor * cTime: member_descriptor * ccy: member_descriptor * clSpotInUseAmt: member_descriptor * closeOrderAlgo: member_descriptor * deltaBS: member_descriptor * deltaPA: member_descriptor * fee: member_descriptor * fundingFee: member_descriptor * gammaBS: member_descriptor * gammaPA: member_descriptor * idxPx: member_descriptor * imr: member_descriptor * instId: member_descriptor * instType: member_descriptor * interest: member_descriptor * last: member_descriptor * lever: member_descriptor * liab: member_descriptor * liabCcy: member_descriptor * liqPenalty: member_descriptor * liqPx: member_descriptor * margin: member_descriptor * markPx: member_descriptor * maxSpotInUseAmt: member_descriptor * mgnMode: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalUsd: member_descriptor * optVal: member_descriptor * pendingCloseOrdLiabVal: member_descriptor * pnl: member_descriptor * pos: member_descriptor * posCcy: member_descriptor * posId: member_descriptor * posSide: member_descriptor * quoteBal: member_descriptor * quoteBorrowed: member_descriptor * quoteInterest: member_descriptor * realizedPnl: member_descriptor * spotInUseAmt: member_descriptor * spotInUseCcy: member_descriptor * thetaBS: member_descriptor * thetaPA: member_descriptor * tradeId: member_descriptor * uTime: member_descriptor * upl: member_descriptor * uplLastPx: member_descriptor * uplRatio: member_descriptor * uplRatioLastPx: member_descriptor * usdPx: member_descriptor * vegaBS: member_descriptor * vegaPA: member_descriptor Class: OKXAccountPositionsResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXCloseOrderAlgoData Inherits from: Struct Class Variables: * algoId: member_descriptor * closeFraction: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXMarginMode Inherits from: Enum Class Variables: * ISOLATED: OKXMarginMode * CROSS: OKXMarginMode * NONE: OKXMarginMode Class: OKXPositionSide Inherits from: Enum Class Variables: * NET: OKXPositionSide * LONG: OKXPositionSide * SHORT: OKXPositionSide * NONE: OKXPositionSide Class: OKXTriggerType Inherits from: Enum Class Variables: * NONE: OKXTriggerType * LAST: OKXTriggerType * INDEX: OKXTriggerType * MARK: OKXTriggerType Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.adapters.okx.schemas.account.trade_fee Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXTradeFee Inherits from: Struct Class Variables: * category: member_descriptor * delivery: member_descriptor * exercise: member_descriptor * fiat: member_descriptor * instType: member_descriptor * level: member_descriptor * maker: member_descriptor * makerU: member_descriptor * makerUSDC: member_descriptor * taker: member_descriptor * takerU: member_descriptor * takerUSDC: member_descriptor * ts: member_descriptor Class: OKXTradeFeeResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Module: nautilus_trader.adapters.okx.schemas.market.books Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OKXOrderBookSnapshot Inherits from: Struct Methods: * parse_to_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * asks: member_descriptor * bids: member_descriptor * ts: member_descriptor Class: OKXOrderBookSnapshotResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.adapters.okx.schemas.public.instrument Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OKXContractType Inherits from: Enum Class Variables: * is_linear: property * is_inverse: property * NONE: OKXContractType * LINEAR: OKXContractType * INVERSE: OKXContractType Class: OKXInstrumentBase Inherits from: Struct Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, maker_fee: str | decimal.Decimal, taker_fee: str | decimal.Decimal, margin_init: str | decimal.Decimal, margin_maint: str | decimal.Decimal, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual | nautilus_trader.model.instruments.currency_pair.CurrencyPair | nautilus_trader.model.instruments.crypto_future.CryptoFuture | nautilus_trader.model.instruments.option_contract.OptionContract Class Variables: * alias: member_descriptor * baseCcy: member_descriptor * category: member_descriptor * ctMult: member_descriptor * ctType: member_descriptor * ctVal: member_descriptor * ctValCcy: member_descriptor * expTime: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * instType: member_descriptor * lever: member_descriptor * listTime: member_descriptor * lotSz: member_descriptor * maxIcebergSz: member_descriptor * maxLmtAmt: member_descriptor * maxLmtSz: member_descriptor * maxMktAmt: member_descriptor * maxMktSz: member_descriptor * maxStopSz: member_descriptor * maxTriggerSz: member_descriptor * maxTwapSz: member_descriptor * minSz: member_descriptor * optType: member_descriptor * quoteCcy: member_descriptor * ruleType: member_descriptor * settleCcy: member_descriptor * state: member_descriptor * stk: member_descriptor * tickSz: member_descriptor * uly: member_descriptor Class: OKXInstrumentSpot Inherits from: OKXInstrumentBase Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, maker_fee: str | decimal.Decimal, taker_fee: str | decimal.Decimal, margin_init: str | decimal.Decimal, margin_maint: str | decimal.Decimal, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair Class: OKXInstrumentStatus Inherits from: Enum Class Variables: * LIVE: OKXInstrumentStatus * SUSPEND: OKXInstrumentStatus * PREOPEN: OKXInstrumentStatus * TEST: OKXInstrumentStatus Class: OKXInstrumentSwap Inherits from: OKXInstrumentBase Methods: * parse_to_instrument(self, base_currency: nautilus_trader.model.objects.Currency, quote_currency: nautilus_trader.model.objects.Currency, maker_fee: str | decimal.Decimal, taker_fee: str | decimal.Decimal, margin_init: str | decimal.Decimal, margin_maint: str | decimal.Decimal, ts_event: int, ts_init: int) -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXInstrumentsSpotResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXInstrumentsSwapResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXSymbol Inherits from: str Methods: * from_raw_symbol(raw_symbol: str, instrument_type: nautilus_trader.adapters.okx.common.enums.OKXInstrumentType, contract_type: nautilus_trader.adapters.okx.common.enums.OKXContractType | None = None) -> 'OKXSymbol' * to_instrument_id(self) -> nautilus_trader.model.identifiers.InstrumentId Properties: * contract_type * instrument_type * is_futures * is_inverse * is_linear * is_margin * is_option * is_spot * is_swap * raw_symbol Class Variables: * raw_symbol: property * instrument_type: property * contract_type: property * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_linear: property * is_inverse: property * is_option: property Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Symbol Inherits from: Identifier Module: nautilus_trader.adapters.okx.schemas.public.position_tiers Class: OKXPositionTiersData Inherits from: Struct Class Variables: * baseMaxLoan: member_descriptor * imr: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * maxLever: member_descriptor * maxSz: member_descriptor * minSz: member_descriptor * mmr: member_descriptor * optMgnFactor: member_descriptor * quoteMaxLoan: member_descriptor * tier: member_descriptor * uly: member_descriptor Class: OKXPositionTiersResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Module: nautilus_trader.adapters.okx.schemas.trade Class: AccountId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OKXAmendOrderData Inherits from: Struct Class Variables: * clOrdId: member_descriptor * ordId: member_descriptor * reqId: member_descriptor * sCode: member_descriptor * sMsg: member_descriptor * ts: member_descriptor Class: OKXAmendOrderResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * inTime: member_descriptor * msg: member_descriptor * outTime: member_descriptor Class: OKXAttachAlgoOrds Inherits from: Struct Class Variables: * amendPxOnTriggerType: member_descriptor * attachAlgoClOrdId: member_descriptor * attachAlgoId: member_descriptor * failCode: member_descriptor * failReason: member_descriptor * slOrdPx: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * sz: member_descriptor * tpOrdKind: member_descriptor * tpOrdPx: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor Class: OKXCancelOrderData Inherits from: Struct Class Variables: * clOrdId: member_descriptor * ordId: member_descriptor * sCode: member_descriptor * sMsg: member_descriptor * ts: member_descriptor Class: OKXCancelOrderResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * inTime: member_descriptor * msg: member_descriptor * outTime: member_descriptor Class: OKXClosePositionData Inherits from: Struct Class Variables: * clOrdId: member_descriptor * instId: member_descriptor * posSide: member_descriptor * tag: member_descriptor Class: OKXClosePositionResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXEnumParser Inherits from: object Methods: * parse_nautilus_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.okx.common.enums.OKXOrderSide * parse_nautilus_trigger_type(self, trigger_type: nautilus_trader.core.rust.model.TriggerType) -> nautilus_trader.adapters.okx.common.enums.OKXTriggerType * parse_okx_order_side(self, order_side: nautilus_trader.adapters.okx.common.enums.OKXOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_okx_order_status(self, order_type: nautilus_trader.core.rust.model.OrderType, order_status: nautilus_trader.adapters.okx.common.enums.OKXOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_okx_order_type(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_okx_time_in_force(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.TimeInForce * parse_okx_trigger_type(self, trigger_type: nautilus_trader.adapters.okx.common.enums.OKXTriggerType) -> nautilus_trader.core.rust.model.TriggerType Class: OKXExecutionType Inherits from: Enum Class Variables: * NONE: OKXExecutionType * TAKER: OKXExecutionType * MAKER: OKXExecutionType Class: OKXFillsData Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, enum_parser: nautilus_trader.adapters.okx.common.enums.OKXEnumParser, ts_init: int) -> nautilus_trader.execution.reports.FillReport Class Variables: * billId: member_descriptor * clOrdId: member_descriptor * execType: member_descriptor * fee: member_descriptor * feeCcy: member_descriptor * fillFwdPx: member_descriptor * fillIdxPx: member_descriptor * fillMarkPx: member_descriptor * fillMarkVol: member_descriptor * fillPnl: member_descriptor * fillPx: member_descriptor * fillPxUsd: member_descriptor * fillPxVol: member_descriptor * fillSz: member_descriptor * fillTime: member_descriptor * instId: member_descriptor * instType: member_descriptor * ordId: member_descriptor * posSide: member_descriptor * side: member_descriptor * subType: member_descriptor * tag: member_descriptor * tradeId: member_descriptor * ts: member_descriptor Class: OKXFillsHistoryData Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None, enum_parser: nautilus_trader.adapters.okx.common.enums.OKXEnumParser, ts_init: int) -> nautilus_trader.execution.reports.FillReport Class Variables: * billId: member_descriptor * clOrdId: member_descriptor * execType: member_descriptor * fee: member_descriptor * feeCcy: member_descriptor * fillFwdPx: member_descriptor * fillIdxPx: member_descriptor * fillMarkPx: member_descriptor * fillMarkVol: member_descriptor * fillPnl: member_descriptor * fillPx: member_descriptor * fillPxUsd: member_descriptor * fillPxVol: member_descriptor * fillSz: member_descriptor * fillTime: member_descriptor * instId: member_descriptor * instType: member_descriptor * ordId: member_descriptor * posSide: member_descriptor * side: member_descriptor * subType: member_descriptor * tag: member_descriptor * tradeId: member_descriptor * ts: member_descriptor Class: OKXFillsHistoryResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXFillsResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXLinkedAlgoOrd Inherits from: Struct Class Variables: * algoId: member_descriptor Class: OKXOrderDetailsData Inherits from: Struct Methods: * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.okx.common.enums.OKXEnumParser, ts_init: int, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None) -> nautilus_trader.execution.reports.OrderStatusReport Class Variables: * accFillSz: member_descriptor * algoClOrdId: member_descriptor * algoId: member_descriptor * attachAlgoClOrdId: member_descriptor * attachAlgoOrds: member_descriptor * avgPx: member_descriptor * cTime: member_descriptor * cancelSource: member_descriptor * cancelSourceReason: member_descriptor * category: member_descriptor * ccy: member_descriptor * clOrdId: member_descriptor * fee: member_descriptor * feeCcy: member_descriptor * fillPx: member_descriptor * fillSz: member_descriptor * fillTime: member_descriptor * instId: member_descriptor * instType: member_descriptor * isTpLimit: member_descriptor * lever: member_descriptor * linkedAlgoOrd: member_descriptor * ordId: member_descriptor * ordType: member_descriptor * pnl: member_descriptor * posSide: member_descriptor * px: member_descriptor * pxType: member_descriptor * pxUsd: member_descriptor * pxVol: member_descriptor * quickMgnType: member_descriptor * rebate: member_descriptor * rebateCcy: member_descriptor * reduceOnly: member_descriptor * side: member_descriptor * slOrdPx: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * source: member_descriptor * state: member_descriptor * stpMode: member_descriptor * sz: member_descriptor * tag: member_descriptor * tdMode: member_descriptor * tgtCcy: member_descriptor * tpOrdPx: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor * tradeId: member_descriptor * uTime: member_descriptor Class: OKXOrderDetailsResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * msg: member_descriptor Class: OKXOrderSide Inherits from: Enum Class Variables: * BUY: OKXOrderSide * SELL: OKXOrderSide Class: OKXOrderStatus Inherits from: Enum Class Variables: * CANCELED: OKXOrderStatus * LIVE: OKXOrderStatus * PARTIALLY_FILLED: OKXOrderStatus * FILLED: OKXOrderStatus * MMP_CANCELED: OKXOrderStatus Class: OKXOrderType Inherits from: Enum Class Variables: * MARKET: OKXOrderType * LIMIT: OKXOrderType * POST_ONLY: OKXOrderType * FOK: OKXOrderType * IOC: OKXOrderType * OPTIMAL_LIMIT_IOC: OKXOrderType * MMP: OKXOrderType * MMP_AND_POST_ONLY: OKXOrderType Class: OKXPlaceOrderData Inherits from: Struct Class Variables: * clOrdId: member_descriptor * ordId: member_descriptor * sCode: member_descriptor * sMsg: member_descriptor * tag: member_descriptor * ts: member_descriptor Class: OKXPlaceOrderResponse Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * inTime: member_descriptor * msg: member_descriptor * outTime: member_descriptor Class: OKXPositionSide Inherits from: Enum Class Variables: * NET: OKXPositionSide * LONG: OKXPositionSide * SHORT: OKXPositionSide * NONE: OKXPositionSide Class: OKXSelfTradePreventionMode Inherits from: Enum Class Variables: * NONE: OKXSelfTradePreventionMode * CANCEL_MAKER: OKXSelfTradePreventionMode * CANCEL_TAKER: OKXSelfTradePreventionMode * CANCEL_BOTH: OKXSelfTradePreventionMode Class: OKXTakeProfitKind Inherits from: Enum Class Variables: * NONE: OKXTakeProfitKind * CONDITION: OKXTakeProfitKind * LIMIT: OKXTakeProfitKind Class: OKXTradeMode Inherits from: Enum Class Variables: * ISOLATED: OKXTradeMode * CROSS: OKXTradeMode * CASH: OKXTradeMode * SPOT_ISOLATED: OKXTradeMode Class: OKXTransactionType Inherits from: Enum Class Variables: * BUY: OKXTransactionType * SELL: OKXTransactionType * OPEN_LONG: OKXTransactionType * OPEN_SHORT: OKXTransactionType * CLOSE_LONG: OKXTransactionType * CLOSE_SHORT: OKXTransactionType * PARTIAL_LIQUIDATION_CLOSE_LONG: OKXTransactionType * PARTIAL_LIQUIDATION_CLOSE_SHORT: OKXTransactionType * PARTIAL_LIQUIDATION_BUY: OKXTransactionType * PARTIAL_LIQUIDATION_SELL: OKXTransactionType * LIQUIDATION_LONG: OKXTransactionType * LIQUIDATION_SHORT: OKXTransactionType * LIQUIDATION_BUY: OKXTransactionType * LIQUIDATION_SELL: OKXTransactionType * LIQUIDATION_TRANSFER_IN: OKXTransactionType * LIQUIDATION_TRANSFER_OUT: OKXTransactionType * SYSTEM_TOKEN_CONVERSION_TRANSFER_IN: OKXTransactionType * SYSTEM_TOKEN_CONVERSION_TRANSFER_OUT: OKXTransactionType * ADL_CLOSE_LONG: OKXTransactionType * ADL_CLOSE_SHORT: OKXTransactionType * ADL_BUY: OKXTransactionType * ADL_SELL: OKXTransactionType * AUTO_BORROW_OF_QUICK_MARGIN: OKXTransactionType * AUTO_REPAY_OF_QUICK_MARGIN: OKXTransactionType * BLOCK_TRADE_BUY: OKXTransactionType * BLOCK_TRADE_SELL: OKXTransactionType * BLOCK_TRADE_OPEN_LONG: OKXTransactionType * BLOCK_TRADE_OPEN_SHORT: OKXTransactionType * BLOCK_TRADE_CLOSE_OPEN: OKXTransactionType * BLOCK_TRADE_CLOSE_SHORT: OKXTransactionType * SPREAD_TRADING_BUY: OKXTransactionType * SPREAD_TRADING_SELL: OKXTransactionType * SPREAD_TRADING_OPEN_LONG: OKXTransactionType * SPREAD_TRADING_OPEN_SHORT: OKXTransactionType * SPREAD_TRADING_CLOSE_LONG: OKXTransactionType * SPREAD_TRADING_CLOSE_SHORT: OKXTransactionType Class: OKXTriggerType Inherits from: Enum Class Variables: * NONE: OKXTriggerType * LAST: OKXTriggerType * INDEX: OKXTriggerType * MARK: OKXTriggerType Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TradeId Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.okx.schemas.ws Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OKXAssetInformationDetails Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance | None * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance | None Class Variables: * availBal: member_descriptor * availEq: member_descriptor * borrowFroz: member_descriptor * cashBal: member_descriptor * ccy: member_descriptor * clSpotInUseAmt: member_descriptor * crossLiab: member_descriptor * disEq: member_descriptor * eq: member_descriptor * eqUsd: member_descriptor * fixedBal: member_descriptor * frozenBal: member_descriptor * imr: member_descriptor * interest: member_descriptor * isoEq: member_descriptor * isoLiab: member_descriptor * isoUpl: member_descriptor * liab: member_descriptor * maxLoan: member_descriptor * maxSpotInUseAmt: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalLever: member_descriptor * ordFrozen: member_descriptor * rewardBal: member_descriptor * smtSyncEq: member_descriptor * spotInUseAmt: member_descriptor * spotIsoBal: member_descriptor * stgyEq: member_descriptor * twap: member_descriptor * uTime: member_descriptor * upl: member_descriptor * uplLiab: member_descriptor Class: OKXAttachAlgoOrds Inherits from: Struct Class Variables: * amendPxOnTriggerType: member_descriptor * attachAlgoClOrdId: member_descriptor * attachAlgoId: member_descriptor * slOrdPx: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * sz: member_descriptor * tpOrdKind: member_descriptor * tpOrdPx: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor Class: OKXCloseOrderAlgoData Inherits from: Struct Class Variables: * algoId: member_descriptor * closeFraction: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor Class: OKXEnumParser Inherits from: object Methods: * parse_nautilus_order_side(self, order_side: nautilus_trader.core.rust.model.OrderSide) -> nautilus_trader.adapters.okx.common.enums.OKXOrderSide * parse_nautilus_trigger_type(self, trigger_type: nautilus_trader.core.rust.model.TriggerType) -> nautilus_trader.adapters.okx.common.enums.OKXTriggerType * parse_okx_order_side(self, order_side: nautilus_trader.adapters.okx.common.enums.OKXOrderSide) -> nautilus_trader.core.rust.model.OrderSide * parse_okx_order_status(self, order_type: nautilus_trader.core.rust.model.OrderType, order_status: nautilus_trader.adapters.okx.common.enums.OKXOrderStatus) -> nautilus_trader.core.rust.model.OrderStatus * parse_okx_order_type(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.OrderType * parse_okx_time_in_force(self, ordType: nautilus_trader.adapters.okx.common.enums.OKXOrderType) -> nautilus_trader.core.rust.model.TimeInForce * parse_okx_trigger_type(self, trigger_type: nautilus_trader.adapters.okx.common.enums.OKXTriggerType) -> nautilus_trader.core.rust.model.TriggerType Class: OKXExecutionType Inherits from: Enum Class Variables: * NONE: OKXExecutionType * TAKER: OKXExecutionType * MAKER: OKXExecutionType Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXLinkedAlgoOrd Inherits from: Struct Class Variables: * algoId: member_descriptor Class: OKXMarginMode Inherits from: Enum Class Variables: * ISOLATED: OKXMarginMode * CROSS: OKXMarginMode * NONE: OKXMarginMode Class: OKXOrderSide Inherits from: Enum Class Variables: * BUY: OKXOrderSide * SELL: OKXOrderSide Class: OKXOrderStatus Inherits from: Enum Class Variables: * CANCELED: OKXOrderStatus * LIVE: OKXOrderStatus * PARTIALLY_FILLED: OKXOrderStatus * FILLED: OKXOrderStatus * MMP_CANCELED: OKXOrderStatus Class: OKXOrderType Inherits from: Enum Class Variables: * MARKET: OKXOrderType * LIMIT: OKXOrderType * POST_ONLY: OKXOrderType * FOK: OKXOrderType * IOC: OKXOrderType * OPTIMAL_LIMIT_IOC: OKXOrderType * MMP: OKXOrderType * MMP_AND_POST_ONLY: OKXOrderType Class: OKXPositionSide Inherits from: Enum Class Variables: * NET: OKXPositionSide * LONG: OKXPositionSide * SHORT: OKXPositionSide * NONE: OKXPositionSide Class: OKXSelfTradePreventionMode Inherits from: Enum Class Variables: * NONE: OKXSelfTradePreventionMode * CANCEL_MAKER: OKXSelfTradePreventionMode * CANCEL_TAKER: OKXSelfTradePreventionMode * CANCEL_BOTH: OKXSelfTradePreventionMode Class: OKXTakeProfitKind Inherits from: Enum Class Variables: * NONE: OKXTakeProfitKind * CONDITION: OKXTakeProfitKind * LIMIT: OKXTakeProfitKind Class: OKXTradeMode Inherits from: Enum Class Variables: * ISOLATED: OKXTradeMode * CROSS: OKXTradeMode * CASH: OKXTradeMode * SPOT_ISOLATED: OKXTradeMode Class: OKXTriggerType Inherits from: Enum Class Variables: * NONE: OKXTriggerType * LAST: OKXTriggerType * INDEX: OKXTriggerType * MARK: OKXTriggerType Class: OKXWsAccountArg Inherits from: Struct Class Variables: * channel: member_descriptor * uid: member_descriptor Class: OKXWsAccountData Inherits from: Struct Methods: * parse_to_account_balance(self) -> nautilus_trader.model.objects.AccountBalance * parse_to_margin_balance(self) -> nautilus_trader.model.objects.MarginBalance Class Variables: * adjEq: member_descriptor * borrowFroz: member_descriptor * details: member_descriptor * imr: member_descriptor * isoEq: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalUsd: member_descriptor * ordFroz: member_descriptor * totalEq: member_descriptor * uTime: member_descriptor * upl: member_descriptor Class: OKXWsAccountPushDataMsg Inherits from: Struct Class Variables: * arg: member_descriptor * data: member_descriptor Class: OKXWsEventMsg Inherits from: Struct Methods: * format_channel_conn_count_error(self) -> str * format_error(self) -> str Properties: * is_channel_conn_count_error * is_error * is_login * is_subscribe_unsubscribe Class Variables: * is_channel_conn_count_error: property * is_error: property * is_login: property * is_subscribe_unsubscribe: property * arg: member_descriptor * channel: member_descriptor * code: member_descriptor * connCount: member_descriptor * connId: member_descriptor * event: member_descriptor * msg: member_descriptor Class: OKXWsEventMsgArg Inherits from: Struct Class Variables: * ccy: member_descriptor * channel: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * instType: member_descriptor Class: OKXWsFillsArg Inherits from: Struct Class Variables: * channel: member_descriptor * instId: member_descriptor Class: OKXWsFillsData Inherits from: Struct Methods: * parse_to_fill_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.okx.common.enums.OKXEnumParser, ts_init: int, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, commission: nautilus_trader.model.objects.Money) -> nautilus_trader.execution.reports.FillReport Class Variables: * count: member_descriptor * execType: member_descriptor * fillPx: member_descriptor * fillSz: member_descriptor * instId: member_descriptor * ordId: member_descriptor * side: member_descriptor * tradeId: member_descriptor * ts: member_descriptor Class: OKXWsFillsPushDataMsg Inherits from: Struct Class Variables: * arg: member_descriptor * data: member_descriptor Class: OKXWsGeneralMsg Inherits from: Struct Properties: * is_algo_order_msg * is_event_msg * is_order_msg * is_push_data_msg Class Variables: * is_event_msg: property * is_push_data_msg: property * is_order_msg: property * is_algo_order_msg: property * algoId: member_descriptor * data: member_descriptor * event: member_descriptor * id: member_descriptor * op: member_descriptor Class: OKXWsOrderMsg Inherits from: Struct Class Variables: * code: member_descriptor * data: member_descriptor * id: member_descriptor * inTime: member_descriptor * msg: member_descriptor * op: member_descriptor * outTime: member_descriptor Class: OKXWsOrderMsgData Inherits from: Struct Properties: * rejection_reason Class Variables: * rejection_reason: property * clOrdId: member_descriptor * ordId: member_descriptor * sCode: member_descriptor * sMsg: member_descriptor * tag: member_descriptor * ts: member_descriptor Class: OKXWsOrderbookArg Inherits from: Struct Class Variables: * channel: member_descriptor * instId: member_descriptor Class: OKXWsOrderbookData Inherits from: Struct Methods: * parse_to_deltas(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, price_precision: int | None, size_precision: int | None, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas * parse_to_quote_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, price_precision: int | None, size_precision: int | None, last_quote: nautilus_trader.model.data.QuoteTick | None, ts_init: int) -> nautilus_trader.model.data.QuoteTick | None * parse_to_quote_tick_from_book_and_deltas(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, book: nautilus_trader.model.book.OrderBook, deltas: nautilus_trader.model.data.OrderBookDeltas, last_quote: nautilus_trader.model.data.QuoteTick | None, ts_init: int) -> nautilus_trader.model.data.QuoteTick | None * parse_to_snapshot(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, price_precision: int | None, size_precision: int | None, ts_init: int) -> nautilus_trader.model.data.OrderBookDeltas Class Variables: * asks: member_descriptor * bids: member_descriptor * checksum: member_descriptor * prevSeqId: member_descriptor * seqId: member_descriptor * ts: member_descriptor Class: OKXWsOrderbookPushDataMsg Inherits from: Struct Class Variables: * action: member_descriptor * arg: member_descriptor * data: member_descriptor Class: OKXWsOrdersArg Inherits from: Struct Class Variables: * channel: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * instType: member_descriptor * uid: member_descriptor Class: OKXWsOrdersData Inherits from: Struct Methods: * get_fill_px(self, price_precision: int | None = None) -> nautilus_trader.model.objects.Price * get_fill_sz(self, size_precision: int | None = None) -> nautilus_trader.model.objects.Quantity * parse_to_order_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, enum_parser: nautilus_trader.adapters.okx.common.enums.OKXEnumParser, ts_init: int, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None) -> nautilus_trader.execution.reports.OrderStatusReport Properties: * amend_result_reason * amend_source_reason * cancel_reason * is_amended * is_canceled Class Variables: * is_amended: property * is_canceled: property * amend_source_reason: property * amend_result_reason: property * cancel_reason: property * accFillSz: member_descriptor * algoClOrdId: member_descriptor * algoId: member_descriptor * amendResult: member_descriptor * amendSource: member_descriptor * attachAlgoClOrdId: member_descriptor * attachAlgoOrds: member_descriptor * avgPx: member_descriptor * cTime: member_descriptor * cancelSource: member_descriptor * category: member_descriptor * ccy: member_descriptor * clOrdId: member_descriptor * code: member_descriptor * execType: member_descriptor * fee: member_descriptor * feeCcy: member_descriptor * fillFee: member_descriptor * fillFeeCcy: member_descriptor * fillFwdPx: member_descriptor * fillMarkVol: member_descriptor * fillNotionalUsd: member_descriptor * fillPnl: member_descriptor * fillPx: member_descriptor * fillPxUsd: member_descriptor * fillPxVol: member_descriptor * fillSz: member_descriptor * fillTime: member_descriptor * instId: member_descriptor * instType: member_descriptor * isTpLimit: member_descriptor * lever: member_descriptor * linkedAlgoOrd: member_descriptor * msg: member_descriptor * notionalUsd: member_descriptor * ordId: member_descriptor * ordType: member_descriptor * pnl: member_descriptor * posSide: member_descriptor * px: member_descriptor * pxType: member_descriptor * pxUsd: member_descriptor * pxVol: member_descriptor * quickMgnType: member_descriptor * rebate: member_descriptor * rebateCcy: member_descriptor * reduceOnly: member_descriptor * reqId: member_descriptor * side: member_descriptor * slOrdPx: member_descriptor * slTriggerPx: member_descriptor * slTriggerPxType: member_descriptor * source: member_descriptor * state: member_descriptor * stpId: member_descriptor * stpMode: member_descriptor * sz: member_descriptor * tag: member_descriptor * tdMode: member_descriptor * tgtCcy: member_descriptor * tpOrdPx: member_descriptor * tpTriggerPx: member_descriptor * tpTriggerPxType: member_descriptor * tradeId: member_descriptor * uTime: member_descriptor Class: OKXWsOrdersPushDataMsg Inherits from: Struct Class Variables: * arg: member_descriptor * data: member_descriptor Class: OKXWsPositionsArg Inherits from: Struct Class Variables: * channel: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * instType: member_descriptor * uid: member_descriptor Class: OKXWsPositionsData Inherits from: Struct Methods: * parse_to_position_status_report(self, account_id: nautilus_trader.model.identifiers.AccountId, instrument_id: nautilus_trader.model.identifiers.InstrumentId, report_id: nautilus_trader.core.uuid.UUID4, ts_init: int) -> nautilus_trader.execution.reports.PositionStatusReport Class Variables: * adl: member_descriptor * availPos: member_descriptor * avgPx: member_descriptor * baseBal: member_descriptor * baseBorrowed: member_descriptor * baseInterest: member_descriptor * bePx: member_descriptor * bizRefId: member_descriptor * bizRefType: member_descriptor * cTime: member_descriptor * ccy: member_descriptor * clSpotInUseAmt: member_descriptor * closeOrderAlgo: member_descriptor * deltaBS: member_descriptor * deltaPA: member_descriptor * fee: member_descriptor * fundingFee: member_descriptor * gammaBS: member_descriptor * gammaPA: member_descriptor * idxPx: member_descriptor * imr: member_descriptor * instId: member_descriptor * instType: member_descriptor * interest: member_descriptor * last: member_descriptor * lever: member_descriptor * liab: member_descriptor * liabCcy: member_descriptor * liqPenalty: member_descriptor * liqPx: member_descriptor * margin: member_descriptor * markPx: member_descriptor * maxSpotInUseAmt: member_descriptor * mgnMode: member_descriptor * mgnRatio: member_descriptor * mmr: member_descriptor * notionalUsd: member_descriptor * optVal: member_descriptor * pTime: member_descriptor * pendingCloseOrdLiabVal: member_descriptor * pnl: member_descriptor * pos: member_descriptor * posCcy: member_descriptor * posId: member_descriptor * posSide: member_descriptor * quoteBal: member_descriptor * quoteBorrowed: member_descriptor * quoteInterest: member_descriptor * realizedPnl: member_descriptor * spotInUseAmt: member_descriptor * spotInUseCcy: member_descriptor * thetaBS: member_descriptor * thetaPA: member_descriptor * tradeId: member_descriptor * uTime: member_descriptor * upl: member_descriptor * uplLastPx: member_descriptor * uplRatio: member_descriptor * uplRatioLastPx: member_descriptor * usdPx: member_descriptor * vegaBS: member_descriptor * vegaPA: member_descriptor Class: OKXWsPositionsPushDataMsg Inherits from: Struct Class Variables: * arg: member_descriptor * data: member_descriptor Class: OKXWsPushDataArg Inherits from: Struct Class Variables: * algoId: member_descriptor * channel: member_descriptor * instFamily: member_descriptor * instId: member_descriptor * instType: member_descriptor * uid: member_descriptor Class: OKXWsPushDataMsg Inherits from: Struct Class Variables: * action: member_descriptor * arg: member_descriptor * data: member_descriptor Class: OKXWsTradeData Inherits from: Struct Methods: * parse_to_trade_tick(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, price_precision: int | None, size_precision: int | None, ts_init: int) -> nautilus_trader.model.data.TradeTick Class Variables: * count: member_descriptor * instId: member_descriptor * px: member_descriptor * side: member_descriptor * sz: member_descriptor * tradeId: member_descriptor * ts: member_descriptor Class: OKXWsTradesArg Inherits from: Struct Class Variables: * channel: member_descriptor * instId: member_descriptor Class: OKXWsTradesPushDataMsg Inherits from: Struct Class Variables: * arg: member_descriptor * data: member_descriptor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.adapters.okx.websocket.client Class: Any Inherits from: object Class: Awaitable Inherits from: object Class: Callable Inherits from: object Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: OKXBarSize Inherits from: Enum Class Variables: * SECOND_1: OKXBarSize * MINUTE_1: OKXBarSize * MINUTE_3: OKXBarSize * MINUTE_5: OKXBarSize * MINUTE_15: OKXBarSize * MINUTE_30: OKXBarSize * HOUR_1: OKXBarSize * HOUR_2: OKXBarSize * HOUR_4: OKXBarSize * HOUR_6: OKXBarSize * HOUR_12: OKXBarSize * DAY_1: OKXBarSize * DAY_2: OKXBarSize * DAY_3: OKXBarSize * DAY_5: OKXBarSize * WEEK_1: OKXBarSize * MONTH_1: OKXBarSize * MONTH_3: OKXBarSize Class: OKXInstrumentType Inherits from: Enum Class Variables: * is_spot: property * is_margin: property * is_swap: property * is_futures: property * is_option: property * ANY: OKXInstrumentType * SPOT: OKXInstrumentType * MARGIN: OKXInstrumentType * SWAP: OKXInstrumentType * FUTURES: OKXInstrumentType * OPTION: OKXInstrumentType Class: OKXOrderSide Inherits from: Enum Class Variables: * BUY: OKXOrderSide * SELL: OKXOrderSide Class: OKXOrderType Inherits from: Enum Class Variables: * MARKET: OKXOrderType * LIMIT: OKXOrderType * POST_ONLY: OKXOrderType * FOK: OKXOrderType * IOC: OKXOrderType * OPTIMAL_LIMIT_IOC: OKXOrderType * MMP: OKXOrderType * MMP_AND_POST_ONLY: OKXOrderType Class: OKXPositionSide Inherits from: Enum Class Variables: * NET: OKXPositionSide * LONG: OKXPositionSide * SHORT: OKXPositionSide * NONE: OKXPositionSide Class: OKXTradeMode Inherits from: Enum Class Variables: * ISOLATED: OKXTradeMode * CROSS: OKXTradeMode * CASH: OKXTradeMode * SPOT_ISOLATED: OKXTradeMode Class: OKXWebsocketClient Inherits from: object Methods: * amend_order(*args: P.args, **kwargs: P.kwargs) -> ~T * cancel_order(*args: P.args, **kwargs: P.kwargs) -> ~T * connect(self) -> None * default_handler(self, raw: bytes) -> None * disconnect(self) -> None * get_subscription_count(self, channel: str | None = None) -> int * has_subscription(self, item: dict[str, typing.Any]) -> bool * place_order(*args: P.args, **kwargs: P.kwargs) -> ~T * reconnect(self) -> None * send_pong(self, raw: bytes) -> None * set_handler(self, handler: collections.abc.Callable[[bytes], None]) -> None * subscribe_account(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_account_greeks(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_balance_and_position(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_candlesticks(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_fills(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_liquidation_warning(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_order_book(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_orders(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_positions(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_tickers(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_trades(*args: P.args, **kwargs: P.kwargs) -> ~T * subscribe_trades_all(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_account(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_account_greeks(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_balance_and_position(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_candlesticks(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_fills(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_liquidation_warning(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_order_book(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_orders(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_positions(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_tickers(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_trades(*args: P.args, **kwargs: P.kwargs) -> ~T * unsubscribe_trades_all(*args: P.args, **kwargs: P.kwargs) -> ~T * update_channel_count(self, channel: str, count: int) -> None Properties: * channel_counts * is_connected * is_private * subscriptions * ws_base_url_type Class Variables: * subscriptions: property * ws_base_url_type: property * is_private: property * channel_counts: property * is_connected: property Class: OKXWsBaseUrlType Inherits from: Enum Class Variables: * PUBLIC: OKXWsBaseUrlType * PRIVATE: OKXWsBaseUrlType * BUSINESS: OKXWsBaseUrlType Class: ParamSpec Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Properties: * args * kwargs Class Variables: * args: property * kwargs: property Class: TypeVar Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Class: WebSocketClient Inherits from: object Class: WebSocketClientError Inherits from: Exception Class: WebSocketConfig Inherits from: object Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Module: nautilus_trader.adapters.sandbox.config Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: SandboxExecutionClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * frozen_account: member_descriptor * leverages: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor * venue: member_descriptor Module: nautilus_trader.adapters.sandbox.execution Class: BacktestExecClient Inherits from: ExecutionClient Methods: * fully_qualified_name() -> 'str' Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: FillModel Inherits from: object Class Variables: * prob_fill_on_limit: getset_descriptor * prob_fill_on_stop: getset_descriptor * prob_slippage: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LatencyModel Inherits from: object Class Variables: * base_latency_nanos: getset_descriptor * insert_latency_nanos: getset_descriptor * update_latency_nanos: getset_descriptor * cancel_latency_nanos: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: MakerTakerFeeModel Inherits from: FeeModel Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: SandboxExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command) * cancel_order(self, command) * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command) * on_data(self, data: nautilus_trader.core.data.Data) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command) * submit_order_list(self, command) Class: SandboxExecutionClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * frozen_account: member_descriptor * leverages: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor * venue: member_descriptor Class: SimulatedExchange Inherits from: object Class Variables: * id: getset_descriptor * oms_type: getset_descriptor * book_type: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * exec_client: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * starting_balances: getset_descriptor * default_leverage: getset_descriptor * leverages: getset_descriptor * is_frozen_account: getset_descriptor * latency_model: getset_descriptor * fill_model: getset_descriptor * fee_model: getset_descriptor * reject_stop_orders: getset_descriptor * support_gtd_orders: getset_descriptor * support_contingent_orders: getset_descriptor * use_position_ids: getset_descriptor * use_random_ids: getset_descriptor * use_reduce_only: getset_descriptor * use_message_queue: getset_descriptor * bar_execution: getset_descriptor * bar_adaptive_high_low_ordering: getset_descriptor * trade_execution: getset_descriptor * modules: getset_descriptor * instruments: getset_descriptor Class: TestClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.adapters.sandbox.factory Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: SandboxExecutionClient Inherits from: LiveExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command) * cancel_order(self, command) * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command) * on_data(self, data: nautilus_trader.core.data.Data) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command) * submit_order_list(self, command) Class: SandboxExecutionClientConfig Inherits from: LiveExecClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * frozen_account: member_descriptor * leverages: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor * venue: member_descriptor Class: SandboxLiveExecClientFactory Inherits from: LiveExecClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.sandbox.config.SandboxExecutionClientConfig, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.sandbox.execution.SandboxExecutionClient Module: nautilus_trader.adapters.tardis Class: TardisCSVDataLoader Inherits from: object Methods: * load_deltas(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.OrderBookDelta] | list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * load_depth10(self, filepath: os.PathLike[str] | str, levels: int, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.OrderBookDepth10] | list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10] * load_quotes(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.QuoteTick] | list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * load_trades(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] | list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] Class: TardisDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * update_instruments_interval_mins: member_descriptor * ws_connection_delay_secs: member_descriptor Class: TardisInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: TardisLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.tardis.config.TardisDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.tardis.data.TardisDataClient Module: nautilus_trader.adapters.tardis.common Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.tardis.config Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: TardisDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * update_instruments_interval_mins: member_descriptor * ws_connection_delay_secs: member_descriptor Module: nautilus_trader.adapters.tardis.constants Class: ClientId Inherits from: Identifier Module: nautilus_trader.adapters.tardis.data Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: TardisDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: TardisDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * update_instruments_interval_mins: member_descriptor * ws_connection_delay_secs: member_descriptor Class: TardisInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Module: nautilus_trader.adapters.tardis.factories Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: TardisDataClient Inherits from: LiveMarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: TardisDataClientConfig Inherits from: LiveDataClientConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * api_key: member_descriptor * base_url_http: member_descriptor * base_url_ws: member_descriptor * update_instruments_interval_mins: member_descriptor * ws_connection_delay_secs: member_descriptor Class: TardisHttpClient Inherits from: object Class: TardisInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: TardisLiveDataClientFactory Inherits from: LiveDataClientFactory Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.adapters.tardis.config.TardisDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.adapters.tardis.data.TardisDataClient Module: nautilus_trader.adapters.tardis.loaders Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: PathLike Inherits from: ABC Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TardisCSVDataLoader Inherits from: object Methods: * load_deltas(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.OrderBookDelta] | list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * load_depth10(self, filepath: os.PathLike[str] | str, levels: int, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.OrderBookDepth10] | list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10] * load_quotes(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.QuoteTick] | list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * load_trades(self, filepath: os.PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) -> list[nautilus_trader.model.data.TradeTick] | list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.adapters.tardis.providers Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: PyCondition Inherits from: object Class: TardisInstrumentProvider Inherits from: InstrumentProvider Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Module: nautilus_trader.analysis.analyzer Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: Any Inherits from: object Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: PortfolioAnalyzer Inherits from: object Methods: * add_positions(self, positions: list[nautilus_trader.model.position.Position]) -> None * add_return(self, timestamp: datetime.datetime, value: float) -> None * add_trade(self, position_id: nautilus_trader.model.identifiers.PositionId, realized_pnl: nautilus_trader.model.objects.Money) -> None * calculate_statistics(self, account: nautilus_trader.accounting.accounts.base.Account, positions: list[nautilus_trader.model.position.Position]) -> None * deregister_statistic(self, statistic: nautilus_trader.analysis.statistic.PortfolioStatistic) -> None * deregister_statistics(self) -> None * get_performance_stats_general(self) -> dict[str, typing.Any] * get_performance_stats_pnls(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> dict[str, float] * get_performance_stats_returns(self) -> dict[str, typing.Any] * get_stats_general_formatted(self) -> list[str] * get_stats_pnls_formatted(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> list[str] * get_stats_returns_formatted(self) -> list[str] * realized_pnls(self, currency: nautilus_trader.model.objects.Currency | None = None) -> pandas.core.series.Series | None * register_statistic(self, statistic: nautilus_trader.analysis.statistic.PortfolioStatistic) -> None * reset(self) -> None * returns(self) -> pandas.core.series.Series * statistic(self, name: str) -> nautilus_trader.analysis.statistic.PortfolioStatistic | None * total_pnl(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> float * total_pnl_percentage(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> float Properties: * currencies Class Variables: * currencies: property Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: PyCondition Inherits from: object Class: datetime Inherits from: date Class Variables: * hour: getset_descriptor * minute: getset_descriptor * second: getset_descriptor * microsecond: getset_descriptor * tzinfo: getset_descriptor * fold: getset_descriptor * min: datetime * max: datetime * resolution: timedelta Class: float64 Inherits from: floating, float Module: nautilus_trader.analysis.reporter Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: ReportProvider Inherits from: object Methods: * generate_account_report(account: nautilus_trader.accounting.accounts.base.Account) -> pandas.core.frame.DataFrame * generate_fills_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_order_fills_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_orders_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_positions_report(positions: list[nautilus_trader.model.position.Position]) -> pandas.core.frame.DataFrame Module: nautilus_trader.analysis.statistic Class: Any Inherits from: object Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Module: nautilus_trader.analysis.statistics.expectancy Class: Any Inherits from: object Class: AvgLoser Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: AvgWinner Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: Expectancy Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.long_ratio Class: Any Inherits from: object Class: LongRatio Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Module: nautilus_trader.analysis.statistics.loser_avg Class: Any Inherits from: object Class: AvgLoser Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.loser_max Class: Any Inherits from: object Class: MaxLoser Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.loser_min Class: Any Inherits from: object Class: MinLoser Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.profit_factor Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: ProfitFactor Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Module: nautilus_trader.analysis.statistics.returns_avg Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: ReturnsAverage Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.returns_avg_loss Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: ReturnsAverageLoss Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.returns_avg_win Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: ReturnsAverageWin Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.returns_volatility Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: ReturnsVolatility Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.risk_return_ratio Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: RiskReturnRatio Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Module: nautilus_trader.analysis.statistics.sharpe_ratio Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: SharpeRatio Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.sortino_ratio Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: SortinoRatio Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * name: property Module: nautilus_trader.analysis.statistics.win_rate Class: Any Inherits from: object Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Class: WinRate Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Module: nautilus_trader.analysis.statistics.winner_avg Class: Any Inherits from: object Class: AvgWinner Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.winner_max Class: Any Inherits from: object Class: MaxWinner Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.analysis.statistics.winner_min Class: Any Inherits from: object Class: MinWinner Inherits from: PortfolioStatistic Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class: PortfolioStatistic Inherits from: object Methods: * calculate_from_orders(self, orders: list[nautilus_trader.model.orders.base.Order]) -> typing.Any | None * calculate_from_positions(self, positions: list[nautilus_trader.model.position.Position]) -> typing.Any | None * calculate_from_realized_pnls(self, realized_pnls: pandas.core.series.Series) -> typing.Any | None * calculate_from_returns(self, returns: pandas.core.series.Series) -> typing.Any | None * fully_qualified_name() -> str Properties: * name Class Variables: * fully_qualified_name: classmethod * name: property Module: nautilus_trader.backtest.__main__ Class: BacktestNode Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * build(self) -> None * dispose(self) * download_data(self, request_function: str, **kwargs) -> None * get_engine(self, run_config_id: str) -> nautilus_trader.backtest.engine.BacktestEngine | None * get_engines(self) -> list[nautilus_trader.backtest.engine.BacktestEngine] * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * load_catalog(config: nautilus_trader.backtest.config.BacktestDataConfig) -> nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog * load_data_config(config: nautilus_trader.backtest.config.BacktestDataConfig, start: str | int | None = None, end: str | int | None = None) -> nautilus_trader.persistence.catalog.types.CatalogDataResult * log_backtest_exception(self, e: Exception, config: nautilus_trader.backtest.config.BacktestRunConfig) -> None * run(self) -> list[nautilus_trader.backtest.results.BacktestResult] * setup_download_engine(self, catalog_config: nautilus_trader.persistence.config.DataCatalogConfig, data_clients: dict[str, type[nautilus_trader.live.config.LiveDataClientConfig]]) -> None Properties: * configs Class Variables: * configs: property * load_data_config: classmethod * load_catalog: classmethod Class: BacktestRunConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * chunk_size: member_descriptor * data: member_descriptor * data_clients: member_descriptor * dispose_on_completion: member_descriptor * end: member_descriptor * engine: member_descriptor * raise_exception: member_descriptor * start: member_descriptor * venues: member_descriptor Module: nautilus_trader.backtest.config Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: Any Inherits from: object Class: BacktestDataConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * data_type * end_time_nanos * id * query * start_time_nanos Class Variables: * data_type: property * query: property * start_time_nanos: property * end_time_nanos: property * bar_spec: member_descriptor * bar_types: member_descriptor * catalog_fs_protocol: member_descriptor * catalog_fs_storage_options: member_descriptor * catalog_path: member_descriptor * client_id: member_descriptor * data_cls: member_descriptor * end_time: member_descriptor * filter_expr: member_descriptor * instrument_id: member_descriptor * instrument_ids: member_descriptor * metadata: member_descriptor * start_time: member_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestRunConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * chunk_size: member_descriptor * data: member_descriptor * data_clients: member_descriptor * dispose_on_completion: member_descriptor * end: member_descriptor * engine: member_descriptor * raise_exception: member_descriptor * start: member_descriptor * venues: member_descriptor Class: BacktestVenueConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_adaptive_high_low_ordering: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * fee_model: member_descriptor * fill_model: member_descriptor * frozen_account: member_descriptor * latency_model: member_descriptor * leverages: member_descriptor * modules: member_descriptor * name: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * routing: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: FXRolloverInterestConfig Inherits from: SimulationModuleConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * rate_data: member_descriptor Class: FeeModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: FeeModelFactory Inherits from: object Methods: * create(config: 'ImportableFeeModelConfig') Class: FillModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * prob_fill_on_limit: member_descriptor * prob_fill_on_stop: member_descriptor * prob_slippage: member_descriptor * random_seed: member_descriptor Class: FillModelFactory Inherits from: object Methods: * create(config: 'ImportableFillModelConfig') Class: FixedFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * charge_commission_once: member_descriptor * commission: member_descriptor Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableFeeModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * fee_model_path: member_descriptor Class: ImportableFillModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * fill_model_path: member_descriptor Class: ImportableLatencyModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * latency_model_path: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LatencyModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * base_latency_nanos: member_descriptor * cancel_latency_nanos: member_descriptor * insert_latency_nanos: member_descriptor * update_latency_nanos: member_descriptor Class: LatencyModelFactory Inherits from: object Methods: * create(config: 'ImportableLatencyModelConfig') Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: MakerTakerFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: NautilusKernelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actors: member_descriptor * cache: member_descriptor * catalogs: member_descriptor * controller: member_descriptor * data_engine: member_descriptor * emulator: member_descriptor * environment: member_descriptor * exec_algorithms: member_descriptor * exec_engine: member_descriptor * instance_id: member_descriptor * load_state: member_descriptor * logging: member_descriptor * loop_debug: member_descriptor * message_bus: member_descriptor * portfolio: member_descriptor * risk_engine: member_descriptor * save_state: member_descriptor * strategies: member_descriptor * streaming: member_descriptor * timeout_connection: member_descriptor * timeout_disconnection: member_descriptor * timeout_portfolio: member_descriptor * timeout_post_stop: member_descriptor * timeout_reconciliation: member_descriptor * timeout_shutdown: member_descriptor * trader_id: member_descriptor Class: PerContractFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * commission: member_descriptor Class: PyCondition Inherits from: object Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: SimulationModuleConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: TraderId Inherits from: Identifier Module: nautilus_trader.backtest.data_client Class: BacktestDataClient Inherits from: DataClient Methods: * fully_qualified_name() -> 'str' Class: BacktestMarketDataClient Inherits from: MarketDataClient Methods: * fully_qualified_name() -> 'str' Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Module: nautilus_trader.backtest.engine Class: AccountError Inherits from: Exception Class: BacktestDataIterator Inherits from: object Class: BacktestEngine Inherits from: object Class Variables: * trader_id: getset_descriptor * machine_id: getset_descriptor * instance_id: getset_descriptor * kernel: getset_descriptor * logger: getset_descriptor * run_config_id: getset_descriptor * run_id: getset_descriptor * iteration: getset_descriptor * run_started: getset_descriptor * run_finished: getset_descriptor * backtest_start: getset_descriptor * backtest_end: getset_descriptor * trader: getset_descriptor * cache: getset_descriptor * data: getset_descriptor * portfolio: getset_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestResult Inherits from: object Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: NautilusKernel Inherits from: object Methods: * cancel_all_tasks(self) -> None * dispose(self) -> None * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * is_running(self) -> bool * start(self) -> None * start_async(self) -> None * stop(self) -> None * stop_async(self) -> None Properties: * cache * catalogs * clock * data_engine * emulator * environment * exec_engine * executor * instance_id * load_state * logger * loop * loop_sig_callback * machine_id * msgbus * msgbus_database * msgbus_serializer * name * portfolio * risk_engine * save_state * trader * trader_id * ts_created * ts_shutdown * ts_started * writer Class Variables: * environment: property * loop: property * loop_sig_callback: property * executor: property * name: property * trader_id: property * machine_id: property * instance_id: property * ts_created: property * ts_started: property * ts_shutdown: property * load_state: property * save_state: property * clock: property * logger: property * msgbus: property * msgbus_serializer: property * msgbus_database: property * cache: property * portfolio: property * data_engine: property * risk_engine: property * exec_engine: property * emulator: property * trader: property * writer: property * catalogs: property Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Module: nautilus_trader.backtest.exchange Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: SimulatedExchange Inherits from: object Class Variables: * id: getset_descriptor * oms_type: getset_descriptor * book_type: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * exec_client: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * starting_balances: getset_descriptor * default_leverage: getset_descriptor * leverages: getset_descriptor * is_frozen_account: getset_descriptor * latency_model: getset_descriptor * fill_model: getset_descriptor * fee_model: getset_descriptor * reject_stop_orders: getset_descriptor * support_gtd_orders: getset_descriptor * support_contingent_orders: getset_descriptor * use_position_ids: getset_descriptor * use_random_ids: getset_descriptor * use_reduce_only: getset_descriptor * use_message_queue: getset_descriptor * bar_execution: getset_descriptor * bar_adaptive_high_low_ordering: getset_descriptor * trade_execution: getset_descriptor * modules: getset_descriptor * instruments: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.backtest.execution_client Class: AccountFactory Inherits from: object Class: BacktestExecClient Inherits from: ExecutionClient Methods: * fully_qualified_name() -> 'str' Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Module: nautilus_trader.backtest.matching_engine Class: OrderMatchingEngine Inherits from: object Class Variables: * venue: getset_descriptor * instrument: getset_descriptor * raw_id: getset_descriptor * book_type: getset_descriptor * oms_type: getset_descriptor * account_type: getset_descriptor * market_status: getset_descriptor * cache: getset_descriptor * msgbus: getset_descriptor Module: nautilus_trader.backtest.models Class: FeeModel Inherits from: object Class: FillModel Inherits from: object Class Variables: * prob_fill_on_limit: getset_descriptor * prob_fill_on_stop: getset_descriptor * prob_slippage: getset_descriptor Class: FixedFeeModel Inherits from: FeeModel Class: LatencyModel Inherits from: object Class Variables: * base_latency_nanos: getset_descriptor * insert_latency_nanos: getset_descriptor * update_latency_nanos: getset_descriptor * cancel_latency_nanos: getset_descriptor Class: MakerTakerFeeModel Inherits from: FeeModel Class: PerContractFeeModel Inherits from: FeeModel Module: nautilus_trader.backtest.modules Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: FXRolloverInterestConfig Inherits from: SimulationModuleConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * rate_data: member_descriptor Class: FXRolloverInterestModule Inherits from: SimulationModule Methods: * fully_qualified_name() -> 'str' Class: SimulationModule Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * exchange: getset_descriptor Class: SimulationModuleConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Module: nautilus_trader.backtest.node Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ActorFactory Inherits from: object Methods: * create(config: 'ImportableActorConfig') Class: BacktestDataConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * data_type * end_time_nanos * id * query * start_time_nanos Class Variables: * data_type: property * query: property * start_time_nanos: property * end_time_nanos: property * bar_spec: member_descriptor * bar_types: member_descriptor * catalog_fs_protocol: member_descriptor * catalog_fs_storage_options: member_descriptor * catalog_path: member_descriptor * client_id: member_descriptor * data_cls: member_descriptor * end_time: member_descriptor * filter_expr: member_descriptor * instrument_id: member_descriptor * instrument_ids: member_descriptor * metadata: member_descriptor * start_time: member_descriptor Class: BacktestEngine Inherits from: object Class Variables: * trader_id: getset_descriptor * machine_id: getset_descriptor * instance_id: getset_descriptor * kernel: getset_descriptor * logger: getset_descriptor * run_config_id: getset_descriptor * run_id: getset_descriptor * iteration: getset_descriptor * run_started: getset_descriptor * run_finished: getset_descriptor * backtest_start: getset_descriptor * backtest_end: getset_descriptor * trader: getset_descriptor * cache: getset_descriptor * data: getset_descriptor * portfolio: getset_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestNode Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * build(self) -> None * dispose(self) * download_data(self, request_function: str, **kwargs) -> None * get_engine(self, run_config_id: str) -> nautilus_trader.backtest.engine.BacktestEngine | None * get_engines(self) -> list[nautilus_trader.backtest.engine.BacktestEngine] * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * load_catalog(config: nautilus_trader.backtest.config.BacktestDataConfig) -> nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog * load_data_config(config: nautilus_trader.backtest.config.BacktestDataConfig, start: str | int | None = None, end: str | int | None = None) -> nautilus_trader.persistence.catalog.types.CatalogDataResult * log_backtest_exception(self, e: Exception, config: nautilus_trader.backtest.config.BacktestRunConfig) -> None * run(self) -> list[nautilus_trader.backtest.results.BacktestResult] * setup_download_engine(self, catalog_config: nautilus_trader.persistence.config.DataCatalogConfig, data_clients: dict[str, type[nautilus_trader.live.config.LiveDataClientConfig]]) -> None Properties: * configs Class Variables: * configs: property * load_data_config: classmethod * load_catalog: classmethod Class: BacktestNodeBuilder Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * build_data_clients(self, config: dict[str, type[nautilus_trader.live.config.LiveDataClientConfig]]) -> None Class: BacktestResult Inherits from: object Class: BacktestRunConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * chunk_size: member_descriptor * data: member_descriptor * data_clients: member_descriptor * dispose_on_completion: member_descriptor * end: member_descriptor * engine: member_descriptor * raise_exception: member_descriptor * start: member_descriptor * venues: member_descriptor Class: BacktestVenueConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_adaptive_high_low_ordering: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * fee_model: member_descriptor * fill_model: member_descriptor * frozen_account: member_descriptor * latency_model: member_descriptor * leverages: member_descriptor * modules: member_descriptor * name: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * routing: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: CatalogDataResult Inherits from: object Class Variables: * instruments: NoneType * client_id: NoneType Class: ClientId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: DataBackendSession Inherits from: object Class: DataCatalogConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * name: member_descriptor * path: member_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FeeModel Inherits from: object Class: FeeModelFactory Inherits from: object Methods: * create(config: 'ImportableFeeModelConfig') Class: FillModel Inherits from: object Class Variables: * prob_fill_on_limit: getset_descriptor * prob_fill_on_stop: getset_descriptor * prob_slippage: getset_descriptor Class: FillModelFactory Inherits from: object Methods: * create(config: 'ImportableFillModelConfig') Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: LatencyModel Inherits from: object Class Variables: * base_latency_nanos: getset_descriptor * insert_latency_nanos: getset_descriptor * update_latency_nanos: getset_descriptor * cancel_latency_nanos: getset_descriptor Class: LatencyModelFactory Inherits from: object Methods: * create(config: 'ImportableLatencyModelConfig') Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogGuard Inherits from: object Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: PyCondition Inherits from: object Class: Venue Inherits from: Identifier Module: nautilus_trader.backtest.node_builder Class: BacktestEngine Inherits from: object Class Variables: * trader_id: getset_descriptor * machine_id: getset_descriptor * instance_id: getset_descriptor * kernel: getset_descriptor * logger: getset_descriptor * run_config_id: getset_descriptor * run_id: getset_descriptor * iteration: getset_descriptor * run_started: getset_descriptor * run_finished: getset_descriptor * backtest_start: getset_descriptor * backtest_end: getset_descriptor * trader: getset_descriptor * cache: getset_descriptor * data: getset_descriptor * portfolio: getset_descriptor Class: BacktestNodeBuilder Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * build_data_clients(self, config: dict[str, type[nautilus_trader.live.config.LiveDataClientConfig]]) -> None Class: ImportableConfig Inherits from: NautilusConfig Methods: * create(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * is_importable(data: 'dict') -> 'bool' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * factory: member_descriptor * path: member_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: PyCondition Inherits from: object Class: Venue Inherits from: Identifier Module: nautilus_trader.backtest.results Class: BacktestResult Inherits from: object Module: nautilus_trader.cache Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CacheDatabaseAdapter Inherits from: CacheDatabaseFacade Module: nautilus_trader.cache.adapter Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountId Inherits from: Identifier Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: CacheDatabaseFacade Inherits from: object Class: CachePostgresAdapter Inherits from: CacheDatabaseFacade Methods: * add(self, key: str, value: bytes) * add_account(self, account: nautilus_trader.accounting.accounts.base.Account) * add_bar(self, bar: nautilus_trader.model.data.Bar) * add_currency(self, currency: nautilus_trader.model.objects.Currency) * add_custom_data(self, data: nautilus_trader.model.data.CustomData) * add_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) * add_order(self, order: nautilus_trader.model.orders.base.Order) * add_order_snapshot(self, order: nautilus_trader.model.orders.base.Order) -> None * add_position_snapshot(self, position: nautilus_trader.model.position.Position, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> None * add_quote(self, quote: nautilus_trader.model.data.QuoteTick) * add_signal(self, signal: nautilus_trader.core.data.Data) * add_trade(self, trade: nautilus_trader.model.data.TradeTick) * dispose(self) * flush(self) * load(self) * load_account(self, account_id: nautilus_trader.model.identifiers.AccountId) * load_bars(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) * load_currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * load_currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * load_custom_data(self, data_type: nautilus_trader.model.data.DataType) * load_instrument(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument * load_order(self, client_order_id: nautilus_trader.model.identifiers.ClientOrderId) * load_order_snapshot(self, client_order_id: nautilus_trader.model.identifiers.ClientOrderId) -> nautilus_trader.core.nautilus_pyo3.model.OrderSnapshot | None * load_orders(self) * load_position_snapshot(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.core.nautilus_pyo3.model.PositionSnapshot | None * load_quotes(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> list[nautilus_trader.model.data.QuoteTick] * load_signals(self, data_cls: type, name: str) * load_trades(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> list[nautilus_trader.model.data.TradeTick] * update_account(self, account: nautilus_trader.accounting.accounts.base.Account) * update_order(self, order: nautilus_trader.model.orders.base.Order) Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: PostgresCacheDatabase Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.cache.base Class: CacheFacade Inherits from: object Module: nautilus_trader.cache.cache Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: PriceType_py Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.cache.config Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: DatabaseConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * host: member_descriptor * password: member_descriptor * port: member_descriptor * ssl: member_descriptor * timeout: member_descriptor * type: member_descriptor * username: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Module: nautilus_trader.cache.database Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: CacheDatabaseAdapter Inherits from: CacheDatabaseFacade Module: nautilus_trader.cache.facade Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: CacheDatabaseFacade Inherits from: object Module: nautilus_trader.cache.transformers Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BettingInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * event_type_id: getset_descriptor * event_type_name: getset_descriptor * competition_id: getset_descriptor * competition_name: getset_descriptor * event_id: getset_descriptor * event_name: getset_descriptor * event_country_code: getset_descriptor * event_open_date: getset_descriptor * betting_type: getset_descriptor * market_id: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * market_type: getset_descriptor * selection_id: getset_descriptor * selection_name: getset_descriptor * selection_handicap: getset_descriptor Class: BinaryOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * outcome: getset_descriptor * description: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CashAccount Inherits from: Account Class Variables: * ACCOUNT_TYPE: AccountType Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: CurrencyType Inherits from: IntFlag Class Variables: * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: Equity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: FuturesContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: FuturesSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarginAccount Inherits from: Account Class Variables: * default_leverage: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: OptionSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCancelRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderDenied Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEmulated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: OrderModifyRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingCancel Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingUpdate Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderReleased Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * released_price: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSubmitted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderUnpacker Inherits from: object Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.common Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Module: nautilus_trader.common.actor Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ActorExecutor Inherits from: object Methods: * active_task_ids(self) -> 'list[TaskId]' * cancel_all_tasks(self) -> 'None' * cancel_task(self, task_id: 'TaskId') -> 'None' * get_future(self, task_id: 'TaskId') -> 'Future | None' * has_active_tasks(self) -> 'bool' * has_queued_tasks(self) -> 'bool' * queue_for_executor(self, func: 'Callable[..., Any]', *args: 'Any', **kwargs: 'Any') -> 'TaskId' * queued_task_ids(self) -> 'list[TaskId]' * reset(self) -> 'None' * run_in_executor(self, func: 'Callable[..., Any]', *args: 'Any', **kwargs: 'Any') -> 'TaskId' * shutdown(self) -> 'None' Class: Any Inherits from: object Class: Executor Inherits from: object Methods: * map(self, fn, *iterables, timeout=None, chunksize=1) * shutdown(self, wait=True, *, cancel_futures=False) * submit(self, fn, /, *args, **kwargs) Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: TaskId Inherits from: object Methods: * create() -> 'TaskId' Class Variables: * create: classmethod Module: nautilus_trader.common.commands Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Module: nautilus_trader.common.component Class: Any Inherits from: object Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Component Inherits from: object Methods: * fully_qualified_name() -> 'str' Class Variables: * fully_qualified_name: classmethod * state: getset_descriptor * is_initialized: getset_descriptor * is_running: getset_descriptor * is_stopped: getset_descriptor * is_disposed: getset_descriptor * is_degraded: getset_descriptor * is_faulted: getset_descriptor * trader_id: getset_descriptor * id: getset_descriptor * type: getset_descriptor Class: ComponentFSMFactory Inherits from: object Class: InvalidConfiguration Inherits from: RuntimeError Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LogGuard Inherits from: object Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: PyComponentState Inherits from: IntFlag Class Variables: * PRE_INITIALIZED: ComponentState * READY: ComponentState * STARTING: ComponentState * RUNNING: ComponentState * STOPPING: ComponentState * STOPPED: ComponentState * RESUMING: ComponentState * RESETTING: ComponentState * DISPOSING: ComponentState * DISPOSED: ComponentState * DEGRADING: ComponentState * DEGRADED: ComponentState * FAULTING: ComponentState * FAULTED: ComponentState Class: Subscription Inherits from: object Class Variables: * topic: getset_descriptor * handler: getset_descriptor * priority: getset_descriptor Class: TestClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Throttler Inherits from: object Class Variables: * qsize: getset_descriptor * name: getset_descriptor * limit: getset_descriptor * interval: getset_descriptor * is_limiting: getset_descriptor * recv_count: getset_descriptor * sent_count: getset_descriptor Class: TimeEvent Inherits from: Event Class Variables: * name: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TimeEventHandler Inherits from: object Class Variables: * event: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.common.config Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ActorFactory Inherits from: object Methods: * create(config: 'ImportableActorConfig') Class: Annotated Inherits from: object Class: Any Inherits from: object Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Callable Inherits from: object Class: ComponentId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: DatabaseConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * host: member_descriptor * password: member_descriptor * port: member_descriptor * ssl: member_descriptor * timeout: member_descriptor * type: member_descriptor * username: member_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: Identifier Inherits from: object Class Variables: * value: getset_descriptor Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableConfig Inherits from: NautilusConfig Methods: * create(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * is_importable(data: 'dict') -> 'bool' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * factory: member_descriptor * path: member_descriptor Class: ImportableFactoryConfig Inherits from: NautilusConfig Methods: * create(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * path: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: LoggingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass_logging: member_descriptor * clear_log_file: member_descriptor * log_colors: member_descriptor * log_component_levels: member_descriptor * log_directory: member_descriptor * log_file_format: member_descriptor * log_file_max_backup_count: member_descriptor * log_file_max_size: member_descriptor * log_file_name: member_descriptor * log_level: member_descriptor * log_level_file: member_descriptor * print_config: member_descriptor * use_pyo3: member_descriptor Class: MessageBusConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * autotrim_mins: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * encoding: member_descriptor * external_streams: member_descriptor * heartbeat_interval_secs: member_descriptor * stream_per_topic: member_descriptor * streams_prefix: member_descriptor * timestamps_as_iso8601: member_descriptor * types_filter: member_descriptor * use_instance_id: member_descriptor * use_trader_id: member_descriptor * use_trader_prefix: member_descriptor Class: Meta Inherits from: object Class Variables: * gt: member_descriptor * ge: member_descriptor * lt: member_descriptor * le: member_descriptor * multiple_of: member_descriptor * pattern: member_descriptor * min_length: member_descriptor * max_length: member_descriptor * tz: member_descriptor * title: member_descriptor * description: member_descriptor * examples: member_descriptor * extra_json_schema: member_descriptor * extra: member_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: OrderEmulatorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: StringIO Inherits from: _TextIOBase Class Variables: * closed: getset_descriptor * newlines: getset_descriptor * line_buffering: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.common.enums Class: ComponentState Inherits from: IntFlag Class Variables: * PRE_INITIALIZED: ComponentState * READY: ComponentState * STARTING: ComponentState * RUNNING: ComponentState * STOPPING: ComponentState * STOPPED: ComponentState * RESUMING: ComponentState * RESETTING: ComponentState * DISPOSING: ComponentState * DISPOSED: ComponentState * DEGRADING: ComponentState * DEGRADED: ComponentState * FAULTING: ComponentState * FAULTED: ComponentState Class: ComponentTrigger Inherits from: IntFlag Class Variables: * INITIALIZE: ComponentTrigger * START: ComponentTrigger * START_COMPLETED: ComponentTrigger * STOP: ComponentTrigger * STOP_COMPLETED: ComponentTrigger * RESUME: ComponentTrigger * RESUME_COMPLETED: ComponentTrigger * RESET: ComponentTrigger * RESET_COMPLETED: ComponentTrigger * DISPOSE: ComponentTrigger * DISPOSE_COMPLETED: ComponentTrigger * DEGRADE: ComponentTrigger * DEGRADE_COMPLETED: ComponentTrigger * FAULT: ComponentTrigger * FAULT_COMPLETED: ComponentTrigger Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Module: nautilus_trader.common.events Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: RiskEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor Class: TimeEvent Inherits from: Event Class Variables: * name: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Module: nautilus_trader.common.executor Class: ActorExecutor Inherits from: object Methods: * active_task_ids(self) -> 'list[TaskId]' * cancel_all_tasks(self) -> 'None' * cancel_task(self, task_id: 'TaskId') -> 'None' * get_future(self, task_id: 'TaskId') -> 'Future | None' * has_active_tasks(self) -> 'bool' * has_queued_tasks(self) -> 'bool' * queue_for_executor(self, func: 'Callable[..., Any]', *args: 'Any', **kwargs: 'Any') -> 'TaskId' * queued_task_ids(self) -> 'list[TaskId]' * reset(self) -> 'None' * run_in_executor(self, func: 'Callable[..., Any]', *args: 'Any', **kwargs: 'Any') -> 'TaskId' * shutdown(self) -> 'None' Class: Any Inherits from: object Class: Callable Inherits from: object Class: Executor Inherits from: object Methods: * map(self, fn, *iterables, timeout=None, chunksize=1) * shutdown(self, wait=True, *, cancel_futures=False) * submit(self, fn, /, *args, **kwargs) Class: Future Inherits from: object Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: Queue Inherits from: _LoopBoundMixin Methods: * empty(self) * full(self) * get(self) * get_nowait(self) * join(self) * put(self, item) * put_nowait(self, item) * qsize(self) * task_done(self) Properties: * maxsize Class Variables: * maxsize: property Class: TaskId Inherits from: object Methods: * create() -> 'TaskId' Class Variables: * create: classmethod Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.common.factories Class: OrderFactory Inherits from: object Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * use_uuid_client_order_ids: getset_descriptor Module: nautilus_trader.common.generators Class: ClientOrderIdGenerator Inherits from: IdentifierGenerator Class Variables: * count: getset_descriptor Class: IdentifierGenerator Inherits from: object Class: OrderListIdGenerator Inherits from: IdentifierGenerator Class Variables: * count: getset_descriptor Class: PositionIdGenerator Inherits from: IdentifierGenerator Module: nautilus_trader.common.messages Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: RiskEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Module: nautilus_trader.common.providers Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: PyCondition Inherits from: object Module: nautilus_trader.common.signal Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.config Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ActorFactory Inherits from: object Methods: * create(config: 'ImportableActorConfig') Class: BacktestDataConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * data_type * end_time_nanos * id * query * start_time_nanos Class Variables: * data_type: property * query: property * start_time_nanos: property * end_time_nanos: property * bar_spec: member_descriptor * bar_types: member_descriptor * catalog_fs_protocol: member_descriptor * catalog_fs_storage_options: member_descriptor * catalog_path: member_descriptor * client_id: member_descriptor * data_cls: member_descriptor * end_time: member_descriptor * filter_expr: member_descriptor * instrument_id: member_descriptor * instrument_ids: member_descriptor * metadata: member_descriptor * start_time: member_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestRunConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * chunk_size: member_descriptor * data: member_descriptor * data_clients: member_descriptor * dispose_on_completion: member_descriptor * end: member_descriptor * engine: member_descriptor * raise_exception: member_descriptor * start: member_descriptor * venues: member_descriptor Class: BacktestVenueConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_adaptive_high_low_ordering: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * fee_model: member_descriptor * fill_model: member_descriptor * frozen_account: member_descriptor * latency_model: member_descriptor * leverages: member_descriptor * modules: member_descriptor * name: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * routing: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: ControllerConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: ControllerFactory Inherits from: object Methods: * create(config: 'ImportableControllerConfig', trader) Class: DataCatalogConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * name: member_descriptor * path: member_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: DatabaseConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * host: member_descriptor * password: member_descriptor * port: member_descriptor * ssl: member_descriptor * timeout: member_descriptor * type: member_descriptor * username: member_descriptor Class: ExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * exec_algorithm_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ExecAlgorithmFactory Inherits from: object Methods: * create(config: 'ImportableExecAlgorithmConfig') Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: FXRolloverInterestConfig Inherits from: SimulationModuleConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * rate_data: member_descriptor Class: FeeModelFactory Inherits from: object Methods: * create(config: 'ImportableFeeModelConfig') Class: FillModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * prob_fill_on_limit: member_descriptor * prob_fill_on_stop: member_descriptor * prob_slippage: member_descriptor * random_seed: member_descriptor Class: FillModelFactory Inherits from: object Methods: * create(config: 'ImportableFillModelConfig') Class: FixedFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * charge_commission_once: member_descriptor * commission: member_descriptor Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableConfig Inherits from: NautilusConfig Methods: * create(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * is_importable(data: 'dict') -> 'bool' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * factory: member_descriptor * path: member_descriptor Class: ImportableControllerConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * controller_path: member_descriptor Class: ImportableExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * exec_algorithm_path: member_descriptor Class: ImportableFeeModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * fee_model_path: member_descriptor Class: ImportableFillModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * fill_model_path: member_descriptor Class: ImportableLatencyModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * latency_model_path: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: LatencyModelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * base_latency_nanos: member_descriptor * cancel_latency_nanos: member_descriptor * insert_latency_nanos: member_descriptor * update_latency_nanos: member_descriptor Class: LatencyModelFactory Inherits from: object Methods: * create(config: 'ImportableLatencyModelConfig') Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataEngineConfig Inherits from: DataEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecEngineConfig Inherits from: ExecEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_position_reports: member_descriptor * filter_unclaimed_external_orders: member_descriptor * generate_missing_orders: member_descriptor * graceful_shutdown_on_exception: member_descriptor * inflight_check_interval_ms: member_descriptor * inflight_check_retries: member_descriptor * inflight_check_threshold_ms: member_descriptor * open_check_interval_secs: member_descriptor * open_check_open_only: member_descriptor * own_books_audit_interval_secs: member_descriptor * purge_account_events_interval_mins: member_descriptor * purge_account_events_lookback_mins: member_descriptor * purge_closed_orders_buffer_mins: member_descriptor * purge_closed_orders_interval_mins: member_descriptor * purge_closed_positions_buffer_mins: member_descriptor * purge_closed_positions_interval_mins: member_descriptor * purge_from_database: member_descriptor * qsize: member_descriptor * reconciliation: member_descriptor * reconciliation_lookback_mins: member_descriptor Class: LiveRiskEngineConfig Inherits from: RiskEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LoggingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass_logging: member_descriptor * clear_log_file: member_descriptor * log_colors: member_descriptor * log_component_levels: member_descriptor * log_directory: member_descriptor * log_file_format: member_descriptor * log_file_max_backup_count: member_descriptor * log_file_max_size: member_descriptor * log_file_name: member_descriptor * log_level: member_descriptor * log_level_file: member_descriptor * print_config: member_descriptor * use_pyo3: member_descriptor Class: MakerTakerFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: MessageBusConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * autotrim_mins: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * encoding: member_descriptor * external_streams: member_descriptor * heartbeat_interval_secs: member_descriptor * stream_per_topic: member_descriptor * streams_prefix: member_descriptor * timestamps_as_iso8601: member_descriptor * types_filter: member_descriptor * use_instance_id: member_descriptor * use_trader_id: member_descriptor * use_trader_prefix: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: NautilusKernelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actors: member_descriptor * cache: member_descriptor * catalogs: member_descriptor * controller: member_descriptor * data_engine: member_descriptor * emulator: member_descriptor * environment: member_descriptor * exec_algorithms: member_descriptor * exec_engine: member_descriptor * instance_id: member_descriptor * load_state: member_descriptor * logging: member_descriptor * loop_debug: member_descriptor * message_bus: member_descriptor * portfolio: member_descriptor * risk_engine: member_descriptor * save_state: member_descriptor * strategies: member_descriptor * streaming: member_descriptor * timeout_connection: member_descriptor * timeout_disconnection: member_descriptor * timeout_portfolio: member_descriptor * timeout_post_stop: member_descriptor * timeout_reconciliation: member_descriptor * timeout_shutdown: member_descriptor * trader_id: member_descriptor Class: OrderEmulatorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor Class: PerContractFeeModelConfig Inherits from: FeeModelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * commission: member_descriptor Class: PortfolioConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_updates: member_descriptor * convert_to_account_base_currency: member_descriptor * debug: member_descriptor * use_mark_prices: member_descriptor * use_mark_xrates: member_descriptor Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: RoutingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * default: member_descriptor * venues: member_descriptor Class: SimulationModuleConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: StrategyFactory Inherits from: object Methods: * create(config: 'ImportableStrategyConfig') Class: StreamingConfig Inherits from: NautilusConfig Methods: * as_catalog(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * fs * id Class Variables: * fs: property * catalog_path: member_descriptor * flush_interval_ms: member_descriptor * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * include_types: member_descriptor * max_file_size: member_descriptor * replace_existing: member_descriptor * rotation_interval: member_descriptor * rotation_mode: member_descriptor * rotation_time: member_descriptor * rotation_timezone: member_descriptor Class: TradingNodeConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * data_clients: member_descriptor * exec_clients: member_descriptor Module: nautilus_trader.core Class: Command Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Document Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Request Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor * callback: getset_descriptor Class: Response Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor * correlation_id: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.core.correctness Class: Condition Inherits from: object Class: PyCondition Inherits from: object Module: nautilus_trader.core.data Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.core.fsm Class: FiniteStateMachine Inherits from: object Class Variables: * state_string: getset_descriptor * state: getset_descriptor Class: InvalidStateTrigger Inherits from: Exception Module: nautilus_trader.core.inspect Class: Any Inherits from: object Module: nautilus_trader.core.message Class: Any Inherits from: object Class: Command Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: Document Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Request Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor * callback: getset_descriptor Class: Response Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor * correlation_id: getset_descriptor Module: nautilus_trader.core.nautilus_pyo3 Class: AccountBalance Inherits from: object Class: AccountId Inherits from: object Class Variables: * value: getset_descriptor Class: AccountState Inherits from: object Class Variables: * account_id: getset_descriptor * margins: getset_descriptor * account_type: getset_descriptor * balances: getset_descriptor * base_currency: getset_descriptor Class: AccountType Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Cash: AccountType * Margin: AccountType * Betting: AccountType * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: ActorId Inherits from: object Class: AdaptiveMovingAverage Inherits from: object Class Variables: * count: getset_descriptor * name: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor Class: AggregationSource Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * External: AggregationSource * Internal: AggregationSource * EXTERNAL: AggregationSource * INTERNAL: AggregationSource Class: AggressorSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoAggressor: AggressorSide * Buyer: AggressorSide * Seller: AggressorSide * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: ArcherMovingAveragesTrends Inherits from: object Class Variables: * fast_period: getset_descriptor * has_inputs: getset_descriptor * long_run: getset_descriptor * signal_period: getset_descriptor * slow_period: getset_descriptor * short_run: getset_descriptor * name: getset_descriptor * initialized: getset_descriptor Class: AroonOscillator Inherits from: object Class Variables: * initialized: getset_descriptor * aroon_down: getset_descriptor * has_inputs: getset_descriptor * value: getset_descriptor * aroon_up: getset_descriptor * count: getset_descriptor * period: getset_descriptor * name: getset_descriptor Class: AssetClass Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * FX: AssetClass * Equity: AssetClass * Commodity: AssetClass * Debt: AssetClass * Index: AssetClass * Cryptocurrency: AssetClass * Alternative: AssetClass * EQUITY: AssetClass * COMMODITY: AssetClass * DEBT: AssetClass * INDEX: AssetClass * CRYPTOCURRENCY: AssetClass * ALTERNATIVE: AssetClass Class: AverageTrueRange Inherits from: object Class Variables: * count: getset_descriptor * value: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor * name: getset_descriptor * period: getset_descriptor Class: Bar Inherits from: object Class Variables: * open: getset_descriptor * low: getset_descriptor * ts_event: getset_descriptor * bar_type: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * high: getset_descriptor * ts_init: getset_descriptor Class: BarAggregation Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Tick: BarAggregation * TickImbalance: BarAggregation * TickRuns: BarAggregation * Volume: BarAggregation * VolumeImbalance: BarAggregation * VolumeRuns: BarAggregation * Value: BarAggregation * ValueImbalance: BarAggregation * ValueRuns: BarAggregation * Millisecond: BarAggregation * Second: BarAggregation * Minute: BarAggregation * Hour: BarAggregation * Day: BarAggregation * Week: BarAggregation * Month: BarAggregation * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarDataWrangler Inherits from: object Class Variables: * size_precision: getset_descriptor * bar_type: getset_descriptor * price_precision: getset_descriptor Class: BarSpecification Inherits from: object Class: BarType Inherits from: object Class: Bet Inherits from: object Class Variables: * price: getset_descriptor * side: getset_descriptor * stake: getset_descriptor Class: BetPosition Inherits from: object Class Variables: * side: getset_descriptor * exposure: getset_descriptor * price: getset_descriptor * realized_pnl: getset_descriptor Class: BetSide Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Back: BetSide * Lay: BetSide * BACK: BetSide * LAY: BetSide Class: BettingInstrument Inherits from: object Class Variables: * competition_id: getset_descriptor * instrument_class: getset_descriptor * event_country_code: getset_descriptor * selection_name: getset_descriptor * selection_id: getset_descriptor * market_type: getset_descriptor * size_increment: getset_descriptor * max_quantity: getset_descriptor * min_notional: getset_descriptor * min_price: getset_descriptor * event_type_id: getset_descriptor * ts_init: getset_descriptor * price_precision: getset_descriptor * max_notional: getset_descriptor * maker_fee: getset_descriptor * raw_symbol: getset_descriptor * type_str: getset_descriptor * event_type_name: getset_descriptor * price_increment: getset_descriptor * info: getset_descriptor * currency: getset_descriptor * market_id: getset_descriptor * betting_type: getset_descriptor * asset_class: getset_descriptor * event_id: getset_descriptor * taker_fee: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * competition_name: getset_descriptor * min_quantity: getset_descriptor * event_name: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * size_precision: getset_descriptor * max_price: getset_descriptor * event_open_date: getset_descriptor Class: Bias Inherits from: object Class Variables: * period: getset_descriptor * name: getset_descriptor * has_inputs: getset_descriptor * count: getset_descriptor * value: getset_descriptor * initialized: getset_descriptor Class: BinaryOption Inherits from: object Class Variables: * price_precision: getset_descriptor * size_increment: getset_descriptor * min_notional: getset_descriptor * price_increment: getset_descriptor * max_price: getset_descriptor * maker_fee: getset_descriptor * margin_init: getset_descriptor * currency: getset_descriptor * asset_class: getset_descriptor * size_precision: getset_descriptor * outcome: getset_descriptor * margin_maint: getset_descriptor * raw_symbol: getset_descriptor * max_notional: getset_descriptor * taker_fee: getset_descriptor * info: getset_descriptor * type_str: getset_descriptor * ts_init: getset_descriptor * min_price: getset_descriptor * id: getset_descriptor * min_quantity: getset_descriptor * expiration_ns: getset_descriptor * max_quantity: getset_descriptor * description: getset_descriptor * ts_event: getset_descriptor * activation_ns: getset_descriptor Class: BlackScholesGreeksResult Inherits from: object Class Variables: * delta: getset_descriptor * theta: getset_descriptor * price: getset_descriptor * gamma: getset_descriptor * vega: getset_descriptor Class: BollingerBands Inherits from: object Class Variables: * name: getset_descriptor * has_inputs: getset_descriptor * lower: getset_descriptor * upper: getset_descriptor * middle: getset_descriptor * initialized: getset_descriptor * k: getset_descriptor * period: getset_descriptor Class: BookAction Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Add: BookAction * Update: BookAction * Delete: BookAction * Clear: BookAction * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookImbalanceRatio Inherits from: object Class Variables: * name: getset_descriptor * initialized: getset_descriptor * value: getset_descriptor * count: getset_descriptor * has_inputs: getset_descriptor Class: BookLevel Inherits from: object Class Variables: * price: getset_descriptor Class: BookOrder Inherits from: object Class Variables: * side: getset_descriptor * size: getset_descriptor * order_id: getset_descriptor * price: getset_descriptor Class: BookType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: BusMessage Inherits from: object Class Variables: * topic: getset_descriptor * payload: getset_descriptor Class: CashAccount Inherits from: object Class Variables: * event_count: getset_descriptor * events: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * id: getset_descriptor * last_event: getset_descriptor * calculate_account_state: getset_descriptor Class: ChandeMomentumOscillator Inherits from: object Class Variables: * initialized: getset_descriptor * value: getset_descriptor * period: getset_descriptor * has_inputs: getset_descriptor * count: getset_descriptor * name: getset_descriptor Class: ClientId Inherits from: object Class Variables: * value: getset_descriptor Class: ClientOrderId Inherits from: object Class Variables: * value: getset_descriptor Class: CoinbaseIntxFixClient Inherits from: object Class Variables: * sender_comp_id: getset_descriptor * endpoint: getset_descriptor * api_key: getset_descriptor * target_comp_id: getset_descriptor * portfolio_id: getset_descriptor Class: CoinbaseIntxHttpClient Inherits from: object Class Variables: * api_key: getset_descriptor * base_url: getset_descriptor Class: CoinbaseIntxWebSocketClient Inherits from: object Class Variables: * url: getset_descriptor * api_key: getset_descriptor Class: CommodityChannelIndex Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * initialized: getset_descriptor * scalar: getset_descriptor * has_inputs: getset_descriptor * period: getset_descriptor Class: ComponentId Inherits from: object Class Variables: * value: getset_descriptor Class: ComponentState Inherits from: object Class Variables: * PreInitialized: ComponentState * Ready: ComponentState * Starting: ComponentState * Running: ComponentState * Stopping: ComponentState * Stopped: ComponentState * Resuming: ComponentState * Resetting: ComponentState * Disposing: ComponentState * Disposed: ComponentState * Degrading: ComponentState * Degraded: ComponentState * Faulting: ComponentState * Faulted: ComponentState Class: ComponentTrigger Inherits from: object Class Variables: * Initialize: ComponentTrigger * Start: ComponentTrigger * StartCompleted: ComponentTrigger * Stop: ComponentTrigger * StopCompleted: ComponentTrigger * Resume: ComponentTrigger * ResumeCompleted: ComponentTrigger * Reset: ComponentTrigger * ResetCompleted: ComponentTrigger * Dispose: ComponentTrigger * DisposeCompleted: ComponentTrigger * Degrade: ComponentTrigger * DegradeCompleted: ComponentTrigger * Fault: ComponentTrigger * FaultCompleted: ComponentTrigger Class: ContingencyType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoContingency: ContingencyType * Oco: ContingencyType * Oto: ContingencyType * Ouo: ContingencyType * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: CryptoFuture Inherits from: object Class Variables: * is_inverse: getset_descriptor * min_notional: getset_descriptor * info: getset_descriptor * ts_init: getset_descriptor * lot_size: getset_descriptor * multiplier: getset_descriptor * max_price: getset_descriptor * settlement_currency: getset_descriptor * price_precision: getset_descriptor * margin_maint: getset_descriptor * taker_fee: getset_descriptor * margin_init: getset_descriptor * max_quantity: getset_descriptor * quote_currency: getset_descriptor * raw_symbol: getset_descriptor * size_increment: getset_descriptor * min_price: getset_descriptor * maker_fee: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * underlying: getset_descriptor * type_str: getset_descriptor * expiration_ns: getset_descriptor * activation_ns: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor Class: CryptoOption Inherits from: object Class Variables: * margin_init: getset_descriptor * multiplier: getset_descriptor * option_kind: getset_descriptor * margin_maint: getset_descriptor * max_notional: getset_descriptor * price_increment: getset_descriptor * settlement_currency: getset_descriptor * type_str: getset_descriptor * id: getset_descriptor * max_price: getset_descriptor * underlying: getset_descriptor * strike_price: getset_descriptor * min_notional: getset_descriptor * quote_currency: getset_descriptor * size_increment: getset_descriptor * activation_ns: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * expiration_ns: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * is_inverse: getset_descriptor * lot_size: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * min_price: getset_descriptor * taker_fee: getset_descriptor * ts_init: getset_descriptor * raw_symbol: getset_descriptor * maker_fee: getset_descriptor Class: CryptoPerpetual Inherits from: object Class Variables: * ts_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * settlement_currency: getset_descriptor * is_inverse: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * lot_size: getset_descriptor * base_currency: getset_descriptor * taker_fee: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * type_str: getset_descriptor * raw_symbol: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * price_precision: getset_descriptor * id: getset_descriptor * max_quantity: getset_descriptor * ts_event: getset_descriptor Class: Currency Inherits from: object Class Variables: * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor * code: getset_descriptor Class: CurrencyPair Inherits from: object Class Variables: * raw_symbol: getset_descriptor * price_precision: getset_descriptor * price_increment: getset_descriptor * type_str: getset_descriptor * max_price: getset_descriptor * base_currency: getset_descriptor * max_quantity: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * min_price: getset_descriptor * lot_size: getset_descriptor * id: getset_descriptor * quote_currency: getset_descriptor * maker_fee: getset_descriptor * size_increment: getset_descriptor * taker_fee: getset_descriptor * margin_maint: getset_descriptor * margin_init: getset_descriptor * info: getset_descriptor * size_precision: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor Class: CurrencyType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Crypto: CurrencyType * Fiat: CurrencyType * CommodityBacked: CurrencyType * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Class: CustomData Inherits from: object Class Variables: * data_type: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * value: getset_descriptor Class: DataActor Inherits from: object Class Variables: * trader_id: getset_descriptor * actor_id: getset_descriptor Class: DataBackendSession Inherits from: object Class: DataQueryResult Inherits from: object Class: DataType Inherits from: object Class Variables: * topic: getset_descriptor * type_name: getset_descriptor * metadata: getset_descriptor Class: DatabentoDataLoader Inherits from: object Class: DatabentoHistoricalClient Inherits from: object Class Variables: * key: getset_descriptor Class: DatabentoImbalance Inherits from: object Class Variables: * total_imbalance_qty: getset_descriptor * instrument_id: getset_descriptor * paired_qty: getset_descriptor * ref_price: getset_descriptor * side: getset_descriptor * ts_recv: getset_descriptor * significant_imbalance: getset_descriptor * cont_book_clr_price: getset_descriptor * auct_interest_clr_price: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DatabentoLiveClient Inherits from: object Class Variables: * key: getset_descriptor * dataset: getset_descriptor Class: DatabentoPublisher Inherits from: object Class: DatabentoStatisticType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * OpeningPrice: DatabentoStatisticType * IndicativeOpeningPrice: DatabentoStatisticType * SettlementPrice: DatabentoStatisticType * TradingSessionLowPrice: DatabentoStatisticType * TradingSessionHighPrice: DatabentoStatisticType * ClearedVolume: DatabentoStatisticType * LowestOffer: DatabentoStatisticType * HighestBid: DatabentoStatisticType * OpenInterest: DatabentoStatisticType * FixingPrice: DatabentoStatisticType * ClosePrice: DatabentoStatisticType * NetChange: DatabentoStatisticType * Vwap: DatabentoStatisticType * OPENING_PRICE: DatabentoStatisticType * INDICATIVE_OPENING_PRICE: DatabentoStatisticType * SETTLEMENT_PRICE: DatabentoStatisticType * TRADING_SESSION_LOW_PRICE: DatabentoStatisticType * TRADING_SESSION_HIGH_PRICE: DatabentoStatisticType * CLEARED_VOLUME: DatabentoStatisticType * LOWEST_OFFER: DatabentoStatisticType * HIGHEST_BID: DatabentoStatisticType * OPEN_INTEREST: DatabentoStatisticType * FIXING_PRICE: DatabentoStatisticType * CLOSE_PRICE: DatabentoStatisticType * NET_CHANGE: DatabentoStatisticType * VWAP: DatabentoStatisticType Class: DatabentoStatisticUpdateAction Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Added: DatabentoStatisticUpdateAction * Deleted: DatabentoStatisticUpdateAction * ADDED: DatabentoStatisticUpdateAction * DELETED: DatabentoStatisticUpdateAction Class: DatabentoStatistics Inherits from: object Class Variables: * quantity: getset_descriptor * instrument_id: getset_descriptor * update_action: getset_descriptor * price: getset_descriptor * channel_id: getset_descriptor * sequence: getset_descriptor * ts_in_delta: getset_descriptor * stat_type: getset_descriptor * ts_ref: getset_descriptor * ts_event: getset_descriptor * ts_recv: getset_descriptor * ts_init: getset_descriptor * stat_flags: getset_descriptor Class: DirectionalMovement Inherits from: object Class Variables: * has_inputs: getset_descriptor * neg: getset_descriptor * period: getset_descriptor * name: getset_descriptor * pos: getset_descriptor * initialized: getset_descriptor Class: DonchianChannel Inherits from: object Class Variables: * period: getset_descriptor * upper: getset_descriptor * initialized: getset_descriptor * middle: getset_descriptor * has_inputs: getset_descriptor * name: getset_descriptor * lower: getset_descriptor Class: DoubleExponentialMovingAverage Inherits from: object Class Variables: * name: getset_descriptor * period: getset_descriptor * has_inputs: getset_descriptor * value: getset_descriptor * initialized: getset_descriptor * count: getset_descriptor Class: EfficiencyRatio Inherits from: object Class Variables: * period: getset_descriptor * initialized: getset_descriptor * value: getset_descriptor * name: getset_descriptor Class: Equity Inherits from: object Class Variables: * min_price: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * size_increment: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * min_quantity: getset_descriptor * price_increment: getset_descriptor * max_price: getset_descriptor * raw_symbol: getset_descriptor * isin: getset_descriptor * max_quantity: getset_descriptor * price_precision: getset_descriptor * type_str: getset_descriptor * lot_size: getset_descriptor * size_precision: getset_descriptor Class: ExecAlgorithmId Inherits from: object Class Variables: * value: getset_descriptor Class: ExecutionMassStatus Inherits from: object Class Variables: * venue: getset_descriptor * report_id: getset_descriptor * ts_init: getset_descriptor * client_id: getset_descriptor * account_id: getset_descriptor * position_reports: getset_descriptor * order_reports: getset_descriptor * fill_reports: getset_descriptor Class: ExponentialMovingAverage Inherits from: object Class Variables: * value: getset_descriptor * has_inputs: getset_descriptor * period: getset_descriptor * initialized: getset_descriptor * alpha: getset_descriptor * count: getset_descriptor * name: getset_descriptor Class: FileWriterConfig Inherits from: object Class: FillReport Inherits from: object Class Variables: * account_id: getset_descriptor * instrument_id: getset_descriptor * order_side: getset_descriptor * liquidity_side: getset_descriptor * venue_order_id: getset_descriptor * last_px: getset_descriptor * trade_id: getset_descriptor * ts_event: getset_descriptor * last_qty: getset_descriptor * commission: getset_descriptor * ts_init: getset_descriptor * client_order_id: getset_descriptor * report_id: getset_descriptor * venue_position_id: getset_descriptor Class: ForexSession Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Sydney: ForexSession * Tokyo: ForexSession * London: ForexSession * NewYork: ForexSession * SYDNEY: ForexSession * TOKYO: ForexSession * LONDON: ForexSession * NEW_YORK: ForexSession Class: FuturesContract Inherits from: object Class Variables: * asset_class: getset_descriptor * exchange: getset_descriptor * price_increment: getset_descriptor * min_quantity: getset_descriptor * raw_symbol: getset_descriptor * expiration_ns: getset_descriptor * price_precision: getset_descriptor * type_str: getset_descriptor * size_increment: getset_descriptor * lot_size: getset_descriptor * ts_init: getset_descriptor * activation_ns: getset_descriptor * min_price: getset_descriptor * id: getset_descriptor * size_precision: getset_descriptor * underlying: getset_descriptor * currency: getset_descriptor * multiplier: getset_descriptor * ts_event: getset_descriptor * margin_maint: getset_descriptor * max_quantity: getset_descriptor * info: getset_descriptor * margin_init: getset_descriptor * max_price: getset_descriptor Class: FuturesSpread Inherits from: object Class Variables: * lot_size: getset_descriptor * underlying: getset_descriptor * size_precision: getset_descriptor * type_str: getset_descriptor * exchange: getset_descriptor * min_quantity: getset_descriptor * id: getset_descriptor * min_price: getset_descriptor * price_increment: getset_descriptor * price_precision: getset_descriptor * margin_maint: getset_descriptor * info: getset_descriptor * asset_class: getset_descriptor * currency: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * max_quantity: getset_descriptor * max_price: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * margin_init: getset_descriptor * expiration_ns: getset_descriptor * raw_symbol: getset_descriptor Class: FuzzyCandlesticks Inherits from: object Class Variables: * threshold2: getset_descriptor * threshold1: getset_descriptor * name: getset_descriptor * threshold4: getset_descriptor * threshold3: getset_descriptor * period: getset_descriptor * value: getset_descriptor * initialized: getset_descriptor * vector: getset_descriptor * has_inputs: getset_descriptor Class: HttpClient Inherits from: object Class: HttpError Inherits from: Exception Class: HttpMethod Inherits from: object Class Variables: * GET: HttpMethod * POST: HttpMethod * PUT: HttpMethod * DELETE: HttpMethod * PATCH: HttpMethod Class: HttpResponse Inherits from: object Class Variables: * body: getset_descriptor * status: getset_descriptor * headers: getset_descriptor Class: HttpTimeoutError Inherits from: Exception Class: HullMovingAverage Inherits from: object Class Variables: * has_inputs: getset_descriptor * count: getset_descriptor * value: getset_descriptor * period: getset_descriptor * initialized: getset_descriptor * name: getset_descriptor Class: ImplyVolAndGreeksResult Inherits from: object Class Variables: * price: getset_descriptor * vega: getset_descriptor * vol: getset_descriptor * delta: getset_descriptor * theta: getset_descriptor * gamma: getset_descriptor Class: IndexPriceUpdate Inherits from: object Class Variables: * ts_init: getset_descriptor * instrument_id: getset_descriptor * ts_event: getset_descriptor * value: getset_descriptor Class: InstrumentClass Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Spot: InstrumentClass * Swap: InstrumentClass * Future: InstrumentClass * FuturesSpread: InstrumentClass * Forward: InstrumentClass * Cfd: InstrumentClass * Bond: InstrumentClass * Option: InstrumentClass * OptionSpread: InstrumentClass * Warrant: InstrumentClass * SportsBetting: InstrumentClass * BinaryOption: InstrumentClass * SPOT: InstrumentClass * SWAP: InstrumentClass * FUTURE: InstrumentClass * FORWARD: InstrumentClass * CFD: InstrumentClass * BOND: InstrumentClass * OPTION: InstrumentClass * WARRANT: InstrumentClass * SPORTS_BETTING: InstrumentClass Class: InstrumentClose Inherits from: object Class Variables: * instrument_id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor Class: InstrumentCloseType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * EndOfSession: InstrumentCloseType * ContractExpired: InstrumentCloseType * END_OF_SESSION: InstrumentCloseType * CONTRACT_EXPIRED: InstrumentCloseType Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentMiniInfo Inherits from: object Class Variables: * instrument_id: getset_descriptor * price_precision: getset_descriptor * exchange: getset_descriptor * raw_symbol: getset_descriptor * size_precision: getset_descriptor Class: InstrumentStatus Inherits from: object Class Variables: * action: getset_descriptor * trading_event: getset_descriptor * is_trading: getset_descriptor * is_quoting: getset_descriptor * instrument_id: getset_descriptor * reason: getset_descriptor * is_short_sell_restricted: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: KeltnerChannel Inherits from: object Class Variables: * atr_floor: getset_descriptor * name: getset_descriptor * period: getset_descriptor * has_inputs: getset_descriptor * upper: getset_descriptor * k_multiplier: getset_descriptor * use_previous: getset_descriptor * middle: getset_descriptor * lower: getset_descriptor * initialized: getset_descriptor Class: KeltnerPosition Inherits from: object Class Variables: * name: getset_descriptor * initialized: getset_descriptor * value: getset_descriptor * period: getset_descriptor * has_inputs: getset_descriptor * use_previous: getset_descriptor * k_multiplier: getset_descriptor * atr_floor: getset_descriptor Class: KlingerVolumeOscillator Inherits from: object Class Variables: * value: getset_descriptor * initialized: getset_descriptor * has_inputs: getset_descriptor * slow_period: getset_descriptor * name: getset_descriptor * fast_period: getset_descriptor * signal_period: getset_descriptor Class: LimitIfTouchedOrder Inherits from: object Class Variables: * events: getset_descriptor * status: getset_descriptor * order_type: getset_descriptor Class: LimitOrder Inherits from: object Class Variables: * quantity: getset_descriptor * trader_id: getset_descriptor * symbol: getset_descriptor * account_id: getset_descriptor * has_price: getset_descriptor * order_type: getset_descriptor * filled_qty: getset_descriptor * is_reduce_only: getset_descriptor * client_order_id: getset_descriptor * parent_order_id: getset_descriptor * ts_last: getset_descriptor * venue: getset_descriptor * order_list_id: getset_descriptor * exec_algorithm_params: getset_descriptor * events: getset_descriptor * status: getset_descriptor * is_primary: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * venue_order_id: getset_descriptor * trigger_instrument_id: getset_descriptor * expire_time: getset_descriptor * instrument_id: getset_descriptor * linked_order_ids: getset_descriptor * last_trade_id: getset_descriptor * has_trigger_price: getset_descriptor * is_spawned: getset_descriptor * exec_algorithm_id: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * position_id: getset_descriptor * tags: getset_descriptor * is_open: getset_descriptor * contingency_type: getset_descriptor * emulation_trigger: getset_descriptor * is_emulated: getset_descriptor * is_quote_quantity: getset_descriptor * exec_spawn_id: getset_descriptor * expire_time_ns: getset_descriptor * side: getset_descriptor * is_active_local: getset_descriptor * is_closed: getset_descriptor * liquidity_side: getset_descriptor * time_in_force: getset_descriptor * strategy_id: getset_descriptor * display_qty: getset_descriptor * price: getset_descriptor * is_post_only: getset_descriptor Class: LinearRegression Inherits from: object Class Variables: * slope: getset_descriptor * name: getset_descriptor * degree: getset_descriptor * r2: getset_descriptor * has_inputs: getset_descriptor * value: getset_descriptor * intercept: getset_descriptor * cfo: getset_descriptor * initialized: getset_descriptor * period: getset_descriptor Class: LiquiditySide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoLiquiditySide: LiquiditySide * Maker: LiquiditySide * Taker: LiquiditySide * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: LiveClock Inherits from: object Class: LogColor Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Normal: LogColor * Green: LogColor * Blue: LogColor * Magenta: LogColor * Cyan: LogColor * Yellow: LogColor * Red: LogColor * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogFormat Inherits from: object Class Variables: * Header: LogFormat * Endc: LogFormat * Bold: LogFormat * Underline: LogFormat Class: LogGuard Inherits from: object Class: LogLevel Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Off: LogLevel * Trace: LogLevel * Debug: LogLevel * Info: LogLevel * Warning: LogLevel * Error: LogLevel * OFF: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: LoggerConfig Inherits from: object Class: MarginAccount Inherits from: object Class Variables: * default_leverage: getset_descriptor * calculate_account_state: getset_descriptor * id: getset_descriptor Class: MarginBalance Inherits from: object Class: MarkPriceUpdate Inherits from: object Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarketOrder Inherits from: object Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * exec_algorithm_id: getset_descriptor * account_id: getset_descriptor * parent_order_id: getset_descriptor * order_type: getset_descriptor * instrument_id: getset_descriptor * init_id: getset_descriptor * linked_order_ids: getset_descriptor * status: getset_descriptor * side: getset_descriptor * time_in_force: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * tags: getset_descriptor * events: getset_descriptor * is_quote_quantity: getset_descriptor * client_order_id: getset_descriptor * exec_algorithm_params: getset_descriptor * emulation_trigger: getset_descriptor * is_reduce_only: getset_descriptor * contingency_type: getset_descriptor * exec_spawn_id: getset_descriptor * order_list_id: getset_descriptor Class: MarketStatus Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Open: MarketStatus * Closed: MarketStatus * Paused: MarketStatus * Suspended: MarketStatus * NotAvailable: MarketStatus * CLOSED: MarketStatus * PAUSED: MarketStatus * SUSPENDED: MarketStatus * NOT_AVAILABLE: MarketStatus Class: MarketStatusAction Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * None: MarketStatusAction * PreOpen: MarketStatusAction * PreCross: MarketStatusAction * Quoting: MarketStatusAction * Cross: MarketStatusAction * Rotation: MarketStatusAction * NewPriceIndication: MarketStatusAction * Trading: MarketStatusAction * Halt: MarketStatusAction * Pause: MarketStatusAction * Suspend: MarketStatusAction * PreClose: MarketStatusAction * Close: MarketStatusAction * PostClose: MarketStatusAction * ShortSellRestrictionChange: MarketStatusAction * NotAvailableForTrading: MarketStatusAction * NONE: MarketStatusAction * PRE_OPEN: MarketStatusAction * PRE_CROSS: MarketStatusAction * QUOTING: MarketStatusAction * CROSS: MarketStatusAction * ROTATION: MarketStatusAction * NEW_PRICE_INDICATION: MarketStatusAction * TRADING: MarketStatusAction * HALT: MarketStatusAction * PAUSE: MarketStatusAction * SUSPEND: MarketStatusAction * PRE_CLOSE: MarketStatusAction * CLOSE: MarketStatusAction * POST_CLOSE: MarketStatusAction * SHORT_SELL_RESTRICTION_CHANGE: MarketStatusAction * NOT_AVAILABLE_FOR_TRADING: MarketStatusAction Class: MarketToLimitOrder Inherits from: object Class Variables: * status: getset_descriptor * events: getset_descriptor * order_type: getset_descriptor Class: MessageBusListener Inherits from: object Class: Money Inherits from: object Class Variables: * currency: getset_descriptor * raw: getset_descriptor Class: MovingAverageConvergenceDivergence Inherits from: object Class Variables: * initialized: getset_descriptor * value: getset_descriptor * has_inputs: getset_descriptor * slow_period: getset_descriptor * count: getset_descriptor * name: getset_descriptor * fast_period: getset_descriptor Class: MovingAverageType Inherits from: object Class Variables: * Simple: MovingAverageType * Exponential: MovingAverageType * DoubleExponential: MovingAverageType * Wilder: MovingAverageType * Hull: MovingAverageType Class: NautilusDataType Inherits from: object Class Variables: * OrderBookDelta: NautilusDataType * OrderBookDepth10: NautilusDataType * QuoteTick: NautilusDataType * TradeTick: NautilusDataType * Bar: NautilusDataType * MarkPriceUpdate: NautilusDataType Class: OmsType Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Unspecified: OmsType * Netting: OmsType * Hedging: OmsType * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: OnBalanceVolume Inherits from: object Class Variables: * value: getset_descriptor * initialized: getset_descriptor * has_inputs: getset_descriptor * name: getset_descriptor * period: getset_descriptor Class: OptionContract Inherits from: object Class Variables: * info: getset_descriptor * max_price: getset_descriptor * margin_init: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * margin_maint: getset_descriptor * price_increment: getset_descriptor * option_kind: getset_descriptor * expiration_ns: getset_descriptor * size_increment: getset_descriptor * currency: getset_descriptor * strike_price: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * activation_ns: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_price: getset_descriptor * asset_class: getset_descriptor * raw_symbol: getset_descriptor * underlying: getset_descriptor * min_quantity: getset_descriptor * ts_init: getset_descriptor * exchange: getset_descriptor * type_str: getset_descriptor Class: OptionKind Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Call: OptionKind * Put: OptionKind * CALL: OptionKind * PUT: OptionKind Class: OptionSpread Inherits from: object Class Variables: * type_str: getset_descriptor * asset_class: getset_descriptor * activation_ns: getset_descriptor * size_increment: getset_descriptor * min_price: getset_descriptor * ts_event: getset_descriptor * exchange: getset_descriptor * strategy_type: getset_descriptor * min_quantity: getset_descriptor * ts_init: getset_descriptor * price_increment: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * underlying: getset_descriptor * expiration_ns: getset_descriptor * currency: getset_descriptor * lot_size: getset_descriptor * max_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * info: getset_descriptor * max_quantity: getset_descriptor * multiplier: getset_descriptor Class: OrderAccepted Inherits from: object Class: OrderBook Inherits from: object Class Variables: * ts_init: getset_descriptor * ts_last: getset_descriptor * instrument_id: getset_descriptor * update_count: getset_descriptor * ts_event: getset_descriptor * sequence: getset_descriptor * book_type: getset_descriptor Class: OrderBookDelta Inherits from: object Class Variables: * sequence: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * ts_init: getset_descriptor * flags: getset_descriptor * ts_event: getset_descriptor * order: getset_descriptor Class: OrderBookDeltaDataWrangler Inherits from: object Class Variables: * price_precision: getset_descriptor * instrument_id: getset_descriptor * size_precision: getset_descriptor Class: OrderBookDeltas Inherits from: object Class Variables: * sequence: getset_descriptor * ts_event: getset_descriptor * instrument_id: getset_descriptor * flags: getset_descriptor * ts_init: getset_descriptor * deltas: getset_descriptor Class: OrderBookDepth10 Inherits from: object Class Variables: * asks: getset_descriptor * ts_init: getset_descriptor * ask_counts: getset_descriptor * bid_counts: getset_descriptor * instrument_id: getset_descriptor * bids: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor Class: OrderCancelRejected Inherits from: object Class: OrderCanceled Inherits from: object Class: OrderDenied Inherits from: object Class: OrderEmulated Inherits from: object Class: OrderExpired Inherits from: object Class: OrderFilled Inherits from: object Class Variables: * is_buy: getset_descriptor * is_sell: getset_descriptor * event_id: getset_descriptor * ts_event: getset_descriptor * account_id: getset_descriptor * trader_id: getset_descriptor * liquidity_side: getset_descriptor * order_side: getset_descriptor * commission: getset_descriptor * position_id: getset_descriptor * strategy_id: getset_descriptor * last_qty: getset_descriptor * order_type: getset_descriptor * venue_order_id: getset_descriptor * client_order_id: getset_descriptor * trade_id: getset_descriptor * last_px: getset_descriptor * instrument_id: getset_descriptor * ts_init: getset_descriptor * currency: getset_descriptor * reconciliation: getset_descriptor Class: OrderInitialized Inherits from: object Class Variables: * order_type: getset_descriptor Class: OrderListId Inherits from: object Class Variables: * value: getset_descriptor Class: OrderModifyRejected Inherits from: object Class: OrderPendingCancel Inherits from: object Class: OrderPendingUpdate Inherits from: object Class: OrderRejected Inherits from: object Class: OrderReleased Inherits from: object Class: OrderSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoOrderSide: OrderSide * Buy: OrderSide * Sell: OrderSide * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderSnapshot Inherits from: object Class: OrderStatus Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Initialized: OrderStatus * Denied: OrderStatus * Emulated: OrderStatus * Released: OrderStatus * Submitted: OrderStatus * Accepted: OrderStatus * Rejected: OrderStatus * Canceled: OrderStatus * Expired: OrderStatus * Triggered: OrderStatus * PendingUpdate: OrderStatus * PendingCancel: OrderStatus * PartiallyFilled: OrderStatus * Filled: OrderStatus * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: object Class Variables: * trigger_type: getset_descriptor * order_list_id: getset_descriptor * reduce_only: getset_descriptor * avg_px: getset_descriptor * instrument_id: getset_descriptor * limit_offset: getset_descriptor * ts_last: getset_descriptor * ts_triggered: getset_descriptor * quantity: getset_descriptor * ts_init: getset_descriptor * contingency_type: getset_descriptor * venue_order_id: getset_descriptor * trigger_price: getset_descriptor * account_id: getset_descriptor * expire_time: getset_descriptor * order_status: getset_descriptor * trailing_offset_type: getset_descriptor * order_type: getset_descriptor * ts_accepted: getset_descriptor * report_id: getset_descriptor * client_order_id: getset_descriptor * venue_position_id: getset_descriptor * trailing_offset: getset_descriptor * cancel_reason: getset_descriptor * time_in_force: getset_descriptor * price: getset_descriptor * order_side: getset_descriptor * display_qty: getset_descriptor * post_only: getset_descriptor * filled_qty: getset_descriptor Class: OrderSubmitted Inherits from: object Class: OrderTriggered Inherits from: object Class: OrderType Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Market: OrderType * Limit: OrderType * StopMarket: OrderType * StopLimit: OrderType * MarketToLimit: OrderType * MarketIfTouched: OrderType * LimitIfTouched: OrderType * TrailingStopMarket: OrderType * TrailingStopLimit: OrderType * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: OrderUpdated Inherits from: object Class: OwnBookOrder Inherits from: object Class Variables: * status: getset_descriptor * client_order_id: getset_descriptor * time_in_force: getset_descriptor * size: getset_descriptor * price: getset_descriptor * order_type: getset_descriptor * ts_last: getset_descriptor * side: getset_descriptor * ts_init: getset_descriptor Class: OwnOrderBook Inherits from: object Class Variables: * instrument_id: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: ParquetDataCatalogV2 Inherits from: object Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * ts_opened: getset_descriptor * closing_order_id: getset_descriptor * multiplier: getset_descriptor * client_order_ids: getset_descriptor * price_precision: getset_descriptor * avg_px_open: getset_descriptor * realized_return: getset_descriptor * is_inverse: getset_descriptor * instrument_id: getset_descriptor * duration_ns: getset_descriptor * ts_closed: getset_descriptor * realized_pnl: getset_descriptor * base_currency: getset_descriptor * size_precision: getset_descriptor * quantity: getset_descriptor * id: getset_descriptor * trader_id: getset_descriptor * quote_currency: getset_descriptor * settlement_currency: getset_descriptor * venue_order_ids: getset_descriptor * venue: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * strategy_id: getset_descriptor * last_event: getset_descriptor * peak_qty: getset_descriptor * last_trade_id: getset_descriptor * entry: getset_descriptor * events: getset_descriptor * is_long: getset_descriptor * side: getset_descriptor * ts_init: getset_descriptor * avg_px_close: getset_descriptor * signed_qty: getset_descriptor * opening_order_id: getset_descriptor * is_short: getset_descriptor Class: PositionId Inherits from: object Class Variables: * value: getset_descriptor Class: PositionSide Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoPositionSide: PositionSide * Flat: PositionSide * Long: PositionSide * Short: PositionSide * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: PositionSnapshot Inherits from: object Class: PositionStatusReport Inherits from: object Class Variables: * instrument_id: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * report_id: getset_descriptor * strategy_id: getset_descriptor * account_id: getset_descriptor * venue_position_id: getset_descriptor * position_side: getset_descriptor * ts_last: getset_descriptor * is_flat: getset_descriptor Class: PostgresCacheDatabase Inherits from: object Class: Pressure Inherits from: object Class Variables: * value: getset_descriptor * value_cumulative: getset_descriptor * initialized: getset_descriptor * period: getset_descriptor * name: getset_descriptor * has_inputs: getset_descriptor Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: PriceType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Bid: PriceType * Ask: PriceType * Mid: PriceType * Last: PriceType * Mark: PriceType * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: PsychologicalLine Inherits from: object Class Variables: * initialized: getset_descriptor * name: getset_descriptor * has_inputs: getset_descriptor * period: getset_descriptor * value: getset_descriptor Class: PythonMessageHandler Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quota Inherits from: object Class: QuoteTick Inherits from: object Class Variables: * ts_init: getset_descriptor * ts_event: getset_descriptor * bid_size: getset_descriptor * bid_price: getset_descriptor * ask_size: getset_descriptor * instrument_id: getset_descriptor * ask_price: getset_descriptor Class: QuoteTickDataWrangler Inherits from: object Class Variables: * instrument_id: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor Class: RateOfChange Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor * use_log: getset_descriptor * period: getset_descriptor Class: RedisCacheDatabase Inherits from: object Class: RedisMessageBusDatabase Inherits from: object Class: RelativeStrengthIndex Inherits from: object Class Variables: * initialized: getset_descriptor * period: getset_descriptor * count: getset_descriptor * name: getset_descriptor * value: getset_descriptor Class: RelativeVolatilityIndex Inherits from: object Class Variables: * has_inputs: getset_descriptor * initialized: getset_descriptor * value: getset_descriptor * scalar: getset_descriptor * name: getset_descriptor * period: getset_descriptor Class: ReplayNormalizedRequestOptions Inherits from: object Class: Signal Inherits from: object Class Variables: * ts_event: getset_descriptor * value: getset_descriptor * name: getset_descriptor * ts_init: getset_descriptor Class: SimpleMovingAverage Inherits from: object Class Variables: * value: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor * name: getset_descriptor * period: getset_descriptor * count: getset_descriptor Class: SocketClient Inherits from: object Class: SocketConfig Inherits from: object Class: SpreadAnalyzer Inherits from: object Class Variables: * capacity: getset_descriptor * current: getset_descriptor * average: getset_descriptor * name: getset_descriptor * initialized: getset_descriptor Class: Stochastics Inherits from: object Class Variables: * value_d: getset_descriptor * period_d: getset_descriptor * name: getset_descriptor * period_k: getset_descriptor * has_inputs: getset_descriptor * value_k: getset_descriptor * initialized: getset_descriptor Class: StopLimitOrder Inherits from: object Class Variables: * contingency_type: getset_descriptor * has_trigger_price: getset_descriptor * is_closed: getset_descriptor * trigger_type: getset_descriptor * emulation_trigger: getset_descriptor * events: getset_descriptor * expire_time: getset_descriptor * trader_id: getset_descriptor * display_qty: getset_descriptor * exec_algorithm_id: getset_descriptor * is_aggressive: getset_descriptor * status: getset_descriptor * has_price: getset_descriptor * is_open: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * instrument_id: getset_descriptor * quantity: getset_descriptor * ts_init: getset_descriptor * order_list_id: getset_descriptor * side: getset_descriptor * price: getset_descriptor * linked_order_ids: getset_descriptor * trigger_price: getset_descriptor * parent_order_id: getset_descriptor * tags: getset_descriptor * exec_spawn_id: getset_descriptor * time_in_force: getset_descriptor * is_post_only: getset_descriptor * trigger_instrument_id: getset_descriptor * order_type: getset_descriptor * init_event: getset_descriptor * strategy_id: getset_descriptor * is_passive: getset_descriptor * exec_algorithm_params: getset_descriptor * client_order_id: getset_descriptor * init_id: getset_descriptor Class: StopMarketOrder Inherits from: object Class Variables: * status: getset_descriptor * order_type: getset_descriptor * events: getset_descriptor Class: StrategyId Inherits from: object Class Variables: * value: getset_descriptor Class: StreamNormalizedRequestOptions Inherits from: object Class: Swings Inherits from: object Class Variables: * high_price: getset_descriptor * since_high: getset_descriptor * since_low: getset_descriptor * duration: getset_descriptor * name: getset_descriptor * direction: getset_descriptor * length: getset_descriptor * initialized: getset_descriptor * changed: getset_descriptor * low_price: getset_descriptor * low_datetime: getset_descriptor * has_inputs: getset_descriptor * high_datetime: getset_descriptor * period: getset_descriptor Class: Symbol Inherits from: object Class Variables: * is_composite: getset_descriptor * root: getset_descriptor * value: getset_descriptor * topic: getset_descriptor Class: SyntheticInstrument Inherits from: object Class: TardisHttpClient Inherits from: object Class: TardisMachineClient Inherits from: object Class: TestClock Inherits from: object Class: TimeInForce Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Gtc: TimeInForce * Ioc: TimeInForce * Fok: TimeInForce * Gtd: TimeInForce * Day: TimeInForce * AtTheOpen: TimeInForce * AtTheClose: TimeInForce * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: object Class Variables: * value: getset_descriptor Class: TradeTick Inherits from: object Class Variables: * ts_event: getset_descriptor * aggressor_side: getset_descriptor * ts_init: getset_descriptor * price: getset_descriptor * trade_id: getset_descriptor * size: getset_descriptor * instrument_id: getset_descriptor Class: TradeTickDataWrangler Inherits from: object Class Variables: * size_precision: getset_descriptor * price_precision: getset_descriptor * instrument_id: getset_descriptor Class: TraderId Inherits from: object Class Variables: * value: getset_descriptor Class: TradingState Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Active: TradingState * Halted: TradingState * Reducing: TradingState * ACTIVE: TradingState * HALTED: TradingState * REDUCING: TradingState Class: TrailingOffsetType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoTrailingOffset: TrailingOffsetType * Price: TrailingOffsetType * BasisPoints: TrailingOffsetType * Ticks: TrailingOffsetType * PriceTier: TrailingOffsetType * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TrailingStopLimitOrder Inherits from: object Class Variables: * status: getset_descriptor * events: getset_descriptor * order_type: getset_descriptor Class: TrailingStopMarketOrder Inherits from: object Class Variables: * events: getset_descriptor * status: getset_descriptor * order_type: getset_descriptor Class: TriggerType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoTrigger: TriggerType * Default: TriggerType * LastPrice: TriggerType * MarkPrice: TriggerType * IndexPrice: TriggerType * BidAsk: TriggerType * DoubleLast: TriggerType * DoubleBidAsk: TriggerType * LastOrBidAsk: TriggerType * MidPoint: TriggerType * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * BID_ASK: TriggerType * LAST_PRICE: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VariableIndexDynamicAverage Inherits from: object Class Variables: * name: getset_descriptor * initialized: getset_descriptor * period: getset_descriptor * value: getset_descriptor * alpha: getset_descriptor * count: getset_descriptor * has_inputs: getset_descriptor * cmo_pct: getset_descriptor Class: Venue Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: object Class Variables: * value: getset_descriptor Class: VerticalHorizontalFilter Inherits from: object Class Variables: * name: getset_descriptor * has_inputs: getset_descriptor * value: getset_descriptor * period: getset_descriptor * initialized: getset_descriptor Class: VolatilityRatio Inherits from: object Class Variables: * value: getset_descriptor * use_previous: getset_descriptor * name: getset_descriptor * slow_period: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor * fast_period: getset_descriptor * value_floor: getset_descriptor Class: VolumeWeightedAveragePrice Inherits from: object Class Variables: * value: getset_descriptor * initialized: getset_descriptor * has_inputs: getset_descriptor * name: getset_descriptor Class: WebSocketClient Inherits from: object Class: WebSocketClientError Inherits from: Exception Class: WebSocketConfig Inherits from: object Class: WeightedMovingAverage Inherits from: object Class Variables: * period: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor * count: getset_descriptor * name: getset_descriptor Class: WilderMovingAverage Inherits from: object Class Variables: * initialized: getset_descriptor * has_inputs: getset_descriptor * period: getset_descriptor * name: getset_descriptor * alpha: getset_descriptor * count: getset_descriptor * value: getset_descriptor Module: nautilus_trader.core.uuid Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.data.aggregation Class: BarAggregator Inherits from: object Class Variables: * is_running: getset_descriptor * bar_type: getset_descriptor Class: BarBuilder Inherits from: object Class Variables: * price_precision: getset_descriptor * size_precision: getset_descriptor * initialized: getset_descriptor * ts_last: getset_descriptor * count: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: TickBarAggregator Inherits from: BarAggregator Class: TimeBarAggregator Inherits from: BarAggregator Class Variables: * interval: getset_descriptor * interval_ns: getset_descriptor * next_close_ns: getset_descriptor Class: ValueBarAggregator Inherits from: BarAggregator Class: VolumeBarAggregator Inherits from: BarAggregator Module: nautilus_trader.data.client Class: DataClient Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * venue: getset_descriptor * is_connected: getset_descriptor Class: MarketDataClient Inherits from: DataClient Methods: * fully_qualified_name() -> 'str' Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Module: nautilus_trader.data.config Class: ClientId Inherits from: Identifier Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Module: nautilus_trader.data.engine Class: DataEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_clients: getset_descriptor * default_client: getset_descriptor * routing_map: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * request_count: getset_descriptor * response_count: getset_descriptor * data_count: getset_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: SnapshotInfo Inherits from: object Module: nautilus_trader.data.messages Class: Any Inherits from: object Class: DataCommand Inherits from: Command Class Variables: * client_id: getset_descriptor * venue: getset_descriptor * data_type: getset_descriptor * params: getset_descriptor Class: DataResponse Inherits from: Response Class Variables: * client_id: getset_descriptor * venue: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor * params: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestOrderBookSnapshot Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: SubscribeIndexPrices Inherits from: SubscribeData Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstrumentClose Inherits from: SubscribeData Class: SubscribeInstrumentStatus Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeMarkPrices Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: UnsubscribeIndexPrices Inherits from: UnsubscribeData Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstrumentClose Inherits from: UnsubscribeData Class: UnsubscribeInstrumentStatus Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeMarkPrices Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Module: nautilus_trader.examples.algorithms.twap Class: ClientOrderId Inherits from: Identifier Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: ExecAlgorithm Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class: ExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * exec_algorithm_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ExecAlgorithmId Inherits from: Identifier Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TWAPExecAlgorithm Inherits from: ExecAlgorithm Methods: * complete_sequence(self, exec_spawn_id: nautilus_trader.model.identifiers.ClientOrderId) -> None * fully_qualified_name() -> 'str' * on_load(self, state: dict[str, bytes]) -> None * on_order(self, order: nautilus_trader.model.orders.base.Order) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_time_event(self, event: nautilus_trader.common.component.TimeEvent) -> None * round_decimal_down(self, amount: decimal.Decimal, precision: int) -> decimal.Decimal Class: TWAPExecAlgorithmConfig Inherits from: ExecAlgorithmConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: TimeEvent Inherits from: Event Class Variables: * name: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.examples.indicators.ema_python Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: Indicator Inherits from: object Class Variables: * name: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: PyCondition Inherits from: object Class: PyExponentialMovingAverage Inherits from: Indicator Methods: * handle_bar(self, bar: nautilus_trader.model.data.Bar) * handle_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) * handle_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) * update_raw(self, value: float) Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.blank Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MyStrategy Inherits from: Strategy Methods: * buy(self) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * sell(self) -> None Class: MyStrategyConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_id: member_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.ema_cross Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACross Inherits from: Strategy Methods: * buy(self) -> None * create_order_qty(self) -> nautilus_trader.model.objects.Quantity * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * sell(self) -> None Class: EMACrossConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_type: member_descriptor * close_positions_on_stop: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * order_quantity_precision: member_descriptor * order_time_in_force: member_descriptor * reduce_only_on_stop: member_descriptor * request_bars: member_descriptor * slow_ema_period: member_descriptor * subscribe_quote_ticks: member_descriptor * subscribe_trade_ticks: member_descriptor * trade_size: member_descriptor * unsubscribe_data_on_stop: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.ema_cross_bracket Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossBracket Inherits from: Strategy Methods: * buy(self, last_bar: nautilus_trader.model.data.Bar) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_load(self, state: dict[str, bytes]) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * sell(self, last_bar: nautilus_trader.model.data.Bar) -> None Class: EMACrossBracketConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * atr_period: member_descriptor * bar_type: member_descriptor * bracket_distance_atr: member_descriptor * emulation_trigger: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * slow_ema_period: member_descriptor * trade_size: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.examples.strategies.ema_cross_bracket_algo Class: Any Inherits from: object Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossBracketAlgo Inherits from: Strategy Methods: * buy(self, last_bar: nautilus_trader.model.data.Bar) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_load(self, state: dict[str, bytes]) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * sell(self, last_bar: nautilus_trader.model.data.Bar) -> None Class: EMACrossBracketAlgoConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * atr_period: member_descriptor * bar_type: member_descriptor * bracket_distance_atr: member_descriptor * close_positions_on_stop: member_descriptor * emulation_trigger: member_descriptor * entry_exec_algorithm_id: member_descriptor * entry_exec_algorithm_params: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * sl_exec_algorithm_id: member_descriptor * sl_exec_algorithm_params: member_descriptor * slow_ema_period: member_descriptor * tp_exec_algorithm_id: member_descriptor * tp_exec_algorithm_params: member_descriptor * trade_size: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExecAlgorithmId Inherits from: Identifier Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.examples.strategies.ema_cross_hedge_mode Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACross Inherits from: Strategy Methods: * buy(self) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * sell(self) -> None Class: EMACrossConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_type: member_descriptor * close_positions_on_stop: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * slow_ema_period: member_descriptor * subscribe_quote_ticks: member_descriptor * subscribe_trade_ticks: member_descriptor * trade_size: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PositionId Inherits from: Identifier Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.ema_cross_long_only Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossLongOnly Inherits from: Strategy Methods: * buy(self) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: EMACrossLongOnlyConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_type: member_descriptor * close_positions_on_stop: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * request_historical_bars: member_descriptor * slow_ema_period: member_descriptor * trade_size: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.ema_cross_stop_entry Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossStopEntry Inherits from: Strategy Methods: * entry_buy(self, last_bar: nautilus_trader.model.data.Bar) -> None * entry_sell(self, last_bar: nautilus_trader.model.data.Bar) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * trailing_stop_buy(self) -> None * trailing_stop_sell(self) -> None Class: EMACrossStopEntryConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * atr_period: member_descriptor * bar_type: member_descriptor * emulation_trigger: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * slow_ema_period: member_descriptor * trade_size: member_descriptor * trailing_atr_multiple: member_descriptor * trailing_offset: member_descriptor * trailing_offset_type: member_descriptor * trigger_type: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.examples.strategies.ema_cross_trailing_stop Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossTrailingStop Inherits from: Strategy Methods: * entry_buy(self) -> None * entry_sell(self) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * trailing_stop_buy(self) -> None * trailing_stop_sell(self) -> None Class: EMACrossTrailingStopConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * atr_period: member_descriptor * bar_type: member_descriptor * emulation_trigger: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * slow_ema_period: member_descriptor * trade_size: member_descriptor * trailing_atr_multiple: member_descriptor * trailing_offset_type: member_descriptor * trigger_type: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionOpened Inherits from: PositionEvent Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.examples.strategies.ema_cross_twap Class: Any Inherits from: object Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: EMACrossTWAP Inherits from: Strategy Methods: * buy(self) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * sell(self) -> None Class: EMACrossTWAPConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_type: member_descriptor * close_positions_on_stop: member_descriptor * fast_ema_period: member_descriptor * instrument_id: member_descriptor * slow_ema_period: member_descriptor * trade_size: member_descriptor * twap_horizon_secs: member_descriptor * twap_interval_secs: member_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExecAlgorithmId Inherits from: Identifier Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketOrder Inherits from: Order Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.market_maker Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MarketMaker Inherits from: Strategy Methods: * buy(self, price: decimal.Decimal) -> None * fully_qualified_name() -> 'str' * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_start(self) -> None * on_stop(self) -> None * sell(self, price: decimal.Decimal) -> None Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionOpened Inherits from: PositionEvent Class: PositionSide Inherits from: IntFlag Class Variables: * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Module: nautilus_trader.examples.strategies.orderbook_imbalance Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookImbalance Inherits from: Strategy Methods: * check_trigger(self) -> None * fully_qualified_name() -> 'str' * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_start(self) -> None * on_stop(self) -> None Class: OrderBookImbalanceConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * book_type: member_descriptor * dry_run: member_descriptor * instrument_id: member_descriptor * max_trade_size: member_descriptor * min_seconds_between_triggers: member_descriptor * trigger_imbalance_ratio: member_descriptor * trigger_min_size: member_descriptor * use_quote_ticks: member_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Module: nautilus_trader.examples.strategies.orderbook_imbalance_rust Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookImbalance Inherits from: Strategy Methods: * check_trigger(self) -> None * fully_qualified_name() -> 'str' * on_order_book(self, book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, pyo3_deltas: nautilus_trader.core.nautilus_pyo3.model.OrderBookDeltas) -> None * on_quote_tick(self, quote: nautilus_trader.model.data.QuoteTick) -> None * on_start(self) -> None * on_stop(self) -> None Class: OrderBookImbalanceConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * book_type: member_descriptor * instrument_id: member_descriptor * max_trade_size: member_descriptor * min_seconds_between_triggers: member_descriptor * trigger_imbalance_ratio: member_descriptor * trigger_min_size: member_descriptor * use_quote_ticks: member_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Module: nautilus_trader.examples.strategies.signal_strategy Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: SignalStrategy Inherits from: Strategy Methods: * fully_qualified_name() -> 'str' * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_start(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: SignalStrategyConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_id: member_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.subscribe Class: AggregationSource Inherits from: IntFlag Class Variables: * EXTERNAL: AggregationSource * INTERNAL: AggregationSource Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: SubscribeStrategy Inherits from: Strategy Methods: * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_start(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: SubscribeStrategyConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bars: member_descriptor * book_type: member_descriptor * instrument_id: member_descriptor * quote_ticks: member_descriptor * snapshots: member_descriptor * trade_ticks: member_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.examples.strategies.volatility_market_maker Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: ClientId Inherits from: Identifier Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: VolatilityMarketMaker Inherits from: Strategy Methods: * create_buy_order(self, last: nautilus_trader.model.data.QuoteTick) -> None * create_sell_order(self, last: nautilus_trader.model.data.QuoteTick) -> None * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_order_book(self, order_book: nautilus_trader.model.book.OrderBook) -> None * on_order_book_deltas(self, deltas: nautilus_trader.model.data.OrderBookDeltas) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_save(self) -> dict[str, bytes] * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: VolatilityMarketMakerConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * atr_multiple: member_descriptor * atr_period: member_descriptor * bar_type: member_descriptor * client_id: member_descriptor * emulation_trigger: member_descriptor * instrument_id: member_descriptor * reduce_only_on_stop: member_descriptor * trade_size: member_descriptor Module: nautilus_trader.execution.algorithm Class: Any Inherits from: object Class: ExecAlgorithm Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class: ExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * exec_algorithm_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ImportableExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * exec_algorithm_path: member_descriptor Module: nautilus_trader.execution.client Class: ExecutionClient Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * oms_type: getset_descriptor * venue: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * is_connected: getset_descriptor Class: ExecutionMassStatus Inherits from: Document Methods: * add_fill_reports(self, reports: 'list[FillReport]') -> 'None' * add_order_reports(self, reports: 'list[OrderStatusReport]') -> 'None' * add_position_reports(self, reports: 'list[PositionStatusReport]') -> 'None' Properties: * fill_reports * order_reports * position_reports Class Variables: * order_reports: property * fill_reports: property * position_reports: property Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Module: nautilus_trader.execution.config Class: Any Inherits from: object Class: ExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * exec_algorithm_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ExecAlgorithmFactory Inherits from: object Methods: * create(config: 'ImportableExecAlgorithmConfig') Class: ExecAlgorithmId Inherits from: Identifier Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ImportableExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * exec_algorithm_path: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: PyCondition Inherits from: object Module: nautilus_trader.execution.emulator Class: OrderEmulator Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * subscribed_quotes: getset_descriptor * subscribed_trades: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: OrderEmulatorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor Module: nautilus_trader.execution.engine Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ExecutionEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * reconciliation: getset_descriptor * registered_clients: getset_descriptor * default_client: getset_descriptor * snapshot_positions_timer_name: getset_descriptor * debug: getset_descriptor * manage_own_order_books: getset_descriptor * snapshot_orders: getset_descriptor * snapshot_positions: getset_descriptor * snapshot_positions_interval_secs: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor * report_count: getset_descriptor Class: ExecutionMassStatus Inherits from: Document Methods: * add_fill_reports(self, reports: 'list[FillReport]') -> 'None' * add_order_reports(self, reports: 'list[OrderStatusReport]') -> 'None' * add_position_reports(self, reports: 'list[PositionStatusReport]') -> 'None' Properties: * fill_reports * order_reports * position_reports Class Variables: * order_reports: property * fill_reports: property * position_reports: property Class: ExecutionReport Inherits from: Document Class: InvalidConfiguration Inherits from: RuntimeError Module: nautilus_trader.execution.manager Class: OrderManager Inherits from: object Class Variables: * active_local: getset_descriptor * debug: getset_descriptor * log_events: getset_descriptor * log_commands: getset_descriptor Module: nautilus_trader.execution.matching_core Class: MatchingCore Inherits from: object Class Variables: * instrument_id: getset_descriptor * price_precision: getset_descriptor * price_increment: getset_descriptor * bid: getset_descriptor * ask: getset_descriptor * last: getset_descriptor * bid_raw: getset_descriptor * ask_raw: getset_descriptor * last_raw: getset_descriptor * is_bid_initialized: getset_descriptor * is_ask_initialized: getset_descriptor * is_last_initialized: getset_descriptor Module: nautilus_trader.execution.messages Class: Any Inherits from: object Class: BatchCancelOrders Inherits from: TradingCommand Class Variables: * cancels: getset_descriptor Class: CancelAllOrders Inherits from: TradingCommand Class Variables: * order_side: getset_descriptor Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: ExecutionReportCommand Inherits from: Command Class Variables: * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * params: getset_descriptor Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: QueryOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: SubmitOrderList Inherits from: TradingCommand Class Variables: * order_list: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor * has_emulated_order: getset_descriptor Class: TradingCommand Inherits from: Command Class Variables: * client_id: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * params: getset_descriptor Module: nautilus_trader.execution.reports Class: AccountId Inherits from: Identifier Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Document Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: ExecutionMassStatus Inherits from: Document Methods: * add_fill_reports(self, reports: 'list[FillReport]') -> 'None' * add_order_reports(self, reports: 'list[OrderStatusReport]') -> 'None' * add_position_reports(self, reports: 'list[PositionStatusReport]') -> 'None' Properties: * fill_reports * order_reports * position_reports Class Variables: * order_reports: property * fill_reports: property * position_reports: property Class: ExecutionReport Inherits from: Document Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderListId Inherits from: Identifier Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionId Inherits from: Identifier Class: PositionSide Inherits from: IntFlag Class Variables: * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: Identifier Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: Identifier Class: VenueOrderId Inherits from: Identifier Class: datetime Inherits from: date Class Variables: * hour: getset_descriptor * minute: getset_descriptor * second: getset_descriptor * microsecond: getset_descriptor * tzinfo: getset_descriptor * fold: getset_descriptor * min: datetime * max: datetime * resolution: timedelta Module: nautilus_trader.execution.trailing Class: TrailingStopCalculator Inherits from: object Module: nautilus_trader.indicators.amat Class: ArcherMovingAveragesTrends Inherits from: Indicator Class Variables: * fast_period: getset_descriptor * slow_period: getset_descriptor * signal_period: getset_descriptor * long_run: getset_descriptor * short_run: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.aroon Class: AroonOscillator Inherits from: Indicator Class Variables: * period: getset_descriptor * aroon_up: getset_descriptor * aroon_down: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.atr Class: AverageTrueRange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.average.ama Class: AdaptiveMovingAverage Inherits from: MovingAverage Class Variables: * period_er: getset_descriptor * period_alpha_fast: getset_descriptor * period_alpha_slow: getset_descriptor * alpha_fast: getset_descriptor * alpha_slow: getset_descriptor * alpha_diff: getset_descriptor Module: nautilus_trader.indicators.average.dema Class: DoubleExponentialMovingAverage Inherits from: MovingAverage Module: nautilus_trader.indicators.average.ema Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Module: nautilus_trader.indicators.average.hma Class: HullMovingAverage Inherits from: MovingAverage Module: nautilus_trader.indicators.average.ma_factory Class: DoubleExponentialMovingAverage Inherits from: MovingAverage Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: HullMovingAverage Inherits from: MovingAverage Class: MovingAverage Inherits from: Indicator Class Variables: * period: getset_descriptor * price_type: getset_descriptor * count: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: SimpleMovingAverage Inherits from: MovingAverage Class: VariableIndexDynamicAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor * cmo_pct: getset_descriptor Class: WeightedMovingAverage Inherits from: MovingAverage Class Variables: * weights: getset_descriptor Class: WilderMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Module: nautilus_trader.indicators.average.moving_average Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: MovingAverage Inherits from: Indicator Class Variables: * period: getset_descriptor * price_type: getset_descriptor * count: getset_descriptor * value: getset_descriptor Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.average.rma Class: WilderMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Module: nautilus_trader.indicators.average.sma Class: SimpleMovingAverage Inherits from: MovingAverage Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.average.vidya Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: VariableIndexDynamicAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor * cmo_pct: getset_descriptor Module: nautilus_trader.indicators.average.wma Class: WeightedMovingAverage Inherits from: MovingAverage Class Variables: * weights: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.base.indicator Class: Indicator Inherits from: object Class Variables: * name: getset_descriptor * has_inputs: getset_descriptor * initialized: getset_descriptor Module: nautilus_trader.indicators.bias Class: Bias Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.bollinger_bands Class: BollingerBands Inherits from: Indicator Class Variables: * period: getset_descriptor * k: getset_descriptor * upper: getset_descriptor * middle: getset_descriptor * lower: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.cci Class: CommodityChannelIndex Inherits from: Indicator Class Variables: * period: getset_descriptor * scalar: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.cmo Class: ChandeMomentumOscillator Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.dm Class: DirectionalMovement Inherits from: Indicator Class Variables: * period: getset_descriptor * pos: getset_descriptor * neg: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.donchian_channel Class: DonchianChannel Inherits from: Indicator Class Variables: * period: getset_descriptor * upper: getset_descriptor * middle: getset_descriptor * lower: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.efficiency_ratio Class: EfficiencyRatio Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.fuzzy_candlesticks Class: FuzzyCandle Inherits from: object Class Variables: * direction: getset_descriptor * size: getset_descriptor * body_size: getset_descriptor * upper_wick_size: getset_descriptor * lower_wick_size: getset_descriptor Class: FuzzyCandlesticks Inherits from: Indicator Class Variables: * period: getset_descriptor * vector: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.fuzzy_enum Class: CandleBodySize Inherits from: IntFlag Class Variables: * NONE: CandleBodySize * SMALL: CandleBodySize * MEDIUM: CandleBodySize * LARGE: CandleBodySize * TREND: CandleBodySize Class: CandleDirection Inherits from: IntFlag Class Variables: * BULL: CandleDirection * NONE: CandleDirection * BEAR: CandleDirection Class: CandleSize Inherits from: IntFlag Class Variables: * NONE: CandleSize * VERY_SMALL: CandleSize * SMALL: CandleSize * MEDIUM: CandleSize * LARGE: CandleSize * VERY_LARGE: CandleSize * EXTREMELY_LARGE: CandleSize Class: CandleWickSize Inherits from: IntFlag Class Variables: * NONE: CandleWickSize * SMALL: CandleWickSize * MEDIUM: CandleWickSize * LARGE: CandleWickSize Module: nautilus_trader.indicators.fuzzy_enums.candle_body Class: CandleBodySize Inherits from: IntFlag Class Variables: * NONE: CandleBodySize * SMALL: CandleBodySize * MEDIUM: CandleBodySize * LARGE: CandleBodySize * TREND: CandleBodySize Module: nautilus_trader.indicators.fuzzy_enums.candle_direction Class: CandleDirection Inherits from: IntFlag Class Variables: * BULL: CandleDirection * NONE: CandleDirection * BEAR: CandleDirection Module: nautilus_trader.indicators.fuzzy_enums.candle_size Class: CandleSize Inherits from: IntFlag Class Variables: * NONE: CandleSize * VERY_SMALL: CandleSize * SMALL: CandleSize * MEDIUM: CandleSize * LARGE: CandleSize * VERY_LARGE: CandleSize * EXTREMELY_LARGE: CandleSize Module: nautilus_trader.indicators.fuzzy_enums.candle_wick Class: CandleWickSize Inherits from: IntFlag Class Variables: * NONE: CandleWickSize * SMALL: CandleWickSize * MEDIUM: CandleWickSize * LARGE: CandleWickSize Module: nautilus_trader.indicators.keltner_channel Class: KeltnerChannel Inherits from: Indicator Class Variables: * period: getset_descriptor * k_multiplier: getset_descriptor * upper: getset_descriptor * middle: getset_descriptor * lower: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.keltner_position Class: KeltnerPosition Inherits from: Indicator Class Variables: * period: getset_descriptor * k_multiplier: getset_descriptor * value: getset_descriptor Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.kvo Class: KlingerVolumeOscillator Inherits from: Indicator Class Variables: * fast_period: getset_descriptor * slow_period: getset_descriptor * signal_period: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.linear_regression Class: LinearRegression Inherits from: Indicator Class Variables: * period: getset_descriptor * slope: getset_descriptor * intercept: getset_descriptor * degree: getset_descriptor * cfo: getset_descriptor * R2: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.macd Class: MovingAverageConvergenceDivergence Inherits from: Indicator Class Variables: * price_type: getset_descriptor * fast_period: getset_descriptor * slow_period: getset_descriptor * value: getset_descriptor Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Module: nautilus_trader.indicators.obv Class: OnBalanceVolume Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.pressure Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: Pressure Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor * value_cumulative: getset_descriptor Module: nautilus_trader.indicators.psl Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: PsychologicalLine Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Module: nautilus_trader.indicators.roc Class: RateOfChange Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.rsi Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: RelativeStrengthIndex Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Module: nautilus_trader.indicators.rvi Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: RelativeVolatilityIndex Inherits from: Indicator Class Variables: * period: getset_descriptor * scalar: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.spread_analyzer Class: SpreadAnalyzer Inherits from: Indicator Class Variables: * instrument_id: getset_descriptor * capacity: getset_descriptor * current: getset_descriptor * average: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.stochastics Class: Stochastics Inherits from: Indicator Class Variables: * period_k: getset_descriptor * period_d: getset_descriptor * value_k: getset_descriptor * value_d: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.swings Class: Swings Inherits from: Indicator Class Variables: * period: getset_descriptor * direction: getset_descriptor * changed: getset_descriptor * high_datetime: getset_descriptor * low_datetime: getset_descriptor * high_price: getset_descriptor * low_price: getset_descriptor * length: getset_descriptor * duration: getset_descriptor * since_high: getset_descriptor * since_low: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.vhf Class: MovingAverageFactory Inherits from: object Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: VerticalHorizontalFilter Inherits from: Indicator Class Variables: * period: getset_descriptor * value: getset_descriptor Class: deque Inherits from: object Class Variables: * maxlen: getset_descriptor Module: nautilus_trader.indicators.volatility_ratio Class: MovingAverageType Inherits from: Enum Class Variables: * SIMPLE: MovingAverageType * EXPONENTIAL: MovingAverageType * WEIGHTED: MovingAverageType * HULL: MovingAverageType * ADAPTIVE: MovingAverageType * WILDER: MovingAverageType * DOUBLE_EXPONENTIAL: MovingAverageType * VARIABLE_INDEX_DYNAMIC: MovingAverageType Class: VolatilityRatio Inherits from: Indicator Class Variables: * fast_period: getset_descriptor * slow_period: getset_descriptor * value: getset_descriptor Module: nautilus_trader.indicators.vwap Class: VolumeWeightedAveragePrice Inherits from: Indicator Class Variables: * value: getset_descriptor Module: nautilus_trader.live.__main__ Class: TradingNode Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * add_exec_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveExecClientFactory]) -> None * build(self) -> None * dispose(self) -> None * get_event_loop(self) -> asyncio.events.AbstractEventLoop | None * get_logger(self) -> nautilus_trader.common.component.Logger * is_built(self) -> bool * is_running(self) -> bool * publish_bus_message(self, bus_msg: nautilus_trader.core.nautilus_pyo3.common.BusMessage) -> None * run(self, raise_exception: bool = False) -> None * run_async(self) -> None * stop(self) -> None * stop_async(self) -> None Properties: * cache * instance_id * machine_id * portfolio * trader * trader_id Class Variables: * trader_id: property * machine_id: property * instance_id: property * trader: property * cache: property * portfolio: property Class: TradingNodeConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * data_clients: member_descriptor * exec_clients: member_descriptor Module: nautilus_trader.live.config Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ControllerConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: ControllerFactory Inherits from: object Methods: * create(config: 'ImportableControllerConfig', trader) Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ImportableControllerConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * controller_path: member_descriptor Class: InstrumentProviderConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_callable: member_descriptor * filters: member_descriptor * load_all: member_descriptor * load_ids: member_descriptor * log_warnings: member_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataEngineConfig Inherits from: DataEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecEngineConfig Inherits from: ExecEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_position_reports: member_descriptor * filter_unclaimed_external_orders: member_descriptor * generate_missing_orders: member_descriptor * graceful_shutdown_on_exception: member_descriptor * inflight_check_interval_ms: member_descriptor * inflight_check_retries: member_descriptor * inflight_check_threshold_ms: member_descriptor * open_check_interval_secs: member_descriptor * open_check_open_only: member_descriptor * own_books_audit_interval_secs: member_descriptor * purge_account_events_interval_mins: member_descriptor * purge_account_events_lookback_mins: member_descriptor * purge_closed_orders_buffer_mins: member_descriptor * purge_closed_orders_interval_mins: member_descriptor * purge_closed_positions_buffer_mins: member_descriptor * purge_closed_positions_interval_mins: member_descriptor * purge_from_database: member_descriptor * qsize: member_descriptor * reconciliation: member_descriptor * reconciliation_lookback_mins: member_descriptor Class: LiveRiskEngineConfig Inherits from: RiskEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: NautilusKernelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actors: member_descriptor * cache: member_descriptor * catalogs: member_descriptor * controller: member_descriptor * data_engine: member_descriptor * emulator: member_descriptor * environment: member_descriptor * exec_algorithms: member_descriptor * exec_engine: member_descriptor * instance_id: member_descriptor * load_state: member_descriptor * logging: member_descriptor * loop_debug: member_descriptor * message_bus: member_descriptor * portfolio: member_descriptor * risk_engine: member_descriptor * save_state: member_descriptor * strategies: member_descriptor * streaming: member_descriptor * timeout_connection: member_descriptor * timeout_disconnection: member_descriptor * timeout_portfolio: member_descriptor * timeout_post_stop: member_descriptor * timeout_reconciliation: member_descriptor * timeout_shutdown: member_descriptor * trader_id: member_descriptor Class: PyCondition Inherits from: object Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: RoutingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * default: member_descriptor * venues: member_descriptor Class: TraderId Inherits from: Identifier Class: TradingNodeConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * data_clients: member_descriptor * exec_clients: member_descriptor Module: nautilus_trader.live.data_client Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Callable Inherits from: object Class: ClientId Inherits from: Identifier Class: Coroutine Inherits from: Awaitable Methods: * close(self) * send(self, value) * throw(self, typ, val=None, tb=None) Class: DataClient Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * venue: getset_descriptor * is_connected: getset_descriptor Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClient Inherits from: DataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None Class: LiveMarketDataClient Inherits from: MarketDataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task | None * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_order_book_snapshot(self, request: nautilus_trader.data.messages.RequestOrderBookSnapshot) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * subscribe_bars(self, command: nautilus_trader.data.messages.SubscribeBars) -> None * subscribe_index_prices(self, command: nautilus_trader.data.messages.SubscribeIndexPrices) -> None * subscribe_instrument(self, command: nautilus_trader.data.messages.SubscribeInstrument) -> None * subscribe_instrument_close(self, command: nautilus_trader.data.messages.SubscribeInstrumentClose) -> None * subscribe_instrument_status(self, command: nautilus_trader.data.messages.SubscribeInstrumentStatus) -> None * subscribe_instruments(self, command: nautilus_trader.data.messages.SubscribeInstruments) -> None * subscribe_mark_prices(self, command: nautilus_trader.data.messages.SubscribeMarkPrices) -> None * subscribe_order_book_deltas(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.SubscribeOrderBook) -> None * subscribe_quote_ticks(self, command: nautilus_trader.data.messages.SubscribeQuoteTicks) -> None * subscribe_trade_ticks(self, command: nautilus_trader.data.messages.SubscribeTradeTicks) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None * unsubscribe_bars(self, command: nautilus_trader.data.messages.UnsubscribeBars) -> None * unsubscribe_index_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_instrument(self, command: nautilus_trader.data.messages.UnsubscribeInstrument) -> None * unsubscribe_instrument_close(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentClose) -> None * unsubscribe_instrument_status(self, command: nautilus_trader.data.messages.UnsubscribeInstrumentStatus) -> None * unsubscribe_instruments(self, command: nautilus_trader.data.messages.UnsubscribeInstruments) -> None * unsubscribe_mark_prices(self, command: nautilus_trader.data.messages.UnsubscribeMarkPrices) -> None * unsubscribe_order_book_deltas(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_order_book_snapshots(self, command: nautilus_trader.data.messages.UnsubscribeOrderBook) -> None * unsubscribe_quote_ticks(self, command: nautilus_trader.data.messages.UnsubscribeQuoteTicks) -> None * unsubscribe_trade_ticks(self, command: nautilus_trader.data.messages.UnsubscribeTradeTicks) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MarketDataClient Inherits from: DataClient Methods: * fully_qualified_name() -> 'str' Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: PyCondition Inherits from: object Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestOrderBookSnapshot Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: SubscribeBars Inherits from: SubscribeData Class Variables: * bar_type: getset_descriptor * await_partial: getset_descriptor Class: SubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: SubscribeIndexPrices Inherits from: SubscribeData Class: SubscribeInstrument Inherits from: SubscribeData Class: SubscribeInstrumentClose Inherits from: SubscribeData Class: SubscribeInstrumentStatus Inherits from: SubscribeData Class: SubscribeInstruments Inherits from: SubscribeData Class: SubscribeMarkPrices Inherits from: SubscribeData Class: SubscribeOrderBook Inherits from: SubscribeData Class Variables: * book_type: getset_descriptor * depth: getset_descriptor * managed: getset_descriptor * interval_ms: getset_descriptor * only_deltas: getset_descriptor Class: SubscribeQuoteTicks Inherits from: SubscribeData Class: SubscribeTradeTicks Inherits from: SubscribeData Class: Task Inherits from: Future Class: UnsubscribeBars Inherits from: UnsubscribeData Class Variables: * bar_type: getset_descriptor Class: UnsubscribeData Inherits from: DataCommand Class Variables: * instrument_id: getset_descriptor Class: UnsubscribeInstrument Inherits from: UnsubscribeData Class: UnsubscribeInstrumentClose Inherits from: UnsubscribeData Class: UnsubscribeInstrumentStatus Inherits from: UnsubscribeData Class: UnsubscribeInstruments Inherits from: UnsubscribeData Class: UnsubscribeMarkPrices Inherits from: UnsubscribeData Class: UnsubscribeOrderBook Inherits from: UnsubscribeData Class Variables: * only_deltas: getset_descriptor Class: UnsubscribeQuoteTicks Inherits from: UnsubscribeData Class: UnsubscribeTradeTicks Inherits from: UnsubscribeData Class: Venue Inherits from: Identifier Module: nautilus_trader.live.data_engine Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DataCommand Inherits from: Command Class Variables: * client_id: getset_descriptor * venue: getset_descriptor * data_type: getset_descriptor * params: getset_descriptor Class: DataEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_clients: getset_descriptor * default_client: getset_descriptor * routing_map: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * request_count: getset_descriptor * response_count: getset_descriptor * data_count: getset_descriptor Class: DataResponse Inherits from: Response Class Variables: * client_id: getset_descriptor * venue: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor * params: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataEngine Inherits from: DataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command: nautilus_trader.data.messages.DataCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data: nautilus_trader.core.data.Data) -> None * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: LiveDataEngineConfig Inherits from: DataEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PyCondition Inherits from: object Class: Queue Inherits from: _LoopBoundMixin Methods: * empty(self) * full(self) * get(self) * get_nowait(self) * join(self) * put(self, item) * put_nowait(self, item) * qsize(self) * task_done(self) Properties: * maxsize Class Variables: * maxsize: property Class: RequestData Inherits from: Request Class Variables: * data_type: getset_descriptor * instrument_id: getset_descriptor * start: getset_descriptor * end: getset_descriptor * limit: getset_descriptor * client_id: getset_descriptor * venue: getset_descriptor * params: getset_descriptor Class: ThrottledEnqueuer Inherits from: Generic Methods: * cancel_pending_tasks(self) -> None * enqueue(self, msg: ~T) -> None Properties: * capacity * qname * size Class Variables: * qname: property * size: property * capacity: property Module: nautilus_trader.live.enqueue Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Generic Inherits from: object Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: ThrottledEnqueuer Inherits from: Generic Methods: * cancel_pending_tasks(self) -> None * enqueue(self, msg: ~T) -> None Properties: * capacity * qname * size Class Variables: * qname: property * size: property * capacity: property Class: TypeVar Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Class: WeakSet Inherits from: object Methods: * add(self, item) * clear(self) * copy(self) * difference(self, other) * difference_update(self, other) * discard(self, item) * intersection(self, other) * intersection_update(self, other) * isdisjoint(self, other) * issubset(self, other) * issuperset(self, other) * pop(self) * remove(self, item) * symmetric_difference(self, other) * symmetric_difference_update(self, other) * union(self, other) * update(self, other) Module: nautilus_trader.live.execution_client Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: BatchCancelOrders Inherits from: TradingCommand Class Variables: * cancels: getset_descriptor Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Callable Inherits from: object Class: CancelAllOrders Inherits from: TradingCommand Class Variables: * order_side: getset_descriptor Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: ClientId Inherits from: Identifier Class: Coroutine Inherits from: Awaitable Methods: * close(self) * send(self, value) * throw(self, typ, val=None, tb=None) Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: ExecutionClient Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * oms_type: getset_descriptor * venue: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * is_connected: getset_descriptor Class: ExecutionMassStatus Inherits from: Document Methods: * add_fill_reports(self, reports: 'list[FillReport]') -> 'None' * add_order_reports(self, reports: 'list[OrderStatusReport]') -> 'None' * add_position_reports(self, reports: 'list[PositionStatusReport]') -> 'None' Properties: * fill_reports * order_reports * position_reports Class Variables: * order_reports: property * fill_reports: property * position_reports: property Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: InstrumentProvider Inherits from: object Methods: * add(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_bulk(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * currencies(self) -> dict[str, nautilus_trader.model.objects.Currency] * currency(self, code: str) -> nautilus_trader.model.objects.Currency | None * find(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * get_all(self) -> dict[nautilus_trader.model.identifiers.InstrumentId, nautilus_trader.model.instruments.base.Instrument] * initialize(self, reload: bool = False) -> None * list_all(self) -> list[nautilus_trader.model.instruments.base.Instrument] * load(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_all(self, filters: dict | None = None) -> None * load_all_async(self, filters: dict | None = None) -> None * load_async(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId, filters: dict | None = None) -> None * load_ids(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None * load_ids_async(self, instrument_ids: list[nautilus_trader.model.identifiers.InstrumentId], filters: dict | None = None) -> None Properties: * count Class Variables: * count: property Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: PyCondition Inherits from: object Class: QueryOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: SubmitOrderList Inherits from: TradingCommand Class Variables: * order_list: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor * has_emulated_order: getset_descriptor Class: Task Inherits from: Future Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: Identifier Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.live.execution_engine Class: Any Inherits from: object Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: Counter Inherits from: dict Methods: * copy(self) * elements(self) * fromkeys(iterable, v=None) * most_common(self, n=None) * subtract(self, iterable=None, /, **kwds) * total(self) * update(self, iterable=None, /, **kwds) Class Variables: * fromkeys: classmethod Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: ExecutionEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * reconciliation: getset_descriptor * registered_clients: getset_descriptor * default_client: getset_descriptor * snapshot_positions_timer_name: getset_descriptor * debug: getset_descriptor * manage_own_order_books: getset_descriptor * snapshot_orders: getset_descriptor * snapshot_positions: getset_descriptor * snapshot_positions_interval_secs: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor * report_count: getset_descriptor Class: ExecutionMassStatus Inherits from: Document Methods: * add_fill_reports(self, reports: 'list[FillReport]') -> 'None' * add_order_reports(self, reports: 'list[OrderStatusReport]') -> 'None' * add_position_reports(self, reports: 'list[PositionStatusReport]') -> 'None' Properties: * fill_reports * order_reports * position_reports Class Variables: * order_reports: property * fill_reports: property * position_reports: property Class: ExecutionReport Inherits from: Document Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InvalidStateTrigger Inherits from: Exception Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveExecEngineConfig Inherits from: ExecEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_position_reports: member_descriptor * filter_unclaimed_external_orders: member_descriptor * generate_missing_orders: member_descriptor * graceful_shutdown_on_exception: member_descriptor * inflight_check_interval_ms: member_descriptor * inflight_check_retries: member_descriptor * inflight_check_threshold_ms: member_descriptor * open_check_interval_secs: member_descriptor * open_check_open_only: member_descriptor * own_books_audit_interval_secs: member_descriptor * purge_account_events_interval_mins: member_descriptor * purge_account_events_lookback_mins: member_descriptor * purge_closed_orders_buffer_mins: member_descriptor * purge_closed_orders_interval_mins: member_descriptor * purge_closed_positions_buffer_mins: member_descriptor * purge_closed_positions_interval_mins: member_descriptor * purge_from_database: member_descriptor * qsize: member_descriptor * reconciliation: member_descriptor * reconciliation_lookback_mins: member_descriptor Class: LiveExecutionEngine Inherits from: ExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command: nautilus_trader.execution.messages.TradingCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.model.events.order.OrderEvent) -> None * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class Variables: * reconciliation: property Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEvent Inherits from: Event Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: OrderUnpacker Inherits from: object Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QueryOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: Queue Inherits from: _LoopBoundMixin Methods: * empty(self) * full(self) * get(self) * get_nowait(self) * join(self) * put(self, item) * put_nowait(self, item) * qsize(self) * task_done(self) Properties: * maxsize Class Variables: * maxsize: property Class: StrategyId Inherits from: Identifier Class: ThrottledEnqueuer Inherits from: Generic Methods: * cancel_pending_tasks(self) -> None * enqueue(self, msg: ~T) -> None Properties: * capacity * qname * size Class Variables: * qname: property * size: property * capacity: property Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: Identifier Class: TradingCommand Inherits from: Command Class Variables: * client_id: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * params: getset_descriptor Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.live.factories Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClient Inherits from: DataClient Methods: * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * request(self, request: nautilus_trader.data.messages.RequestData) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * subscribe(self, command: nautilus_trader.data.messages.SubscribeData) -> None * unsubscribe(self, command: nautilus_trader.data.messages.UnsubscribeData) -> None Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Module: nautilus_trader.live.node Class: CacheFacade Inherits from: object Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: NautilusKernel Inherits from: object Methods: * cancel_all_tasks(self) -> None * dispose(self) -> None * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * is_running(self) -> bool * start(self) -> None * start_async(self) -> None * stop(self) -> None * stop_async(self) -> None Properties: * cache * catalogs * clock * data_engine * emulator * environment * exec_engine * executor * instance_id * load_state * logger * loop * loop_sig_callback * machine_id * msgbus * msgbus_database * msgbus_serializer * name * portfolio * risk_engine * save_state * trader * trader_id * ts_created * ts_shutdown * ts_started * writer Class Variables: * environment: property * loop: property * loop_sig_callback: property * executor: property * name: property * trader_id: property * machine_id: property * instance_id: property * ts_created: property * ts_started: property * ts_shutdown: property * load_state: property * save_state: property * clock: property * logger: property * msgbus: property * msgbus_serializer: property * msgbus_database: property * cache: property * portfolio: property * data_engine: property * risk_engine: property * exec_engine: property * emulator: property * trader: property * writer: property * catalogs: property Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: PyCondition Inherits from: object Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Class: TraderId Inherits from: Identifier Class: TradingNode Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * add_exec_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveExecClientFactory]) -> None * build(self) -> None * dispose(self) -> None * get_event_loop(self) -> asyncio.events.AbstractEventLoop | None * get_logger(self) -> nautilus_trader.common.component.Logger * is_built(self) -> bool * is_running(self) -> bool * publish_bus_message(self, bus_msg: nautilus_trader.core.nautilus_pyo3.common.BusMessage) -> None * run(self, raise_exception: bool = False) -> None * run_async(self) -> None * stop(self) -> None * stop_async(self) -> None Properties: * cache * instance_id * machine_id * portfolio * trader * trader_id Class Variables: * trader_id: property * machine_id: property * instance_id: property * trader: property * cache: property * portfolio: property Class: TradingNodeBuilder Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * add_exec_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveExecClientFactory]) -> None * build_data_clients(self, config: dict[str, nautilus_trader.live.config.LiveDataClientConfig]) -> None * build_exec_clients(self, config: dict[str, nautilus_trader.live.config.LiveExecClientConfig]) -> None Class: TradingNodeConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * data_clients: member_descriptor * exec_clients: member_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.live.node_builder Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ImportableConfig Inherits from: NautilusConfig Methods: * create(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * is_importable(data: 'dict') -> 'bool' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * factory: member_descriptor * path: member_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * handle_revised_bars: member_descriptor * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveDataClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveDataClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.data_client.LiveDataClient Class: LiveDataEngine Inherits from: DataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command: nautilus_trader.data.messages.DataCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data: nautilus_trader.core.data.Data) -> None * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: LiveExecClientConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_provider: member_descriptor * routing: member_descriptor Class: LiveExecClientFactory Inherits from: object Methods: * create(loop: asyncio.events.AbstractEventLoop, name: str, config: nautilus_trader.live.config.LiveExecClientConfig, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.cache.Cache, clock: nautilus_trader.common.component.LiveClock) -> nautilus_trader.live.execution_client.LiveExecutionClient Class: LiveExecutionEngine Inherits from: ExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command: nautilus_trader.execution.messages.TradingCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.model.events.order.OrderEvent) -> None * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class Variables: * reconciliation: property Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Portfolio Inherits from: PortfolioFacade Class: PyCondition Inherits from: object Class: TradingNodeBuilder Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * add_exec_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveExecClientFactory]) -> None * build_data_clients(self, config: dict[str, nautilus_trader.live.config.LiveDataClientConfig]) -> None * build_exec_clients(self, config: dict[str, nautilus_trader.live.config.LiveExecClientConfig]) -> None Class: Venue Inherits from: Identifier Module: nautilus_trader.live.retry Class: Awaitable Inherits from: object Class: Callable Inherits from: object Class: Generic Inherits from: object Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: RetryManager Inherits from: Generic Methods: * cancel(self) -> None * clear(self) -> None * run(self, name: str, details: list[object] | None, func: collections.abc.Callable[..., collections.abc.Awaitable[~T]], *args, **kwargs) -> Optional[~T] Class: RetryManagerPool Inherits from: Generic Methods: * acquire(self) -> nautilus_trader.live.retry.RetryManager * release(self, retry_manager: nautilus_trader.live.retry.RetryManager) -> None * shutdown(self) -> None Class: TypeVar Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Module: nautilus_trader.live.risk_engine Class: CacheFacade Inherits from: object Class: Command Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveRiskEngine Inherits from: RiskEngine Methods: * cmd_qsize(self) -> int * evt_qsize(self) -> int * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.core.message.Event) -> None Class: LiveRiskEngineConfig Inherits from: RiskEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: PyCondition Inherits from: object Class: Queue Inherits from: _LoopBoundMixin Methods: * empty(self) * full(self) * get(self) * get_nowait(self) * join(self) * put(self, item) * put_nowait(self, item) * qsize(self) * task_done(self) Properties: * maxsize Class Variables: * maxsize: property Class: RiskEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * trading_state: getset_descriptor * is_bypassed: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: ThrottledEnqueuer Inherits from: Generic Methods: * cancel_pending_tasks(self) -> None * enqueue(self, msg: ~T) -> None Properties: * capacity * qname * size Class Variables: * qname: property * size: property * capacity: property Module: nautilus_trader.model Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookLevel Inherits from: object Class Variables: * side: getset_descriptor * price: getset_descriptor Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: ComponentId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: ExecAlgorithmId Inherits from: Identifier Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderListId Inherits from: Identifier Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: StrategyId Inherits from: Identifier Class: Symbol Inherits from: Identifier Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TraderId Inherits from: Identifier Class: Venue Inherits from: Identifier Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.model.book Class: BookLevel Inherits from: object Class Variables: * side: getset_descriptor * price: getset_descriptor Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: itemgetter Inherits from: object Module: nautilus_trader.model.currencies Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Module: nautilus_trader.model.custom Class: Any Inherits from: object Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Module: nautilus_trader.model.data Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: IndexPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.model.enums Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: AggregationSource Inherits from: IntFlag Class Variables: * EXTERNAL: AggregationSource * INTERNAL: AggregationSource Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: AssetClass Inherits from: IntFlag Class Variables: * FX: AssetClass * EQUITY: AssetClass * COMMODITY: AssetClass * DEBT: AssetClass * INDEX: AssetClass * CRYPTOCURRENCY: AssetClass * ALTERNATIVE: AssetClass Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: CurrencyType Inherits from: IntFlag Class Variables: * CRYPTO: CurrencyType * FIAT: CurrencyType * COMMODITY_BACKED: CurrencyType Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: InstrumentClass Inherits from: IntFlag Class Variables: * SPOT: InstrumentClass * SWAP: InstrumentClass * FUTURE: InstrumentClass * FUTURES_SPREAD: InstrumentClass * FORWARD: InstrumentClass * CFD: InstrumentClass * BOND: InstrumentClass * OPTION: InstrumentClass * OPTION_SPREAD: InstrumentClass * WARRANT: InstrumentClass * SPORTS_BETTING: InstrumentClass * BINARY_OPTION: InstrumentClass Class: InstrumentCloseType Inherits from: IntFlag Class Variables: * END_OF_SESSION: InstrumentCloseType * CONTRACT_EXPIRED: InstrumentCloseType Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: MarketStatus Inherits from: IntFlag Class Variables: * OPEN: MarketStatus * CLOSED: MarketStatus * PAUSED: MarketStatus * SUSPENDED: MarketStatus * NOT_AVAILABLE: MarketStatus Class: MarketStatusAction Inherits from: IntFlag Class Variables: * NONE: MarketStatusAction * PRE_OPEN: MarketStatusAction * PRE_CROSS: MarketStatusAction * QUOTING: MarketStatusAction * CROSS: MarketStatusAction * ROTATION: MarketStatusAction * NEW_PRICE_INDICATION: MarketStatusAction * TRADING: MarketStatusAction * HALT: MarketStatusAction * PAUSE: MarketStatusAction * SUSPEND: MarketStatusAction * PRE_CLOSE: MarketStatusAction * CLOSE: MarketStatusAction * POST_CLOSE: MarketStatusAction * SHORT_SELL_RESTRICTION_CHANGE: MarketStatusAction * NOT_AVAILABLE_FOR_TRADING: MarketStatusAction Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: OptionKind Inherits from: IntFlag Class Variables: * CALL: OptionKind * PUT: OptionKind Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderStatus Inherits from: IntFlag Class Variables: * INITIALIZED: OrderStatus * DENIED: OrderStatus * EMULATED: OrderStatus * RELEASED: OrderStatus * SUBMITTED: OrderStatus * ACCEPTED: OrderStatus * REJECTED: OrderStatus * CANCELED: OrderStatus * EXPIRED: OrderStatus * TRIGGERED: OrderStatus * PENDING_UPDATE: OrderStatus * PENDING_CANCEL: OrderStatus * PARTIALLY_FILLED: OrderStatus * FILLED: OrderStatus Class: OrderType Inherits from: IntFlag Class Variables: * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: PositionSide Inherits from: IntFlag Class Variables: * NO_POSITION_SIDE: PositionSide * FLAT: PositionSide * LONG: PositionSide * SHORT: PositionSide Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: RecordFlag Inherits from: IntFlag Class Variables: * F_LAST: RecordFlag * F_TOB: RecordFlag * F_SNAPSHOT: RecordFlag * F_MBP: RecordFlag * RESERVED_2: RecordFlag * RESERVED_1: RecordFlag Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradingState Inherits from: IntFlag Class Variables: * ACTIVE: TradingState * HALTED: TradingState * REDUCING: TradingState Class: TrailingOffsetType Inherits from: IntFlag Class Variables: * NO_TRAILING_OFFSET: TrailingOffsetType * PRICE: TrailingOffsetType * BASIS_POINTS: TrailingOffsetType * TICKS: TrailingOffsetType * PRICE_TIER: TrailingOffsetType Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Module: nautilus_trader.model.events Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCancelRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderDenied Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEmulated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEvent Inherits from: Event Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: OrderModifyRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingCancel Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingUpdate Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderReleased Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * released_price: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSubmitted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor * unrealized_pnl: getset_descriptor * ts_opened: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor Class: PositionOpened Inherits from: PositionEvent Module: nautilus_trader.model.events.account Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Module: nautilus_trader.model.events.order Class: Any Inherits from: object Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCancelRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderDenied Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEmulated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEvent Inherits from: Event Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: OrderModifyRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingCancel Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingUpdate Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderReleased Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * released_price: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSubmitted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Module: nautilus_trader.model.events.position Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor * unrealized_pnl: getset_descriptor * ts_opened: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor Class: PositionOpened Inherits from: PositionEvent Module: nautilus_trader.model.greeks Class: GreeksCalculator Inherits from: object Class: GreeksData Inherits from: Data Methods: * fields_init(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId = InstrumentId('ES.GLBX'), is_call: bool = True, strike: float = 0.0, expiry: int = 0, expiry_in_years: float = 0.0, multiplier: float = 0.0, quantity: float = 0.0, underlying_price: float = 0.0, interest_rate: float = 0.0, cost_of_carry: float = 0.0, vol: float = 0.0, pnl: float = 0.0, price: float = 0.0, delta: float = 0.0, gamma: float = 0.0, vega: float = 0.0, theta: float = 0.0, itm_prob: float = 0.0) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.GreeksData * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.GreeksData * from_delta(instrument_id: nautilus_trader.model.identifiers.InstrumentId, delta: float, multiplier: float, ts_event: int = 0) * from_dict(data: dict[str, typing.Any]) -> nautilus_trader.model.greeks_data.GreeksData * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self) -> dict[str, typing.Any] Properties: * ts_event * ts_init Class Variables: * instrument_id: InstrumentId * is_call: bool * strike: float * expiry: int * expiry_in_years: float * multiplier: float * quantity: float * underlying_price: float * interest_rate: float * cost_of_carry: float * vol: float * pnl: float * price: float * delta: float * gamma: float * vega: float * theta: float * itm_prob: float * from_delta: classmethod * ts_event: property * ts_init: property * from_dict: classmethod * from_bytes: classmethod * from_arrow: classmethod Class: InstrumentClass Inherits from: IntFlag Class Variables: * SPOT: InstrumentClass * SWAP: InstrumentClass * FUTURE: InstrumentClass * FUTURES_SPREAD: InstrumentClass * FORWARD: InstrumentClass * CFD: InstrumentClass * BOND: InstrumentClass * OPTION: InstrumentClass * OPTION_SPREAD: InstrumentClass * WARRANT: InstrumentClass * SPORTS_BETTING: InstrumentClass * BINARY_OPTION: InstrumentClass Class: PortfolioGreeks Inherits from: Data Methods: * fields_init(self, pnl: float = 0.0, price: float = 0.0, delta: float = 0.0, gamma: float = 0.0, vega: float = 0.0, theta: float = 0.0) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.PortfolioGreeks * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.PortfolioGreeks * from_dict(data: dict[str, typing.Any]) -> nautilus_trader.model.greeks_data.PortfolioGreeks * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self) -> dict[str, typing.Any] Properties: * ts_event * ts_init Class Variables: * pnl: float * price: float * delta: float * gamma: float * vega: float * theta: float * ts_event: property * ts_init: property * from_dict: classmethod * from_bytes: classmethod * from_arrow: classmethod Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Module: nautilus_trader.model.greeks_data Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: GreeksData Inherits from: Data Methods: * fields_init(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId = InstrumentId('ES.GLBX'), is_call: bool = True, strike: float = 0.0, expiry: int = 0, expiry_in_years: float = 0.0, multiplier: float = 0.0, quantity: float = 0.0, underlying_price: float = 0.0, interest_rate: float = 0.0, cost_of_carry: float = 0.0, vol: float = 0.0, pnl: float = 0.0, price: float = 0.0, delta: float = 0.0, gamma: float = 0.0, vega: float = 0.0, theta: float = 0.0, itm_prob: float = 0.0) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.GreeksData * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.GreeksData * from_delta(instrument_id: nautilus_trader.model.identifiers.InstrumentId, delta: float, multiplier: float, ts_event: int = 0) * from_dict(data: dict[str, typing.Any]) -> nautilus_trader.model.greeks_data.GreeksData * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self) -> dict[str, typing.Any] Properties: * ts_event * ts_init Class Variables: * instrument_id: InstrumentId * is_call: bool * strike: float * expiry: int * expiry_in_years: float * multiplier: float * quantity: float * underlying_price: float * interest_rate: float * cost_of_carry: float * vol: float * pnl: float * price: float * delta: float * gamma: float * vega: float * theta: float * itm_prob: float * from_delta: classmethod * ts_event: property * ts_init: property * from_dict: classmethod * from_bytes: classmethod * from_arrow: classmethod Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: PortfolioGreeks Inherits from: Data Methods: * fields_init(self, pnl: float = 0.0, price: float = 0.0, delta: float = 0.0, gamma: float = 0.0, vega: float = 0.0, theta: float = 0.0) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.PortfolioGreeks * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.PortfolioGreeks * from_dict(data: dict[str, typing.Any]) -> nautilus_trader.model.greeks_data.PortfolioGreeks * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self) -> dict[str, typing.Any] Properties: * ts_event * ts_init Class Variables: * pnl: float * price: float * delta: float * gamma: float * vega: float * theta: float * ts_event: property * ts_init: property * from_dict: classmethod * from_bytes: classmethod * from_arrow: classmethod Class: YieldCurveData Inherits from: Data Methods: * fields_init(self, curve_name: str = 'USD', tenors: numpy.ndarray = , interest_rates: numpy.ndarray = ) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.YieldCurveData * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.YieldCurveData * from_dict(data) * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self, to_arrow=False) Properties: * ts_event * ts_init Class Variables: * curve_name: str * from_dict: classmethod * ts_event: property * ts_init: property * from_bytes: classmethod * from_arrow: classmethod Module: nautilus_trader.model.identifiers Class: AccountId Inherits from: Identifier Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: ComponentId Inherits from: Identifier Class: ExecAlgorithmId Inherits from: Identifier Class: Identifier Inherits from: object Class Variables: * value: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderListId Inherits from: Identifier Class: PositionId Inherits from: Identifier Class: StrategyId Inherits from: Identifier Class: Symbol Inherits from: Identifier Class: TradeId Inherits from: Identifier Class: TraderId Inherits from: Identifier Class: Venue Inherits from: Identifier Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.model.instruments Class: BettingInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * event_type_id: getset_descriptor * event_type_name: getset_descriptor * competition_id: getset_descriptor * competition_name: getset_descriptor * event_id: getset_descriptor * event_name: getset_descriptor * event_country_code: getset_descriptor * event_open_date: getset_descriptor * betting_type: getset_descriptor * market_id: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * market_type: getset_descriptor * selection_id: getset_descriptor * selection_name: getset_descriptor * selection_handicap: getset_descriptor Class: BinaryOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * outcome: getset_descriptor * description: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Cfd Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * isin: getset_descriptor Class: Commodity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Equity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: FuturesContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: FuturesSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: IndexInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: OptionSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: SyntheticInstrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * price_precision: getset_descriptor * price_increment: getset_descriptor * components: getset_descriptor * formula: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * id: getset_descriptor Module: nautilus_trader.model.instruments.base Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.model.instruments.betting Class: BettingInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * event_type_id: getset_descriptor * event_type_name: getset_descriptor * competition_id: getset_descriptor * competition_name: getset_descriptor * event_id: getset_descriptor * event_name: getset_descriptor * event_country_code: getset_descriptor * event_open_date: getset_descriptor * betting_type: getset_descriptor * market_id: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * market_type: getset_descriptor * selection_id: getset_descriptor * selection_name: getset_descriptor * selection_handicap: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.binary_option Class: BinaryOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * outcome: getset_descriptor * description: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.cfd Class: Cfd Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * isin: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.commodity Class: Commodity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.crypto_future Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.crypto_option Class: CryptoOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.crypto_perpetual Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.currency_pair Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Module: nautilus_trader.model.instruments.equity Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Equity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Module: nautilus_trader.model.instruments.futures_contract Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FuturesContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Module: nautilus_trader.model.instruments.futures_spread Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FuturesSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Module: nautilus_trader.model.instruments.index Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: IndexInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Module: nautilus_trader.model.instruments.option_contract Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Module: nautilus_trader.model.instruments.option_spread Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: OptionSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Module: nautilus_trader.model.instruments.synthetic Class: SyntheticInstrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * price_precision: getset_descriptor * price_increment: getset_descriptor * components: getset_descriptor * formula: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * id: getset_descriptor Module: nautilus_trader.model.objects Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Module: nautilus_trader.model.orders Class: LimitIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: MarketIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: MarketOrder Inherits from: Order Class: MarketToLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Class: OrderUnpacker Inherits from: object Class: StopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: TrailingStopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * limit_offset: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_activated: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Module: nautilus_trader.model.orders.base Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Module: nautilus_trader.model.orders.limit Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Module: nautilus_trader.model.orders.limit_if_touched Class: LimitIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Module: nautilus_trader.model.orders.list Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.model.orders.market Class: MarketOrder Inherits from: Order Module: nautilus_trader.model.orders.market_if_touched Class: MarketIfTouchedOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Module: nautilus_trader.model.orders.market_to_limit Class: MarketToLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Module: nautilus_trader.model.orders.stop_limit Class: StopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Module: nautilus_trader.model.orders.stop_market Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Module: nautilus_trader.model.orders.trailing_stop_limit Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: TrailingStopLimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * limit_offset: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor * is_activated: getset_descriptor * is_triggered: getset_descriptor * ts_triggered: getset_descriptor Module: nautilus_trader.model.orders.trailing_stop_market Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: TrailingStopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * activation_price: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * trailing_offset: getset_descriptor * trailing_offset_type: getset_descriptor * expire_time_ns: getset_descriptor * is_activated: getset_descriptor Module: nautilus_trader.model.orders.unpacker Class: OrderUnpacker Inherits from: object Module: nautilus_trader.model.position Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Module: nautilus_trader.model.tick_scheme.base Class: TickScheme Inherits from: object Class Variables: * name: getset_descriptor * min_price: getset_descriptor * max_price: getset_descriptor Module: nautilus_trader.model.tick_scheme.implementations.fixed Class: FixedTickScheme Inherits from: TickScheme Class Variables: * price_precision: getset_descriptor * increment: getset_descriptor Module: nautilus_trader.model.tick_scheme.implementations.tiered Class: TieredTickScheme Inherits from: TickScheme Class Variables: * ticks: getset_descriptor Module: nautilus_trader.model.venues Class: Venue Inherits from: Identifier Module: nautilus_trader.persistence.catalog Class: BaseDataCatalog Inherits from: ABC Methods: * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * from_env() -> 'BaseDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'BaseDataCatalog' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' Class Variables: * from_env: classmethod * from_uri: classmethod Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Module: nautilus_trader.persistence.catalog.base Class: ABC Inherits from: object Class: ABCMeta Inherits from: type Methods: * register(cls, subclass) Class: Any Inherits from: object Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BaseDataCatalog Inherits from: ABC Methods: * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * from_env() -> 'BaseDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'BaseDataCatalog' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' Class Variables: * from_env: classmethod * from_uri: classmethod Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Singleton Inherits from: type Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.persistence.catalog.parquet Class: Any Inherits from: object Class: ArrowInvalid Inherits from: ValueError, ArrowException Class: ArrowSerializer Inherits from: object Methods: * deserialize(data_cls: type, batch: pyarrow.lib.RecordBatch | pyarrow.lib.Table) -> nautilus_trader.core.data.Data * rust_defined_to_record_batch(data: list[nautilus_trader.core.data.Data], data_cls: type) -> pyarrow.lib.Table | pyarrow.lib.RecordBatch * serialize(data: nautilus_trader.core.data.Data | nautilus_trader.core.message.Event, data_cls: type[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | None = None) -> pyarrow.lib.RecordBatch * serialize_batch(data: list[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | list[typing.Union[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]], data_cls: type[typing.Union[nautilus_trader.core.data.Data, nautilus_trader.core.message.Event, nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]]) -> pyarrow.lib.Table Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BaseDataCatalog Inherits from: ABC Methods: * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * from_env() -> 'BaseDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'BaseDataCatalog' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[str]' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' Class Variables: * from_env: classmethod * from_uri: classmethod Class: Callable Inherits from: object Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: DataBackendSession Inherits from: object Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: FeatherFile Inherits from: tuple Class Variables: * path: _tuplegetter * class_name: _tuplegetter Class: Generator Inherits from: Iterator Methods: * close(self) * send(self, value) * throw(self, typ, val=None, tb=None) Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MemoryFileSystem Inherits from: AbstractFileSystem Methods: * cat(self, path, recursive=False, on_error='raise', **kwargs) * cat_file(self, path, start=None, end=None, **kwargs) * cat_ranges(self, paths, starts, ends, max_gap=None, on_error='return', **kwargs) * checksum(self, path) * clear_instance_cache() * copy(self, path1, path2, recursive=False, maxdepth=None, on_error=None, **kwargs) * cp(self, path1, path2, **kwargs) * cp_file(self, path1, path2, **kwargs) * created(self, path) * current() * delete(self, path, recursive=False, maxdepth=None) * disk_usage(self, path, total=True, maxdepth=None, **kwargs) * download(self, rpath, lpath, recursive=False, **kwargs) * du(self, path, total=True, maxdepth=None, withdirs=False, **kwargs) * end_transaction(self) * exists(self, path, **kwargs) * expand_path(self, path, recursive=False, maxdepth=None, **kwargs) * find(self, path, maxdepth=None, withdirs=False, detail=False, **kwargs) * from_dict(dct: 'dict[str, Any]') -> 'AbstractFileSystem' * from_json(blob: 'str') -> 'AbstractFileSystem' * get(self, rpath, lpath, recursive=False, callback=, maxdepth=None, **kwargs) * get_file(self, rpath, lpath, callback=, outfile=None, **kwargs) * get_mapper(self, root='', check=False, create=False, missing_exceptions=None) * glob(self, path, maxdepth=None, **kwargs) * head(self, path, size=1024) * info(self, path, **kwargs) * invalidate_cache(self, path=None) * isdir(self, path) * isfile(self, path) * lexists(self, path, **kwargs) * listdir(self, path, detail=True, **kwargs) * ls(self, path, detail=True, **kwargs) * makedir(self, path, create_parents=True, **kwargs) * makedirs(self, path, exist_ok=False) * mkdir(self, path, create_parents=True, **kwargs) * mkdirs(self, path, exist_ok=False) * modified(self, path) * move(self, path1, path2, **kwargs) * mv(self, path1, path2, recursive=False, maxdepth=None, **kwargs) * open(self, path, mode='rb', block_size=None, cache_options=None, compression=None, **kwargs) * pipe(self, path, value=None, **kwargs) * pipe_file(self, path, value, mode='overwrite', **kwargs) * put(self, lpath, rpath, recursive=False, callback=, maxdepth=None, **kwargs) * put_file(self, lpath, rpath, callback=, mode='overwrite', **kwargs) * read_block(self, fn, offset, length, delimiter=None) * read_bytes(self, path, start=None, end=None, **kwargs) * read_text(self, path, encoding=None, errors=None, newline=None, **kwargs) * rename(self, path1, path2, **kwargs) * rm(self, path, recursive=False, maxdepth=None) * rm_file(self, path) * rmdir(self, path) * sign(self, path, expiration=100, **kwargs) * size(self, path) * sizes(self, paths) * start_transaction(self) * stat(self, path, **kwargs) * tail(self, path, size=1024) * to_dict(self, *, include_password: 'bool' = True) -> 'dict[str, Any]' * to_json(self, *, include_password: 'bool' = True) -> 'str' * touch(self, path, truncate=True, **kwargs) * tree(self, path: 'str' = '/', recursion_limit: 'int' = 2, max_display: 'int' = 25, display_size: 'bool' = False, prefix: 'str' = '', is_last: 'bool' = True, first: 'bool' = True, indent_size: 'int' = 4) -> 'str' * ukey(self, path) * unstrip_protocol(self, name: 'str') -> 'str' * upload(self, lpath, rpath, recursive=False, **kwargs) * walk(self, path, maxdepth=None, topdown=True, on_error='omit', **kwargs) * write_bytes(self, path, value, **kwargs) * write_text(self, path, value, encoding=None, errors=None, newline=None, **kwargs) Properties: * fsid * transaction Class Variables: * store: dict * pseudo_dirs: list * protocol: str * root_marker: str Class: NautilusDataType Inherits from: object Class Variables: * OrderBookDelta: NautilusDataType * OrderBookDepth10: NautilusDataType * QuoteTick: NautilusDataType * TradeTick: NautilusDataType * Bar: NautilusDataType * MarkPriceUpdate: NautilusDataType Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: PathLike Inherits from: ABC Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Class: groupby Inherits from: object Module: nautilus_trader.persistence.catalog.singleton Class: Any Inherits from: object Class: Singleton Inherits from: type Module: nautilus_trader.persistence.catalog.types Class: CatalogDataResult Inherits from: object Class Variables: * instruments: NoneType * client_id: NoneType Class: ClientId Inherits from: Identifier Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.persistence.config Class: DataCatalogConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * name: member_descriptor * path: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: RotationMode Inherits from: Enum Class Variables: * SIZE: RotationMode * INTERVAL: RotationMode * SCHEDULED_DATES: RotationMode * NO_ROTATION: RotationMode Class: StreamingConfig Inherits from: NautilusConfig Methods: * as_catalog(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * fs * id Class Variables: * fs: property * catalog_path: member_descriptor * flush_interval_ms: member_descriptor * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * include_types: member_descriptor * max_file_size: member_descriptor * replace_existing: member_descriptor * rotation_interval: member_descriptor * rotation_mode: member_descriptor * rotation_time: member_descriptor * rotation_timezone: member_descriptor Class: time Inherits from: object Class Variables: * hour: getset_descriptor * minute: getset_descriptor * second: getset_descriptor * microsecond: getset_descriptor * tzinfo: getset_descriptor * fold: getset_descriptor * min: time * max: time * resolution: timedelta Module: nautilus_trader.persistence.funcs Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.persistence.loaders Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: Any Inherits from: object Class: CSVBarDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, index_col: str | int = 'timestamp', parse_dates: bool = True, **kwargs: Any) -> pandas.core.frame.DataFrame Class: CSVTickDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, index_col: str | int = 'timestamp', parse_dates: bool = True, datetime_format: str = 'mixed', **kwargs: Any) -> pandas.core.frame.DataFrame Class: DataType Inherits from: object Class Variables: * type: getset_descriptor * metadata: getset_descriptor * topic: getset_descriptor Class: InterestRateProvider Inherits from: Actor Methods: * fully_qualified_name() -> 'str' * on_start(self) * on_stop(self) * update_interest_rate(self, alert=None) Class: InterestRateProviderConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * curve_name: member_descriptor * interest_rates_file: member_descriptor Class: ParquetBarDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str) -> pandas.core.frame.DataFrame Class: ParquetTickDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, timestamp_column: str = 'timestamp') -> pandas.core.frame.DataFrame Class: PathLike Inherits from: ABC Class: YieldCurveData Inherits from: Data Methods: * fields_init(self, curve_name: str = 'USD', tenors: numpy.ndarray = , interest_rates: numpy.ndarray = ) -> None * from_arrow(table: pyarrow.lib.Table) -> nautilus_trader.model.greeks_data.YieldCurveData * from_bytes(data: bytes) -> nautilus_trader.model.greeks_data.YieldCurveData * from_dict(data) * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' * to_arrow(self) -> pyarrow.lib.RecordBatch * to_bytes(self) -> bytes * to_dict(self, to_arrow=False) Properties: * ts_event * ts_init Class Variables: * curve_name: str * from_dict: classmethod * ts_event: property * ts_init: property * from_bytes: classmethod * from_arrow: classmethod Module: nautilus_trader.persistence.wranglers Class: BarDataWrangler Inherits from: object Class Variables: * bar_type: getset_descriptor * instrument: getset_descriptor Class: OrderBookDeltaDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor Class: QuoteTickDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor Class: TradeTickDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor * processed_data: getset_descriptor Module: nautilus_trader.persistence.wranglers_v2 Class: Any Inherits from: object Class: BarDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.Bar] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, default_volume: float = 1000000.0, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.Bar] * from_schema(schema: pyarrow.lib.Schema) -> Any Class Variables: * IGNORE_KEYS: set Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltaDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: QuoteTickDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, default_size: float = 1000000.0, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: TradeTickDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_json(self, data: list[dict[str, typing.Any]]) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: WranglerBase Inherits from: ABC Methods: * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_schema(schema: pyarrow.lib.Schema) -> Any Class Variables: * IGNORE_KEYS: set * from_instrument: classmethod * from_schema: classmethod Module: nautilus_trader.persistence.writer Class: AbstractBufferedFile Inherits from: IOBase Methods: * close(self) * commit(self) * discard(self) * flush(self, force=False) * info(self) * read(self, length=-1) * readable(self) * readinto(self, b) * readinto1(self, b) * readline(self) * readlines(self) * readuntil(self, char=b'\n', blocks=None) * seek(self, loc, whence=0) * seekable(self) * tell(self) * writable(self) * write(self, data) Properties: * closed * details * full_name Class Variables: * DEFAULT_BLOCK_SIZE: int * details: property * full_name: property * closed: property Class: Any Inherits from: object Class: ArrowSerializer Inherits from: object Methods: * deserialize(data_cls: type, batch: pyarrow.lib.RecordBatch | pyarrow.lib.Table) -> nautilus_trader.core.data.Data * rust_defined_to_record_batch(data: list[nautilus_trader.core.data.Data], data_cls: type) -> pyarrow.lib.Table | pyarrow.lib.RecordBatch * serialize(data: nautilus_trader.core.data.Data | nautilus_trader.core.message.Event, data_cls: type[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | None = None) -> pyarrow.lib.RecordBatch * serialize_batch(data: list[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | list[typing.Union[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]], data_cls: type[typing.Union[nautilus_trader.core.data.Data, nautilus_trader.core.message.Event, nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]]) -> pyarrow.lib.Table Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BinaryIO Inherits from: IO Methods: * close(self) -> None * fileno(self) -> int * flush(self) -> None * isatty(self) -> bool * read(self, n: int = -1) -> ~AnyStr * readable(self) -> bool * readline(self, limit: int = -1) -> ~AnyStr * readlines(self, hint: int = -1) -> List[~AnyStr] * seek(self, offset: int, whence: int = 0) -> int * seekable(self) -> bool * tell(self) -> int * truncate(self, size: int = None) -> int * writable(self) -> bool * write(self, s: Union[bytes, bytearray]) -> int * writelines(self, lines: List[~AnyStr]) -> None Properties: * closed * mode * name Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RecordBatchStreamWriter Inherits from: _RecordBatchStreamWriter Class: RotationMode Inherits from: Enum Class Variables: * SIZE: RotationMode * INTERVAL: RotationMode * SCHEDULED_DATES: RotationMode * NO_ROTATION: RotationMode Class: StreamingFeatherWriter Inherits from: object Methods: * check_flush(self) -> None * close(self) -> None * flush(self) -> None * get_current_file_info(self) -> dict[str | tuple[str, str], dict[str, typing.Any]] * get_next_rotation_time(self, table_name: str | tuple[str, str]) -> pandas._libs.tslibs.timestamps.Timestamp | None * write(self, obj: object) -> None Properties: * is_closed Class Variables: * is_closed: property Class: TextIOWrapper Inherits from: _TextIOBase Class Variables: * encoding: member_descriptor * buffer: member_descriptor * line_buffering: member_descriptor * write_through: member_descriptor * name: getset_descriptor * closed: getset_descriptor * newlines: getset_descriptor * errors: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.portfolio Class: Portfolio Inherits from: PortfolioFacade Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Module: nautilus_trader.portfolio.base Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Module: nautilus_trader.portfolio.config Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: PortfolioConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_updates: member_descriptor * convert_to_account_base_currency: member_descriptor * debug: member_descriptor * use_mark_prices: member_descriptor * use_mark_xrates: member_descriptor Module: nautilus_trader.portfolio.portfolio Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Portfolio Inherits from: PortfolioFacade Class: PortfolioAnalyzer Inherits from: object Methods: * add_positions(self, positions: list[nautilus_trader.model.position.Position]) -> None * add_return(self, timestamp: datetime.datetime, value: float) -> None * add_trade(self, position_id: nautilus_trader.model.identifiers.PositionId, realized_pnl: nautilus_trader.model.objects.Money) -> None * calculate_statistics(self, account: nautilus_trader.accounting.accounts.base.Account, positions: list[nautilus_trader.model.position.Position]) -> None * deregister_statistic(self, statistic: nautilus_trader.analysis.statistic.PortfolioStatistic) -> None * deregister_statistics(self) -> None * get_performance_stats_general(self) -> dict[str, typing.Any] * get_performance_stats_pnls(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> dict[str, float] * get_performance_stats_returns(self) -> dict[str, typing.Any] * get_stats_general_formatted(self) -> list[str] * get_stats_pnls_formatted(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> list[str] * get_stats_returns_formatted(self) -> list[str] * realized_pnls(self, currency: nautilus_trader.model.objects.Currency | None = None) -> pandas.core.series.Series | None * register_statistic(self, statistic: nautilus_trader.analysis.statistic.PortfolioStatistic) -> None * reset(self) -> None * returns(self) -> pandas.core.series.Series * statistic(self, name: str) -> nautilus_trader.analysis.statistic.PortfolioStatistic | None * total_pnl(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> float * total_pnl_percentage(self, currency: nautilus_trader.model.objects.Currency | None = None, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> float Properties: * currencies Class Variables: * currencies: property Class: PortfolioConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_updates: member_descriptor * convert_to_account_base_currency: member_descriptor * debug: member_descriptor * use_mark_prices: member_descriptor * use_mark_xrates: member_descriptor Class: defaultdict Inherits from: dict Class Variables: * default_factory: member_descriptor Module: nautilus_trader.risk.config Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Module: nautilus_trader.risk.engine Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: RiskEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * trading_state: getset_descriptor * is_bypassed: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Module: nautilus_trader.risk.sizing Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: FixedRiskSizer Inherits from: PositionSizer Class: PositionSizer Inherits from: object Class Variables: * instrument: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.account_state Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: Any Inherits from: object Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: RecordBatch Inherits from: _Tabular Methods: * from_pandas(df, schema=None, preserve_index=None, nthreads=None, columns=None) * from_pydict(mapping, schema=None, metadata=None) * from_pylist(mapping, schema=None, metadata=None) Class Variables: * from_pandas: classmethod * num_columns: getset_descriptor * num_rows: getset_descriptor * schema: getset_descriptor * nbytes: getset_descriptor * device_type: getset_descriptor * is_cpu: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.component_commands Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.component_events Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.instruments Class: BettingInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * event_type_id: getset_descriptor * event_type_name: getset_descriptor * competition_id: getset_descriptor * competition_name: getset_descriptor * event_id: getset_descriptor * event_name: getset_descriptor * event_country_code: getset_descriptor * event_open_date: getset_descriptor * betting_type: getset_descriptor * market_id: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * market_type: getset_descriptor * selection_id: getset_descriptor * selection_name: getset_descriptor * selection_handicap: getset_descriptor Class: BinaryOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * outcome: getset_descriptor * description: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Cfd Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * isin: getset_descriptor Class: Commodity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Equity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: FuturesContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: FuturesSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: IndexInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: OptionSpread Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.order_events Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Module: nautilus_trader.serialization.arrow.implementations.position_events Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor * unrealized_pnl: getset_descriptor * ts_opened: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor Class: PositionOpened Inherits from: PositionEvent Module: nautilus_trader.serialization.arrow.schema Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: IndexPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCancelRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderDenied Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderEmulated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: OrderModifyRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingCancel Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingUpdate Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderReleased Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * released_price: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSubmitted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Module: nautilus_trader.serialization.arrow.serializer Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: Any Inherits from: object Class: ArrowSerializer Inherits from: object Methods: * deserialize(data_cls: type, batch: pyarrow.lib.RecordBatch | pyarrow.lib.Table) -> nautilus_trader.core.data.Data * rust_defined_to_record_batch(data: list[nautilus_trader.core.data.Data], data_cls: type) -> pyarrow.lib.Table | pyarrow.lib.RecordBatch * serialize(data: nautilus_trader.core.data.Data | nautilus_trader.core.message.Event, data_cls: type[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | None = None) -> pyarrow.lib.RecordBatch * serialize_batch(data: list[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event] | list[typing.Union[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]], data_cls: type[typing.Union[nautilus_trader.core.data.Data, nautilus_trader.core.message.Event, nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta, nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10, nautilus_trader.core.nautilus_pyo3.model.QuoteTick, nautilus_trader.core.nautilus_pyo3.model.TradeTick, nautilus_trader.core.nautilus_pyo3.model.Bar, nautilus_trader.core.nautilus_pyo3.model.MarkPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.IndexPriceUpdate, nautilus_trader.core.nautilus_pyo3.model.InstrumentClose]]) -> pyarrow.lib.Table Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.Bar] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, default_volume: float = 1000000.0, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.Bar] * from_schema(schema: pyarrow.lib.Schema) -> Any Class Variables: * IGNORE_KEYS: set Class: BytesIO Inherits from: _BufferedIOBase Class Variables: * closed: getset_descriptor Class: Callable Inherits from: object Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: CustomData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * ts_event: getset_descriptor * ts_init: getset_descriptor * data_type: getset_descriptor * data: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: IndexPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltaDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderInitialized Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * quantity: getset_descriptor * time_in_force: getset_descriptor * post_only: getset_descriptor * reduce_only: getset_descriptor * quote_quantity: getset_descriptor * options: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor Class: PositionEvent Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor * unrealized_pnl: getset_descriptor * ts_opened: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor Class: PyCondition Inherits from: object Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTickDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_pandas(self, df: pandas.core.frame.DataFrame, default_size: float = 1000000.0, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTickDataWranglerV2 Inherits from: WranglerBase Methods: * from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any * from_json(self, data: list[dict[str, typing.Any]]) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick] * from_schema(schema: pyarrow.lib.Schema) -> Any Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: instrument_cls Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class: position_cls Inherits from: PositionEvent Module: nautilus_trader.serialization.base Class: Any Inherits from: object Class: Serializer Inherits from: object Module: nautilus_trader.serialization.serializer Class: Any Inherits from: object Class: MsgSpecSerializer Inherits from: Serializer Class Variables: * timestamps_as_str: getset_descriptor * timestamps_as_iso8601: getset_descriptor Module: nautilus_trader.system.config Class: CacheConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_capacity: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * drop_instruments_on_reset: member_descriptor * encoding: member_descriptor * flush_on_start: member_descriptor * tick_capacity: member_descriptor * timestamps_as_iso8601: member_descriptor * use_instance_id: member_descriptor * use_trader_prefix: member_descriptor Class: DataCatalogConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * name: member_descriptor * path: member_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableControllerConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * controller_path: member_descriptor Class: ImportableExecAlgorithmConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * exec_algorithm_path: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: LoggingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass_logging: member_descriptor * clear_log_file: member_descriptor * log_colors: member_descriptor * log_component_levels: member_descriptor * log_directory: member_descriptor * log_file_format: member_descriptor * log_file_max_backup_count: member_descriptor * log_file_max_size: member_descriptor * log_file_name: member_descriptor * log_level: member_descriptor * log_level_file: member_descriptor * print_config: member_descriptor * use_pyo3: member_descriptor Class: MessageBusConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * autotrim_mins: member_descriptor * buffer_interval_ms: member_descriptor * database: member_descriptor * encoding: member_descriptor * external_streams: member_descriptor * heartbeat_interval_secs: member_descriptor * stream_per_topic: member_descriptor * streams_prefix: member_descriptor * timestamps_as_iso8601: member_descriptor * types_filter: member_descriptor * use_instance_id: member_descriptor * use_trader_id: member_descriptor * use_trader_prefix: member_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: NautilusKernelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actors: member_descriptor * cache: member_descriptor * catalogs: member_descriptor * controller: member_descriptor * data_engine: member_descriptor * emulator: member_descriptor * environment: member_descriptor * exec_algorithms: member_descriptor * exec_engine: member_descriptor * instance_id: member_descriptor * load_state: member_descriptor * logging: member_descriptor * loop_debug: member_descriptor * message_bus: member_descriptor * portfolio: member_descriptor * risk_engine: member_descriptor * save_state: member_descriptor * strategies: member_descriptor * streaming: member_descriptor * timeout_connection: member_descriptor * timeout_disconnection: member_descriptor * timeout_portfolio: member_descriptor * timeout_post_stop: member_descriptor * timeout_reconciliation: member_descriptor * timeout_shutdown: member_descriptor * trader_id: member_descriptor Class: OrderEmulatorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor Class: PortfolioConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_updates: member_descriptor * convert_to_account_base_currency: member_descriptor * debug: member_descriptor * use_mark_prices: member_descriptor * use_mark_xrates: member_descriptor Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: StreamingConfig Inherits from: NautilusConfig Methods: * as_catalog(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * fs * id Class Variables: * fs: property * catalog_path: member_descriptor * flush_interval_ms: member_descriptor * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * include_types: member_descriptor * max_file_size: member_descriptor * replace_existing: member_descriptor * rotation_interval: member_descriptor * rotation_mode: member_descriptor * rotation_time: member_descriptor * rotation_timezone: member_descriptor Class: TraderId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.system.kernel Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorFactory Inherits from: object Methods: * create(config: 'ImportableActorConfig') Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: CacheDatabaseAdapter Inherits from: CacheDatabaseFacade Class: CacheFacade Inherits from: object Class: Callable Inherits from: object Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Controller Inherits from: Actor Methods: * create_actor(self, actor: nautilus_trader.common.actor.Actor, start: bool = True) -> None * create_actor_from_config(self, actor_config: nautilus_trader.common.config.ImportableActorConfig, start: bool = True) -> None * create_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy, start: bool = True) -> None * create_strategy_from_config(self, strategy_config: nautilus_trader.trading.config.ImportableStrategyConfig, start: bool = True) -> None * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * register_base(self, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.base.CacheFacade, clock: nautilus_trader.common.component.Clock) -> None * remove_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * remove_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * remove_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * start_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * start_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * start_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * stop_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * stop_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None Class: ControllerFactory Inherits from: object Methods: * create(config: 'ImportableControllerConfig', trader) Class: DataEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_clients: getset_descriptor * default_client: getset_descriptor * routing_map: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * request_count: getset_descriptor * response_count: getset_descriptor * data_count: getset_descriptor Class: DataEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * buffer_deltas: member_descriptor * debug: member_descriptor * external_clients: member_descriptor * time_bars_build_delay: member_descriptor * time_bars_build_with_no_updates: member_descriptor * time_bars_interval_type: member_descriptor * time_bars_origin_offset: member_descriptor * time_bars_skip_first_non_full_bar: member_descriptor * time_bars_timestamp_on_close: member_descriptor * validate_data_sequence: member_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecAlgorithm Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class: ExecAlgorithmFactory Inherits from: object Methods: * create(config: 'ImportableExecAlgorithmConfig') Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ExecutionEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * reconciliation: getset_descriptor * registered_clients: getset_descriptor * default_client: getset_descriptor * snapshot_positions_timer_name: getset_descriptor * debug: getset_descriptor * manage_own_order_books: getset_descriptor * snapshot_orders: getset_descriptor * snapshot_positions: getset_descriptor * snapshot_positions_interval_secs: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor * report_count: getset_descriptor Class: InvalidConfiguration Inherits from: RuntimeError Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: LiveDataEngine Inherits from: DataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command: nautilus_trader.data.messages.DataCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data: nautilus_trader.core.data.Data) -> None * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: LiveDataEngineConfig Inherits from: DataEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LiveExecEngineConfig Inherits from: ExecEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * filter_position_reports: member_descriptor * filter_unclaimed_external_orders: member_descriptor * generate_missing_orders: member_descriptor * graceful_shutdown_on_exception: member_descriptor * inflight_check_interval_ms: member_descriptor * inflight_check_retries: member_descriptor * inflight_check_threshold_ms: member_descriptor * open_check_interval_secs: member_descriptor * open_check_open_only: member_descriptor * own_books_audit_interval_secs: member_descriptor * purge_account_events_interval_mins: member_descriptor * purge_account_events_lookback_mins: member_descriptor * purge_closed_orders_buffer_mins: member_descriptor * purge_closed_orders_interval_mins: member_descriptor * purge_closed_positions_buffer_mins: member_descriptor * purge_closed_positions_interval_mins: member_descriptor * purge_from_database: member_descriptor * qsize: member_descriptor * reconciliation: member_descriptor * reconciliation_lookback_mins: member_descriptor Class: LiveExecutionEngine Inherits from: ExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command: nautilus_trader.execution.messages.TradingCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.model.events.order.OrderEvent) -> None * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class Variables: * reconciliation: property Class: LiveRiskEngine Inherits from: RiskEngine Methods: * cmd_qsize(self) -> int * evt_qsize(self) -> int * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.core.message.Event) -> None Class: LiveRiskEngineConfig Inherits from: RiskEngineConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * graceful_shutdown_on_exception: member_descriptor * qsize: member_descriptor Class: LogColor Inherits from: IntFlag Class Variables: * NORMAL: LogColor * GREEN: LogColor * BLUE: LogColor * MAGENTA: LogColor * CYAN: LogColor * YELLOW: LogColor * RED: LogColor Class: LogGuard Inherits from: object Class: LogLevel Inherits from: IntFlag Class Variables: * OFF: LogLevel * TRACE: LogLevel * DEBUG: LogLevel * INFO: LogLevel * WARNING: LogLevel * ERROR: LogLevel Class: Logger Inherits from: object Class Variables: * name: getset_descriptor Class: LoggingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass_logging: member_descriptor * clear_log_file: member_descriptor * log_colors: member_descriptor * log_component_levels: member_descriptor * log_directory: member_descriptor * log_file_format: member_descriptor * log_file_max_backup_count: member_descriptor * log_file_max_size: member_descriptor * log_file_name: member_descriptor * log_level: member_descriptor * log_level_file: member_descriptor * print_config: member_descriptor * use_pyo3: member_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: MsgSpecSerializer Inherits from: Serializer Class Variables: * timestamps_as_str: getset_descriptor * timestamps_as_iso8601: getset_descriptor Class: NautilusKernel Inherits from: object Methods: * cancel_all_tasks(self) -> None * dispose(self) -> None * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * is_running(self) -> bool * start(self) -> None * start_async(self) -> None * stop(self) -> None * stop_async(self) -> None Properties: * cache * catalogs * clock * data_engine * emulator * environment * exec_engine * executor * instance_id * load_state * logger * loop * loop_sig_callback * machine_id * msgbus * msgbus_database * msgbus_serializer * name * portfolio * risk_engine * save_state * trader * trader_id * ts_created * ts_shutdown * ts_started * writer Class Variables: * environment: property * loop: property * loop_sig_callback: property * executor: property * name: property * trader_id: property * machine_id: property * instance_id: property * ts_created: property * ts_started: property * ts_shutdown: property * load_state: property * save_state: property * clock: property * logger: property * msgbus: property * msgbus_serializer: property * msgbus_database: property * cache: property * portfolio: property * data_engine: property * risk_engine: property * exec_engine: property * emulator: property * trader: property * writer: property * catalogs: property Class: NautilusKernelConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actors: member_descriptor * cache: member_descriptor * catalogs: member_descriptor * controller: member_descriptor * data_engine: member_descriptor * emulator: member_descriptor * environment: member_descriptor * exec_algorithms: member_descriptor * exec_engine: member_descriptor * instance_id: member_descriptor * load_state: member_descriptor * logging: member_descriptor * loop_debug: member_descriptor * message_bus: member_descriptor * portfolio: member_descriptor * risk_engine: member_descriptor * save_state: member_descriptor * strategies: member_descriptor * streaming: member_descriptor * timeout_connection: member_descriptor * timeout_disconnection: member_descriptor * timeout_portfolio: member_descriptor * timeout_post_stop: member_descriptor * timeout_reconciliation: member_descriptor * timeout_shutdown: member_descriptor * trader_id: member_descriptor Class: OrderEmulator Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * subscribed_quotes: getset_descriptor * subscribed_trades: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: Portfolio Inherits from: PortfolioFacade Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: PyCondition Inherits from: object Class: RiskEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * trading_state: getset_descriptor * is_bypassed: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: ShutdownSystem Inherits from: Command Class Variables: * trader_id: getset_descriptor * component_id: getset_descriptor * reason: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyFactory Inherits from: object Methods: * create(config: 'ImportableStrategyConfig') Class: StreamingConfig Inherits from: NautilusConfig Methods: * as_catalog(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * fs * id Class Variables: * fs: property * catalog_path: member_descriptor * flush_interval_ms: member_descriptor * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * include_types: member_descriptor * max_file_size: member_descriptor * replace_existing: member_descriptor * rotation_interval: member_descriptor * rotation_mode: member_descriptor * rotation_time: member_descriptor * rotation_timezone: member_descriptor Class: StreamingFeatherWriter Inherits from: object Methods: * check_flush(self) -> None * close(self) -> None * flush(self) -> None * get_current_file_info(self) -> dict[str | tuple[str, str], dict[str, typing.Any]] * get_next_rotation_time(self, table_name: str | tuple[str, str]) -> pandas._libs.tslibs.timestamps.Timestamp | None * write(self, obj: object) -> None Properties: * is_closed Class Variables: * is_closed: property Class: TestClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: ThreadPoolExecutor Inherits from: Executor Methods: * map(self, fn, *iterables, timeout=None, chunksize=1) * shutdown(self, wait=True, *, cancel_futures=False) * submit(self, fn, /, *args, **kwargs) Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Class: TraderId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: timedelta Inherits from: object Class Variables: * days: member_descriptor * seconds: member_descriptor * microseconds: member_descriptor * resolution: timedelta * min: timedelta * max: timedelta Module: nautilus_trader.test_kit.functions Class: Callable Inherits from: object Class: TypeVar Inherits from: _Final, _Immutable, _BoundVarianceMixin, _PickleUsingNameMixin Module: nautilus_trader.test_kit.mocks.actors Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: Any Inherits from: object Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Event Inherits from: object Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: KaboomActor Inherits from: Actor Methods: * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_degrade(self) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_fault(self) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_resume(self) -> None * on_signal(self, signal: nautilus_trader.core.data.Data) -> None * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None * set_explode_on_start(self, setting: bool) -> None * set_explode_on_stop(self, setting: bool) -> None Class: MockActor Inherits from: Actor Methods: * fully_qualified_name() -> 'str' * on_bar(self, bar: nautilus_trader.model.data.Bar) -> None * on_data(self, data: nautilus_trader.core.data.Data) -> None * on_degrade(self) -> None * on_dispose(self) -> None * on_event(self, event: nautilus_trader.core.message.Event) -> None * on_fault(self) -> None * on_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * on_instruments(self, instruments: list[nautilus_trader.model.instruments.base.Instrument]) -> None * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_reset(self) -> None * on_resume(self) -> None * on_save(self) -> dict * on_signal(self, signal: nautilus_trader.core.data.Data) -> None * on_start(self) -> None * on_stop(self) -> None * on_strategy_data(self, data: nautilus_trader.core.data.Data) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: MockActorConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Module: nautilus_trader.test_kit.mocks.cache_database Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountId Inherits from: Identifier Class: Any Inherits from: object Class: CacheDatabaseFacade Inherits from: object Class: ClientId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: MockCacheDatabase Inherits from: CacheDatabaseFacade Methods: * add_account(self, account: nautilus_trader.accounting.accounts.base.Account) -> None * add_currency(self, currency: nautilus_trader.model.objects.Currency) -> None * add_instrument(self, instrument: nautilus_trader.model.instruments.base.Instrument) -> None * add_order(self, order: nautilus_trader.model.orders.base.Order, position_id: nautilus_trader.model.identifiers.PositionId | None = None, client_id: nautilus_trader.model.identifiers.ClientId | None = None) -> None * add_position(self, position: nautilus_trader.model.position.Position) -> None * add_synthetic(self, synthetic: nautilus_trader.model.instruments.synthetic.SyntheticInstrument) -> None * delete_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * flush(self) -> None * heartbeat(self, timestamp: pandas._libs.tslibs.timestamps.Timestamp) -> None * index_order_position(self, client_order_id: nautilus_trader.model.identifiers.ClientOrderId, position_id: nautilus_trader.model.identifiers.PositionId) -> None * load(self) -> dict * load_account(self, account_id: nautilus_trader.model.identifiers.AccountId) -> nautilus_trader.accounting.accounts.base.Account | None * load_accounts(self) -> dict * load_all(self) -> dict * load_currencies(self) -> dict * load_currency(self, code: str) -> nautilus_trader.model.objects.Currency * load_index_order_client(self) -> dict[nautilus_trader.model.identifiers.ClientOrderId, nautilus_trader.model.identifiers.ClientId] * load_index_order_position(self) -> dict[nautilus_trader.model.identifiers.ClientOrderId, nautilus_trader.model.identifiers.PositionId] * load_instrument(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.base.Instrument | None * load_instruments(self) -> dict * load_order(self, client_order_id: nautilus_trader.model.identifiers.ClientOrderId) -> nautilus_trader.model.orders.base.Order | None * load_orders(self) -> dict * load_position(self, position_id: nautilus_trader.model.identifiers.PositionId) -> nautilus_trader.model.position.Position | None * load_positions(self) -> dict * load_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> dict * load_synthetic(self, instrument_id: nautilus_trader.model.identifiers.InstrumentId) -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument | None * load_synthetics(self) -> dict * snapshot_order_state(self, order: nautilus_trader.model.orders.base.Order) -> None * snapshot_position_state(self, position: nautilus_trader.model.position.Position, ts_snapshot: int, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> None * update_account(self, event: nautilus_trader.accounting.accounts.base.Account) -> None * update_order(self, order: nautilus_trader.model.orders.base.Order) -> None * update_position(self, position: nautilus_trader.model.position.Position) -> None * update_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionId Inherits from: Identifier Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyId Inherits from: Identifier Class: SyntheticInstrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * price_precision: getset_descriptor * price_increment: getset_descriptor * components: getset_descriptor * formula: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * id: getset_descriptor Module: nautilus_trader.test_kit.mocks.controller Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: Controller Inherits from: Actor Methods: * create_actor(self, actor: nautilus_trader.common.actor.Actor, start: bool = True) -> None * create_actor_from_config(self, actor_config: nautilus_trader.common.config.ImportableActorConfig, start: bool = True) -> None * create_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy, start: bool = True) -> None * create_strategy_from_config(self, strategy_config: nautilus_trader.trading.config.ImportableStrategyConfig, start: bool = True) -> None * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * register_base(self, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.base.CacheFacade, clock: nautilus_trader.common.component.Clock) -> None * remove_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * remove_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * remove_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * start_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * start_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * start_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * stop_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * stop_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None Class: ControllerConfig Inherits from: ActorConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: MyController Inherits from: Controller Methods: * create_actor(self, actor: nautilus_trader.common.actor.Actor, start: bool = True) -> None * create_actor_from_config(self, actor_config: nautilus_trader.common.config.ImportableActorConfig, start: bool = True) -> None * create_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy, start: bool = True) -> None * create_strategy_from_config(self, strategy_config: nautilus_trader.trading.config.ImportableStrategyConfig, start: bool = True) -> None * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * register_base(self, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.base.CacheFacade, clock: nautilus_trader.common.component.Clock) -> None * remove_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * remove_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * remove_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * start(self) * start_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * start_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * start_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * stop_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * stop_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None Class: SignalStrategy Inherits from: Strategy Methods: * fully_qualified_name() -> 'str' * on_quote_tick(self, tick: nautilus_trader.model.data.QuoteTick) -> None * on_start(self) -> None * on_trade_tick(self, tick: nautilus_trader.model.data.TradeTick) -> None Class: SignalStrategyConfig Inherits from: StrategyConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * instrument_id: member_descriptor Module: nautilus_trader.test_kit.mocks.data Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: ClientId Inherits from: Identifier Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarketDataClient Inherits from: DataClient Methods: * fully_qualified_name() -> 'str' Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: MockMarketDataClient Inherits from: MarketDataClient Methods: * fully_qualified_name() -> 'str' * request_bars(self, request: nautilus_trader.data.messages.RequestBars) -> None * request_instrument(self, request: nautilus_trader.data.messages.RequestInstrument) -> None * request_instruments(self, request: nautilus_trader.data.messages.RequestInstruments) -> None * request_quote_ticks(self, request: nautilus_trader.data.messages.RequestQuoteTicks) -> None * request_trade_ticks(self, request: nautilus_trader.data.messages.RequestTradeTicks) -> None Class: NewsEvent Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Properties: * currency * impact * name * ts_event * ts_init Class Variables: * impact: property * name: property * currency: property * ts_event: property * ts_init: property Class: NewsEventData Inherits from: NewsEvent Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Properties: * currency * impact * name * ts_event * ts_init Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTickDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor Class: RequestBars Inherits from: RequestData Class Variables: * bar_type: getset_descriptor Class: RequestInstrument Inherits from: RequestData Class: RequestInstruments Inherits from: RequestData Class: RequestQuoteTicks Inherits from: RequestData Class: RequestTradeTicks Inherits from: RequestData Class: TestDataProvider Inherits from: object Methods: * read(self, path: str) -> fsspec.core.OpenFile * read_csv(self, path: str, **kwargs: Any) -> pandas.core.frame.DataFrame * read_csv_bars(self, path: str) -> pandas.core.frame.DataFrame * read_csv_ticks(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_bars(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_ticks(self, path: str, timestamp_column: str = 'timestamp') -> pandas.core.frame.DataFrame Class: TestInstrumentProvider Inherits from: object Methods: * aapl_option() -> nautilus_trader.model.instruments.option_contract.OptionContract * adabtc_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * adausdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * audusd_cfd() -> nautilus_trader.model.instruments.cfd.Cfd * betting_instrument(venue: str | None = None) -> nautilus_trader.model.instruments.betting.BettingInstrument * binary_option() -> nautilus_trader.model.instruments.binary_option.BinaryOption * btcusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.model.instruments.crypto_future.CryptoFuture * btcusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * default_fx_ccy(symbol: str, venue: nautilus_trader.model.identifiers.Venue | None = None) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * equity(symbol: str = 'AAPL', venue: str = 'XNAS') -> nautilus_trader.model.instruments.equity.Equity * es_future(expiry_year: int, expiry_month: int) -> nautilus_trader.model.instruments.futures_contract.FuturesContract * ethusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * eurusd_future(expiry_year: int, expiry_month: int, venue_name: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * future(symbol: str = 'ESZ1', underlying: str = 'ES', venue: str = 'GLBX', exchange: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * onethousandrats_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * synthetic_instrument() -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument * xbtusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * xrpusdt_linear_bybit() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: TradeTickDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor * processed_data: getset_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.test_kit.mocks.engines Class: LiveDataEngine Inherits from: DataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command: nautilus_trader.data.messages.DataCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data: nautilus_trader.core.data.Data) -> None * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: LiveExecutionEngine Inherits from: ExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command: nautilus_trader.execution.messages.TradingCommand) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.model.events.order.OrderEvent) -> None * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class Variables: * reconciliation: property Class: LiveRiskEngine Inherits from: RiskEngine Methods: * cmd_qsize(self) -> int * evt_qsize(self) -> int * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event: nautilus_trader.core.message.Event) -> None Class: MockLiveDataEngine Inherits from: LiveDataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data) * receive(self, response) * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: MockLiveExecutionEngine Inherits from: LiveExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event) * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class: MockLiveRiskEngine Inherits from: LiveRiskEngine Methods: * cmd_qsize(self) -> int * evt_qsize(self) -> int * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event) Module: nautilus_trader.test_kit.mocks.exec_clients Class: AccountId Inherits from: Identifier Class: ExecutionClient Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * oms_type: getset_descriptor * venue: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * is_connected: getset_descriptor Class: FillReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.FillReport') -> 'FillReport' Class: GenerateFillReports Inherits from: ExecutionReportCommand Class Variables: * venue_order_id: getset_descriptor Class: GenerateOrderStatusReport Inherits from: ExecutionReportCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: GenerateOrderStatusReports Inherits from: ExecutionReportCommand Class Variables: * open_only: getset_descriptor * log_receipt_level: getset_descriptor Class: GeneratePositionStatusReports Inherits from: ExecutionReportCommand Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LiveExecutionClient Inherits from: ExecutionClient Methods: * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command: nautilus_trader.execution.messages.CancelAllOrders) -> None * cancel_order(self, command: nautilus_trader.execution.messages.CancelOrder) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command: nautilus_trader.execution.messages.ModifyOrder) -> None * query_order(self, command: nautilus_trader.execution.messages.QueryOrder) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command: nautilus_trader.execution.messages.SubmitOrder) -> None * submit_order_list(self, command: nautilus_trader.execution.messages.SubmitOrderList) -> None Class: MockExecutionClient Inherits from: ExecutionClient Methods: * account_inquiry(self, command) -> None * cancel_all_orders(self, command) -> None * cancel_order(self, command) -> None * fully_qualified_name() -> 'str' * modify_order(self, command) -> None * submit_order(self, command) -> None * submit_order_list(self, command) -> None Class: MockLiveExecutionClient Inherits from: LiveExecutionClient Methods: * account_inquiry(self, command) -> None * add_fill_reports(self, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId, trades: list[nautilus_trader.execution.reports.FillReport]) -> None * add_order_status_report(self, report: nautilus_trader.execution.reports.OrderStatusReport) -> None * add_position_status_report(self, report: nautilus_trader.execution.reports.PositionStatusReport) -> None * batch_cancel_orders(self, command: nautilus_trader.execution.messages.BatchCancelOrders) -> None * cancel_all_orders(self, command) -> None * cancel_order(self, command) -> None * connect(self) -> None * create_task(self, coro: collections.abc.Coroutine, log_msg: str | None = None, actions: collections.abc.Callable | None = None, success_msg: str | None = None, success_color: nautilus_trader.core.rust.common.LogColor = ) -> _asyncio.Task * disconnect(self) -> None * dispose(self) -> None * fully_qualified_name() -> 'str' * generate_fill_reports(self, command: nautilus_trader.execution.messages.GenerateFillReports) -> list[nautilus_trader.execution.reports.FillReport] * generate_mass_status(self, lookback_mins: int | None = None) -> nautilus_trader.execution.reports.ExecutionMassStatus | None * generate_order_status_report(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReport) -> nautilus_trader.execution.reports.OrderStatusReport | None * generate_order_status_reports(self, command: nautilus_trader.execution.messages.GenerateOrderStatusReports) -> list[nautilus_trader.execution.reports.OrderStatusReport] * generate_position_status_reports(self, command: nautilus_trader.execution.messages.GeneratePositionStatusReports) -> list[nautilus_trader.execution.reports.PositionStatusReport] * modify_order(self, command) -> None * query_order(self, command) -> None * reset(self) -> None * run_after_delay(self, delay: float, coro: collections.abc.Coroutine) -> None * submit_order(self, command) -> None * submit_order_list(self, command) -> None Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: OrderStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.OrderStatusReport') -> 'OrderStatusReport' Properties: * is_open Class Variables: * is_open: property Class: PositionStatusReport Inherits from: ExecutionReport Methods: * from_pyo3(pyo3_report: 'nautilus_pyo3.PositionStatusReport') -> 'PositionStatusReport' Class: TradingCommand Inherits from: Command Class Variables: * client_id: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * params: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.test_kit.mocks.strategies Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: ExponentialMovingAverage Inherits from: MovingAverage Class Variables: * alpha: getset_descriptor Class: KaboomStrategy Inherits from: Strategy Methods: * fully_qualified_name() -> 'str' * on_bar(self, bar) -> None * on_data(self, data) -> None * on_dispose(self) -> None * on_event(self, event) -> None * on_instrument(self, instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_quote_tick(self, tick) -> None * on_reset(self) -> None * on_resume(self) -> None * on_save(self) -> dict[str, bytes] * on_signal(self, data) -> None * on_start(self) -> None * on_stop(self) -> None * on_trade_tick(self, tick) -> None * set_explode_on_start(self, setting) -> None * set_explode_on_stop(self, setting) -> None Class: MockStrategy Inherits from: Strategy Methods: * fully_qualified_name() -> 'str' * on_bar(self, bar) -> None * on_data(self, data) -> None * on_dispose(self) -> None * on_event(self, event) -> None * on_instrument(self, instrument) -> None * on_load(self, state: dict[str, bytes]) -> None * on_quote_tick(self, tick) * on_reset(self) -> None * on_resume(self) -> None * on_save(self) -> dict[str, bytes] * on_signal(self, signal) -> None * on_start(self) -> None * on_stop(self) -> None * on_strategy_data(self, data) -> None * on_ticker(self, ticker) * on_trade_tick(self, tick) -> None Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PositionId Inherits from: Identifier Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Module: nautilus_trader.test_kit.providers Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: Any Inherits from: object Class: AssetClass Inherits from: IntFlag Class Variables: * FX: AssetClass * EQUITY: AssetClass * COMMODITY: AssetClass * DEBT: AssetClass * INDEX: AssetClass * CRYPTOCURRENCY: AssetClass * ALTERNATIVE: AssetClass Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BettingInstrument Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * event_type_id: getset_descriptor * event_type_name: getset_descriptor * competition_id: getset_descriptor * competition_name: getset_descriptor * event_id: getset_descriptor * event_name: getset_descriptor * event_country_code: getset_descriptor * event_open_date: getset_descriptor * betting_type: getset_descriptor * market_id: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * market_type: getset_descriptor * selection_id: getset_descriptor * selection_name: getset_descriptor * selection_handicap: getset_descriptor Class: BinaryOption Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * outcome: getset_descriptor * description: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CSVBarDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, index_col: str | int = 'timestamp', parse_dates: bool = True, **kwargs: Any) -> pandas.core.frame.DataFrame Class: CSVTickDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, index_col: str | int = 'timestamp', parse_dates: bool = True, datetime_format: str = 'mixed', **kwargs: Any) -> pandas.core.frame.DataFrame Class: Cfd Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * isin: getset_descriptor Class: CryptoFuture Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * underlying: getset_descriptor * settlement_currency: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: CryptoPerpetual Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor * settlement_currency: getset_descriptor * is_quanto: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: CurrencyPair Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * base_currency: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Equity Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * isin: getset_descriptor Class: FuturesContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LocalFileSystem Inherits from: AbstractFileSystem Methods: * cat(self, path, recursive=False, on_error='raise', **kwargs) * cat_file(self, path, start=None, end=None, **kwargs) * cat_ranges(self, paths, starts, ends, max_gap=None, on_error='return', **kwargs) * checksum(self, path) * chmod(self, path, mode) * clear_instance_cache() * copy(self, path1, path2, recursive=False, maxdepth=None, on_error=None, **kwargs) * cp(self, path1, path2, **kwargs) * cp_file(self, path1, path2, **kwargs) * created(self, path) * current() * delete(self, path, recursive=False, maxdepth=None) * disk_usage(self, path, total=True, maxdepth=None, **kwargs) * download(self, rpath, lpath, recursive=False, **kwargs) * du(self, path, total=True, maxdepth=None, withdirs=False, **kwargs) * end_transaction(self) * exists(self, path, **kwargs) * expand_path(self, path, recursive=False, maxdepth=None, **kwargs) * find(self, path, maxdepth=None, withdirs=False, detail=False, **kwargs) * from_dict(dct: 'dict[str, Any]') -> 'AbstractFileSystem' * from_json(blob: 'str') -> 'AbstractFileSystem' * get(self, rpath, lpath, recursive=False, callback=, maxdepth=None, **kwargs) * get_file(self, path1, path2, callback=None, **kwargs) * get_mapper(self, root='', check=False, create=False, missing_exceptions=None) * glob(self, path, maxdepth=None, **kwargs) * head(self, path, size=1024) * info(self, path, **kwargs) * invalidate_cache(self, path=None) * isdir(self, path) * isfile(self, path) * islink(self, path) -> bool * lexists(self, path, **kwargs) * link(self, src, dst, **kwargs) * listdir(self, path, detail=True, **kwargs) * ls(self, path, detail=False, **kwargs) * makedir(self, path, create_parents=True, **kwargs) * makedirs(self, path, exist_ok=False) * mkdir(self, path, create_parents=True, **kwargs) * mkdirs(self, path, exist_ok=False) * modified(self, path) * move(self, path1, path2, **kwargs) * mv(self, path1, path2, recursive: bool = True, **kwargs) * open(self, path, mode='rb', block_size=None, cache_options=None, compression=None, **kwargs) * pipe(self, path, value=None, **kwargs) * pipe_file(self, path, value, mode='overwrite', **kwargs) * put(self, lpath, rpath, recursive=False, callback=, maxdepth=None, **kwargs) * put_file(self, path1, path2, callback=None, **kwargs) * read_block(self, fn, offset, length, delimiter=None) * read_bytes(self, path, start=None, end=None, **kwargs) * read_text(self, path, encoding=None, errors=None, newline=None, **kwargs) * rename(self, path1, path2, **kwargs) * rm(self, path, recursive=False, maxdepth=None) * rm_file(self, path) * rmdir(self, path) * sign(self, path, expiration=100, **kwargs) * size(self, path) * sizes(self, paths) * start_transaction(self) * stat(self, path, **kwargs) * symlink(self, src, dst, **kwargs) * tail(self, path, size=1024) * to_dict(self, *, include_password: 'bool' = True) -> 'dict[str, Any]' * to_json(self, *, include_password: 'bool' = True) -> 'str' * touch(self, path, truncate=True, **kwargs) * tree(self, path: 'str' = '/', recursion_limit: 'int' = 2, max_display: 'int' = 25, display_size: 'bool' = False, prefix: 'str' = '', is_last: 'bool' = True, first: 'bool' = True, indent_size: 'int' = 4) -> 'str' * ukey(self, path) * unstrip_protocol(self, name) * upload(self, lpath, rpath, recursive=False, **kwargs) * walk(self, path, maxdepth=None, topdown=True, on_error='omit', **kwargs) * write_bytes(self, path, value, **kwargs) * write_text(self, path, value, encoding=None, errors=None, newline=None, **kwargs) Properties: * fsid * transaction Class Variables: * root_marker: str * protocol: tuple * local_file: bool * fsid: property Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OptionContract Inherits from: Instrument Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * activation_utc: getset_descriptor * expiration_utc: getset_descriptor * exchange: getset_descriptor * underlying: getset_descriptor * option_kind: getset_descriptor * strike_price: getset_descriptor * activation_ns: getset_descriptor * expiration_ns: getset_descriptor Class: OptionKind Inherits from: IntFlag Class Variables: * CALL: OptionKind * PUT: OptionKind Class: ParquetBarDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str) -> pandas.core.frame.DataFrame Class: ParquetTickDataLoader Inherits from: object Methods: * load(file_path: os.PathLike[str] | str, timestamp_column: str = 'timestamp') -> pandas.core.frame.DataFrame Class: Path Inherits from: PurePath Methods: * absolute(self) * as_posix(self) * as_uri(self) * chmod(self, mode, *, follow_symlinks=True) * cwd() * exists(self) * expanduser(self) * glob(self, pattern) * group(self) * hardlink_to(self, target) * home() * is_absolute(self) * is_block_device(self) * is_char_device(self) * is_dir(self) * is_fifo(self) * is_file(self) * is_mount(self) * is_relative_to(self, *other) * is_reserved(self) * is_socket(self) * is_symlink(self) * iterdir(self) * joinpath(self, *args) * lchmod(self, mode) * link_to(self, target) * lstat(self) * match(self, path_pattern) * mkdir(self, mode=511, parents=False, exist_ok=False) * open(self, mode='r', buffering=-1, encoding=None, errors=None, newline=None) * owner(self) * read_bytes(self) * read_text(self, encoding=None, errors=None) * readlink(self) * relative_to(self, *other) * rename(self, target) * replace(self, target) * resolve(self, strict=False) * rglob(self, pattern) * rmdir(self) * samefile(self, other_path) * stat(self, *, follow_symlinks=True) * symlink_to(self, target, target_is_directory=False) * touch(self, mode=438, exist_ok=True) * unlink(self, missing_ok=False) * with_name(self, name) * with_stem(self, stem) * with_suffix(self, suffix) * write_bytes(self, data) * write_text(self, data, encoding=None, errors=None, newline=None) Properties: * anchor * drive * name * parent * parents * parts * root * stem * suffix * suffixes Class Variables: * cwd: classmethod * home: classmethod Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PyCondition Inherits from: object Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Symbol Inherits from: Identifier Class: SyntheticInstrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * price_precision: getset_descriptor * price_increment: getset_descriptor * components: getset_descriptor * formula: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * id: getset_descriptor Class: TestDataGenerator Inherits from: object Methods: * generate_monotonic_bars(instrument: nautilus_trader.model.instruments.base.Instrument, first_bar: nautilus_trader.model.data.Bar, bar_count: int = 20, time_change_nanos: int = 60000000000, price_change_ticks: int = 10, increasing_series: bool = True) -> list[nautilus_trader.model.data.Bar] * generate_quote_ticks(instrument_id: str, price_prec: int = 4, quantity_prec: int = 4, **kwargs: Any) -> list[nautilus_trader.model.data.QuoteTick] * generate_time_series(start_timestamp: str = '2020-01-01', start_price: float = 100.0, default_quantity: int = 10, max_freq: str = '1s', count: int = 100000) -> pandas.core.frame.DataFrame * generate_time_series_index(start_timestamp: str = '2020-01-01', max_freq: str = '1s', count: int = 100000) -> pandas.core.indexes.datetimes.DatetimeIndex * generate_trade_ticks(instrument_id: str, price_prec: int = 4, quantity_prec: int = 4, **kwargs: Any) -> list[nautilus_trader.model.data.TradeTick] * simulate_value_diffs(count: int, max_diff: float = 10, prob_increase: float = 0.25, prob_decrease: float = 0.25) -> pandas.core.series.Series Class: TestDataProvider Inherits from: object Methods: * read(self, path: str) -> fsspec.core.OpenFile * read_csv(self, path: str, **kwargs: Any) -> pandas.core.frame.DataFrame * read_csv_bars(self, path: str) -> pandas.core.frame.DataFrame * read_csv_ticks(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_bars(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_ticks(self, path: str, timestamp_column: str = 'timestamp') -> pandas.core.frame.DataFrame Class: TestInstrumentProvider Inherits from: object Methods: * aapl_option() -> nautilus_trader.model.instruments.option_contract.OptionContract * adabtc_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * adausdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * audusd_cfd() -> nautilus_trader.model.instruments.cfd.Cfd * betting_instrument(venue: str | None = None) -> nautilus_trader.model.instruments.betting.BettingInstrument * binary_option() -> nautilus_trader.model.instruments.binary_option.BinaryOption * btcusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.model.instruments.crypto_future.CryptoFuture * btcusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * default_fx_ccy(symbol: str, venue: nautilus_trader.model.identifiers.Venue | None = None) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * equity(symbol: str = 'AAPL', venue: str = 'XNAS') -> nautilus_trader.model.instruments.equity.Equity * es_future(expiry_year: int, expiry_month: int) -> nautilus_trader.model.instruments.futures_contract.FuturesContract * ethusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * eurusd_future(expiry_year: int, expiry_month: int, venue_name: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * future(symbol: str = 'ESZ1', underlying: str = 'ES', venue: str = 'GLBX', exchange: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * onethousandrats_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * synthetic_instrument() -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument * xbtusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * xrpusdt_linear_bybit() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.test_kit.rust.accounting_pyo3 Class: CashAccount Inherits from: object Class Variables: * event_count: getset_descriptor * events: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * id: getset_descriptor * last_event: getset_descriptor * calculate_account_state: getset_descriptor Class: MarginAccount Inherits from: object Class Variables: * default_leverage: getset_descriptor * calculate_account_state: getset_descriptor * id: getset_descriptor Class: OrderSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoOrderSide: OrderSide * Buy: OrderSide * Sell: OrderSide * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * ts_opened: getset_descriptor * closing_order_id: getset_descriptor * multiplier: getset_descriptor * client_order_ids: getset_descriptor * price_precision: getset_descriptor * avg_px_open: getset_descriptor * realized_return: getset_descriptor * is_inverse: getset_descriptor * instrument_id: getset_descriptor * duration_ns: getset_descriptor * ts_closed: getset_descriptor * realized_pnl: getset_descriptor * base_currency: getset_descriptor * size_precision: getset_descriptor * quantity: getset_descriptor * id: getset_descriptor * trader_id: getset_descriptor * quote_currency: getset_descriptor * settlement_currency: getset_descriptor * venue_order_ids: getset_descriptor * venue: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * strategy_id: getset_descriptor * last_event: getset_descriptor * peak_qty: getset_descriptor * last_trade_id: getset_descriptor * entry: getset_descriptor * events: getset_descriptor * is_long: getset_descriptor * side: getset_descriptor * ts_init: getset_descriptor * avg_px_close: getset_descriptor * signed_qty: getset_descriptor * opening_order_id: getset_descriptor * is_short: getset_descriptor Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: TestAccountingProviderPyo3 Inherits from: object Methods: * cash_account() -> nautilus_trader.core.nautilus_pyo3.model.CashAccount * cash_account_million_usd() -> nautilus_trader.core.nautilus_pyo3.model.CashAccount * cash_account_multi() -> nautilus_trader.core.nautilus_pyo3.model.CashAccount * long_position() -> nautilus_trader.core.nautilus_pyo3.model.Position * margin_account() -> nautilus_trader.core.nautilus_pyo3.model.MarginAccount * short_position() -> nautilus_trader.core.nautilus_pyo3.model.Position Class: TestEventsProviderPyo3 Inherits from: object Methods: * cash_account_state() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_million_usd() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_multi() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_multi_changed_btc() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * margin_account_state() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * order_accepted() -> nautilus_trader.core.nautilus_pyo3.model.OrderAccepted * order_cancel_rejected() -> nautilus_trader.core.nautilus_pyo3.model.OrderCancelRejected * order_canceled() -> nautilus_trader.core.nautilus_pyo3.model.OrderCanceled * order_denied_max_submit_rate() -> nautilus_trader.core.nautilus_pyo3.model.OrderDenied * order_emulated() -> nautilus_trader.core.nautilus_pyo3.model.OrderEmulated * order_expired() -> nautilus_trader.core.nautilus_pyo3.model.OrderExpired * order_filled(order: nautilus_trader.core.nautilus_pyo3.model.MarketOrder, instrument: nautilus_trader.core.nautilus_pyo3.model.CurrencyPair | nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual | nautilus_trader.core.nautilus_pyo3.model.CryptoFuture | nautilus_trader.core.nautilus_pyo3.model.Equity, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, account_id: nautilus_trader.core.nautilus_pyo3.model.AccountId | None = None, venue_order_id: nautilus_trader.core.nautilus_pyo3.model.VenueOrderId | None = None, trade_id: nautilus_trader.core.nautilus_pyo3.model.TradeId | None = None, position_id: nautilus_trader.core.nautilus_pyo3.model.PositionId | None = None, last_qty: nautilus_trader.core.nautilus_pyo3.model.Quantity | None = None, last_px: nautilus_trader.core.nautilus_pyo3.model.Price | None = None, liquidity_side: nautilus_trader.core.nautilus_pyo3.model.enums.LiquiditySide = , ts_filled_ns: int = 0, account: nautilus_trader.core.nautilus_pyo3.model.CashAccount | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OrderFilled * order_filled_buy_limit() -> nautilus_trader.core.nautilus_pyo3.model.OrderFilled * order_initialized() -> nautilus_trader.core.nautilus_pyo3.model.OrderInitialized * order_modified_rejected() * order_pending_cancel() -> nautilus_trader.core.nautilus_pyo3.model.OrderPendingCancel * order_pending_update() -> nautilus_trader.core.nautilus_pyo3.model.OrderPendingUpdate * order_rejected_insufficient_margin() -> nautilus_trader.core.nautilus_pyo3.model.OrderRejected * order_released() -> nautilus_trader.core.nautilus_pyo3.model.OrderReleased * order_submitted() -> nautilus_trader.core.nautilus_pyo3.model.OrderSubmitted * order_triggered() -> nautilus_trader.core.nautilus_pyo3.model.OrderTriggered * order_updated() -> nautilus_trader.core.nautilus_pyo3.model.OrderUpdated Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TestInstrumentProviderPyo3 Inherits from: object Methods: * aapl_equity() -> nautilus_trader.core.nautilus_pyo3.model.Equity * aapl_option(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OptionContract * audusd_sim() * betting_instrument() -> nautilus_trader.core.nautilus_pyo3.model.BettingInstrument * binary_option() -> nautilus_trader.core.nautilus_pyo3.model.BinaryOption * btcusd_option_deribit() -> nautilus_trader.core.nautilus_pyo3.model.CryptoOption * btcusdt_binance() -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.CryptoFuture * default_fx_ccy(symbol: str, venue: nautilus_trader.core.nautilus_pyo3.model.Venue | None = None) -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * ethusd_bitmex() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual * futures_contract_es(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.FuturesContract * futures_spread_es(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.FuturesSpread * option_spread(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OptionSpread * xbtusd_bitmex() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual Class: TestOrderProviderPyo3 Inherits from: object Methods: * limit_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity, price: nautilus_trader.core.nautilus_pyo3.model.Price, trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None, exec_algorithm_id: nautilus_trader.core.nautilus_pyo3.model.ExecAlgorithmId | None = None) -> nautilus_trader.core.nautilus_pyo3.model.LimitOrder * market_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide | None = None, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity | None = None, trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None) -> nautilus_trader.core.nautilus_pyo3.model.MarketOrder * stop_limit_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity, price: nautilus_trader.core.nautilus_pyo3.model.Price, trigger_price: nautilus_trader.core.nautilus_pyo3.model.Price, trigger_type: nautilus_trader.core.nautilus_pyo3.model.enums.TriggerType = , trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None, exec_algorithm_id: nautilus_trader.core.nautilus_pyo3.model.ExecAlgorithmId | None = None, tags: list[str] | None = None) -> nautilus_trader.core.nautilus_pyo3.model.StopLimitOrder Module: nautilus_trader.test_kit.rust.data_pyo3 Class: AggressorSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoAggressor: AggressorSide * Buyer: AggressorSide * Seller: AggressorSide * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: Bar Inherits from: object Class Variables: * open: getset_descriptor * low: getset_descriptor * ts_event: getset_descriptor * bar_type: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * high: getset_descriptor * ts_init: getset_descriptor Class: BarAggregation Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Tick: BarAggregation * TickImbalance: BarAggregation * TickRuns: BarAggregation * Volume: BarAggregation * VolumeImbalance: BarAggregation * VolumeRuns: BarAggregation * Value: BarAggregation * ValueImbalance: BarAggregation * ValueRuns: BarAggregation * Millisecond: BarAggregation * Second: BarAggregation * Minute: BarAggregation * Hour: BarAggregation * Day: BarAggregation * Week: BarAggregation * Month: BarAggregation * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarSpecification Inherits from: object Class: BarType Inherits from: object Class: BookAction Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Add: BookAction * Update: BookAction * Delete: BookAction * Clear: BookAction * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * side: getset_descriptor * size: getset_descriptor * order_id: getset_descriptor * price: getset_descriptor Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: OrderBookDelta Inherits from: object Class Variables: * sequence: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * ts_init: getset_descriptor * flags: getset_descriptor * ts_event: getset_descriptor * order: getset_descriptor Class: OrderBookDepth10 Inherits from: object Class Variables: * asks: getset_descriptor * ts_init: getset_descriptor * ask_counts: getset_descriptor * bid_counts: getset_descriptor * instrument_id: getset_descriptor * bids: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor Class: OrderSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoOrderSide: OrderSide * Buy: OrderSide * Sell: OrderSide * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: PriceType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Bid: PriceType * Ask: PriceType * Mid: PriceType * Last: PriceType * Mark: PriceType * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: object Class Variables: * ts_init: getset_descriptor * ts_event: getset_descriptor * bid_size: getset_descriptor * bid_price: getset_descriptor * ask_size: getset_descriptor * instrument_id: getset_descriptor * ask_price: getset_descriptor Class: TestDataProviderPyo3 Inherits from: object Methods: * bar_5decimal() -> nautilus_trader.core.nautilus_pyo3.model.Bar * bar_spec_1min_ask() -> nautilus_trader.core.nautilus_pyo3.model.BarSpecification * bar_spec_1min_bid() -> nautilus_trader.core.nautilus_pyo3.model.BarSpecification * bar_spec_1min_last() -> nautilus_trader.core.nautilus_pyo3.model.BarSpecification * bar_spec_1min_mid() -> nautilus_trader.core.nautilus_pyo3.model.BarSpecification * bartype_ethusdt_1min_bid() -> nautilus_trader.core.nautilus_pyo3.model.BarType * order_book_delta(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, price: float = 10000.0, size: float = 0.1, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta * order_book_depth10(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, flags: int = 0, sequence: int = 0, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10 * quote_tick(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, bid_price: float = 1987.0, ask_price: float = 1988.0, ask_size: float = 100000.0, bid_size: float = 100000.0, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.core.nautilus_pyo3.model.QuoteTick * trade_tick(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, price: float = 1987.0, size: float = 0.1, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.core.nautilus_pyo3.model.TradeTick Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TradeTick Inherits from: object Class Variables: * ts_event: getset_descriptor * aggressor_side: getset_descriptor * ts_init: getset_descriptor * price: getset_descriptor * trade_id: getset_descriptor * size: getset_descriptor * instrument_id: getset_descriptor Module: nautilus_trader.test_kit.rust.events_pyo3 Class: AccountBalance Inherits from: object Class: AccountId Inherits from: object Class Variables: * value: getset_descriptor Class: AccountState Inherits from: object Class Variables: * account_id: getset_descriptor * margins: getset_descriptor * account_type: getset_descriptor * balances: getset_descriptor * base_currency: getset_descriptor Class: AccountType Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Cash: AccountType * Margin: AccountType * Betting: AccountType * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: CashAccount Inherits from: object Class Variables: * event_count: getset_descriptor * events: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * id: getset_descriptor * last_event: getset_descriptor * calculate_account_state: getset_descriptor Class: ClientOrderId Inherits from: object Class Variables: * value: getset_descriptor Class: ContingencyType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoContingency: ContingencyType * Oco: ContingencyType * Oto: ContingencyType * Ouo: ContingencyType * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: CryptoFuture Inherits from: object Class Variables: * is_inverse: getset_descriptor * min_notional: getset_descriptor * info: getset_descriptor * ts_init: getset_descriptor * lot_size: getset_descriptor * multiplier: getset_descriptor * max_price: getset_descriptor * settlement_currency: getset_descriptor * price_precision: getset_descriptor * margin_maint: getset_descriptor * taker_fee: getset_descriptor * margin_init: getset_descriptor * max_quantity: getset_descriptor * quote_currency: getset_descriptor * raw_symbol: getset_descriptor * size_increment: getset_descriptor * min_price: getset_descriptor * maker_fee: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * underlying: getset_descriptor * type_str: getset_descriptor * expiration_ns: getset_descriptor * activation_ns: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor Class: CryptoPerpetual Inherits from: object Class Variables: * ts_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * settlement_currency: getset_descriptor * is_inverse: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * lot_size: getset_descriptor * base_currency: getset_descriptor * taker_fee: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * type_str: getset_descriptor * raw_symbol: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * price_precision: getset_descriptor * id: getset_descriptor * max_quantity: getset_descriptor * ts_event: getset_descriptor Class: Currency Inherits from: object Class Variables: * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor * code: getset_descriptor Class: CurrencyPair Inherits from: object Class Variables: * raw_symbol: getset_descriptor * price_precision: getset_descriptor * price_increment: getset_descriptor * type_str: getset_descriptor * max_price: getset_descriptor * base_currency: getset_descriptor * max_quantity: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * min_price: getset_descriptor * lot_size: getset_descriptor * id: getset_descriptor * quote_currency: getset_descriptor * maker_fee: getset_descriptor * size_increment: getset_descriptor * taker_fee: getset_descriptor * margin_maint: getset_descriptor * margin_init: getset_descriptor * info: getset_descriptor * size_precision: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor Class: Equity Inherits from: object Class Variables: * min_price: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * size_increment: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * min_quantity: getset_descriptor * price_increment: getset_descriptor * max_price: getset_descriptor * raw_symbol: getset_descriptor * isin: getset_descriptor * max_quantity: getset_descriptor * price_precision: getset_descriptor * type_str: getset_descriptor * lot_size: getset_descriptor * size_precision: getset_descriptor Class: LiquiditySide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoLiquiditySide: LiquiditySide * Maker: LiquiditySide * Taker: LiquiditySide * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: MarketOrder Inherits from: object Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * exec_algorithm_id: getset_descriptor * account_id: getset_descriptor * parent_order_id: getset_descriptor * order_type: getset_descriptor * instrument_id: getset_descriptor * init_id: getset_descriptor * linked_order_ids: getset_descriptor * status: getset_descriptor * side: getset_descriptor * time_in_force: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * tags: getset_descriptor * events: getset_descriptor * is_quote_quantity: getset_descriptor * client_order_id: getset_descriptor * exec_algorithm_params: getset_descriptor * emulation_trigger: getset_descriptor * is_reduce_only: getset_descriptor * contingency_type: getset_descriptor * exec_spawn_id: getset_descriptor * order_list_id: getset_descriptor Class: Money Inherits from: object Class Variables: * currency: getset_descriptor * raw: getset_descriptor Class: OrderAccepted Inherits from: object Class: OrderCancelRejected Inherits from: object Class: OrderCanceled Inherits from: object Class: OrderDenied Inherits from: object Class: OrderEmulated Inherits from: object Class: OrderExpired Inherits from: object Class: OrderFilled Inherits from: object Class Variables: * is_buy: getset_descriptor * is_sell: getset_descriptor * event_id: getset_descriptor * ts_event: getset_descriptor * account_id: getset_descriptor * trader_id: getset_descriptor * liquidity_side: getset_descriptor * order_side: getset_descriptor * commission: getset_descriptor * position_id: getset_descriptor * strategy_id: getset_descriptor * last_qty: getset_descriptor * order_type: getset_descriptor * venue_order_id: getset_descriptor * client_order_id: getset_descriptor * trade_id: getset_descriptor * last_px: getset_descriptor * instrument_id: getset_descriptor * ts_init: getset_descriptor * currency: getset_descriptor * reconciliation: getset_descriptor Class: OrderInitialized Inherits from: object Class Variables: * order_type: getset_descriptor Class: OrderListId Inherits from: object Class Variables: * value: getset_descriptor Class: OrderModifyRejected Inherits from: object Class: OrderPendingCancel Inherits from: object Class: OrderPendingUpdate Inherits from: object Class: OrderRejected Inherits from: object Class: OrderReleased Inherits from: object Class: OrderSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoOrderSide: OrderSide * Buy: OrderSide * Sell: OrderSide * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderSubmitted Inherits from: object Class: OrderTriggered Inherits from: object Class: OrderType Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Market: OrderType * Limit: OrderType * StopMarket: OrderType * StopLimit: OrderType * MarketToLimit: OrderType * MarketIfTouched: OrderType * LimitIfTouched: OrderType * TrailingStopMarket: OrderType * TrailingStopLimit: OrderType * MARKET: OrderType * LIMIT: OrderType * STOP_MARKET: OrderType * STOP_LIMIT: OrderType * MARKET_TO_LIMIT: OrderType * MARKET_IF_TOUCHED: OrderType * LIMIT_IF_TOUCHED: OrderType * TRAILING_STOP_MARKET: OrderType * TRAILING_STOP_LIMIT: OrderType Class: OrderUpdated Inherits from: object Class: PositionId Inherits from: object Class Variables: * value: getset_descriptor Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: StrategyId Inherits from: object Class Variables: * value: getset_descriptor Class: TestEventsProviderPyo3 Inherits from: object Methods: * cash_account_state() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_million_usd() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_multi() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * cash_account_state_multi_changed_btc() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * margin_account_state() -> nautilus_trader.core.nautilus_pyo3.model.AccountState * order_accepted() -> nautilus_trader.core.nautilus_pyo3.model.OrderAccepted * order_cancel_rejected() -> nautilus_trader.core.nautilus_pyo3.model.OrderCancelRejected * order_canceled() -> nautilus_trader.core.nautilus_pyo3.model.OrderCanceled * order_denied_max_submit_rate() -> nautilus_trader.core.nautilus_pyo3.model.OrderDenied * order_emulated() -> nautilus_trader.core.nautilus_pyo3.model.OrderEmulated * order_expired() -> nautilus_trader.core.nautilus_pyo3.model.OrderExpired * order_filled(order: nautilus_trader.core.nautilus_pyo3.model.MarketOrder, instrument: nautilus_trader.core.nautilus_pyo3.model.CurrencyPair | nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual | nautilus_trader.core.nautilus_pyo3.model.CryptoFuture | nautilus_trader.core.nautilus_pyo3.model.Equity, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, account_id: nautilus_trader.core.nautilus_pyo3.model.AccountId | None = None, venue_order_id: nautilus_trader.core.nautilus_pyo3.model.VenueOrderId | None = None, trade_id: nautilus_trader.core.nautilus_pyo3.model.TradeId | None = None, position_id: nautilus_trader.core.nautilus_pyo3.model.PositionId | None = None, last_qty: nautilus_trader.core.nautilus_pyo3.model.Quantity | None = None, last_px: nautilus_trader.core.nautilus_pyo3.model.Price | None = None, liquidity_side: nautilus_trader.core.nautilus_pyo3.model.enums.LiquiditySide = , ts_filled_ns: int = 0, account: nautilus_trader.core.nautilus_pyo3.model.CashAccount | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OrderFilled * order_filled_buy_limit() -> nautilus_trader.core.nautilus_pyo3.model.OrderFilled * order_initialized() -> nautilus_trader.core.nautilus_pyo3.model.OrderInitialized * order_modified_rejected() * order_pending_cancel() -> nautilus_trader.core.nautilus_pyo3.model.OrderPendingCancel * order_pending_update() -> nautilus_trader.core.nautilus_pyo3.model.OrderPendingUpdate * order_rejected_insufficient_margin() -> nautilus_trader.core.nautilus_pyo3.model.OrderRejected * order_released() -> nautilus_trader.core.nautilus_pyo3.model.OrderReleased * order_submitted() -> nautilus_trader.core.nautilus_pyo3.model.OrderSubmitted * order_triggered() -> nautilus_trader.core.nautilus_pyo3.model.OrderTriggered * order_updated() -> nautilus_trader.core.nautilus_pyo3.model.OrderUpdated Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TestTypesProviderPyo3 Inherits from: object Methods: * account_balance(total: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1525000.00, USD), locked: nautilus_trader.core.nautilus_pyo3.model.Money = Money(25000.00, USD), free: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1500000.00, USD)) -> nautilus_trader.core.nautilus_pyo3.model.AccountBalance * margin_balance(initial: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1.00, USD), maintenance: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1.00, USD), instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId = InstrumentId('AUD/USD.SIM')) -> nautilus_trader.core.nautilus_pyo3.model.MarginBalance Class: TimeInForce Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Gtc: TimeInForce * Ioc: TimeInForce * Fok: TimeInForce * Gtd: TimeInForce * Day: TimeInForce * AtTheOpen: TimeInForce * AtTheClose: TimeInForce * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: object Class Variables: * value: getset_descriptor Class: TriggerType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoTrigger: TriggerType * Default: TriggerType * LastPrice: TriggerType * MarkPrice: TriggerType * IndexPrice: TriggerType * BidAsk: TriggerType * DoubleLast: TriggerType * DoubleBidAsk: TriggerType * LastOrBidAsk: TriggerType * MidPoint: TriggerType * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * BID_ASK: TriggerType * LAST_PRICE: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.test_kit.rust.identifiers_pyo3 Class: AccountId Inherits from: object Class Variables: * value: getset_descriptor Class: ClientOrderId Inherits from: object Class Variables: * value: getset_descriptor Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: OrderListId Inherits from: object Class Variables: * value: getset_descriptor Class: PositionId Inherits from: object Class Variables: * value: getset_descriptor Class: StrategyId Inherits from: object Class Variables: * value: getset_descriptor Class: Symbol Inherits from: object Class Variables: * is_composite: getset_descriptor * root: getset_descriptor * value: getset_descriptor * topic: getset_descriptor Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TradeId Inherits from: object Class Variables: * value: getset_descriptor Class: TraderId Inherits from: object Class Variables: * value: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.test_kit.rust.instruments_pyo3 Class: AssetClass Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * FX: AssetClass * Equity: AssetClass * Commodity: AssetClass * Debt: AssetClass * Index: AssetClass * Cryptocurrency: AssetClass * Alternative: AssetClass * EQUITY: AssetClass * COMMODITY: AssetClass * DEBT: AssetClass * INDEX: AssetClass * CRYPTOCURRENCY: AssetClass * ALTERNATIVE: AssetClass Class: BettingInstrument Inherits from: object Class Variables: * competition_id: getset_descriptor * instrument_class: getset_descriptor * event_country_code: getset_descriptor * selection_name: getset_descriptor * selection_id: getset_descriptor * market_type: getset_descriptor * size_increment: getset_descriptor * max_quantity: getset_descriptor * min_notional: getset_descriptor * min_price: getset_descriptor * event_type_id: getset_descriptor * ts_init: getset_descriptor * price_precision: getset_descriptor * max_notional: getset_descriptor * maker_fee: getset_descriptor * raw_symbol: getset_descriptor * type_str: getset_descriptor * event_type_name: getset_descriptor * price_increment: getset_descriptor * info: getset_descriptor * currency: getset_descriptor * market_id: getset_descriptor * betting_type: getset_descriptor * asset_class: getset_descriptor * event_id: getset_descriptor * taker_fee: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * competition_name: getset_descriptor * min_quantity: getset_descriptor * event_name: getset_descriptor * market_name: getset_descriptor * market_start_time: getset_descriptor * size_precision: getset_descriptor * max_price: getset_descriptor * event_open_date: getset_descriptor Class: BinaryOption Inherits from: object Class Variables: * price_precision: getset_descriptor * size_increment: getset_descriptor * min_notional: getset_descriptor * price_increment: getset_descriptor * max_price: getset_descriptor * maker_fee: getset_descriptor * margin_init: getset_descriptor * currency: getset_descriptor * asset_class: getset_descriptor * size_precision: getset_descriptor * outcome: getset_descriptor * margin_maint: getset_descriptor * raw_symbol: getset_descriptor * max_notional: getset_descriptor * taker_fee: getset_descriptor * info: getset_descriptor * type_str: getset_descriptor * ts_init: getset_descriptor * min_price: getset_descriptor * id: getset_descriptor * min_quantity: getset_descriptor * expiration_ns: getset_descriptor * max_quantity: getset_descriptor * description: getset_descriptor * ts_event: getset_descriptor * activation_ns: getset_descriptor Class: CryptoFuture Inherits from: object Class Variables: * is_inverse: getset_descriptor * min_notional: getset_descriptor * info: getset_descriptor * ts_init: getset_descriptor * lot_size: getset_descriptor * multiplier: getset_descriptor * max_price: getset_descriptor * settlement_currency: getset_descriptor * price_precision: getset_descriptor * margin_maint: getset_descriptor * taker_fee: getset_descriptor * margin_init: getset_descriptor * max_quantity: getset_descriptor * quote_currency: getset_descriptor * raw_symbol: getset_descriptor * size_increment: getset_descriptor * min_price: getset_descriptor * maker_fee: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * underlying: getset_descriptor * type_str: getset_descriptor * expiration_ns: getset_descriptor * activation_ns: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor Class: CryptoOption Inherits from: object Class Variables: * margin_init: getset_descriptor * multiplier: getset_descriptor * option_kind: getset_descriptor * margin_maint: getset_descriptor * max_notional: getset_descriptor * price_increment: getset_descriptor * settlement_currency: getset_descriptor * type_str: getset_descriptor * id: getset_descriptor * max_price: getset_descriptor * underlying: getset_descriptor * strike_price: getset_descriptor * min_notional: getset_descriptor * quote_currency: getset_descriptor * size_increment: getset_descriptor * activation_ns: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * expiration_ns: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * is_inverse: getset_descriptor * lot_size: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * min_price: getset_descriptor * taker_fee: getset_descriptor * ts_init: getset_descriptor * raw_symbol: getset_descriptor * maker_fee: getset_descriptor Class: CryptoPerpetual Inherits from: object Class Variables: * ts_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * settlement_currency: getset_descriptor * is_inverse: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * lot_size: getset_descriptor * base_currency: getset_descriptor * taker_fee: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * type_str: getset_descriptor * raw_symbol: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * price_precision: getset_descriptor * id: getset_descriptor * max_quantity: getset_descriptor * ts_event: getset_descriptor Class: Currency Inherits from: object Class Variables: * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor * code: getset_descriptor Class: CurrencyPair Inherits from: object Class Variables: * raw_symbol: getset_descriptor * price_precision: getset_descriptor * price_increment: getset_descriptor * type_str: getset_descriptor * max_price: getset_descriptor * base_currency: getset_descriptor * max_quantity: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * min_price: getset_descriptor * lot_size: getset_descriptor * id: getset_descriptor * quote_currency: getset_descriptor * maker_fee: getset_descriptor * size_increment: getset_descriptor * taker_fee: getset_descriptor * margin_maint: getset_descriptor * margin_init: getset_descriptor * info: getset_descriptor * size_precision: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Equity Inherits from: object Class Variables: * min_price: getset_descriptor * info: getset_descriptor * quote_currency: getset_descriptor * size_increment: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * min_quantity: getset_descriptor * price_increment: getset_descriptor * max_price: getset_descriptor * raw_symbol: getset_descriptor * isin: getset_descriptor * max_quantity: getset_descriptor * price_precision: getset_descriptor * type_str: getset_descriptor * lot_size: getset_descriptor * size_precision: getset_descriptor Class: FuturesContract Inherits from: object Class Variables: * asset_class: getset_descriptor * exchange: getset_descriptor * price_increment: getset_descriptor * min_quantity: getset_descriptor * raw_symbol: getset_descriptor * expiration_ns: getset_descriptor * price_precision: getset_descriptor * type_str: getset_descriptor * size_increment: getset_descriptor * lot_size: getset_descriptor * ts_init: getset_descriptor * activation_ns: getset_descriptor * min_price: getset_descriptor * id: getset_descriptor * size_precision: getset_descriptor * underlying: getset_descriptor * currency: getset_descriptor * multiplier: getset_descriptor * ts_event: getset_descriptor * margin_maint: getset_descriptor * max_quantity: getset_descriptor * info: getset_descriptor * margin_init: getset_descriptor * max_price: getset_descriptor Class: FuturesSpread Inherits from: object Class Variables: * lot_size: getset_descriptor * underlying: getset_descriptor * size_precision: getset_descriptor * type_str: getset_descriptor * exchange: getset_descriptor * min_quantity: getset_descriptor * id: getset_descriptor * min_price: getset_descriptor * price_increment: getset_descriptor * price_precision: getset_descriptor * margin_maint: getset_descriptor * info: getset_descriptor * asset_class: getset_descriptor * currency: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * max_quantity: getset_descriptor * max_price: getset_descriptor * strategy_type: getset_descriptor * activation_ns: getset_descriptor * ts_init: getset_descriptor * ts_event: getset_descriptor * margin_init: getset_descriptor * expiration_ns: getset_descriptor * raw_symbol: getset_descriptor Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: Money Inherits from: object Class Variables: * currency: getset_descriptor * raw: getset_descriptor Class: OptionContract Inherits from: object Class Variables: * info: getset_descriptor * max_price: getset_descriptor * margin_init: getset_descriptor * ts_event: getset_descriptor * id: getset_descriptor * margin_maint: getset_descriptor * price_increment: getset_descriptor * option_kind: getset_descriptor * expiration_ns: getset_descriptor * size_increment: getset_descriptor * currency: getset_descriptor * strike_price: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * activation_ns: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_price: getset_descriptor * asset_class: getset_descriptor * raw_symbol: getset_descriptor * underlying: getset_descriptor * min_quantity: getset_descriptor * ts_init: getset_descriptor * exchange: getset_descriptor * type_str: getset_descriptor Class: OptionKind Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * Call: OptionKind * Put: OptionKind * CALL: OptionKind * PUT: OptionKind Class: OptionSpread Inherits from: object Class Variables: * type_str: getset_descriptor * asset_class: getset_descriptor * activation_ns: getset_descriptor * size_increment: getset_descriptor * min_price: getset_descriptor * ts_event: getset_descriptor * exchange: getset_descriptor * strategy_type: getset_descriptor * min_quantity: getset_descriptor * ts_init: getset_descriptor * price_increment: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * underlying: getset_descriptor * expiration_ns: getset_descriptor * currency: getset_descriptor * lot_size: getset_descriptor * max_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * info: getset_descriptor * max_quantity: getset_descriptor * multiplier: getset_descriptor Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Symbol Inherits from: object Class Variables: * is_composite: getset_descriptor * root: getset_descriptor * value: getset_descriptor * topic: getset_descriptor Class: TestInstrumentProviderPyo3 Inherits from: object Methods: * aapl_equity() -> nautilus_trader.core.nautilus_pyo3.model.Equity * aapl_option(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OptionContract * audusd_sim() * betting_instrument() -> nautilus_trader.core.nautilus_pyo3.model.BettingInstrument * binary_option() -> nautilus_trader.core.nautilus_pyo3.model.BinaryOption * btcusd_option_deribit() -> nautilus_trader.core.nautilus_pyo3.model.CryptoOption * btcusdt_binance() -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.CryptoFuture * default_fx_ccy(symbol: str, venue: nautilus_trader.core.nautilus_pyo3.model.Venue | None = None) -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * ethusd_bitmex() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.core.nautilus_pyo3.model.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual * futures_contract_es(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.FuturesContract * futures_spread_es(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.FuturesSpread * option_spread(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.core.nautilus_pyo3.model.OptionSpread * xbtusd_bitmex() -> nautilus_trader.core.nautilus_pyo3.model.CryptoPerpetual Class: Venue Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.test_kit.rust.orders_pyo3 Class: ClientOrderId Inherits from: object Class Variables: * value: getset_descriptor Class: ExecAlgorithmId Inherits from: object Class Variables: * value: getset_descriptor Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: LimitOrder Inherits from: object Class Variables: * quantity: getset_descriptor * trader_id: getset_descriptor * symbol: getset_descriptor * account_id: getset_descriptor * has_price: getset_descriptor * order_type: getset_descriptor * filled_qty: getset_descriptor * is_reduce_only: getset_descriptor * client_order_id: getset_descriptor * parent_order_id: getset_descriptor * ts_last: getset_descriptor * venue: getset_descriptor * order_list_id: getset_descriptor * exec_algorithm_params: getset_descriptor * events: getset_descriptor * status: getset_descriptor * is_primary: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * venue_order_id: getset_descriptor * trigger_instrument_id: getset_descriptor * expire_time: getset_descriptor * instrument_id: getset_descriptor * linked_order_ids: getset_descriptor * last_trade_id: getset_descriptor * has_trigger_price: getset_descriptor * is_spawned: getset_descriptor * exec_algorithm_id: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * position_id: getset_descriptor * tags: getset_descriptor * is_open: getset_descriptor * contingency_type: getset_descriptor * emulation_trigger: getset_descriptor * is_emulated: getset_descriptor * is_quote_quantity: getset_descriptor * exec_spawn_id: getset_descriptor * expire_time_ns: getset_descriptor * side: getset_descriptor * is_active_local: getset_descriptor * is_closed: getset_descriptor * liquidity_side: getset_descriptor * time_in_force: getset_descriptor * strategy_id: getset_descriptor * display_qty: getset_descriptor * price: getset_descriptor * is_post_only: getset_descriptor Class: MarketOrder Inherits from: object Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * exec_algorithm_id: getset_descriptor * account_id: getset_descriptor * parent_order_id: getset_descriptor * order_type: getset_descriptor * instrument_id: getset_descriptor * init_id: getset_descriptor * linked_order_ids: getset_descriptor * status: getset_descriptor * side: getset_descriptor * time_in_force: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * tags: getset_descriptor * events: getset_descriptor * is_quote_quantity: getset_descriptor * client_order_id: getset_descriptor * exec_algorithm_params: getset_descriptor * emulation_trigger: getset_descriptor * is_reduce_only: getset_descriptor * contingency_type: getset_descriptor * exec_spawn_id: getset_descriptor * order_list_id: getset_descriptor Class: OrderSide Inherits from: object Class Variables: * value: getset_descriptor * name: getset_descriptor * NoOrderSide: OrderSide * Buy: OrderSide * Sell: OrderSide * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: Price Inherits from: object Class Variables: * precision: getset_descriptor * raw: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: StopLimitOrder Inherits from: object Class Variables: * contingency_type: getset_descriptor * has_trigger_price: getset_descriptor * is_closed: getset_descriptor * trigger_type: getset_descriptor * emulation_trigger: getset_descriptor * events: getset_descriptor * expire_time: getset_descriptor * trader_id: getset_descriptor * display_qty: getset_descriptor * exec_algorithm_id: getset_descriptor * is_aggressive: getset_descriptor * status: getset_descriptor * has_price: getset_descriptor * is_open: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * instrument_id: getset_descriptor * quantity: getset_descriptor * ts_init: getset_descriptor * order_list_id: getset_descriptor * side: getset_descriptor * price: getset_descriptor * linked_order_ids: getset_descriptor * trigger_price: getset_descriptor * parent_order_id: getset_descriptor * tags: getset_descriptor * exec_spawn_id: getset_descriptor * time_in_force: getset_descriptor * is_post_only: getset_descriptor * trigger_instrument_id: getset_descriptor * order_type: getset_descriptor * init_event: getset_descriptor * strategy_id: getset_descriptor * is_passive: getset_descriptor * exec_algorithm_params: getset_descriptor * client_order_id: getset_descriptor * init_id: getset_descriptor Class: StrategyId Inherits from: object Class Variables: * value: getset_descriptor Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TestOrderProviderPyo3 Inherits from: object Methods: * limit_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity, price: nautilus_trader.core.nautilus_pyo3.model.Price, trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None, exec_algorithm_id: nautilus_trader.core.nautilus_pyo3.model.ExecAlgorithmId | None = None) -> nautilus_trader.core.nautilus_pyo3.model.LimitOrder * market_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId | None = None, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide | None = None, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity | None = None, trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None) -> nautilus_trader.core.nautilus_pyo3.model.MarketOrder * stop_limit_order(instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId, order_side: nautilus_trader.core.nautilus_pyo3.model.enums.OrderSide, quantity: nautilus_trader.core.nautilus_pyo3.model.Quantity, price: nautilus_trader.core.nautilus_pyo3.model.Price, trigger_price: nautilus_trader.core.nautilus_pyo3.model.Price, trigger_type: nautilus_trader.core.nautilus_pyo3.model.enums.TriggerType = , trader_id: nautilus_trader.core.nautilus_pyo3.model.TraderId | None = None, strategy_id: nautilus_trader.core.nautilus_pyo3.model.StrategyId | None = None, client_order_id: nautilus_trader.core.nautilus_pyo3.model.ClientOrderId | None = None, time_in_force: nautilus_trader.core.nautilus_pyo3.model.enums.TimeInForce | None = None, exec_algorithm_id: nautilus_trader.core.nautilus_pyo3.model.ExecAlgorithmId | None = None, tags: list[str] | None = None) -> nautilus_trader.core.nautilus_pyo3.model.StopLimitOrder Class: TimeInForce Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * Gtc: TimeInForce * Ioc: TimeInForce * Fok: TimeInForce * Gtd: TimeInForce * Day: TimeInForce * AtTheOpen: TimeInForce * AtTheClose: TimeInForce * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TraderId Inherits from: object Class Variables: * value: getset_descriptor Class: TriggerType Inherits from: object Class Variables: * name: getset_descriptor * value: getset_descriptor * NoTrigger: TriggerType * Default: TriggerType * LastPrice: TriggerType * MarkPrice: TriggerType * IndexPrice: TriggerType * BidAsk: TriggerType * DoubleLast: TriggerType * DoubleBidAsk: TriggerType * LastOrBidAsk: TriggerType * MidPoint: TriggerType * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * BID_ASK: TriggerType * LAST_PRICE: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType Module: nautilus_trader.test_kit.rust.types_pyo3 Class: AccountBalance Inherits from: object Class: Currency Inherits from: object Class Variables: * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor * code: getset_descriptor Class: InstrumentId Inherits from: object Class Variables: * value: getset_descriptor * symbol: getset_descriptor * venue: getset_descriptor Class: MarginBalance Inherits from: object Class: Money Inherits from: object Class Variables: * currency: getset_descriptor * raw: getset_descriptor Class: TestIdProviderPyo3 Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * account_id() -> nautilus_trader.core.nautilus_pyo3.model.AccountId * adabtc_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * audusd_idealpro_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * gbpusd_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.core.nautilus_pyo3.model.OrderListId * position_id() -> nautilus_trader.core.nautilus_pyo3.model.PositionId * strategy_id() -> nautilus_trader.core.nautilus_pyo3.model.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.core.nautilus_pyo3.model.TradeId * trader_id() -> nautilus_trader.core.nautilus_pyo3.model.TraderId * usdjpy_id() -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId * uuid() -> nautilus_trader.core.nautilus_pyo3.core.UUID4 * venue_order_id() -> nautilus_trader.core.nautilus_pyo3.model.VenueOrderId Class: TestTypesProviderPyo3 Inherits from: object Methods: * account_balance(total: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1525000.00, USD), locked: nautilus_trader.core.nautilus_pyo3.model.Money = Money(25000.00, USD), free: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1500000.00, USD)) -> nautilus_trader.core.nautilus_pyo3.model.AccountBalance * margin_balance(initial: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1.00, USD), maintenance: nautilus_trader.core.nautilus_pyo3.model.Money = Money(1.00, USD), instrument_id: nautilus_trader.core.nautilus_pyo3.model.InstrumentId = InstrumentId('AUD/USD.SIM')) -> nautilus_trader.core.nautilus_pyo3.model.MarginBalance Module: nautilus_trader.test_kit.stubs.commands Class: CancelOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor Class: ClientOrderId Inherits from: Identifier Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: ModifyOrder Inherits from: TradingCommand Class Variables: * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: SubmitOrder Inherits from: TradingCommand Class Variables: * order: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor Class: SubmitOrderList Inherits from: TradingCommand Class Variables: * order_list: getset_descriptor * exec_algorithm_id: getset_descriptor * position_id: getset_descriptor * has_emulated_order: getset_descriptor Class: TestCommandStubs Inherits from: object Methods: * cancel_order_command(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, order: nautilus_trader.model.orders.base.Order | None = None) -> nautilus_trader.execution.messages.CancelOrder * modify_order_command(price: nautilus_trader.model.objects.Price | None = None, quantity: nautilus_trader.model.objects.Quantity | None = None, instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, order: nautilus_trader.model.orders.base.Order | None = None) -> nautilus_trader.execution.messages.ModifyOrder * submit_order_command(order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.execution.messages.SubmitOrder * submit_order_list_command(order_list: nautilus_trader.model.orders.list.OrderList) -> nautilus_trader.execution.messages.SubmitOrderList Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.component Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: BacktestEngine Inherits from: object Class Variables: * trader_id: getset_descriptor * machine_id: getset_descriptor * instance_id: getset_descriptor * kernel: getset_descriptor * logger: getset_descriptor * run_config_id: getset_descriptor * run_id: getset_descriptor * iteration: getset_descriptor * run_started: getset_descriptor * run_finished: getset_descriptor * backtest_start: getset_descriptor * backtest_end: getset_descriptor * trader: getset_descriptor * cache: getset_descriptor * data: getset_descriptor * portfolio: getset_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestNode Inherits from: object Methods: * add_data_client_factory(self, name: str, factory: type[nautilus_trader.live.factories.LiveDataClientFactory]) -> None * build(self) -> None * dispose(self) * download_data(self, request_function: str, **kwargs) -> None * get_engine(self, run_config_id: str) -> nautilus_trader.backtest.engine.BacktestEngine | None * get_engines(self) -> list[nautilus_trader.backtest.engine.BacktestEngine] * get_log_guard(self) -> nautilus_trader.core.nautilus_pyo3.common.LogGuard | nautilus_trader.common.component.LogGuard | None * load_catalog(config: nautilus_trader.backtest.config.BacktestDataConfig) -> nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog * load_data_config(config: nautilus_trader.backtest.config.BacktestDataConfig, start: str | int | None = None, end: str | int | None = None) -> nautilus_trader.persistence.catalog.types.CatalogDataResult * log_backtest_exception(self, e: Exception, config: nautilus_trader.backtest.config.BacktestRunConfig) -> None * run(self) -> list[nautilus_trader.backtest.results.BacktestResult] * setup_download_engine(self, catalog_config: nautilus_trader.persistence.config.DataCatalogConfig, data_clients: dict[str, type[nautilus_trader.live.config.LiveDataClientConfig]]) -> None Properties: * configs Class Variables: * configs: property * load_data_config: classmethod * load_catalog: classmethod Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: FillModel Inherits from: object Class Variables: * prob_fill_on_limit: getset_descriptor * prob_fill_on_stop: getset_descriptor * prob_slippage: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LiveClock Inherits from: Clock Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: MockLiveDataEngine Inherits from: LiveDataEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * data_qsize(self) -> int * disconnect(self) -> None * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_data_queue_task(self) -> _asyncio.Task | None * get_req_queue_task(self) -> _asyncio.Task | None * get_res_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, data) * receive(self, response) * req_qsize(self) -> int * request(self, request: nautilus_trader.data.messages.RequestData) -> None * res_qsize(self) -> int * response(self, response: nautilus_trader.data.messages.DataResponse) -> None Class: MockLiveExecutionEngine Inherits from: LiveExecutionEngine Methods: * cmd_qsize(self) -> int * connect(self) -> None * disconnect(self) -> None * evt_qsize(self) -> int * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * get_inflight_check_task(self) -> _asyncio.Task | None * get_open_check_task(self) -> _asyncio.Task | None * get_own_books_audit_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event) * reconcile_mass_status(self, report: nautilus_trader.execution.reports.ExecutionMassStatus) -> None * reconcile_report(self, report: nautilus_trader.execution.reports.ExecutionReport) -> bool * reconcile_state(self, timeout_secs: float = 10.0) -> bool Properties: * reconciliation Class: MockLiveRiskEngine Inherits from: LiveRiskEngine Methods: * cmd_qsize(self) -> int * evt_qsize(self) -> int * execute(self, command) * fully_qualified_name() -> 'str' * get_cmd_queue_task(self) -> _asyncio.Task | None * get_evt_queue_task(self) -> _asyncio.Task | None * kill(self) -> None * process(self, event) Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: OmsType Inherits from: IntFlag Class Variables: * UNSPECIFIED: OmsType * NETTING: OmsType * HEDGING: OmsType Class: OrderFactory Inherits from: object Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * use_uuid_client_order_ids: getset_descriptor Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: Portfolio Inherits from: PortfolioFacade Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: TestComponentStubs Inherits from: object Methods: * backtest_engine(config: nautilus_trader.backtest.config.BacktestEngineConfig | None = None, instrument: nautilus_trader.model.instruments.base.Instrument | None = None, ticks: list[nautilus_trader.core.data.Data] | None = None, venue: nautilus_trader.model.identifiers.Venue | None = None, oms_type: nautilus_trader.core.rust.model.OmsType | None = None, account_type: nautilus_trader.core.rust.model.AccountType | None = None, base_currency: nautilus_trader.model.objects.Currency | None = None, starting_balances: list[nautilus_trader.model.objects.Money] | None = None, fill_model: nautilus_trader.backtest.models.FillModel | None = None) -> nautilus_trader.backtest.engine.BacktestEngine * backtest_node(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, engine_config: nautilus_trader.backtest.config.BacktestEngineConfig) -> nautilus_trader.backtest.node.BacktestNode * cache() -> nautilus_trader.cache.cache.Cache * clock() -> nautilus_trader.common.component.LiveClock * mock_live_data_engine() -> nautilus_trader.test_kit.mocks.engines.MockLiveDataEngine * mock_live_exec_engine() -> nautilus_trader.test_kit.mocks.engines.MockLiveExecutionEngine * mock_live_risk_engine() -> nautilus_trader.test_kit.mocks.engines.MockLiveRiskEngine * msgbus() -> nautilus_trader.common.component.MessageBus * order_factory() -> nautilus_trader.common.factories.OrderFactory * portfolio() -> nautilus_trader.portfolio.portfolio.Portfolio * trading_strategy() -> nautilus_trader.trading.strategy.Strategy Class: TestConfigStubs Inherits from: object Methods: * backtest_data_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, data_cls: nautilus_trader.core.data.Data = , instrument_id: str | None = None) -> nautilus_trader.backtest.config.BacktestDataConfig * backtest_engine_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, log_level='INFO', bypass_logging: bool = True, bypass_risk: bool = False, persist: bool = False, strategies: list[nautilus_trader.trading.config.ImportableStrategyConfig] | None = None) -> nautilus_trader.backtest.config.BacktestEngineConfig * backtest_run_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, config: nautilus_trader.backtest.config.BacktestEngineConfig | None = None, instrument_ids: list[str] | None = None, data_types: tuple[nautilus_trader.core.data.Data, ...] = (,), venues: list[nautilus_trader.backtest.config.BacktestVenueConfig] | None = None) -> nautilus_trader.backtest.config.BacktestRunConfig * backtest_venue_config() -> nautilus_trader.backtest.config.BacktestVenueConfig * exec_engine_config() -> nautilus_trader.execution.config.ExecEngineConfig * order_book_imbalance(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None) -> nautilus_trader.trading.config.ImportableStrategyConfig * portfolio_config() -> nautilus_trader.portfolio.config.PortfolioConfig * risk_engine_config() -> nautilus_trader.risk.config.RiskEngineConfig * strategies_config() -> list[nautilus_trader.trading.config.ImportableStrategyConfig] * streaming_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog) -> nautilus_trader.persistence.config.StreamingConfig * venue_config() -> nautilus_trader.backtest.config.BacktestVenueConfig Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TraderId Inherits from: Identifier Class: Venue Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.config Class: BacktestDataConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * data_type * end_time_nanos * id * query * start_time_nanos Class Variables: * data_type: property * query: property * start_time_nanos: property * end_time_nanos: property * bar_spec: member_descriptor * bar_types: member_descriptor * catalog_fs_protocol: member_descriptor * catalog_fs_storage_options: member_descriptor * catalog_path: member_descriptor * client_id: member_descriptor * data_cls: member_descriptor * end_time: member_descriptor * filter_expr: member_descriptor * instrument_id: member_descriptor * instrument_ids: member_descriptor * metadata: member_descriptor * start_time: member_descriptor Class: BacktestEngineConfig Inherits from: NautilusKernelConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * run_analysis: member_descriptor Class: BacktestRunConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * chunk_size: member_descriptor * data: member_descriptor * data_clients: member_descriptor * dispose_on_completion: member_descriptor * end: member_descriptor * engine: member_descriptor * raise_exception: member_descriptor * start: member_descriptor * venues: member_descriptor Class: BacktestVenueConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * account_type: member_descriptor * bar_adaptive_high_low_ordering: member_descriptor * bar_execution: member_descriptor * base_currency: member_descriptor * book_type: member_descriptor * default_leverage: member_descriptor * fee_model: member_descriptor * fill_model: member_descriptor * frozen_account: member_descriptor * latency_model: member_descriptor * leverages: member_descriptor * modules: member_descriptor * name: member_descriptor * oms_type: member_descriptor * reject_stop_orders: member_descriptor * routing: member_descriptor * starting_balances: member_descriptor * support_contingent_orders: member_descriptor * support_gtd_orders: member_descriptor * trade_execution: member_descriptor * use_position_ids: member_descriptor * use_random_ids: member_descriptor * use_reduce_only: member_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: ExecEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * debug: member_descriptor * load_cache: member_descriptor * manage_own_order_books: member_descriptor * snapshot_orders: member_descriptor * snapshot_positions: member_descriptor * snapshot_positions_interval_secs: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: LoggingConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass_logging: member_descriptor * clear_log_file: member_descriptor * log_colors: member_descriptor * log_component_levels: member_descriptor * log_directory: member_descriptor * log_file_format: member_descriptor * log_file_max_backup_count: member_descriptor * log_file_max_size: member_descriptor * log_file_name: member_descriptor * log_level: member_descriptor * log_level_file: member_descriptor * print_config: member_descriptor * use_pyo3: member_descriptor Class: ParquetDataCatalog Inherits from: BaseDataCatalog Methods: * backend_session(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, session: 'DataBackendSession | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'DataBackendSession' * bars(self, bar_types: 'list[str] | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Bar]' * consolidate_catalog(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_catalog_by_period(self, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * consolidate_data_by_period(self, data_cls: 'type', identifier: 'str | None' = None, period: 'pd.Timedelta' = Timedelta('1 days 00:00:00'), start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, ensure_contiguous_files: 'bool' = True) -> 'None' * convert_stream_to_data(self, instance_id: 'str', data_cls: 'type', other_catalog: 'ParquetDataCatalog | None' = None, subdirectory: 'str' = 'backtest') -> 'None' * custom_data(self, cls: 'type', instrument_ids: 'list[str] | None' = None, as_nautilus: 'bool' = False, metadata: 'dict | None' = None, **kwargs: 'Any') -> 'list[CustomData]' * delete_catalog_range(self, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * delete_data_range(self, data_cls: 'type', identifier: 'str | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None) -> 'None' * extend_file_name(self, data_cls: 'type[Data]', identifier: 'str | None' = None, start: 'int | None' = None, end: 'int | None' = None) * from_env() -> 'ParquetDataCatalog' * from_uri(uri: 'str', storage_options: 'dict[str, str] | None' = None) -> 'ParquetDataCatalog' * get_intervals(self, data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * get_missing_intervals_for_request(self, start: 'int', end: 'int', data_cls: 'type', identifier: 'str | None' = None) -> 'list[tuple[int, int]]' * instrument_closes(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentClose]' * instrument_status(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[InstrumentStatus]' * instruments(self, instrument_type: 'type | None' = None, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Instrument]' * list_backtest_runs(self) -> 'list[str]' * list_data_types(self) -> 'list[str]' * list_generic_data_types(self) -> 'list[str]' * list_live_runs(self) -> 'list[str]' * order_book_deltas(self, instrument_ids: 'list[str] | None' = None, batched: 'bool' = False, **kwargs: 'Any') -> 'list[OrderBookDelta] | list[OrderBookDeltas]' * order_book_depth10(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[OrderBookDepth10]' * query(self, data_cls: 'type', identifiers: 'list[str] | None' = None, start: 'TimestampLike | None' = None, end: 'TimestampLike | None' = None, where: 'str | None' = None, files: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[Data | CustomData]' * query_last_timestamp(self, data_cls: 'type', identifier: 'str | None' = None) -> 'pd.Timestamp | None' * quote_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[QuoteTick]' * read_backtest(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * read_live_run(self, instance_id: 'str', **kwargs: 'Any') -> 'list[Data]' * reset_catalog_file_names(self) -> 'None' * reset_data_file_names(self, data_cls: 'type', identifier: 'str | None' = None) -> 'None' * trade_ticks(self, instrument_ids: 'list[str] | None' = None, **kwargs: 'Any') -> 'list[TradeTick]' * write_data(self, data: 'list[Data | Event] | list[NautilusRustDataType]', start: 'int | None' = None, end: 'int | None' = None, skip_disjoint_check: 'bool' = False) -> 'None' Class Variables: * from_env: classmethod * from_uri: classmethod Class: PortfolioConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bar_updates: member_descriptor * convert_to_account_base_currency: member_descriptor * debug: member_descriptor * use_mark_prices: member_descriptor * use_mark_xrates: member_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: RiskEngineConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * bypass: member_descriptor * debug: member_descriptor * max_notional_per_order: member_descriptor * max_order_modify_rate: member_descriptor * max_order_submit_rate: member_descriptor Class: StreamingConfig Inherits from: NautilusConfig Methods: * as_catalog(self) * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * fs * id Class Variables: * fs: property * catalog_path: member_descriptor * flush_interval_ms: member_descriptor * fs_protocol: member_descriptor * fs_storage_options: member_descriptor * include_types: member_descriptor * max_file_size: member_descriptor * replace_existing: member_descriptor * rotation_interval: member_descriptor * rotation_mode: member_descriptor * rotation_time: member_descriptor * rotation_timezone: member_descriptor Class: TestConfigStubs Inherits from: object Methods: * backtest_data_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, data_cls: nautilus_trader.core.data.Data = , instrument_id: str | None = None) -> nautilus_trader.backtest.config.BacktestDataConfig * backtest_engine_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, log_level='INFO', bypass_logging: bool = True, bypass_risk: bool = False, persist: bool = False, strategies: list[nautilus_trader.trading.config.ImportableStrategyConfig] | None = None) -> nautilus_trader.backtest.config.BacktestEngineConfig * backtest_run_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog, config: nautilus_trader.backtest.config.BacktestEngineConfig | None = None, instrument_ids: list[str] | None = None, data_types: tuple[nautilus_trader.core.data.Data, ...] = (,), venues: list[nautilus_trader.backtest.config.BacktestVenueConfig] | None = None) -> nautilus_trader.backtest.config.BacktestRunConfig * backtest_venue_config() -> nautilus_trader.backtest.config.BacktestVenueConfig * exec_engine_config() -> nautilus_trader.execution.config.ExecEngineConfig * order_book_imbalance(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None) -> nautilus_trader.trading.config.ImportableStrategyConfig * portfolio_config() -> nautilus_trader.portfolio.config.PortfolioConfig * risk_engine_config() -> nautilus_trader.risk.config.RiskEngineConfig * strategies_config() -> list[nautilus_trader.trading.config.ImportableStrategyConfig] * streaming_config(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog) -> nautilus_trader.persistence.config.StreamingConfig * venue_config() -> nautilus_trader.backtest.config.BacktestVenueConfig Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TestInstrumentProvider Inherits from: object Methods: * aapl_option() -> nautilus_trader.model.instruments.option_contract.OptionContract * adabtc_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * adausdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * audusd_cfd() -> nautilus_trader.model.instruments.cfd.Cfd * betting_instrument(venue: str | None = None) -> nautilus_trader.model.instruments.betting.BettingInstrument * binary_option() -> nautilus_trader.model.instruments.binary_option.BinaryOption * btcusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.model.instruments.crypto_future.CryptoFuture * btcusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * default_fx_ccy(symbol: str, venue: nautilus_trader.model.identifiers.Venue | None = None) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * equity(symbol: str = 'AAPL', venue: str = 'XNAS') -> nautilus_trader.model.instruments.equity.Equity * es_future(expiry_year: int, expiry_month: int) -> nautilus_trader.model.instruments.futures_contract.FuturesContract * ethusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * eurusd_future(expiry_year: int, expiry_month: int, venue_name: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * future(symbol: str = 'ESZ1', underlying: str = 'ES', venue: str = 'GLBX', exchange: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * onethousandrats_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * synthetic_instrument() -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument * xbtusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * xrpusdt_linear_bybit() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Module: nautilus_trader.test_kit.stubs.data Class: AggressorSide Inherits from: IntFlag Class Variables: * NO_AGGRESSOR: AggressorSide * BUYER: AggressorSide * SELLER: AggressorSide Class: Any Inherits from: object Class: Bar Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * bar_type: getset_descriptor * open: getset_descriptor * high: getset_descriptor * low: getset_descriptor * close: getset_descriptor * volume: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_revision: getset_descriptor Class: BarAggregation Inherits from: IntFlag Class Variables: * TICK: BarAggregation * TICK_IMBALANCE: BarAggregation * TICK_RUNS: BarAggregation * VOLUME: BarAggregation * VOLUME_IMBALANCE: BarAggregation * VOLUME_RUNS: BarAggregation * VALUE: BarAggregation * VALUE_IMBALANCE: BarAggregation * VALUE_RUNS: BarAggregation * MILLISECOND: BarAggregation * SECOND: BarAggregation * MINUTE: BarAggregation * HOUR: BarAggregation * DAY: BarAggregation * WEEK: BarAggregation * MONTH: BarAggregation Class: BarDataWrangler Inherits from: object Class Variables: * bar_type: getset_descriptor * instrument: getset_descriptor Class: BarSpecification Inherits from: object Class Variables: * step: getset_descriptor * aggregation: getset_descriptor * price_type: getset_descriptor * timedelta: getset_descriptor Class: BarType Inherits from: object Class Variables: * instrument_id: getset_descriptor * spec: getset_descriptor * aggregation_source: getset_descriptor Class: BookAction Inherits from: IntFlag Class Variables: * ADD: BookAction * UPDATE: BookAction * DELETE: BookAction * CLEAR: BookAction Class: BookOrder Inherits from: object Class Variables: * price: getset_descriptor * size: getset_descriptor * side: getset_descriptor * order_id: getset_descriptor Class: BookType Inherits from: IntFlag Class Variables: * L1_MBP: BookType * L2_MBP: BookType * L3_MBO: BookType Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: IndexPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentClose Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * close_price: getset_descriptor * close_type: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: InstrumentCloseType Inherits from: IntFlag Class Variables: * END_OF_SESSION: InstrumentCloseType * CONTRACT_EXPIRED: InstrumentCloseType Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: InstrumentStatus Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * is_trading: getset_descriptor * is_quoting: getset_descriptor * is_short_sell_restricted: getset_descriptor * instrument_id: getset_descriptor * action: getset_descriptor * reason: getset_descriptor * trading_event: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarkPriceUpdate Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * value: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: MarketStatusAction Inherits from: IntFlag Class Variables: * NONE: MarketStatusAction * PRE_OPEN: MarketStatusAction * PRE_CROSS: MarketStatusAction * QUOTING: MarketStatusAction * CROSS: MarketStatusAction * ROTATION: MarketStatusAction * NEW_PRICE_INDICATION: MarketStatusAction * TRADING: MarketStatusAction * HALT: MarketStatusAction * PAUSE: MarketStatusAction * SUSPEND: MarketStatusAction * PRE_CLOSE: MarketStatusAction * CLOSE: MarketStatusAction * POST_CLOSE: MarketStatusAction * SHORT_SELL_RESTRICTION_CHANGE: MarketStatusAction * NOT_AVAILABLE_FOR_TRADING: MarketStatusAction Class: MyData Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Properties: * ts_event * ts_init Class Variables: * ts_event: property * ts_init: property Class: OrderBook Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * book_type: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * ts_last: getset_descriptor * update_count: getset_descriptor Class: OrderBookDelta Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * action: getset_descriptor * is_add: getset_descriptor * is_update: getset_descriptor * is_delete: getset_descriptor * is_clear: getset_descriptor * order: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDeltas Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * deltas: getset_descriptor * is_snapshot: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderBookDepth10 Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bids: getset_descriptor * asks: getset_descriptor * bid_counts: getset_descriptor * ask_counts: getset_descriptor * flags: getset_descriptor * sequence: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: PathLike Inherits from: ABC Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: PriceType Inherits from: IntFlag Class Variables: * BID: PriceType * ASK: PriceType * MID: PriceType * LAST: PriceType * MARK: PriceType Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: QuoteTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * bid_price: getset_descriptor * ask_price: getset_descriptor * bid_size: getset_descriptor * ask_size: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: QuoteTickDataWrangler Inherits from: object Class Variables: * instrument: getset_descriptor Class: Symbol Inherits from: Identifier Class: TestDataProvider Inherits from: object Methods: * read(self, path: str) -> fsspec.core.OpenFile * read_csv(self, path: str, **kwargs: Any) -> pandas.core.frame.DataFrame * read_csv_bars(self, path: str) -> pandas.core.frame.DataFrame * read_csv_ticks(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_bars(self, path: str) -> pandas.core.frame.DataFrame * read_parquet_ticks(self, path: str, timestamp_column: str = 'timestamp') -> pandas.core.frame.DataFrame Class: TestDataStubs Inherits from: object Methods: * bar_3decimal() -> nautilus_trader.model.data.Bar * bar_5decimal(ts_event=0, ts_init=0) -> nautilus_trader.model.data.Bar * bar_5decimal_5min_bid() -> nautilus_trader.model.data.Bar * bar_data_from_csv(filename: str, bar_type: nautilus_trader.model.data.BarType, instrument: nautilus_trader.model.instruments.base.Instrument, names=None) -> list[nautilus_trader.model.data.Bar] * bar_month_mid() -> nautilus_trader.model.data.Bar * bar_spec_100tick_last() -> nautilus_trader.model.data.BarSpecification * bar_spec_1min_ask() -> nautilus_trader.model.data.BarSpecification * bar_spec_1min_bid() -> nautilus_trader.model.data.BarSpecification * bar_spec_1min_last() -> nautilus_trader.model.data.BarSpecification * bar_spec_1min_mid() -> nautilus_trader.model.data.BarSpecification * bar_spec_1sec_mid() -> nautilus_trader.model.data.BarSpecification * bar_spec_5min_bid() -> nautilus_trader.model.data.BarSpecification * bar_spec_month_mid() -> nautilus_trader.model.data.BarSpecification * bartype_adabtc_binance_1min_last() -> nautilus_trader.model.data.BarType * bartype_audusd_1min_ask() -> nautilus_trader.model.data.BarType * bartype_audusd_1min_bid() -> nautilus_trader.model.data.BarType * bartype_audusd_5min_bid() -> nautilus_trader.model.data.BarType * bartype_audusd_month_mid() -> nautilus_trader.model.data.BarType * bartype_btcusdt_binance_100tick_last() -> nautilus_trader.model.data.BarType * bartype_gbpusd_1min_ask() -> nautilus_trader.model.data.BarType * bartype_gbpusd_1min_bid() -> nautilus_trader.model.data.BarType * bartype_gbpusd_1sec_mid() -> nautilus_trader.model.data.BarType * bartype_usdjpy_1min_ask() -> nautilus_trader.model.data.BarType * bartype_usdjpy_1min_bid() -> nautilus_trader.model.data.BarType * binance_bars_from_csv(filename: str, bar_type: nautilus_trader.model.data.BarType, instrument: nautilus_trader.model.instruments.base.Instrument) * index_price(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, value: nautilus_trader.model.objects.Price | None = None) -> nautilus_trader.model.data.IndexPriceUpdate * instrument_close(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, price: nautilus_trader.model.objects.Price | None = None, close_type: nautilus_trader.core.rust.model.InstrumentCloseType | None = None, ts_event: int = 0) -> nautilus_trader.model.data.InstrumentClose * instrument_status(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, action: nautilus_trader.core.rust.model.MarketStatusAction | None = None) -> nautilus_trader.model.data.InstrumentStatus * l1_feed() * l2_feed(filename: os.PathLike[str] | str) -> list * l3_feed(filename: os.PathLike[str] | str) -> list[dict[str, typing.Any]] * make_book(instrument: nautilus_trader.model.instruments.base.Instrument, book_type: nautilus_trader.core.rust.model.BookType, bids: list[tuple] | None = None, asks: list[tuple] | None = None) -> nautilus_trader.model.book.OrderBook * mark_price(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, value: nautilus_trader.model.objects.Price | None = None) -> nautilus_trader.model.data.MarkPriceUpdate * order(instrument: nautilus_trader.model.instruments.base.Instrument | None = None, side: nautilus_trader.core.rust.model.OrderSide = , price: float = 100.0, size: float = 100.0) -> nautilus_trader.model.data.BookOrder * order_book(instrument: nautilus_trader.model.instruments.base.Instrument | None = None, book_type: nautilus_trader.core.rust.model.BookType = , bid_price: float = 100.0, ask_price: float = 101.0, bid_size: float = 1000.0, ask_size: float = 1000.0, bid_levels: int = 3, ask_levels: int = 3, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.model.book.OrderBook * order_book_delta(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, action: nautilus_trader.core.rust.model.BookAction | None = None, order: nautilus_trader.model.data.BookOrder | None = None, flags: int = 0, sequence: int = 0, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.model.data.OrderBookDeltas * order_book_delta_clear(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None) -> nautilus_trader.model.data.OrderBookDeltas * order_book_deltas(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, deltas: list[nautilus_trader.model.data.OrderBookDelta] | None = None, flags: int = 0) -> nautilus_trader.model.data.OrderBookDeltas * order_book_depth10(instrument_id: nautilus_trader.model.identifiers.InstrumentId | None = None, flags: int = 0, sequence: int = 0, ts_event: int = 0, ts_init: int = 0, levels: int = 10) -> nautilus_trader.model.data.OrderBookDepth10 * order_book_snapshot(instrument: nautilus_trader.model.instruments.base.Instrument | None = None, bid_price: float = 100.0, ask_price: float = 101.0, bid_size: float = 1000.0, ask_size: float = 1000.0, bid_levels: int = 3, ask_levels: int = 3, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.model.data.OrderBookDeltas * quote_tick(instrument: nautilus_trader.model.instruments.base.Instrument | None = None, bid_price: float = 1.0, ask_price: float = 1.0, bid_size: float = 100000.0, ask_size: float = 100000.0, ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.model.data.QuoteTick * quote_ticks_usdjpy() -> list[nautilus_trader.model.data.QuoteTick] * trade_tick(instrument: nautilus_trader.model.instruments.base.Instrument | None = None, price: float = 1.0, size: float = 100000, aggressor_side: nautilus_trader.core.rust.model.AggressorSide = , trade_id: str = '123456', ts_event: int = 0, ts_init: int = 0) -> nautilus_trader.model.data.TradeTick Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TestInstrumentProvider Inherits from: object Methods: * aapl_option() -> nautilus_trader.model.instruments.option_contract.OptionContract * adabtc_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * adausdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * audusd_cfd() -> nautilus_trader.model.instruments.cfd.Cfd * betting_instrument(venue: str | None = None) -> nautilus_trader.model.instruments.betting.BettingInstrument * binary_option() -> nautilus_trader.model.instruments.binary_option.BinaryOption * btcusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.model.instruments.crypto_future.CryptoFuture * btcusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * default_fx_ccy(symbol: str, venue: nautilus_trader.model.identifiers.Venue | None = None) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * equity(symbol: str = 'AAPL', venue: str = 'XNAS') -> nautilus_trader.model.instruments.equity.Equity * es_future(expiry_year: int, expiry_month: int) -> nautilus_trader.model.instruments.futures_contract.FuturesContract * ethusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * eurusd_future(expiry_year: int, expiry_month: int, venue_name: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * future(symbol: str = 'ESZ1', underlying: str = 'ES', venue: str = 'GLBX', exchange: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * onethousandrats_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * synthetic_instrument() -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument * xbtusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * xrpusdt_linear_bybit() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class: TradeId Inherits from: Identifier Class: TradeTick Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * instrument_id: getset_descriptor * trade_id: getset_descriptor * price: getset_descriptor * size: getset_descriptor * aggressor_side: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: Venue Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.events Class: Account Inherits from: object Class Variables: * last_event: getset_descriptor * events: getset_descriptor * event_count: getset_descriptor * id: getset_descriptor * type: getset_descriptor * base_currency: getset_descriptor * is_cash_account: getset_descriptor * is_margin_account: getset_descriptor * calculate_account_state: getset_descriptor Class: AccountBalance Inherits from: object Class Variables: * total: getset_descriptor * locked: getset_descriptor * free: getset_descriptor * currency: getset_descriptor Class: AccountId Inherits from: Identifier Class: AccountState Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * account_id: getset_descriptor * account_type: getset_descriptor * base_currency: getset_descriptor * balances: getset_descriptor * margins: getset_descriptor * is_reported: getset_descriptor * info: getset_descriptor Class: AccountType Inherits from: IntFlag Class Variables: * CASH: AccountType * MARGIN: AccountType * BETTING: AccountType Class: ComponentId Inherits from: Identifier Class: ComponentState Inherits from: IntFlag Class Variables: * PRE_INITIALIZED: ComponentState * READY: ComponentState * STARTING: ComponentState * RUNNING: ComponentState * STOPPING: ComponentState * STOPPED: ComponentState * RESUMING: ComponentState * RESETTING: ComponentState * DISPOSING: ComponentState * DISPOSED: ComponentState * DEGRADING: ComponentState * DEGRADED: ComponentState * FAULTING: ComponentState * FAULTED: ComponentState Class: ComponentStateChanged Inherits from: Event Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * trader_id: getset_descriptor * component_id: getset_descriptor * component_type: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Decimal Inherits from: object Class Variables: * real: getset_descriptor * imag: getset_descriptor Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LiquiditySide Inherits from: IntFlag Class Variables: * NO_LIQUIDITY_SIDE: LiquiditySide * MAKER: LiquiditySide * TAKER: LiquiditySide Class: MarginBalance Inherits from: object Class Variables: * initial: getset_descriptor * maintenance: getset_descriptor * currency: getset_descriptor * instrument_id: getset_descriptor Class: Money Inherits from: object Class Variables: * raw: getset_descriptor * currency: getset_descriptor Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderAccepted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderCanceled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderExpired Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderFilled Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * trade_id: getset_descriptor * position_id: getset_descriptor * order_side: getset_descriptor * order_type: getset_descriptor * last_qty: getset_descriptor * last_px: getset_descriptor * currency: getset_descriptor * commission: getset_descriptor * liquidity_side: getset_descriptor * info: getset_descriptor Class: OrderPendingCancel Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderPendingUpdate Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderRejected Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reason: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderReleased Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * released_price: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: OrderSubmitted Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderTriggered Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: OrderUpdated Inherits from: OrderEvent Class Variables: * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * account_id: getset_descriptor * reconciliation: getset_descriptor * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * quantity: getset_descriptor * price: getset_descriptor * trigger_price: getset_descriptor Class: Position Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * client_order_ids: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * events: getset_descriptor * last_event: getset_descriptor * last_trade_id: getset_descriptor * event_count: getset_descriptor * is_open: getset_descriptor * is_closed: getset_descriptor * is_long: getset_descriptor * is_short: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * id: getset_descriptor * account_id: getset_descriptor * opening_order_id: getset_descriptor * closing_order_id: getset_descriptor * entry: getset_descriptor * side: getset_descriptor * signed_qty: getset_descriptor * quantity: getset_descriptor * peak_qty: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * multiplier: getset_descriptor * is_inverse: getset_descriptor * quote_currency: getset_descriptor * base_currency: getset_descriptor * settlement_currency: getset_descriptor * ts_init: getset_descriptor * ts_opened: getset_descriptor * ts_last: getset_descriptor * ts_closed: getset_descriptor * duration_ns: getset_descriptor * avg_px_open: getset_descriptor * avg_px_close: getset_descriptor * realized_return: getset_descriptor * realized_pnl: getset_descriptor Class: PositionChanged Inherits from: PositionEvent Class: PositionClosed Inherits from: PositionEvent Class: PositionId Inherits from: Identifier Class: PositionOpened Inherits from: PositionEvent Class: Price Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: Quantity Inherits from: object Class Variables: * raw: getset_descriptor * precision: getset_descriptor Class: StrategyId Inherits from: Identifier Class: TestEventStubs Inherits from: object Methods: * betting_account_state(balance: float = 10000, currency: nautilus_trader.model.objects.Currency = Currency(code='GBP', precision=2, iso4217=826, name='British Pound', currency_type=FIAT), account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.model.events.account.AccountState * cash_account_state(account_id: nautilus_trader.model.identifiers.AccountId | None = None, base_currency: nautilus_trader.model.objects.Currency | None = Currency(code='USD', precision=2, iso4217=840, name='United States dollar', currency_type=FIAT)) -> nautilus_trader.model.events.account.AccountState * component_state_changed() -> nautilus_trader.common.messages.ComponentStateChanged * margin_account_state(account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.model.events.account.AccountState * order_accepted(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderAccepted * order_canceled(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderCanceled * order_expired(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderExpired * order_filled(order: nautilus_trader.model.orders.base.Order, instrument: nautilus_trader.model.instruments.base.Instrument, strategy_id: nautilus_trader.model.identifiers.StrategyId | None = None, account_id: nautilus_trader.model.identifiers.AccountId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, trade_id: nautilus_trader.model.identifiers.TradeId | None = None, position_id: nautilus_trader.model.identifiers.PositionId | None = None, last_qty: nautilus_trader.model.objects.Quantity | None = None, last_px: nautilus_trader.model.objects.Price | None = None, side: nautilus_trader.core.rust.model.OrderSide | None = None, liquidity_side: nautilus_trader.core.rust.model.LiquiditySide = , account: nautilus_trader.accounting.accounts.base.Account | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderFilled * order_pending_cancel(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderPendingCancel * order_pending_update(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderPendingUpdate * order_rejected(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderRejected * order_released(order: nautilus_trader.model.orders.base.Order, released_price: nautilus_trader.model.objects.Price | None = None) -> nautilus_trader.model.events.order.OrderReleased * order_submitted(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderSubmitted * order_triggered(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderTriggered * order_updated(order: nautilus_trader.model.orders.base.Order, quantity: nautilus_trader.model.objects.Quantity | None = None, price: nautilus_trader.model.objects.Price | None = None, trigger_price: nautilus_trader.model.objects.Price | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderUpdated * position_changed(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionChanged * position_closed(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionClosed * position_opened(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionOpened * trading_state_changed() -> nautilus_trader.common.messages.TradingStateChanged Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TradeId Inherits from: Identifier Class: TradingState Inherits from: IntFlag Class Variables: * ACTIVE: TradingState * HALTED: TradingState * REDUCING: TradingState Class: TradingStateChanged Inherits from: RiskEvent Class Variables: * id: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor * state: getset_descriptor * config: getset_descriptor Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.execution Class: AccountFactory Inherits from: object Class: AccountId Inherits from: Identifier Class: BettingAccount Inherits from: CashAccount Class Variables: * ACCOUNT_TYPE: AccountType Class: CashAccount Inherits from: Account Class Variables: * ACCOUNT_TYPE: AccountType Class: ClientOrderId Inherits from: Identifier Class: ContingencyType Inherits from: IntFlag Class Variables: * NO_CONTINGENCY: ContingencyType * OCO: ContingencyType * OTO: ContingencyType * OUO: ContingencyType Class: Instrument Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * id: getset_descriptor * raw_symbol: getset_descriptor * asset_class: getset_descriptor * instrument_class: getset_descriptor * quote_currency: getset_descriptor * is_inverse: getset_descriptor * price_precision: getset_descriptor * size_precision: getset_descriptor * price_increment: getset_descriptor * size_increment: getset_descriptor * multiplier: getset_descriptor * lot_size: getset_descriptor * max_quantity: getset_descriptor * min_quantity: getset_descriptor * max_notional: getset_descriptor * min_notional: getset_descriptor * max_price: getset_descriptor * min_price: getset_descriptor * margin_init: getset_descriptor * margin_maint: getset_descriptor * maker_fee: getset_descriptor * taker_fee: getset_descriptor * tick_scheme_name: getset_descriptor * info: getset_descriptor * ts_event: getset_descriptor * ts_init: getset_descriptor Class: LimitOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * price: getset_descriptor * expire_time_ns: getset_descriptor * display_qty: getset_descriptor Class: MarginAccount Inherits from: Account Class Variables: * default_leverage: getset_descriptor Class: MarketOrder Inherits from: Order Class: Order Inherits from: object Class Variables: * symbol: getset_descriptor * venue: getset_descriptor * status: getset_descriptor * init_event: getset_descriptor * last_event: getset_descriptor * events: getset_descriptor * venue_order_ids: getset_descriptor * trade_ids: getset_descriptor * event_count: getset_descriptor * has_price: getset_descriptor * has_trigger_price: getset_descriptor * has_activation_price: getset_descriptor * is_buy: getset_descriptor * is_sell: getset_descriptor * is_passive: getset_descriptor * is_aggressive: getset_descriptor * is_emulated: getset_descriptor * is_active_local: getset_descriptor * is_primary: getset_descriptor * is_spawned: getset_descriptor * is_contingency: getset_descriptor * is_parent_order: getset_descriptor * is_child_order: getset_descriptor * is_inflight: getset_descriptor * is_open: getset_descriptor * is_canceled: getset_descriptor * is_closed: getset_descriptor * is_pending_update: getset_descriptor * is_pending_cancel: getset_descriptor * trader_id: getset_descriptor * strategy_id: getset_descriptor * instrument_id: getset_descriptor * client_order_id: getset_descriptor * venue_order_id: getset_descriptor * position_id: getset_descriptor * account_id: getset_descriptor * last_trade_id: getset_descriptor * side: getset_descriptor * order_type: getset_descriptor * time_in_force: getset_descriptor * liquidity_side: getset_descriptor * is_post_only: getset_descriptor * is_reduce_only: getset_descriptor * is_quote_quantity: getset_descriptor * quantity: getset_descriptor * filled_qty: getset_descriptor * leaves_qty: getset_descriptor * avg_px: getset_descriptor * slippage: getset_descriptor * emulation_trigger: getset_descriptor * trigger_instrument_id: getset_descriptor * contingency_type: getset_descriptor * order_list_id: getset_descriptor * linked_order_ids: getset_descriptor * parent_order_id: getset_descriptor * exec_algorithm_id: getset_descriptor * exec_algorithm_params: getset_descriptor * exec_spawn_id: getset_descriptor * tags: getset_descriptor * init_id: getset_descriptor * ts_init: getset_descriptor * ts_submitted: getset_descriptor * ts_accepted: getset_descriptor * ts_closed: getset_descriptor * ts_last: getset_descriptor Class: OrderList Inherits from: object Class Variables: * id: getset_descriptor * instrument_id: getset_descriptor * strategy_id: getset_descriptor * orders: getset_descriptor * first: getset_descriptor * ts_init: getset_descriptor Class: OrderListId Inherits from: Identifier Class: OrderSide Inherits from: IntFlag Class Variables: * NO_ORDER_SIDE: OrderSide * BUY: OrderSide * SELL: OrderSide Class: StopMarketOrder Inherits from: Order Class Variables: * expire_time: getset_descriptor * trigger_price: getset_descriptor * trigger_type: getset_descriptor * expire_time_ns: getset_descriptor Class: StrategyId Inherits from: Identifier Class: TestEventStubs Inherits from: object Methods: * betting_account_state(balance: float = 10000, currency: nautilus_trader.model.objects.Currency = Currency(code='GBP', precision=2, iso4217=826, name='British Pound', currency_type=FIAT), account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.model.events.account.AccountState * cash_account_state(account_id: nautilus_trader.model.identifiers.AccountId | None = None, base_currency: nautilus_trader.model.objects.Currency | None = Currency(code='USD', precision=2, iso4217=840, name='United States dollar', currency_type=FIAT)) -> nautilus_trader.model.events.account.AccountState * component_state_changed() -> nautilus_trader.common.messages.ComponentStateChanged * margin_account_state(account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.model.events.account.AccountState * order_accepted(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderAccepted * order_canceled(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderCanceled * order_expired(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderExpired * order_filled(order: nautilus_trader.model.orders.base.Order, instrument: nautilus_trader.model.instruments.base.Instrument, strategy_id: nautilus_trader.model.identifiers.StrategyId | None = None, account_id: nautilus_trader.model.identifiers.AccountId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, trade_id: nautilus_trader.model.identifiers.TradeId | None = None, position_id: nautilus_trader.model.identifiers.PositionId | None = None, last_qty: nautilus_trader.model.objects.Quantity | None = None, last_px: nautilus_trader.model.objects.Price | None = None, side: nautilus_trader.core.rust.model.OrderSide | None = None, liquidity_side: nautilus_trader.core.rust.model.LiquiditySide = , account: nautilus_trader.accounting.accounts.base.Account | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderFilled * order_pending_cancel(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderPendingCancel * order_pending_update(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderPendingUpdate * order_rejected(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderRejected * order_released(order: nautilus_trader.model.orders.base.Order, released_price: nautilus_trader.model.objects.Price | None = None) -> nautilus_trader.model.events.order.OrderReleased * order_submitted(order: nautilus_trader.model.orders.base.Order, account_id: nautilus_trader.model.identifiers.AccountId | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderSubmitted * order_triggered(order: nautilus_trader.model.orders.base.Order, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderTriggered * order_updated(order: nautilus_trader.model.orders.base.Order, quantity: nautilus_trader.model.objects.Quantity | None = None, price: nautilus_trader.model.objects.Price | None = None, trigger_price: nautilus_trader.model.objects.Price | None = None, ts_event: int = 0) -> nautilus_trader.model.events.order.OrderUpdated * position_changed(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionChanged * position_closed(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionClosed * position_opened(position: nautilus_trader.model.position.Position) -> nautilus_trader.model.events.position.PositionOpened * trading_state_changed() -> nautilus_trader.common.messages.TradingStateChanged Class: TestExecStubs Inherits from: object Methods: * betting_account(account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.accounting.accounts.betting.BettingAccount * cash_account(account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.accounting.accounts.cash.CashAccount * limit_order(instrument=None, order_side=None, price=None, quantity=None, time_in_force=None, trader_id: nautilus_trader.model.identifiers.TradeId | None = None, strategy_id: nautilus_trader.model.identifiers.StrategyId | None = None, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, expire_time=None, tags=None) -> nautilus_trader.model.orders.limit.LimitOrder * limit_with_stop_market(instrument=None, order_side=None, price=None, quantity=None, time_in_force=None, trader_id: nautilus_trader.model.identifiers.TradeId | None = None, strategy_id: nautilus_trader.model.identifiers.StrategyId | None = None, order_list_id: nautilus_trader.model.identifiers.OrderListId | None = None, entry_client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, sl_client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, sl_trigger_price=None, expire_time=None, tags=None) * make_accepted_order(order: nautilus_trader.model.orders.base.Order | None = None, instrument: nautilus_trader.model.instruments.base.Instrument | None = None, account_id: nautilus_trader.model.identifiers.AccountId | None = None, venue_order_id: nautilus_trader.model.identifiers.VenueOrderId | None = None, **order_kwargs) -> nautilus_trader.model.orders.base.Order * make_filled_order(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs) -> nautilus_trader.model.orders.base.Order * make_submitted_order(order: nautilus_trader.model.orders.base.Order | None = None, instrument: nautilus_trader.model.instruments.base.Instrument | None = None, **order_kwargs) -> nautilus_trader.model.orders.base.Order * margin_account(account_id: nautilus_trader.model.identifiers.AccountId | None = None) -> nautilus_trader.accounting.accounts.margin.MarginAccount * market_order(instrument=None, order_side=None, quantity=None, trader_id: nautilus_trader.model.identifiers.TradeId | None = None, strategy_id: nautilus_trader.model.identifiers.StrategyId | None = None, client_order_id: nautilus_trader.model.identifiers.ClientOrderId | None = None, time_in_force=None) -> nautilus_trader.model.orders.market.MarketOrder Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TestInstrumentProvider Inherits from: object Methods: * aapl_option() -> nautilus_trader.model.instruments.option_contract.OptionContract * adabtc_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * adausdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * audusd_cfd() -> nautilus_trader.model.instruments.cfd.Cfd * betting_instrument(venue: str | None = None) -> nautilus_trader.model.instruments.betting.BettingInstrument * binary_option() -> nautilus_trader.model.instruments.binary_option.BinaryOption * btcusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * btcusdt_future_binance(activation: pandas._libs.tslibs.timestamps.Timestamp | None = None, expiration: pandas._libs.tslibs.timestamps.Timestamp | None = None) -> nautilus_trader.model.instruments.crypto_future.CryptoFuture * btcusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * default_fx_ccy(symbol: str, venue: nautilus_trader.model.identifiers.Venue | None = None) -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * equity(symbol: str = 'AAPL', venue: str = 'XNAS') -> nautilus_trader.model.instruments.equity.Equity * es_future(expiry_year: int, expiry_month: int) -> nautilus_trader.model.instruments.futures_contract.FuturesContract * ethusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * ethusdt_binance() -> nautilus_trader.model.instruments.currency_pair.CurrencyPair * ethusdt_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * eurusd_future(expiry_year: int, expiry_month: int, venue_name: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * future(symbol: str = 'ESZ1', underlying: str = 'ES', venue: str = 'GLBX', exchange: str = 'XCME') -> nautilus_trader.model.instruments.futures_contract.FuturesContract * onethousandrats_perp_binance() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * synthetic_instrument() -> nautilus_trader.model.instruments.synthetic.SyntheticInstrument * xbtusd_bitmex() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual * xrpusdt_linear_bybit() -> nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual Class: TimeInForce Inherits from: IntFlag Class Variables: * GTC: TimeInForce * IOC: TimeInForce * FOK: TimeInForce * GTD: TimeInForce * DAY: TimeInForce * AT_THE_OPEN: TimeInForce * AT_THE_CLOSE: TimeInForce Class: TradeId Inherits from: Identifier Class: TriggerType Inherits from: IntFlag Class Variables: * NO_TRIGGER: TriggerType * DEFAULT: TriggerType * LAST_PRICE: TriggerType * MARK_PRICE: TriggerType * INDEX_PRICE: TriggerType * BID_ASK: TriggerType * DOUBLE_LAST: TriggerType * DOUBLE_BID_ASK: TriggerType * LAST_OR_BID_ASK: TriggerType * MID_POINT: TriggerType Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.identifiers Class: AccountId Inherits from: Identifier Class: ClientOrderId Inherits from: Identifier Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: OrderListId Inherits from: Identifier Class: PositionId Inherits from: Identifier Class: StrategyId Inherits from: Identifier Class: Symbol Inherits from: Identifier Class: TestIdStubs Inherits from: object Methods: * aapl_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * account_id() -> nautilus_trader.model.identifiers.AccountId * adabtc_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_id() -> nautilus_trader.model.identifiers.InstrumentId * audusd_idealpro_id() -> nautilus_trader.model.identifiers.InstrumentId * betting_instrument_id() * btcusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * client_order_id(counter: int = 1) -> nautilus_trader.model.identifiers.ClientOrderId * ethusdt_binance_id() -> nautilus_trader.model.identifiers.InstrumentId * gbpusd_id() -> nautilus_trader.model.identifiers.InstrumentId * msft_xnas_id() -> nautilus_trader.model.identifiers.InstrumentId * order_list_id(counter: int = 1) -> nautilus_trader.model.identifiers.OrderListId * position_id() -> nautilus_trader.model.identifiers.PositionId * position_id_both() -> nautilus_trader.model.identifiers.PositionId * position_id_long() -> nautilus_trader.model.identifiers.PositionId * position_id_short() -> nautilus_trader.model.identifiers.PositionId * strategy_id() -> nautilus_trader.model.identifiers.StrategyId * synthetic_id() * trade_id() -> nautilus_trader.model.identifiers.TradeId * trader_id() -> nautilus_trader.model.identifiers.TraderId * usdjpy_id() -> nautilus_trader.model.identifiers.InstrumentId * uuid() -> nautilus_trader.core.uuid.UUID4 * venue_order_id() -> nautilus_trader.model.identifiers.VenueOrderId Class: TradeId Inherits from: Identifier Class: TraderId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: Identifier Class: VenueOrderId Inherits from: Identifier Module: nautilus_trader.test_kit.stubs.persistence Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: NewsEventData Inherits from: NewsEvent Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Properties: * currency * impact * name * ts_event * ts_init Class: NewsImpact Inherits from: Enum Class Variables: * NONE: NewsImpact * LOW: NewsImpact * MEDIUM: NewsImpact * HIGH: NewsImpact Class: TestPersistenceStubs Inherits from: object Methods: * news_events() -> list[nautilus_trader.test_kit.mocks.data.NewsEventData] * setup_news_event_persistence() -> None Module: nautilus_trader.trading Class: Controller Inherits from: Actor Methods: * create_actor(self, actor: nautilus_trader.common.actor.Actor, start: bool = True) -> None * create_actor_from_config(self, actor_config: nautilus_trader.common.config.ImportableActorConfig, start: bool = True) -> None * create_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy, start: bool = True) -> None * create_strategy_from_config(self, strategy_config: nautilus_trader.trading.config.ImportableStrategyConfig, start: bool = True) -> None * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * register_base(self, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.base.CacheFacade, clock: nautilus_trader.common.component.Clock) -> None * remove_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * remove_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * remove_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * start_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * start_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * start_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * stop_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * stop_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Module: nautilus_trader.trading.config Class: Any Inherits from: object Class: ImportableControllerConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * controller_path: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: InstrumentId Inherits from: Identifier Class Variables: * symbol: getset_descriptor * venue: getset_descriptor Class: NautilusConfig Inherits from: Struct Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * id: property * fully_qualified_name: classmethod * json_schema: classmethod * parse: classmethod Class: PyCondition Inherits from: object Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Class: StrategyFactory Inherits from: object Methods: * create(config: 'ImportableStrategyConfig') Class: StrategyId Inherits from: Identifier Module: nautilus_trader.trading.controller Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: ActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * component_id: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor Class: ActorFactory Inherits from: object Methods: * create(config: 'ImportableActorConfig') Class: CacheFacade Inherits from: object Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Command Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: ComponentId Inherits from: Identifier Class: Controller Inherits from: Actor Methods: * create_actor(self, actor: nautilus_trader.common.actor.Actor, start: bool = True) -> None * create_actor_from_config(self, actor_config: nautilus_trader.common.config.ImportableActorConfig, start: bool = True) -> None * create_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy, start: bool = True) -> None * create_strategy_from_config(self, strategy_config: nautilus_trader.trading.config.ImportableStrategyConfig, start: bool = True) -> None * execute(self, command: nautilus_trader.core.message.Command) -> None * fully_qualified_name() -> 'str' * register_base(self, portfolio: nautilus_trader.portfolio.base.PortfolioFacade, msgbus: nautilus_trader.common.component.MessageBus, cache: nautilus_trader.cache.base.CacheFacade, clock: nautilus_trader.common.component.Clock) -> None * remove_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * remove_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * remove_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * start_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * start_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * start_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * stop_actor_from_id(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * stop_strategy_from_id(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None Class: CreateActor Inherits from: Command Class: CreateStrategy Inherits from: Command Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: PortfolioFacade Inherits from: object Class Variables: * initialized: getset_descriptor * analyzer: getset_descriptor Class: PyCondition Inherits from: object Class: RemoveActor Inherits from: Command Class: RemoveStrategy Inherits from: Command Class: StartActor Inherits from: Command Class: StartStrategy Inherits from: Command Class: StopActor Inherits from: Command Class: StopStrategy Inherits from: Command Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyFactory Inherits from: object Methods: * create(config: 'ImportableStrategyConfig') Class: StrategyId Inherits from: Identifier Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Module: nautilus_trader.trading.filters Class: Currency Inherits from: object Class Variables: * code: getset_descriptor * name: getset_descriptor * precision: getset_descriptor * iso4217: getset_descriptor * currency_type: getset_descriptor Class: Data Inherits from: object Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Class Variables: * fully_qualified_name: classmethod * is_signal: classmethod * ts_event: getset_descriptor * ts_init: getset_descriptor Class: EconomicNewsEventFilter Inherits from: object Methods: * next_event(self, time_now: datetime.datetime) -> nautilus_trader.trading.filters.NewsEvent | None * prev_event(self, time_now: datetime.datetime) -> nautilus_trader.trading.filters.NewsEvent | None Properties: * currencies * impacts * unfiltered_data_end * unfiltered_data_start Class Variables: * unfiltered_data_start: property * unfiltered_data_end: property * currencies: property * impacts: property Class: Enum Inherits from: object Class Variables: * name: property * value: property Class: NewsEvent Inherits from: Data Methods: * fully_qualified_name() -> 'str' * is_signal(name='') -> 'bool' Properties: * currency * impact * name * ts_event * ts_init Class Variables: * impact: property * name: property * currency: property * ts_event: property * ts_init: property Class: NewsImpact Inherits from: Enum Class Variables: * NONE: NewsImpact * LOW: NewsImpact * MEDIUM: NewsImpact * HIGH: NewsImpact Class: PyCondition Inherits from: object Class: datetime Inherits from: date Class Variables: * hour: getset_descriptor * minute: getset_descriptor * second: getset_descriptor * microsecond: getset_descriptor * tzinfo: getset_descriptor * fold: getset_descriptor * min: datetime * max: datetime * resolution: timedelta Module: nautilus_trader.trading.messages Class: Command Inherits from: object Class Variables: * id: getset_descriptor * ts_init: getset_descriptor Class: ComponentId Inherits from: Identifier Class: CreateActor Inherits from: Command Class: CreateStrategy Inherits from: Command Class: ImportableActorConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * actor_path: member_descriptor * config: member_descriptor * config_path: member_descriptor Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: RemoveActor Inherits from: Command Class: RemoveStrategy Inherits from: Command Class: StartActor Inherits from: Command Class: StartStrategy Inherits from: Command Class: StopActor Inherits from: Command Class: StopStrategy Inherits from: Command Class: StrategyId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Module: nautilus_trader.trading.strategy Class: ImportableStrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * config: member_descriptor * config_path: member_descriptor * strategy_path: member_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyConfig Inherits from: NautilusConfig Methods: * dict(self) -> 'dict[str, Any]' * fully_qualified_name() -> 'str' * json(self) -> 'bytes' * json_primitives(self) -> 'dict[str, Any]' * json_schema() -> 'dict[str, Any]' * parse(raw: 'bytes | str') -> 'Any' * validate(self) -> 'bool' Properties: * id Class Variables: * external_order_claims: member_descriptor * log_commands: member_descriptor * log_events: member_descriptor * manage_contingent_orders: member_descriptor * manage_gtd_expiry: member_descriptor * oms_type: member_descriptor * order_id_tag: member_descriptor * strategy_id: member_descriptor * use_uuid_client_order_ids: member_descriptor Module: nautilus_trader.trading.trader Class: Actor Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_indicators: getset_descriptor * portfolio: getset_descriptor * config: getset_descriptor * clock: getset_descriptor * log: getset_descriptor * msgbus: getset_descriptor * cache: getset_descriptor * greeks: getset_descriptor Class: Any Inherits from: object Class: Cache Inherits from: CacheFacade Class Variables: * has_backing: getset_descriptor * tick_capacity: getset_descriptor * bar_capacity: getset_descriptor Class: Callable Inherits from: object Class: Clock Inherits from: object Class Variables: * timer_names: getset_descriptor * timer_count: getset_descriptor Class: Component Inherits from: object Methods: * fully_qualified_name() -> 'str' Class Variables: * fully_qualified_name: classmethod * state: getset_descriptor * is_initialized: getset_descriptor * is_running: getset_descriptor * is_stopped: getset_descriptor * is_disposed: getset_descriptor * is_degraded: getset_descriptor * is_faulted: getset_descriptor * trader_id: getset_descriptor * id: getset_descriptor * type: getset_descriptor Class: ComponentId Inherits from: Identifier Class: DataEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * registered_clients: getset_descriptor * default_client: getset_descriptor * routing_map: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * request_count: getset_descriptor * response_count: getset_descriptor * data_count: getset_descriptor Class: Environment Inherits from: Enum Class Variables: * BACKTEST: Environment * SANDBOX: Environment * LIVE: Environment Class: ExecAlgorithmId Inherits from: Identifier Class: MessageBus Inherits from: object Class Variables: * trader_id: getset_descriptor * serializer: getset_descriptor * has_backing: getset_descriptor * sent_count: getset_descriptor * req_count: getset_descriptor * res_count: getset_descriptor * pub_count: getset_descriptor Class: Portfolio Inherits from: PortfolioFacade Class: PyCondition Inherits from: object Class: ReportProvider Inherits from: object Methods: * generate_account_report(account: nautilus_trader.accounting.accounts.base.Account) -> pandas.core.frame.DataFrame * generate_fills_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_order_fills_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_orders_report(orders: list[nautilus_trader.model.orders.base.Order]) -> pandas.core.frame.DataFrame * generate_positions_report(positions: list[nautilus_trader.model.position.Position]) -> pandas.core.frame.DataFrame Class: RiskEngine Inherits from: Component Methods: * fully_qualified_name() -> 'str' Class Variables: * trading_state: getset_descriptor * is_bypassed: getset_descriptor * debug: getset_descriptor * command_count: getset_descriptor * event_count: getset_descriptor Class: Strategy Inherits from: Actor Methods: * fully_qualified_name() -> 'str' Class Variables: * order_factory: getset_descriptor * order_id_tag: getset_descriptor * use_uuid_client_order_ids: getset_descriptor * oms_type: getset_descriptor * external_order_claims: getset_descriptor * manage_contingent_orders: getset_descriptor * manage_gtd_expiry: getset_descriptor Class: StrategyId Inherits from: Identifier Class: Trader Inherits from: Component Methods: * actor_ids(self) -> list[nautilus_trader.model.identifiers.ComponentId] * actor_states(self) -> dict[nautilus_trader.model.identifiers.ComponentId, str] * actors(self) -> list[nautilus_trader.common.actor.Actor] * add_actor(self, actor: nautilus_trader.common.actor.Actor) -> None * add_actors(self, actors: list[nautilus_trader.common.actor.Actor]) -> None * add_exec_algorithm(self, exec_algorithm: Any) -> None * add_exec_algorithms(self, exec_algorithms: list[typing.Any]) -> None * add_strategies(self, strategies: list[nautilus_trader.trading.strategy.Strategy]) -> None * add_strategy(self, strategy: nautilus_trader.trading.strategy.Strategy) -> None * check_residuals(self) -> None * clear_actors(self) -> None * clear_exec_algorithms(self) -> None * clear_strategies(self) -> None * exec_algorithm_ids(self) -> list[nautilus_trader.model.identifiers.ExecAlgorithmId] * exec_algorithm_states(self) -> dict[nautilus_trader.model.identifiers.ExecAlgorithmId, str] * exec_algorithms(self) -> list[typing.Any] * fully_qualified_name() -> 'str' * generate_account_report(self, venue: nautilus_trader.model.identifiers.Venue) -> pandas.core.frame.DataFrame * generate_fills_report(self) -> pandas.core.frame.DataFrame * generate_order_fills_report(self) -> pandas.core.frame.DataFrame * generate_orders_report(self) -> pandas.core.frame.DataFrame * generate_positions_report(self) -> pandas.core.frame.DataFrame * load(self) -> None * remove_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * remove_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * save(self) -> None * start_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * start_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * stop_actor(self, actor_id: nautilus_trader.model.identifiers.ComponentId) -> None * stop_strategy(self, strategy_id: nautilus_trader.model.identifiers.StrategyId) -> None * strategies(self) -> list[nautilus_trader.trading.strategy.Strategy] * strategy_ids(self) -> list[nautilus_trader.model.identifiers.StrategyId] * strategy_states(self) -> dict[nautilus_trader.model.identifiers.StrategyId, str] * subscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None * unsubscribe(self, topic: str, handler: collections.abc.Callable[[typing.Any], None]) -> None Properties: * instance_id Class Variables: * instance_id: property Class: TraderId Inherits from: Identifier Class: UUID4 Inherits from: object Class Variables: * value: getset_descriptor Class: Venue Inherits from: Identifier Found 4783 classes across all modules FUNCTION REFERENCE -------------------------------------------------------------------------------- Module: nautilus_trader.adapters.binance * make_dict_deserializer(data_cls) * make_dict_serializer(schema: pyarrow.lib.Schema) -> collections.abc.Callable[[list[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event]], pyarrow.lib.RecordBatch] * register_arrow(data_cls: type, schema: pyarrow.lib.Schema | None, encoder: collections.abc.Callable | None = None, decoder: collections.abc.Callable | None = None) -> None Module: nautilus_trader.adapters.binance.common.credentials * get_api_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_api_secret(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_ed25519_private_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_env_key(key: str) -> str * get_rsa_private_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str Module: nautilus_trader.adapters.binance.common.enums * unique(enumeration) Module: nautilus_trader.adapters.binance.common.urls * get_http_base_url(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool, is_us: bool) -> str * get_ws_base_url(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool, is_us: bool) -> str Module: nautilus_trader.adapters.binance.execution * should_retry(error: BaseException) -> bool Module: nautilus_trader.adapters.binance.factories * get_api_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_api_secret(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_ed25519_private_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_http_base_url(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool, is_us: bool) -> str * get_rsa_private_key(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool) -> str * get_ws_base_url(account_type: nautilus_trader.adapters.binance.common.enums.BinanceAccountType, is_testnet: bool, is_us: bool) -> str * lru_cache(maxsize=128, typed=False) Module: nautilus_trader.adapters.binance.futures.enums * unique(enumeration) Module: nautilus_trader.adapters.binance.http.endpoint * enc_hook(obj: Any) -> Any Module: nautilus_trader.adapters.binance.http.error * should_retry(error: BaseException) -> bool Module: nautilus_trader.adapters.binance.spot.enums * unique(enumeration) Module: nautilus_trader.adapters.bybit.common.credentials * get_api_key(is_demo: bool, is_testnet: bool) -> str * get_api_secret(is_demo: bool, is_testnet: bool) -> str * get_env_key(key: str) -> str Module: nautilus_trader.adapters.bybit.common.enums * check_dict_keys(key, data) * raise_error(error) * unique(enumeration) Module: nautilus_trader.adapters.bybit.common.parsing * get_interval_from_bar_type(bar_type: 'BarType') -> 'str' * parse_aggressor_side(value: 'str') -> 'AggressorSide' * parse_bybit_delta(instrument_id: 'InstrumentId', values: 'tuple[Price, Quantity]', side: 'OrderSide', update_id: 'int', flags: 'int', sequence: 'int', ts_event: 'int', ts_init: 'int', snapshot: 'bool') -> 'OrderBookDelta' Module: nautilus_trader.adapters.bybit.common.symbol * has_valid_bybit_suffix(symbol: 'str') -> 'bool' Module: nautilus_trader.adapters.bybit.common.urls * get_http_base_url(is_demo: bool, is_testnet: bool) -> str * get_ws_base_url_private(is_testnet: bool) -> str * get_ws_base_url_public(product_type: nautilus_trader.adapters.bybit.common.enums.BybitProductType, is_demo: bool, is_testnet: bool) -> str * get_ws_base_url_trade(is_testnet: bool) -> str Module: nautilus_trader.adapters.bybit.data * decoder_ws_kline() * decoder_ws_orderbook() * decoder_ws_trade() -> 'msgspec.json.Decoder' * get_api_key(is_demo: bool, is_testnet: bool) -> str * get_api_secret(is_demo: bool, is_testnet: bool) -> str * get_interval_from_bar_type(bar_type: 'BarType') -> 'str' Module: nautilus_trader.adapters.bybit.endpoints.endpoint * enc_hook(obj: 'Any') -> 'Any' Module: nautilus_trader.adapters.bybit.execution * get_api_key(is_demo: bool, is_testnet: bool) -> str * get_api_secret(is_demo: bool, is_testnet: bool) -> str * should_retry(error: BaseException) -> bool Module: nautilus_trader.adapters.bybit.factories * get_api_key(is_demo: bool, is_testnet: bool) -> str * get_api_secret(is_demo: bool, is_testnet: bool) -> str * get_http_base_url(is_demo: bool, is_testnet: bool) -> str * get_ws_base_url_private(is_testnet: bool) -> str * get_ws_base_url_public(product_type: nautilus_trader.adapters.bybit.common.enums.BybitProductType, is_demo: bool, is_testnet: bool) -> str * get_ws_base_url_trade(is_testnet: bool) -> str * lru_cache(maxsize=128, typed=False) Module: nautilus_trader.adapters.bybit.http.errors * should_retry(error: BaseException) -> bool Module: nautilus_trader.adapters.bybit.loaders * is_zipfile(filename) Module: nautilus_trader.adapters.bybit.schemas.common * bybit_coin_result(object_type: Any) Module: nautilus_trader.adapters.bybit.schemas.instrument * get_strike_price_from_symbol(symbol: str) -> int Module: nautilus_trader.adapters.bybit.schemas.market.orderbook * parse_bybit_delta(instrument_id: 'InstrumentId', values: 'tuple[Price, Quantity]', side: 'OrderSide', update_id: 'int', flags: 'int', sequence: 'int', ts_event: 'int', ts_init: 'int', snapshot: 'bool') -> 'OrderBookDelta' Module: nautilus_trader.adapters.bybit.schemas.market.trades * parse_aggressor_side(value: 'str') -> 'AggressorSide' Module: nautilus_trader.adapters.bybit.schemas.ws * decoder_ws_kline() * decoder_ws_orderbook() * decoder_ws_trade() -> 'msgspec.json.Decoder' * parse_bybit_delta(instrument_id: 'InstrumentId', values: 'tuple[Price, Quantity]', side: 'OrderSide', update_id: 'int', flags: 'int', sequence: 'int', ts_event: 'int', ts_init: 'int', snapshot: 'bool') -> 'OrderBookDelta' Module: nautilus_trader.adapters.coinbase_intx.execution * convert_expire_time_to_pydatetime(order: nautilus_trader.model.orders.base.Order) -> datetime.datetime | None * get_env_key(key: str) -> str Module: nautilus_trader.adapters.coinbase_intx.factories * lru_cache(maxsize=128, typed=False) Module: nautilus_trader.adapters.coinbase_intx.functions * convert_expire_time_to_pydatetime(order: nautilus_trader.model.orders.base.Order) -> datetime.datetime | None Module: nautilus_trader.adapters.databento.common * databento_schema_from_nautilus_bar_type(bar_type: nautilus_trader.model.data.BarType) -> nautilus_trader.adapters.databento.enums.DatabentoSchema * instrument_id_to_pyo3(instrument_id: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.core.nautilus_pyo3.model.InstrumentId) -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId Module: nautilus_trader.adapters.databento.data * databento_schema_from_nautilus_bar_type(bar_type: nautilus_trader.model.data.BarType) -> nautilus_trader.adapters.databento.enums.DatabentoSchema * instrument_id_to_pyo3(instrument_id: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.core.nautilus_pyo3.model.InstrumentId) -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId Module: nautilus_trader.adapters.databento.data_utils * create_data_folder(*folders, base_path=None) * data_path(*folders, base_path=None) * databento_cost(symbols, start_time, end_time, schema, dataset='GLBX.MDP3', **kwargs) -> float * databento_data(symbols, start_time, end_time, schema, file_prefix, *folders, dataset='GLBX.MDP3', to_catalog=True, base_path=None, use_exchange_as_venue=True, load_databento_files_if_exist=False, **kwargs) * databento_definition_dates(start_time) * init_databento_client(DATABENTO_API_KEY=None) * load_catalog(*folders, base_path=None) * load_databento_data(file) * next_day(date_str) * query_catalog(catalog, data_type='bars', **kwargs) * save_data_to_catalog(*folders, definition_file=None, data_file=None, base_path=None, use_exchange_as_venue=True) * save_databento_data(data, file) Module: nautilus_trader.adapters.databento.factories * get_env_key(key: str) -> str * lru_cache(maxsize=128, typed=False) Module: nautilus_trader.adapters.databento.providers * instrument_id_to_pyo3(instrument_id: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.core.nautilus_pyo3.model.InstrumentId) -> nautilus_trader.core.nautilus_pyo3.model.InstrumentId Module: nautilus_trader.adapters.env * get_env_key(key: str) -> str * get_env_key_or(key: str, default: str) -> str Module: nautilus_trader.adapters.interactive_brokers.parsing.data * bar_spec_to_bar_size(bar_spec: nautilus_trader.model.data.BarSpecification) -> str * generate_trade_id(ts_event: int, price: float, size: decimal.Decimal) -> nautilus_trader.model.identifiers.TradeId * timedelta_to_duration_str(duration: datetime.timedelta) -> str * what_to_show(bar_type: nautilus_trader.model.data.BarType) -> str Module: nautilus_trader.adapters.interactive_brokers.parsing.execution * timestring_to_timestamp(timestring: str) -> pandas._libs.tslibs.timestamps.Timestamp Module: nautilus_trader.adapters.interactive_brokers.parsing.price_conversion * get_price_magnifier_for_instrument(instrument_id: nautilus_trader.model.identifiers.InstrumentId, instrument_provider) -> int * ib_price_to_nautilus_price(ib_price: float, price_magnifier: int) -> float * nautilus_price_to_ib_price(nautilus_price: float, price_magnifier: int) -> float Module: nautilus_trader.adapters.okx.common.credentials * get_api_key(is_demo: bool) -> str * get_api_secret(is_demo: bool) -> str * get_env_key(key: str) -> str * get_passphrase(is_demo: bool) -> str Module: nautilus_trader.adapters.okx.common.enums * check_dict_keys(key, data) * unique(enumeration) Module: nautilus_trader.adapters.okx.common.error * raise_okx_error(error_code: int, status_code: int | None, message: str | None) -> None Module: nautilus_trader.adapters.okx.common.parsing * parse_aggressor_side(side: str | nautilus_trader.adapters.okx.common.enums.OKXOrderSide) -> nautilus_trader.core.rust.model.AggressorSide * parse_okx_ws_delta(instrument_id: nautilus_trader.model.identifiers.InstrumentId, values: tuple[nautilus_trader.model.objects.Price, nautilus_trader.model.objects.Quantity], side: nautilus_trader.core.rust.model.OrderSide, sequence: int, ts_event: int, ts_init: int, is_snapshot: bool, flags: int = 0) -> nautilus_trader.model.data.OrderBookDelta Module: nautilus_trader.adapters.okx.common.symbol * has_valid_okx_suffix(symbol: str) -> bool Module: nautilus_trader.adapters.okx.common.urls * get_env_key_or(key: str, default: str) -> str * get_http_base_url() -> str * get_ws_base_url(is_demo: bool) -> str Module: nautilus_trader.adapters.okx.schemas.public.instrument * abstractmethod(funcobj) Module: nautilus_trader.adapters.okx.schemas.ws * decoder_ws_account() -> msgspec.json.Decoder * decoder_ws_fills() -> msgspec.json.Decoder * decoder_ws_order() -> msgspec.json.Decoder * decoder_ws_orderbook() -> msgspec.json.Decoder * decoder_ws_orders() -> msgspec.json.Decoder * decoder_ws_positions() -> msgspec.json.Decoder * decoder_ws_trade() -> msgspec.json.Decoder * parse_aggressor_side(side: str | nautilus_trader.adapters.okx.common.enums.OKXOrderSide) -> nautilus_trader.core.rust.model.AggressorSide * parse_okx_ws_delta(instrument_id: nautilus_trader.model.identifiers.InstrumentId, values: tuple[nautilus_trader.model.objects.Price, nautilus_trader.model.objects.Quantity], side: nautilus_trader.core.rust.model.OrderSide, sequence: int, ts_event: int, ts_init: int, is_snapshot: bool, flags: int = 0) -> nautilus_trader.model.data.OrderBookDelta Module: nautilus_trader.adapters.okx.websocket.client * check_business(asyncmethod: collections.abc.Callable[~P, collections.abc.Awaitable[~T]]) -> collections.abc.Callable[~P, collections.abc.Awaitable[~T]] * check_private(asyncmethod: collections.abc.Callable[~P, collections.abc.Awaitable[~T]]) -> collections.abc.Callable[~P, collections.abc.Awaitable[~T]] * check_public(asyncmethod: collections.abc.Callable[~P, collections.abc.Awaitable[~T]]) -> collections.abc.Callable[~P, collections.abc.Awaitable[~T]] * get_api_key(is_demo: bool) -> str * get_api_secret(is_demo: bool) -> str * get_book_channel(depth: Literal[1, 50, 400]) -> str * get_passphrase(is_demo: bool) -> str * get_ws_base_url(is_demo: bool) -> str * get_ws_url(base_url_ws: str, ws_base_url_type: nautilus_trader.adapters.okx.common.enums.OKXWsBaseUrlType) -> str Module: nautilus_trader.adapters.tardis.common * convert_nautilus_bar_type_to_tardis_data_type(bar_type: nautilus_trader.model.data.BarType) -> str * convert_nautilus_data_type_to_tardis_data_type(data_type: type) -> str * create_instrument_info(instrument: nautilus_trader.model.instruments.base.Instrument) -> nautilus_trader.core.nautilus_pyo3.adapters.InstrumentMiniInfo * create_replay_normalized_request_options(exchange: str, symbols: list[str], from_date: datetime.date, to_date: datetime.date, data_types: list[str]) -> nautilus_trader.core.nautilus_pyo3.adapters.ReplayNormalizedRequestOptions * create_stream_normalized_request_options(exchange: str, symbols: list[str], data_types: list[str]) -> nautilus_trader.core.nautilus_pyo3.adapters.StreamNormalizedRequestOptions * get_ws_client_key(instrument_id: nautilus_trader.model.identifiers.InstrumentId, tardis_data_type: str) -> str * infer_tardis_exchange_str(instrument: nautilus_trader.model.instruments.base.Instrument) -> str Module: nautilus_trader.adapters.tardis.data * convert_nautilus_bar_type_to_tardis_data_type(bar_type: nautilus_trader.model.data.BarType) -> str * convert_nautilus_data_type_to_tardis_data_type(data_type: type) -> str * create_instrument_info(instrument: nautilus_trader.model.instruments.base.Instrument) -> nautilus_trader.core.nautilus_pyo3.adapters.InstrumentMiniInfo * create_replay_normalized_request_options(exchange: str, symbols: list[str], from_date: datetime.date, to_date: datetime.date, data_types: list[str]) -> nautilus_trader.core.nautilus_pyo3.adapters.ReplayNormalizedRequestOptions * create_stream_normalized_request_options(exchange: str, symbols: list[str], data_types: list[str]) -> nautilus_trader.core.nautilus_pyo3.adapters.StreamNormalizedRequestOptions * get_ws_client_key(instrument_id: nautilus_trader.model.identifiers.InstrumentId, tardis_data_type: str) -> str Module: nautilus_trader.adapters.tardis.factories * lru_cache(maxsize=128, typed=False) Module: nautilus_trader.backtest.__main__ * msgspec_decoding_hook(obj_type: 'type', obj: 'Any') -> 'Any' Module: nautilus_trader.backtest.config * msgspec_encoding_hook(obj: 'Any') -> 'Any' * parse_filters_expr(s: 'str | None') * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' Module: nautilus_trader.backtest.node * get_base_currency(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> nautilus_trader.model.objects.Currency | None * get_fee_model(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> nautilus_trader.backtest.models.FeeModel | None * get_fill_model(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> nautilus_trader.backtest.models.FillModel | None * get_instrument_ids(config: nautilus_trader.backtest.config.BacktestDataConfig) -> list[nautilus_trader.model.identifiers.InstrumentId] * get_latency_model(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> nautilus_trader.backtest.models.LatencyModel | None * get_leverages(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> dict[nautilus_trader.model.identifiers.InstrumentId, decimal.Decimal] * get_starting_balances(config: nautilus_trader.backtest.config.BacktestVenueConfig) -> list[nautilus_trader.model.objects.Money] * is_nautilus_class(cls: type) -> bool Module: nautilus_trader.backtest.results * dataclass(cls=None, /, *, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False, match_args=True, kw_only=False, slots=False, weakref_slot=False) * ensure_plotting(func) Module: nautilus_trader.cache.adapter * transform_account_from_pyo3(account_pyo3) -> nautilus_trader.accounting.accounts.base.Account * transform_account_to_pyo3(account: nautilus_trader.accounting.accounts.base.Account) * transform_bar_to_pyo3(bar: nautilus_trader.model.data.Bar) -> nautilus_trader.core.nautilus_pyo3.model.Bar * transform_currency_from_pyo3(currency: nautilus_trader.core.nautilus_pyo3.model.Currency) -> nautilus_trader.model.objects.Currency * transform_currency_to_pyo3(currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.core.nautilus_pyo3.model.Currency * transform_custom_data_from_pyo3(data: nautilus_trader.core.nautilus_pyo3.common.CustomData) -> nautilus_trader.model.data.CustomData * transform_custom_data_to_pyo3(data: nautilus_trader.model.data.CustomData) -> nautilus_trader.core.nautilus_pyo3.common.CustomData * transform_data_type_to_pyo3(data_type: nautilus_trader.model.data.DataType) -> nautilus_trader.core.nautilus_pyo3.model.DataType * transform_instrument_from_pyo3(instrument_pyo3) -> nautilus_trader.model.instruments.base.Instrument | None * transform_instrument_to_pyo3(instrument: nautilus_trader.model.instruments.base.Instrument) * transform_order_event_to_pyo3(order_event) * transform_order_from_pyo3(order_pyo3) -> nautilus_trader.model.orders.base.Order * transform_order_to_pyo3(order: nautilus_trader.model.orders.base.Order) * transform_order_to_snapshot_pyo3(order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.core.nautilus_pyo3.model.OrderSnapshot * transform_position_to_snapshot_pyo3(position: nautilus_trader.model.position.Position, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> nautilus_trader.core.nautilus_pyo3.model.PositionSnapshot * transform_quote_tick_to_pyo3(quote: nautilus_trader.model.data.QuoteTick) -> nautilus_trader.core.nautilus_pyo3.model.QuoteTick * transform_signal_from_pyo3(signal_cls: type, signal_pyo3: nautilus_trader.core.nautilus_pyo3.common.Signal) -> object * transform_signal_to_pyo3(signal: nautilus_trader.core.data.Data) -> nautilus_trader.core.nautilus_pyo3.common.Signal * transform_trade_tick_from_pyo3(trade_pyo3: nautilus_trader.core.nautilus_pyo3.model.TradeTick) -> nautilus_trader.model.data.TradeTick * transform_trade_tick_to_pyo3(trade: nautilus_trader.model.data.TradeTick) -> nautilus_trader.core.nautilus_pyo3.model.TradeTick Module: nautilus_trader.cache.database * msgspec_encoding_hook(obj: 'Any') -> 'Any' * transform_account_from_pyo3(account_pyo3) -> nautilus_trader.accounting.accounts.base.Account * transform_currency_from_pyo3(currency: nautilus_trader.core.nautilus_pyo3.model.Currency) -> nautilus_trader.model.objects.Currency * transform_instrument_from_pyo3(instrument_pyo3) -> nautilus_trader.model.instruments.base.Instrument | None * transform_order_from_pyo3(order_pyo3) -> nautilus_trader.model.orders.base.Order Module: nautilus_trader.cache.transformers * from_account_state_cython_to_account_pyo3(account_state: nautilus_trader.model.events.account.AccountState, calculate_account_state: bool) * from_account_state_pyo3_to_account_cython(account_state_pyo3: nautilus_trader.core.nautilus_pyo3.model.AccountState, calculate_account_state: bool) -> nautilus_trader.accounting.accounts.base.Account * from_order_initialized_cython_to_order_pyo3(order_event) * from_order_initialized_pyo3_to_order_cython(order_event) * transform_account_from_pyo3(account_pyo3) -> nautilus_trader.accounting.accounts.base.Account * transform_account_state_cython_to_pyo3(account_state: nautilus_trader.model.events.account.AccountState) -> nautilus_trader.core.nautilus_pyo3.model.AccountState * transform_account_state_pyo3_to_cython(account_state_pyo3: nautilus_trader.core.nautilus_pyo3.model.AccountState) -> nautilus_trader.accounting.accounts.base.Account * transform_account_to_pyo3(account: nautilus_trader.accounting.accounts.base.Account) * transform_bar_to_pyo3(bar: nautilus_trader.model.data.Bar) -> nautilus_trader.core.nautilus_pyo3.model.Bar * transform_currency_from_pyo3(currency: nautilus_trader.core.nautilus_pyo3.model.Currency) -> nautilus_trader.model.objects.Currency * transform_currency_to_pyo3(currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.core.nautilus_pyo3.model.Currency * transform_custom_data_from_pyo3(data: nautilus_trader.core.nautilus_pyo3.common.CustomData) -> nautilus_trader.model.data.CustomData * transform_custom_data_to_pyo3(data: nautilus_trader.model.data.CustomData) -> nautilus_trader.core.nautilus_pyo3.common.CustomData * transform_data_type_from_pyo3(data_type_pyo3: nautilus_trader.core.nautilus_pyo3.model.DataType) -> nautilus_trader.model.data.DataType * transform_data_type_to_pyo3(data_type: nautilus_trader.model.data.DataType) -> nautilus_trader.core.nautilus_pyo3.model.DataType * transform_instrument_from_pyo3(instrument_pyo3) -> nautilus_trader.model.instruments.base.Instrument | None * transform_instrument_to_pyo3(instrument: nautilus_trader.model.instruments.base.Instrument) * transform_order_event_from_pyo3(order_event_pyo3) * transform_order_event_to_pyo3(order_event) * transform_order_from_pyo3(order_pyo3) -> nautilus_trader.model.orders.base.Order * transform_order_to_pyo3(order: nautilus_trader.model.orders.base.Order) * transform_order_to_snapshot_pyo3(order: nautilus_trader.model.orders.base.Order) -> nautilus_trader.core.nautilus_pyo3.model.OrderSnapshot * transform_position_to_snapshot_pyo3(position: nautilus_trader.model.position.Position, unrealized_pnl: nautilus_trader.model.objects.Money | None = None) -> nautilus_trader.core.nautilus_pyo3.model.PositionSnapshot * transform_quote_tick_to_pyo3(quote: nautilus_trader.model.data.QuoteTick) -> nautilus_trader.core.nautilus_pyo3.model.QuoteTick * transform_signal_from_pyo3(signal_cls: type, signal_pyo3: nautilus_trader.core.nautilus_pyo3.common.Signal) -> object * transform_signal_to_pyo3(signal: nautilus_trader.core.data.Data) -> nautilus_trader.core.nautilus_pyo3.common.Signal * transform_trade_tick_from_pyo3(trade_pyo3: nautilus_trader.core.nautilus_pyo3.model.TradeTick) -> nautilus_trader.model.data.TradeTick * transform_trade_tick_to_pyo3(trade: nautilus_trader.model.data.TradeTick) -> nautilus_trader.core.nautilus_pyo3.model.TradeTick Module: nautilus_trader.common * unique(enumeration) Module: nautilus_trader.common.actor * generate_signal_class(name: str, value_type: type) -> type Module: nautilus_trader.common.config * msgspec_decoding_hook(obj_type: 'type', obj: 'Any') -> 'Any' * msgspec_encoding_hook(obj: 'Any') -> 'Any' * nautilus_schema_hook(type_: 'type[Any]') -> 'dict[str, Any]' * register_config_decoding(type_: 'type', decoder: 'Callable') -> 'None' * register_config_encoding(type_: 'type', encoder: 'Callable') -> 'None' * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' * tokenize_config(obj: 'NautilusConfig') -> 'str' Module: nautilus_trader.common.enums * unique(enumeration) Module: nautilus_trader.common.executor * dataclass(cls=None, /, *, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False, match_args=True, kw_only=False, slots=False, weakref_slot=False) Module: nautilus_trader.common.functions * format_utc_timerange(start: pandas._libs.tslibs.timestamps.Timestamp | None, end: pandas._libs.tslibs.timestamps.Timestamp | None) -> str Module: nautilus_trader.common.signal * generate_signal_class(name: str, value_type: type) -> type * register_arrow(data_cls: type, schema: pyarrow.lib.Schema | None, encoder: collections.abc.Callable | None = None, decoder: collections.abc.Callable | None = None) -> None Module: nautilus_trader.config * msgspec_decoding_hook(obj_type: 'type', obj: 'Any') -> 'Any' * msgspec_encoding_hook(obj: 'Any') -> 'Any' * register_config_decoding(type_: 'type', decoder: 'Callable') -> 'None' * register_config_encoding(type_: 'type', encoder: 'Callable') -> 'None' * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' * tokenize_config(obj: 'NautilusConfig') -> 'str' Module: nautilus_trader.core.datetime * is_datetime64_ns_dtype(arr_or_dtype) -> 'bool' Module: nautilus_trader.core.inspect * get_size_of(obj: Any) -> int * is_nautilus_class(cls: type) -> bool Module: nautilus_trader.execution.config * msgspec_encoding_hook(obj: 'Any') -> 'Any' * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' Module: nautilus_trader.indicators.average.moving_average * unique(enumeration) Module: nautilus_trader.indicators.linear_regression * mean(data) Module: nautilus_trader.live.config * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' Module: nautilus_trader.live.data_client * format_utc_timerange(start: pandas._libs.tslibs.timestamps.Timestamp | None, end: pandas._libs.tslibs.timestamps.Timestamp | None) -> str Module: nautilus_trader.live.execution_engine * cast(typ, val) Module: nautilus_trader.live.retry * get_exponential_backoff(num_attempts: int, delay_initial_ms: int = 500, delay_max_ms: int = 2000, backoff_factor: int = 2, jitter: bool = True) -> int Module: nautilus_trader.model * convert_to_raw_int(value, precision: int) -> int Module: nautilus_trader.model.custom * customdataclass(*args, **kwargs) * dataclass(cls=None, /, *, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False, match_args=True, kw_only=False, slots=False, weakref_slot=False) * register_arrow(data_cls: type, schema: pyarrow.lib.Schema | None, encoder: collections.abc.Callable | None = None, decoder: collections.abc.Callable | None = None) -> None Module: nautilus_trader.model.enums * unique(enumeration) Module: nautilus_trader.model.greeks_data * customdataclass(*args, **kwargs) * field(*, default=, default_factory=, init=True, repr=True, hash=None, compare=True, metadata=None, kw_only=) Module: nautilus_trader.persistence.catalog.base * abstractmethod(funcobj) Module: nautilus_trader.persistence.catalog.parquet * NamedTuple(typename, fields=None, /, **kwargs) * class_to_filename(cls: type) -> str * combine_filters(*filters) * filename_to_class(filename: str) -> type | None * infer_storage_options(urlpath: 'str', inherit_storage_options: 'dict[str, Any] | None' = None) -> 'dict[str, Any]' * is_nautilus_class(cls: type) -> bool * list_schemas() -> dict[type, pyarrow.lib.Schema] * make_path_posix(path) * urisafe_identifier(identifier: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.model.data.BarType | str) -> str Module: nautilus_trader.persistence.catalog.singleton * check_value(v: 'Any') -> 'Any' * clear_singleton_instances(cls: 'type') -> 'None' * freeze_dict(dict_like: 'dict') -> 'tuple' * resolve_kwargs(func, *args, **kwargs) Module: nautilus_trader.persistence.catalog.types * dataclass(cls=None, /, *, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False, match_args=True, kw_only=False, slots=False, weakref_slot=False) Module: nautilus_trader.persistence.funcs * class_to_filename(cls: type) -> str * combine_filters(*filters) * filename_to_class(filename: str) -> type | None * is_nautilus_class(cls: type) -> bool * urisafe_identifier(identifier: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.model.data.BarType | str) -> str Module: nautilus_trader.persistence.loaders * import_interest_rates(xml_interest_rate_file) * next_month_start_from_timestamp(timestamp) Module: nautilus_trader.persistence.wranglers * copy(x) Module: nautilus_trader.persistence.writer * class_to_filename(cls: type) -> str * list_schemas() -> dict[type, pyarrow.lib.Schema] * urisafe_identifier(identifier: nautilus_trader.model.identifiers.InstrumentId | nautilus_trader.model.data.BarType | str) -> str Module: nautilus_trader.serialization.arrow.implementations.account_state * deserialize(data: pyarrow.lib.RecordBatch) -> list[nautilus_trader.model.events.account.AccountState] * serialize(state: nautilus_trader.model.events.account.AccountState) -> pyarrow.lib.RecordBatch Module: nautilus_trader.serialization.arrow.implementations.component_commands * deserialize(cls) * serialize(command: nautilus_trader.common.messages.ShutdownSystem) -> pyarrow.lib.RecordBatch Module: nautilus_trader.serialization.arrow.implementations.component_events * deserialize(cls) * serialize(event: nautilus_trader.common.messages.ComponentStateChanged | nautilus_trader.common.messages.TradingStateChanged) -> pyarrow.lib.RecordBatch Module: nautilus_trader.serialization.arrow.implementations.instruments * deserialize(batch: pyarrow.lib.RecordBatch) -> list[nautilus_trader.model.instruments.base.Instrument] * serialize(obj: nautilus_trader.model.instruments.base.Instrument) -> pyarrow.lib.RecordBatch Module: nautilus_trader.serialization.arrow.implementations.order_events * deserialize(cls) * serialize(event: nautilus_trader.model.events.order.OrderInitialized | nautilus_trader.model.events.order.OrderFilled) -> pyarrow.lib.RecordBatch Module: nautilus_trader.serialization.arrow.implementations.position_events * deserialize(cls) * serialize(event: nautilus_trader.model.events.position.PositionEvent) * try_float(x) Module: nautilus_trader.serialization.arrow.schema * infer_dtype(dtype_str: str) -> pyarrow.lib.DataType Module: nautilus_trader.serialization.arrow.serializer * dicts_to_record_batch(data: list[dict], schema: pyarrow.lib.Schema) -> pyarrow.lib.RecordBatch * get_schema(data_cls: type) -> pyarrow.lib.Schema * list_schemas() -> dict[type, pyarrow.lib.Schema] * make_dict_deserializer(data_cls) * make_dict_serializer(schema: pyarrow.lib.Schema) -> collections.abc.Callable[[list[nautilus_trader.core.data.Data | nautilus_trader.core.message.Event]], pyarrow.lib.RecordBatch] * register_arrow(data_cls: type, schema: pyarrow.lib.Schema | None, encoder: collections.abc.Callable | None = None, decoder: collections.abc.Callable | None = None) -> None Module: nautilus_trader.system.kernel * msgspec_encoding_hook(obj: 'Any') -> 'Any' Module: nautilus_trader.test_kit.functions * ensure_all_tasks_completed() -> None * eventually(condition: collections.abc.Callable, timeout: float = 2.0) -> None Module: nautilus_trader.test_kit.mocks.data * clear_singleton_instances(cls: 'type') -> 'None' * load_catalog_with_stub_quote_ticks_audusd(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog) -> None * load_catalog_with_stub_trade_ticks_ethusdt(catalog: nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog) -> None * setup_catalog(protocol: Literal['memory', 'file'], path: pathlib.Path | str | None = None) -> nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog Module: nautilus_trader.test_kit.providers * ensure_data_exists_tardis_binance_snapshot25() -> pathlib.Path * ensure_data_exists_tardis_binance_snapshot5() -> pathlib.Path * ensure_data_exists_tardis_bitmex_trades() -> pathlib.Path * ensure_data_exists_tardis_deribit_book_l2() -> pathlib.Path * ensure_data_exists_tardis_huobi_quotes() -> pathlib.Path * ensure_test_data_exists(filename: str, url: str) -> pathlib.Path * first_friday_two_years_six_months_ago(year: int, month: int) -> datetime.date * get_contract_month_code(expiry_month: int) -> str * get_test_data_large_checksums_filepath() -> pathlib.Path * get_test_data_large_path() -> pathlib.Path * third_friday_of_month(year: int, month: int) -> datetime.date Module: nautilus_trader.test_kit.stubs.persistence * register_arrow(data_cls: type, schema: pyarrow.lib.Schema | None, encoder: collections.abc.Callable | None = None, decoder: collections.abc.Callable | None = None) -> None Module: nautilus_trader.trading.config * msgspec_encoding_hook(obj: 'Any') -> 'Any' * resolve_config_path(path: 'str') -> 'type[NautilusConfig]' * resolve_path(path: 'str') -> 'type' Module: nautilus_trader.trading.filters * unique(enumeration) Found 322 functions across all modules SUMMARY REPORT -------------------------------------------------------------------------------- Total modules analyzed: 514 Total identifiers found: 321 Total classes found: 4783 Total functions found: 322 ACTORID SEARCH RESULTS -------------------------------------------------------------------------------- No direct ActorId identifiers found. Checking classes... * Potential ActorId class: nautilus_trader.core.nautilus_pyo3.ActorId Inherits from: object