58447 lines
2.1 MiB
58447 lines
2.1 MiB
================================================================================
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NAUTILUSTRADER COMPONENT REFERENCE
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================================================================================
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Python version: 3.11.9 (tags/v3.11.9:de54cf5, Apr 2 2024, 10:12:12) [MSC v.1938 64 bit (AMD64)]
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Skipping nautilus_trader.adapters.betfair: No module named 'betfair_parser'
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Skipping nautilus_trader.adapters.dydx: No module named 'grpc'
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Skipping nautilus_trader.adapters.interactive_brokers.client: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.common: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.config: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.data: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.execution: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.factories: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.gateway: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.historical: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.parsing.instruments: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.providers: No module named 'ibapi'
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Skipping nautilus_trader.adapters.interactive_brokers.web: No module named 'lxml'
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Skipping nautilus_trader.adapters.okx.data: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.account.balance: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.account.positions: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.account.trade_fee: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.endpoint: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.public.instruments: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.public.position_tiers: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.amend_order: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.cancel_order: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.close_position: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.fills: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.fills_history: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.order_details: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.orders_history: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.orders_pending: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.endpoints.trade.place_order: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.execution: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.factories: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.http.account: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.http.client: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.http.market: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.http.public: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.http.trade: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.okx.providers: No module named 'nautilus_trader.okx'
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Skipping nautilus_trader.adapters.polymarket: No module named 'py_clob_client'
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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)
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Found 514 NautilusTrader modules
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IDENTIFIER REFERENCE
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--------------------------------------------------------------------------------
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Module: nautilus_trader.adapters._template.core
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* TEMPLATE_VENUE: Venue = TEMPLATE
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Module: nautilus_trader.adapters.binance
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* BINANCE: str = BINANCE
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* BINANCE_BAR_ARROW_SCHEMA: Schema = bar_type: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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open: string
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high: string
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low: string
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close: string
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volume: string
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quote_volume: string
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count: uint64
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taker_buy_base_volume: string
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taker_buy_quote_volume: string
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ts_event: uint64
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ts_init: uint64
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* BINANCE_CLIENT_ID: ClientId = BINANCE
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* BINANCE_VENUE: Venue = BINANCE
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* NAUTILUS_ARROW_SCHEMA: dict = {<class 'nautilus_trader.model.data.OrderBookDelta'>: action: uint8 not null
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side: uint8 not null
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price: fixed_size_binary[8] not null
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size: fixed_size_binary[8] not null
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order_id: uint64 not null
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flags: uint8 not null
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sequence: uint64 not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.OrderBookDepth10'>: bid_price_0: fixed_size_binary[8] not null
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bid_price_1: fixed_size_binary[8] not null
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bid_price_2: fixed_size_binary[8] not null
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bid_price_3: fixed_size_binary[8] not null
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bid_price_4: fixed_size_binary[8] not null
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bid_price_5: fixed_size_binary[8] not null
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bid_price_6: fixed_size_binary[8] not null
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bid_price_7: fixed_size_binary[8] not null
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bid_price_8: fixed_size_binary[8] not null
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bid_price_9: fixed_size_binary[8] not null
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ask_price_0: fixed_size_binary[8] not null
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ask_price_1: fixed_size_binary[8] not null
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ask_price_2: fixed_size_binary[8] not null
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ask_price_3: fixed_size_binary[8] not null
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ask_price_4: fixed_size_binary[8] not null
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ask_price_5: fixed_size_binary[8] not null
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ask_price_6: fixed_size_binary[8] not null
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ask_price_7: fixed_size_binary[8] not null
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ask_price_8: fixed_size_binary[8] not null
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ask_price_9: fixed_size_binary[8] not null
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bid_size_0: fixed_size_binary[8] not null
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bid_size_1: fixed_size_binary[8] not null
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bid_size_2: fixed_size_binary[8] not null
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bid_size_3: fixed_size_binary[8] not null
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bid_size_4: fixed_size_binary[8] not null
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bid_size_5: fixed_size_binary[8] not null
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bid_size_6: fixed_size_binary[8] not null
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bid_size_7: fixed_size_binary[8] not null
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bid_size_8: fixed_size_binary[8] not null
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bid_size_9: fixed_size_binary[8] not null
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ask_size_0: fixed_size_binary[8] not null
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ask_size_1: fixed_size_binary[8] not null
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ask_size_2: fixed_size_binary[8] not null
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ask_size_3: fixed_size_binary[8] not null
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ask_size_4: fixed_size_binary[8] not null
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ask_size_5: fixed_size_binary[8] not null
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ask_size_6: fixed_size_binary[8] not null
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ask_size_7: fixed_size_binary[8] not null
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ask_size_8: fixed_size_binary[8] not null
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ask_size_9: fixed_size_binary[8] not null
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bid_count_0: uint32 not null
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bid_count_1: uint32 not null
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bid_count_2: uint32 not null
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bid_count_3: uint32 not null
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bid_count_4: uint32 not null
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bid_count_5: uint32 not null
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bid_count_6: uint32 not null
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bid_count_7: uint32 not null
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bid_count_8: uint32 not null
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bid_count_9: uint32 not null
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ask_count_0: uint32 not null
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ask_count_1: uint32 not null
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ask_count_2: uint32 not null
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ask_count_3: uint32 not null
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ask_count_4: uint32 not null
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ask_count_5: uint32 not null
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ask_count_6: uint32 not null
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ask_count_7: uint32 not null
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ask_count_8: uint32 not null
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ask_count_9: uint32 not null
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flags: uint8 not null
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sequence: uint64 not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.QuoteTick'>: bid_price: fixed_size_binary[8] not null
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ask_price: fixed_size_binary[8] not null
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bid_size: fixed_size_binary[8] not null
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ask_size: fixed_size_binary[8] not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.TradeTick'>: price: fixed_size_binary[8] not null
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size: fixed_size_binary[8] not null
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aggressor_side: uint8 not null
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trade_id: string not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.Bar'>: open: fixed_size_binary[8] not null
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high: fixed_size_binary[8] not null
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low: fixed_size_binary[8] not null
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close: fixed_size_binary[8] not null
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volume: fixed_size_binary[8] not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
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ts_event: uint64 not null
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ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
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close_type: dictionary<values=string, indices=int8, ordered=0>
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close_price: string
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ts_event: uint64
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ts_init: uint64
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-- schema metadata --
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type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
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action: dictionary<values=string, indices=int8, ordered=0>
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reason: string
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trading_event: string
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is_trading: bool
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is_quoting: bool
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is_short_sell_restricted: bool
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ts_event: uint64
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ts_init: uint64
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-- schema metadata --
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type: 'InstrumentStatus', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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component_id: dictionary<values=string, indices=int16, ordered=0>
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reason: string
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command_id: string
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ts_init: uint64
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-- schema metadata --
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type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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component_id: dictionary<values=string, indices=int16, ordered=0>
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component_type: dictionary<values=string, indices=int8, ordered=0>
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state: string
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config: binary
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event_id: string
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ts_event: uint64
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ts_init: uint64
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-- schema metadata --
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type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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state: string
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config: binary
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event_id: string
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ts_event: uint64
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ts_init: uint64
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-- schema metadata --
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type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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order_side: dictionary<values=string, indices=int8, ordered=0>
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order_type: dictionary<values=string, indices=int8, ordered=0>
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quantity: string
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time_in_force: dictionary<values=string, indices=int8, ordered=0>
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post_only: bool
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reduce_only: bool
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price: string
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trigger_price: string
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trigger_type: dictionary<values=string, indices=int8, ordered=0>
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limit_offset: string
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trailing_offset: string
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trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
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expire_time_ns: uint64
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display_qty: string
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quote_quantity: bool
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options: binary
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emulation_trigger: string
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trigger_instrument_id: string
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contingency_type: string
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order_list_id: string
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linked_order_ids: binary
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parent_order_id: string
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exec_algorithm_id: string
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exec_algorithm_params: binary
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exec_spawn_id: string
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tags: binary
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event_id: string
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ts_init: uint64
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reconciliation: bool
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-- schema metadata --
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options_fields: '["price","trigger_price","trigger_type","limit_offset","' + 71, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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reason: dictionary<values=string, indices=int16, ordered=0>
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event_id: string
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ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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reason: dictionary<values=string, indices=int16, ordered=0>
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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reason: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
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event_id: string
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ts_event: uint64
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ts_init: uint64
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reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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released_price: string
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event_id: string
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ts_event: uint64
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ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
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strategy_id: dictionary<values=string, indices=int16, ordered=0>
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account_id: dictionary<values=string, indices=int16, ordered=0>
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instrument_id: dictionary<values=string, indices=int64, ordered=0>
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client_order_id: string
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venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<BinanceErrorCode.ME_RECVWINDOW_REJECT: -5028>, <BinanceErrorCode.SERVER_BUSY: -1008>, <BinanceErrorCode.TIMEOUT: -1007>, <BinanceErrorCode.TOO_MANY_REQUESTS: -1003>, <BinanceErrorCode.CANCEL_REJECTED: -2011>, <BinanceErrorCode.INVALID_TIMESTAMP: -1021>, <BinanceErrorCode.DISCONNECTED: -1001>}
|
|
* 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 = {<BinanceErrorCode.ME_RECVWINDOW_REJECT: -5028>, <BinanceErrorCode.SERVER_BUSY: -1008>, <BinanceErrorCode.TIMEOUT: -1007>, <BinanceErrorCode.TOO_MANY_REQUESTS: -1003>, <BinanceErrorCode.CANCEL_REJECTED: -2011>, <BinanceErrorCode.INVALID_TIMESTAMP: -1021>, <BinanceErrorCode.DISCONNECTED: -1001>}
|
|
|
|
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 = [<BybitProductType.SPOT: 'spot'>, <BybitProductType.LINEAR: 'linear'>, <BybitProductType.INVERSE: 'inverse'>, <BybitProductType.OPTION: 'option'>]
|
|
* 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 = [<BybitProductType.SPOT: 'spot'>, <BybitProductType.LINEAR: 'linear'>, <BybitProductType.INVERSE: 'inverse'>, <BybitProductType.OPTION: 'option'>]
|
|
* 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 = {<OrderType.MARKET: 1>, <OrderType.LIMIT: 2>, <OrderType.STOP_MARKET: 3>, <OrderType.STOP_LIMIT: 4>}
|
|
* COINBASE_INTX_SUPPORTED_TIF: set = {<TimeInForce.GTC: 1>, <TimeInForce.IOC: 2>, <TimeInForce.FOK: 3>, <TimeInForce.GTD: 4>}
|
|
* 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 = {<OrderType.MARKET: 1>, <OrderType.LIMIT: 2>, <OrderType.STOP_MARKET: 3>, <OrderType.STOP_LIMIT: 4>}
|
|
* COINBASE_INTX_SUPPORTED_TIF: set = {<TimeInForce.GTC: 1>, <TimeInForce.IOC: 2>, <TimeInForce.FOK: 3>, <TimeInForce.GTD: 4>}
|
|
* 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: <OrderSide.BUY: 1>, 0: <OrderSide.SELL: 2>}
|
|
* IB_TICK_TYPE: dict = {1: 'Last', 2: 'AllLast', 3: 'BidAsk', 4: 'MidPoint'}
|
|
* MKT_DEPTH_OPERATIONS: dict = {0: <BookAction.ADD: 1>, 1: <BookAction.UPDATE: 2>, 2: <BookAction.DELETE: 3>}
|
|
|
|
Module: nautilus_trader.adapters.interactive_brokers.parsing.execution
|
|
* MAP_ORDER_ACTION: dict = {<OrderSide.BUY: 1>: 'BUY', <OrderSide.SELL: 2>: 'SELL'}
|
|
* MAP_ORDER_FIELDS: set = {('limit_offset', 'lmtPriceOffset', <class 'float'>), ('display_qty', 'displaySize', <function <lambda> at 0x000001C62944DB20>), ('price', 'lmtPrice', <function <lambda> at 0x000001C62944E0C0>), ('order_type', 'orderType', <function <lambda> at 0x000001C62944E020>), ('quantity', 'totalQuantity', <function <lambda> at 0x000001C62944E160>), ('time_in_force', 'tif', <function <lambda> at 0x000001C62944E2A0>), ('side', 'action', <function <lambda> at 0x000001C62944E200>), ('parent_order_id', 'parentId', <function <lambda> at 0x000001C62944E340>), ('expire_time', 'goodTillDate', <function <lambda> at 0x000001C62944CE00>), ('client_order_id', 'orderRef', <function <lambda> at 0x000001C62944DE40>)}
|
|
* MAP_ORDER_STATUS: dict = {'ApiPending': <OrderStatus.SUBMITTED: 5>, 'PendingSubmit': <OrderStatus.SUBMITTED: 5>, 'PendingCancel': <OrderStatus.PENDING_CANCEL: 12>, 'PreSubmitted': <OrderStatus.SUBMITTED: 5>, 'Submitted': <OrderStatus.ACCEPTED: 6>, 'ApiCancelled': <OrderStatus.CANCELED: 8>, 'Cancelled': <OrderStatus.CANCELED: 8>, 'Filled': <OrderStatus.FILLED: 14>, 'Inactive': <OrderStatus.DENIED: 2>}
|
|
* MAP_ORDER_TYPE: dict = {<OrderType.LIMIT: 2>: 'LMT', <OrderType.LIMIT_IF_TOUCHED: 7>: 'LIT', <OrderType.MARKET: 1>: 'MKT', <OrderType.MARKET_IF_TOUCHED: 6>: 'MIT', <OrderType.MARKET_TO_LIMIT: 5>: 'MTL', <OrderType.STOP_LIMIT: 4>: 'STP LMT', <OrderType.STOP_MARKET: 3>: 'STP', <OrderType.TRAILING_STOP_LIMIT: 9>: 'TRAIL LIMIT', <OrderType.TRAILING_STOP_MARKET: 8>: 'TRAIL', (<OrderType.MARKET: 1>, <TimeInForce.AT_THE_CLOSE: 7>): 'MOC', (<OrderType.LIMIT: 2>, <TimeInForce.AT_THE_CLOSE: 7>): 'LOC'}
|
|
* MAP_TIME_IN_FORCE: dict = {<TimeInForce.DAY: 5>: 'DAY', <TimeInForce.GTC: 1>: 'GTC', <TimeInForce.IOC: 2>: 'IOC', <TimeInForce.GTD: 4>: 'GTD', <TimeInForce.AT_THE_OPEN: 6>: 'OPG', <TimeInForce.AT_THE_CLOSE: 7>: 'DAY', <TimeInForce.FOK: 3>: 'FOK'}
|
|
* MAP_TRIGGER_METHOD: dict = {<TriggerType.DEFAULT: 1>: 0, <TriggerType.DOUBLE_BID_ASK: 7>: 1, <TriggerType.LAST_PRICE: 2>: 2, <TriggerType.DOUBLE_LAST: 6>: 3, <TriggerType.BID_ASK: 5>: 4, <TriggerType.LAST_OR_BID_ASK: 8>: 7, <TriggerType.MID_POINT: 9>: 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': <OKXWsBaseUrlType.PUBLIC: 'public'>, 'trades': <OKXWsBaseUrlType.PUBLIC: 'public'>, 'bbo-tbt': <OKXWsBaseUrlType.PUBLIC: 'public'>, 'books50-l2-tbt': <OKXWsBaseUrlType.PUBLIC: 'public'>, 'account': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'positions': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'balance_and_position': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'liquidation-warning': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'account-greeks': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'orders': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'fills': <OKXWsBaseUrlType.PRIVATE: 'private'>, 'trades-all': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1s': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1m': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle3m': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle5m': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle15m': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle30m': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1H': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle2H': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle4H': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle6H': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle12H': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1D': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle2D': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle3D': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle5D': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1W': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle1M': <OKXWsBaseUrlType.BUSINESS: 'business'>, 'candle3M': <OKXWsBaseUrlType.BUSINESS: 'business'>}
|
|
* 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 = {<class 'nautilus_trader.model.data.OrderBookDepth10'>, <class 'nautilus_trader.model.data.OrderBookDeltas'>, <class 'nautilus_trader.model.data.OrderBookDelta'>}
|
|
* NAUTILUS_PYO3_DATA_TYPES: tuple = (<class 'nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta'>, <class 'nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10'>, <class 'nautilus_trader.core.nautilus_pyo3.model.QuoteTick'>, <class 'nautilus_trader.core.nautilus_pyo3.model.TradeTick'>, <class 'nautilus_trader.core.nautilus_pyo3.model.Bar'>)
|
|
|
|
Module: nautilus_trader.backtest.node
|
|
* BOOK_DATA_TYPES: set = {<class 'nautilus_trader.model.data.OrderBookDepth10'>, <class 'nautilus_trader.model.data.OrderBookDeltas'>, <class 'nautilus_trader.model.data.OrderBookDelta'>}
|
|
|
|
Module: nautilus_trader.common.config
|
|
* CUSTOM_DECODINGS: dict = {<class 'pandas.core.frame.DataFrame'>: <function <lambda> at 0x000001C6289C1760>}
|
|
* CUSTOM_ENCODINGS: dict = {<class 'pandas.core.frame.DataFrame'>: <function <lambda> at 0x000001C6289C1620>}
|
|
|
|
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 = {<class 'nautilus_trader.model.data.OrderBookDepth10'>, <class 'nautilus_trader.model.data.OrderBookDeltas'>, <class 'nautilus_trader.model.data.OrderBookDelta'>}
|
|
* FIXED_PRECISION: int = 9
|
|
* NAUTILUS_PYO3_DATA_TYPES: tuple = (<class 'nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta'>, <class 'nautilus_trader.core.nautilus_pyo3.model.OrderBookDepth10'>, <class 'nautilus_trader.core.nautilus_pyo3.model.QuoteTick'>, <class 'nautilus_trader.core.nautilus_pyo3.model.TradeTick'>, <class 'nautilus_trader.core.nautilus_pyo3.model.Bar'>)
|
|
|
|
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 = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85360>
|
|
* FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85300>
|
|
* TOPIX100_TICK_SCHEME: TieredTickScheme = <nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme object at 0x000001C625D857E0>
|
|
|
|
Module: nautilus_trader.model.tick_scheme.implementations
|
|
* FOREX_3DECIMAL_TICK_SCHEME: FixedTickScheme = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85360>
|
|
* FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85300>
|
|
|
|
Module: nautilus_trader.model.tick_scheme.implementations.fixed
|
|
* FOREX_3DECIMAL_TICK_SCHEME: FixedTickScheme = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85360>
|
|
* FOREX_5DECIMAL_TICK_SCHEME: FixedTickScheme = <nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme object at 0x000001C625D85300>
|
|
|
|
Module: nautilus_trader.model.tick_scheme.implementations.tiered
|
|
* TOPIX100_TICK_SCHEME: TieredTickScheme = <nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme object at 0x000001C625D857E0>
|
|
|
|
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<values=string, indices=int16, ordered=0>
|
|
account_type: dictionary<values=string, indices=int8, ordered=0>
|
|
base_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
balance_total: double
|
|
balance_locked: double
|
|
balance_free: double
|
|
balance_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_initial: double
|
|
margin_maintenance: double
|
|
margin_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.data.OrderBookDelta'>: 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, <class 'nautilus_trader.model.data.OrderBookDepth10'>: 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, <class 'nautilus_trader.model.data.QuoteTick'>: 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, <class 'nautilus_trader.model.data.TradeTick'>: 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, <class 'nautilus_trader.model.data.Bar'>: 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, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
close_type: dictionary<values=string, indices=int8, ordered=0>
|
|
close_price: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
action: dictionary<values=string, indices=int8, ordered=0>
|
|
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', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
reason: string
|
|
command_id: string
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_type: dictionary<values=string, indices=int8, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
quantity: string
|
|
time_in_force: dictionary<values=string, indices=int8, ordered=0>
|
|
post_only: bool
|
|
reduce_only: bool
|
|
price: string
|
|
trigger_price: string
|
|
trigger_type: dictionary<values=string, indices=int8, ordered=0>
|
|
limit_offset: string
|
|
trailing_offset: string
|
|
trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
released_price: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.data.OrderBookDelta'>: 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, <class 'nautilus_trader.model.data.OrderBookDepth10'>: 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, <class 'nautilus_trader.model.data.QuoteTick'>: 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, <class 'nautilus_trader.model.data.TradeTick'>: 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, <class 'nautilus_trader.model.data.Bar'>: 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, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
close_type: dictionary<values=string, indices=int8, ordered=0>
|
|
close_price: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
action: dictionary<values=string, indices=int8, ordered=0>
|
|
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', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
reason: string
|
|
command_id: string
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_type: dictionary<values=string, indices=int8, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
quantity: string
|
|
time_in_force: dictionary<values=string, indices=int8, ordered=0>
|
|
post_only: bool
|
|
reduce_only: bool
|
|
price: string
|
|
trigger_price: string
|
|
trigger_type: dictionary<values=string, indices=int8, ordered=0>
|
|
limit_offset: string
|
|
trailing_offset: string
|
|
trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
released_price: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.instruments.betting.BettingInstrument'>: 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', <class 'nautilus_trader.model.instruments.binary_option.BinaryOption'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
activation_ns: uint64
|
|
expiration_ns: uint64
|
|
maker_fee: string
|
|
taker_fee: string
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
outcome: string
|
|
description: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'BinaryOption', <class 'nautilus_trader.model.instruments.cfd.Cfd'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
base_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
max_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
min_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
max_price: dictionary<values=string, indices=int16, ordered=0>
|
|
min_price: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.currency_pair.CurrencyPair'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
base_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
max_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
min_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
max_price: dictionary<values=string, indices=int16, ordered=0>
|
|
min_price: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.crypto_future.CryptoFuture'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
settlement_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
is_inverse: bool
|
|
activation_ns: uint64
|
|
expiration_ns: uint64
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
max_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
min_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
max_price: dictionary<values=string, indices=int16, ordered=0>
|
|
min_price: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.crypto_option.CryptoOption'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
settlement_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
is_inverse: bool
|
|
option_kind: uint8
|
|
strike_price: string
|
|
activation_ns: uint64
|
|
expiration_ns: uint64
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
max_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
min_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
max_price: dictionary<values=string, indices=int16, ordered=0>
|
|
min_price: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
base_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
settlement_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
is_inverse: bool
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
max_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
min_quantity: dictionary<values=string, indices=int16, ordered=0>
|
|
max_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
min_notional: dictionary<values=string, indices=int16, ordered=0>
|
|
max_price: dictionary<values=string, indices=int16, ordered=0>
|
|
min_price: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.equity.Equity'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
isin: string
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.futures_contract.FuturesContract'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
exchange: dictionary<values=string, indices=int16, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
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, <class 'nautilus_trader.model.instruments.futures_spread.FuturesSpread'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_type: dictionary<values=string, indices=int16, ordered=0>
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
exchange: dictionary<values=string, indices=int16, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
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, <class 'nautilus_trader.model.instruments.option_contract.OptionContract'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
exchange: dictionary<values=string, indices=int16, ordered=0>
|
|
option_kind: dictionary<values=string, indices=int8, ordered=0>
|
|
strike_price: dictionary<values=string, indices=int64, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
activation_ns: uint64
|
|
expiration_ns: uint64
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
margin_init: string
|
|
margin_maint: string
|
|
maker_fee: string
|
|
taker_fee: string
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.option_spread.OptionSpread'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
underlying: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_type: dictionary<values=string, indices=int16, ordered=0>
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
exchange: dictionary<values=string, indices=int16, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
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, <class 'nautilus_trader.model.instruments.commodity.Commodity'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
asset_class: dictionary<values=string, indices=int8, ordered=0>
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
quote_currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
size_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
multiplier: dictionary<values=string, indices=int16, ordered=0>
|
|
lot_size: dictionary<values=string, indices=int16, ordered=0>
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.instruments.index.IndexInstrument'>: id: dictionary<values=string, indices=int64, ordered=0>
|
|
raw_symbol: string
|
|
currency: dictionary<values=string, indices=int16, ordered=0>
|
|
price_precision: uint8
|
|
price_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
size_precision: uint8
|
|
size_increment: dictionary<values=string, indices=int16, ordered=0>
|
|
info: binary
|
|
ts_event: uint64
|
|
ts_init: uint64}
|
|
|
|
Module: nautilus_trader.serialization.arrow.implementations.order_events
|
|
* NAUTILUS_ARROW_SCHEMA: dict = {<class 'nautilus_trader.model.data.OrderBookDelta'>: 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, <class 'nautilus_trader.model.data.OrderBookDepth10'>: 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, <class 'nautilus_trader.model.data.QuoteTick'>: 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, <class 'nautilus_trader.model.data.TradeTick'>: 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, <class 'nautilus_trader.model.data.Bar'>: 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, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
close_type: dictionary<values=string, indices=int8, ordered=0>
|
|
close_price: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
action: dictionary<values=string, indices=int8, ordered=0>
|
|
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', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
reason: string
|
|
command_id: string
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_type: dictionary<values=string, indices=int8, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
quantity: string
|
|
time_in_force: dictionary<values=string, indices=int8, ordered=0>
|
|
post_only: bool
|
|
reduce_only: bool
|
|
price: string
|
|
trigger_price: string
|
|
trigger_type: dictionary<values=string, indices=int8, ordered=0>
|
|
limit_offset: string
|
|
trailing_offset: string
|
|
trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
released_price: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.events.position.PositionOpened'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.position.PositionChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.position.PositionClosed'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.data.OrderBookDelta'>: 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, <class 'nautilus_trader.model.data.OrderBookDepth10'>: 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, <class 'nautilus_trader.model.data.QuoteTick'>: 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, <class 'nautilus_trader.model.data.TradeTick'>: 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, <class 'nautilus_trader.model.data.Bar'>: 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, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
close_type: dictionary<values=string, indices=int8, ordered=0>
|
|
close_price: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
action: dictionary<values=string, indices=int8, ordered=0>
|
|
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', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
reason: string
|
|
command_id: string
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_type: dictionary<values=string, indices=int8, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
quantity: string
|
|
time_in_force: dictionary<values=string, indices=int8, ordered=0>
|
|
post_only: bool
|
|
reduce_only: bool
|
|
price: string
|
|
trigger_price: string
|
|
trigger_type: dictionary<values=string, indices=int8, ordered=0>
|
|
limit_offset: string
|
|
trailing_offset: string
|
|
trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
released_price: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.data.OrderBookDelta'>: 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, <class 'nautilus_trader.model.data.OrderBookDepth10'>: 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, <class 'nautilus_trader.model.data.QuoteTick'>: 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, <class 'nautilus_trader.model.data.TradeTick'>: 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, <class 'nautilus_trader.model.data.Bar'>: 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, <class 'nautilus_trader.model.data.MarkPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.IndexPriceUpdate'>: value: fixed_size_binary[8] not null
|
|
ts_event: uint64 not null
|
|
ts_init: uint64 not null, <class 'nautilus_trader.model.data.InstrumentClose'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
close_type: dictionary<values=string, indices=int8, ordered=0>
|
|
close_price: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'InstrumentClose', <class 'nautilus_trader.model.data.InstrumentStatus'>: instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
action: dictionary<values=string, indices=int8, ordered=0>
|
|
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', <class 'nautilus_trader.common.messages.ShutdownSystem'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
reason: string
|
|
command_id: string
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ShutdownSystem', <class 'nautilus_trader.common.messages.ComponentStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_id: dictionary<values=string, indices=int16, ordered=0>
|
|
component_type: dictionary<values=string, indices=int8, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'ComponentStateChanged', <class 'nautilus_trader.common.messages.TradingStateChanged'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
state: string
|
|
config: binary
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
-- schema metadata --
|
|
type: 'TradingStateChanged', <class 'nautilus_trader.model.events.order.OrderInitialized'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
quantity: string
|
|
time_in_force: dictionary<values=string, indices=int8, ordered=0>
|
|
post_only: bool
|
|
reduce_only: bool
|
|
price: string
|
|
trigger_price: string
|
|
trigger_type: dictionary<values=string, indices=int8, ordered=0>
|
|
limit_offset: string
|
|
trailing_offset: string
|
|
trailing_offset_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderDenied'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderEmulated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderSubmitted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderAccepted'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingCancel'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCanceled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderCancelRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderExpired'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderTriggered'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderPendingUpdate'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderReleased'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
released_price: string
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64, <class 'nautilus_trader.model.events.order.OrderModifyRejected'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
reason: dictionary<values=string, indices=int16, ordered=0>
|
|
event_id: string
|
|
ts_event: uint64
|
|
ts_init: uint64
|
|
reconciliation: bool, <class 'nautilus_trader.model.events.order.OrderUpdated'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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, <class 'nautilus_trader.model.events.order.OrderFilled'>: trader_id: dictionary<values=string, indices=int16, ordered=0>
|
|
strategy_id: dictionary<values=string, indices=int16, ordered=0>
|
|
account_id: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
client_order_id: string
|
|
venue_order_id: string
|
|
trade_id: string
|
|
position_id: string
|
|
order_side: dictionary<values=string, indices=int8, ordered=0>
|
|
order_type: dictionary<values=string, indices=int8, ordered=0>
|
|
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, <class 'nautilus_trader.adapters.binance.common.types.BinanceBar'>: bar_type: dictionary<values=string, indices=int16, ordered=0>
|
|
instrument_id: dictionary<values=string, indices=int64, ordered=0>
|
|
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 = {<class 'nautilus_trader.model.data.QuoteTick'>, <class 'nautilus_trader.model.data.MarkPriceUpdate'>, <class 'nautilus_trader.model.data.TradeTick'>, <class 'nautilus_trader.model.data.Bar'>, <class 'nautilus_trader.model.data.OrderBookDepth10'>, <class 'nautilus_trader.model.data.OrderBookDelta'>, <class 'nautilus_trader.model.data.OrderBookDeltas'>, <class 'nautilus_trader.model.data.IndexPriceUpdate'>}
|
|
* RUST_STR_SERIALIZERS: set = {'OrderBookDepth10', 'MarkPriceUpdate', 'OrderBookDelta', 'IndexPriceUpdate', 'OrderBookDeltas', 'QuoteTick', 'Bar', 'TradeTick'}
|
|
|
|
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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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:
|
|
* status: getset_descriptor
|
|
* headers: getset_descriptor
|
|
* body: 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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' = <BybitProductType.LINEAR: 'linear'>) -> '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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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
|
|
* topic: getset_descriptor
|
|
* value: 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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
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|
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Class: LiveExecClientFactory
|
|
Inherits from: object
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Methods:
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* 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
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Class: Quota
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Inherits from: object
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Module: nautilus_trader.adapters.bybit.http.account
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Class: Any
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|
Inherits from: object
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|
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Class: BybitAccountHttpAPI
|
|
Inherits from: object
|
|
Methods:
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|
* 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'
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* batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitBatchCancelOrderResponse'
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* batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitBatchPlaceOrderResponse'
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|
* cancel_all_orders(self, product_type: 'BybitProductType', symbol: 'str') -> 'list[Any]'
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|
* 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'
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* fetch_account_info(self) -> 'BybitAccountInfo'
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* fetch_fee_rate(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'list[BybitFeeRate]'
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|
* 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'
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* 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]'
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|
* query_order_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None, open_only: 'bool | None' = None) -> 'list[BybitOrder]'
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|
* query_position_info(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitPositionStruct]'
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|
* query_trade_history(self, product_type: 'BybitProductType', symbol: 'str | None' = None) -> 'list[BybitExecution]'
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|
* query_wallet_balance(self, coin: 'str | None' = None) -> 'tuple[list[BybitWalletBalance], int]'
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|
* 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'
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|
* switch_mode(self, category: 'BybitProductType', mode: 'BybitPositionMode', symbol: 'str | None' = None, coin: 'str | None' = None) -> 'BybitSwitchModeResponse'
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|
|
Class: BybitAccountInfoEndpoint
|
|
Inherits from: BybitHttpEndpoint
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|
Methods:
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|
* get(self) -> 'BybitAccountInfoResponse'
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|
|
Class: BybitAmendOrderEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* post(self, params: 'BybitAmendOrderPostParams') -> 'BybitAmendOrderResponse'
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|
|
|
Class: BybitAmendOrderPostParams
|
|
Inherits from: BybitBatchAmendOrder
|
|
Class Variables:
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|
* category: member_descriptor
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|
|
Class: BybitBatchAmendOrderEndpoint
|
|
Inherits from: BybitHttpEndpoint
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|
Methods:
|
|
* post(self, params: 'BybitBatchAmendOrderPostParams') -> 'BybitBatchAmendOrderResponse'
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|
|
|
Class: BybitBatchCancelOrder
|
|
Inherits from: Struct
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|
Class Variables:
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|
* orderFilter: member_descriptor
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|
* orderId: member_descriptor
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|
* orderLinkId: member_descriptor
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|
* symbol: member_descriptor
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|
|
|
Class: BybitBatchCancelOrderEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* post(self, params: 'BybitBatchCancelOrderPostParams') -> 'BybitBatchCancelOrderResponse'
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|
|
|
Class: BybitBatchCancelOrderPostParams
|
|
Inherits from: Struct
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|
Class Variables:
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|
* category: member_descriptor
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|
* request: member_descriptor
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|
|
Class: BybitBatchCancelOrderResponse
|
|
Inherits from: Struct
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|
Class Variables:
|
|
* result: member_descriptor
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|
* retCode: member_descriptor
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|
* retExtInfo: member_descriptor
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|
* retMsg: member_descriptor
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|
* time: member_descriptor
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|
|
|
Class: BybitBatchPlaceOrder
|
|
Inherits from: Struct
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|
Class Variables:
|
|
* closeOnTrigger: member_descriptor
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|
* isLeverage: member_descriptor
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|
* marketUnit: member_descriptor
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|
* mmp: member_descriptor
|
|
* orderFilter: member_descriptor
|
|
* orderIv: member_descriptor
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|
* orderLinkId: member_descriptor
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|
* orderType: member_descriptor
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|
* positionIdx: member_descriptor
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|
* price: member_descriptor
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|
* qty: member_descriptor
|
|
* reduceOnly: member_descriptor
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|
* side: member_descriptor
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|
* slLimitPrice: member_descriptor
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|
* slOrderType: member_descriptor
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|
* slTriggerBy: member_descriptor
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|
* smpType: member_descriptor
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|
* stopLoss: member_descriptor
|
|
* symbol: member_descriptor
|
|
* takeProfit: member_descriptor
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|
* timeInForce: member_descriptor
|
|
* tpLimitPrice: member_descriptor
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|
* tpOrderType: member_descriptor
|
|
* tpTriggerBy: member_descriptor
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|
* tpslMode: member_descriptor
|
|
* triggerBy: member_descriptor
|
|
* triggerDirection: member_descriptor
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|
* triggerPrice: member_descriptor
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|
|
|
Class: BybitBatchPlaceOrderEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* post(self, params: 'BybitBatchPlaceOrderPostParams') -> 'BybitBatchPlaceOrderResponse'
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|
|
|
Class: BybitBatchPlaceOrderPostParams
|
|
Inherits from: Struct
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|
Class Variables:
|
|
* category: member_descriptor
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|
* request: member_descriptor
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|
|
Class: BybitBatchPlaceOrderResponse
|
|
Inherits from: Struct
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|
Class Variables:
|
|
* result: member_descriptor
|
|
* retCode: member_descriptor
|
|
* retExtInfo: member_descriptor
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|
* retMsg: member_descriptor
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|
* time: member_descriptor
|
|
|
|
Class: BybitCancelAllOrdersEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* post(self, params: 'BybitCancelAllOrdersPostParams') -> 'BybitCancelAllOrdersResponse'
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|
|
|
Class: BybitCancelAllOrdersPostParams
|
|
Inherits from: Struct
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|
Class Variables:
|
|
* baseCoin: member_descriptor
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|
* category: member_descriptor
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|
* settleCoin: member_descriptor
|
|
* symbol: member_descriptor
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|
|
|
Class: BybitCancelOrderEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* post(self, params: 'BybitCancelOrderPostParams') -> 'BybitCancelOrderResponse'
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|
|
|
Class: BybitCancelOrderPostParams
|
|
Inherits from: BybitBatchCancelOrder
|
|
Class Variables:
|
|
* category: member_descriptor
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|
|
|
Class: BybitFeeRateEndpoint
|
|
Inherits from: BybitHttpEndpoint
|
|
Methods:
|
|
* get(self, params: 'BybitFeeRateGetParams') -> 'BybitFeeRateResponse'
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|
|
|
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
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|
|
|
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
|
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Class: HttpResponse
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Inherits from: object
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Class Variables:
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* status: getset_descriptor
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* headers: getset_descriptor
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* body: getset_descriptor
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Class: LiveClock
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Inherits from: Clock
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Class Variables:
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* timer_names: getset_descriptor
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* timer_count: getset_descriptor
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Class: Logger
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Inherits from: object
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Class Variables:
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* name: getset_descriptor
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Class: Quota
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Inherits from: object
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Module: nautilus_trader.adapters.bybit.http.errors
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Class: BybitError
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Inherits from: Exception
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Module: nautilus_trader.adapters.bybit.http.market
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Class: BybitInstrumentInverse
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Inherits from: Struct
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Methods:
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* 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
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Class Variables:
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* baseCoin: member_descriptor
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* contractType: member_descriptor
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* deliveryFeeRate: member_descriptor
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* deliveryTime: member_descriptor
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* fundingInterval: member_descriptor
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* launchTime: member_descriptor
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* leverageFilter: member_descriptor
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* lotSizeFilter: member_descriptor
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* priceFilter: member_descriptor
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* priceScale: member_descriptor
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* quoteCoin: member_descriptor
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* settleCoin: member_descriptor
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* status: member_descriptor
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* symbol: member_descriptor
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* unifiedMarginTrade: member_descriptor
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Class: BybitInstrumentLinear
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Inherits from: Struct
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Methods:
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* 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
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Class Variables:
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* baseCoin: member_descriptor
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* contractType: member_descriptor
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* deliveryFeeRate: member_descriptor
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* deliveryTime: member_descriptor
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* fundingInterval: member_descriptor
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* launchTime: member_descriptor
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* leverageFilter: member_descriptor
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* lotSizeFilter: member_descriptor
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* priceFilter: member_descriptor
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* priceScale: member_descriptor
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* quoteCoin: member_descriptor
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* settleCoin: member_descriptor
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* status: member_descriptor
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* symbol: member_descriptor
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* unifiedMarginTrade: member_descriptor
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Class: BybitInstrumentOption
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Inherits from: Struct
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Methods:
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* parse_to_instrument(self, quote_currency: nautilus_trader.model.objects.Currency) -> nautilus_trader.model.instruments.option_contract.OptionContract
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Class Variables:
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* baseCoin: member_descriptor
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* deliveryFeeRate: member_descriptor
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* deliveryTime: member_descriptor
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* launchTime: member_descriptor
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* lotSizeFilter: member_descriptor
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* optionsType: member_descriptor
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* priceFilter: member_descriptor
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* quoteCoin: member_descriptor
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* settleCoin: member_descriptor
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* status: member_descriptor
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* symbol: member_descriptor
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Class: BybitInstrumentSpot
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Inherits from: Struct
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Methods:
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* 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
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Class Variables:
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* baseCoin: member_descriptor
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* innovation: member_descriptor
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* lotSizeFilter: member_descriptor
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* marginTrading: member_descriptor
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* priceFilter: member_descriptor
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* quoteCoin: member_descriptor
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* status: member_descriptor
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* symbol: member_descriptor
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Class: BybitInstrumentsInfoEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self, params: 'BybitInstrumentsInfoGetParams') -> 'BybitInstrumentsSpotResponse | BybitInstrumentsLinearResponse | BybitInstrumentsInverseResponse | BybitInstrumentsOptionResponse'
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Class: BybitInstrumentsInfoGetParams
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Inherits from: Struct
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Class Variables:
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* baseCoin: member_descriptor
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* category: member_descriptor
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* cursor: member_descriptor
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* limit: member_descriptor
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* status: member_descriptor
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* symbol: member_descriptor
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Class: BybitKlineInterval
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Inherits from: Enum
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Class Variables:
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* MINUTE_1: BybitKlineInterval
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* MINUTE_3: BybitKlineInterval
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* MINUTE_5: BybitKlineInterval
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* MINUTE_15: BybitKlineInterval
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* MINUTE_30: BybitKlineInterval
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* HOUR_1: BybitKlineInterval
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* HOUR_2: BybitKlineInterval
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* HOUR_4: BybitKlineInterval
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* HOUR_6: BybitKlineInterval
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* HOUR_12: BybitKlineInterval
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* DAY_1: BybitKlineInterval
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* WEEK_1: BybitKlineInterval
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* MONTH_1: BybitKlineInterval
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Class: BybitKlinesEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self, params: 'BybitKlinesGetParams') -> 'BybitKlinesResponse'
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Class: BybitKlinesGetParams
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Inherits from: Struct
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Class Variables:
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* category: member_descriptor
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* end: member_descriptor
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* interval: member_descriptor
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* limit: member_descriptor
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* start: member_descriptor
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* symbol: member_descriptor
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Class: BybitMarketHttpAPI
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Inherits from: object
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Methods:
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* fetch_all_instruments(self, product_type: 'BybitProductType', symbol: 'str | None' = None, status: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitInstrumentList'
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* fetch_instrument(self, product_type: 'BybitProductType', symbol: 'str') -> 'BybitInstrument'
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* 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'
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* fetch_klines(self, product_type: 'BybitProductType', symbol: 'str', interval: 'BybitKlineInterval', limit: 'int | None' = None, start: 'int | None' = None, end: 'int | None' = None) -> 'list[BybitKline]'
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* fetch_public_trades(self, product_type: 'BybitProductType', symbol: 'str', limit: 'int | None' = None) -> 'list[BybitTrade]'
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* fetch_server_time(self) -> 'BybitServerTime'
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* fetch_tickers(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'BybitTickerList'
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* 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]'
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* request_bybit_trades(self, instrument_id: 'InstrumentId', ts_init: 'int', limit: 'int' = 1000) -> 'list[Bar]'
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Class: BybitProductType
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Inherits from: Enum
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Class Variables:
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* is_spot: property
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* is_linear: property
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* is_inverse: property
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* is_option: property
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* SPOT: BybitProductType
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* LINEAR: BybitProductType
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* INVERSE: BybitProductType
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* OPTION: BybitProductType
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Class: BybitServerTimeEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self) -> 'BybitServerTimeResponse'
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Class: BybitSymbol
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Inherits from: str
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Methods:
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* to_instrument_id(self) -> 'InstrumentId'
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Properties:
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* is_inverse
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* is_linear
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* is_option
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* is_spot
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* product_type
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* raw_symbol
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Class Variables:
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* raw_symbol: property
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* product_type: property
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* is_spot: property
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* is_linear: property
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* is_inverse: property
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* is_option: property
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Class: BybitTickersEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self, params: 'BybitTickersGetParams') -> 'BybitTickersResponse'
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Class: BybitTickersGetParams
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Inherits from: Struct
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Class Variables:
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* baseCoin: member_descriptor
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* category: member_descriptor
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* symbol: member_descriptor
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Class: BybitTradesEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self, params: 'BybitTradesGetParams') -> 'BybitTradesResponse'
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Class: BybitTradesGetParams
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Inherits from: Struct
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Class Variables:
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* baseCoin: member_descriptor
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* category: member_descriptor
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* limit: member_descriptor
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* optionType: member_descriptor
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* symbol: member_descriptor
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|
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Class: PyCondition
|
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Inherits from: object
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Module: nautilus_trader.adapters.bybit.http.user
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Class: BybitHttpClient
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Inherits from: object
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Methods:
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* 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
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* 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
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Properties:
|
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* api_key
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* api_secret
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Class Variables:
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* api_key: property
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* api_secret: property
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Class: BybitQueryApiEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* get(self) -> 'BybitQueryApiResponse'
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Class: BybitUpdateSubApiEndpoint
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Inherits from: BybitHttpEndpoint
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Methods:
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* post(self, params: 'BybitUpdateSubApiPostParams') -> 'BybitUpdateSubApiResponse'
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Class: BybitUpdateSubApiPostParams
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Inherits from: Struct
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Class Variables:
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* api_key: member_descriptor
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* ips: member_descriptor
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* read_only: member_descriptor
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Class: BybitUserHttpAPI
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Inherits from: object
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Methods:
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* query_api(self) -> 'BybitApiInfo'
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* update_sub_api(self, api_key: 'str | None' = None, read_only: 'int' = 0, ips: 'str | None' = None) -> 'BybitUpdateSubApiResult'
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|
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Class: PyCondition
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Inherits from: object
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|
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Module: nautilus_trader.adapters.bybit.loaders
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Class: BybitOrderBookDeltaDataLoader
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Inherits from: object
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Methods:
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* load(file_path: 'PathLike[str] | str', nrows: 'int | None' = None, product_type: 'BybitProductType' = <BybitProductType.LINEAR: 'linear'>) -> 'pd.DataFrame'
|
|
* map_actions(update_type: 'str', size: 'float') -> 'str'
|
|
* map_flags(update_type: 'str') -> 'int'
|
|
* map_sides(side: 'str') -> 'str'
|
|
Class Variables:
|
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* load: classmethod
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* map_actions: classmethod
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* map_sides: classmethod
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* map_flags: classmethod
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|
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Class: BybitProductType
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Inherits from: Enum
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Class Variables:
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* is_spot: property
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* is_linear: property
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* is_inverse: property
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* is_option: property
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|
* SPOT: BybitProductType
|
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* LINEAR: BybitProductType
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* INVERSE: BybitProductType
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* OPTION: BybitProductType
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|
|
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Class: RecordFlag
|
|
Inherits from: IntFlag
|
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Class Variables:
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* F_LAST: RecordFlag
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* F_TOB: RecordFlag
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* F_SNAPSHOT: RecordFlag
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* F_MBP: RecordFlag
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* RESERVED_2: RecordFlag
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* RESERVED_1: RecordFlag
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|
|
Class: ZipFile
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Inherits from: object
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Methods:
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* close(self)
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* extract(self, member, path=None, pwd=None)
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* extractall(self, path=None, members=None, pwd=None)
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* getinfo(self, name)
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* infolist(self)
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* mkdir(self, zinfo_or_directory_name, mode=511)
|
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* namelist(self)
|
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* open(self, name, mode='r', pwd=None, *, force_zip64=False)
|
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* printdir(self, file=None)
|
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* read(self, name, pwd=None)
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* setpassword(self, pwd)
|
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* testzip(self)
|
|
* write(self, filename, arcname=None, compress_type=None, compresslevel=None)
|
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* writestr(self, zinfo_or_arcname, data, compress_type=None, compresslevel=None)
|
|
Properties:
|
|
* comment
|
|
Class Variables:
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* fp: NoneType
|
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* comment: property
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Module: nautilus_trader.adapters.bybit.providers
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Class: BybitAccountHttpAPI
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Inherits from: object
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Methods:
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* 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'
|
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* batch_cancel_orders(self, product_type: 'BybitProductType', cancel_orders: 'list[BybitBatchCancelOrder]') -> 'BybitBatchCancelOrderResponse'
|
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* batch_place_orders(self, product_type: 'BybitProductType', submit_orders: 'list[BybitBatchPlaceOrder]') -> 'BybitBatchPlaceOrderResponse'
|
|
* cancel_all_orders(self, product_type: 'BybitProductType', symbol: 'str') -> 'list[Any]'
|
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* 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'
|
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* fetch_account_info(self) -> 'BybitAccountInfo'
|
|
* fetch_fee_rate(self, product_type: 'BybitProductType', symbol: 'str | None' = None, base_coin: 'str | None' = None) -> 'list[BybitFeeRate]'
|
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* 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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:
|
|
* paired_qty: getset_descriptor
|
|
* total_imbalance_qty: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* cont_book_clr_price: getset_descriptor
|
|
* auct_interest_clr_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* significant_imbalance: getset_descriptor
|
|
* ref_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: 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:
|
|
* stat_flags: getset_descriptor
|
|
* price: getset_descriptor
|
|
* update_action: getset_descriptor
|
|
* ts_in_delta: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* channel_id: getset_descriptor
|
|
* ts_ref: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* stat_type: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* quantity: 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 = <LogColor.NORMAL: 0>) -> _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:
|
|
* paired_qty: getset_descriptor
|
|
* total_imbalance_qty: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* cont_book_clr_price: getset_descriptor
|
|
* auct_interest_clr_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* significant_imbalance: getset_descriptor
|
|
* ref_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: 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:
|
|
* stat_flags: getset_descriptor
|
|
* price: getset_descriptor
|
|
* update_action: getset_descriptor
|
|
* ts_in_delta: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* channel_id: getset_descriptor
|
|
* ts_ref: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* stat_type: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* quantity: 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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:
|
|
* paired_qty: getset_descriptor
|
|
* total_imbalance_qty: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* cont_book_clr_price: getset_descriptor
|
|
* auct_interest_clr_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* significant_imbalance: getset_descriptor
|
|
* ref_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
|
|
Class: DatabentoStatistics
|
|
Inherits from: object
|
|
Class Variables:
|
|
* stat_flags: getset_descriptor
|
|
* price: getset_descriptor
|
|
* update_action: getset_descriptor
|
|
* ts_in_delta: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* channel_id: getset_descriptor
|
|
* ts_ref: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* stat_type: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* quantity: 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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:
|
|
* base_currency: getset_descriptor
|
|
* balances: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* margins: getset_descriptor
|
|
* account_type: getset_descriptor
|
|
|
|
Class: AccountType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: 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
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: getset_descriptor
|
|
|
|
Class: AggregationSource
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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
|
|
* signal_period: getset_descriptor
|
|
* slow_period: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* long_run: getset_descriptor
|
|
* short_run: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: getset_descriptor
|
|
|
|
Class: AroonOscillator
|
|
Inherits from: object
|
|
Class Variables:
|
|
* aroon_down: getset_descriptor
|
|
* name: getset_descriptor
|
|
* aroon_up: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
* period: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* count: getset_descriptor
|
|
|
|
Class: AssetClass
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* count: getset_descriptor
|
|
* period: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: Bar
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* bar_type: getset_descriptor
|
|
* close: getset_descriptor
|
|
* high: getset_descriptor
|
|
* volume: getset_descriptor
|
|
* open: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* low: getset_descriptor
|
|
|
|
Class: BarAggregation
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: 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:
|
|
* bar_type: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: BarSpecification
|
|
Inherits from: object
|
|
|
|
Class: BarType
|
|
Inherits from: object
|
|
|
|
Class: Bet
|
|
Inherits from: object
|
|
Class Variables:
|
|
* side: getset_descriptor
|
|
* price: getset_descriptor
|
|
* stake: getset_descriptor
|
|
|
|
Class: BetPosition
|
|
Inherits from: object
|
|
Class Variables:
|
|
* side: getset_descriptor
|
|
* realized_pnl: getset_descriptor
|
|
* exposure: getset_descriptor
|
|
* price: 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:
|
|
* price_precision: getset_descriptor
|
|
* betting_type: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* event_country_code: getset_descriptor
|
|
* competition_name: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* selection_id: getset_descriptor
|
|
* event_type_name: getset_descriptor
|
|
* event_open_date: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* market_name: getset_descriptor
|
|
* market_type: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* info: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* market_start_time: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* event_type_id: getset_descriptor
|
|
* competition_id: getset_descriptor
|
|
* market_id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* selection_name: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* id: getset_descriptor
|
|
* instrument_class: getset_descriptor
|
|
* event_name: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* event_id: getset_descriptor
|
|
|
|
Class: Bias
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* count: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* period: getset_descriptor
|
|
|
|
Class: BinaryOption
|
|
Inherits from: object
|
|
Class Variables:
|
|
* info: getset_descriptor
|
|
* description: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* outcome: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
|
|
Class: BlackScholesGreeksResult
|
|
Inherits from: object
|
|
Class Variables:
|
|
* theta: getset_descriptor
|
|
* price: getset_descriptor
|
|
* gamma: getset_descriptor
|
|
* delta: getset_descriptor
|
|
* vega: getset_descriptor
|
|
|
|
Class: BollingerBands
|
|
Inherits from: object
|
|
Class Variables:
|
|
* middle: getset_descriptor
|
|
* upper: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* k: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* period: getset_descriptor
|
|
* lower: getset_descriptor
|
|
* name: 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
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
* count: getset_descriptor
|
|
|
|
Class: BookLevel
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price: getset_descriptor
|
|
|
|
Class: BookOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* size: 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:
|
|
* payload: getset_descriptor
|
|
* topic: getset_descriptor
|
|
|
|
Class: CashAccount
|
|
Inherits from: object
|
|
Class Variables:
|
|
* event_count: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* events: getset_descriptor
|
|
* calculate_account_state: getset_descriptor
|
|
* account_type: getset_descriptor
|
|
* last_event: getset_descriptor
|
|
* id: getset_descriptor
|
|
|
|
Class: ChandeMomentumOscillator
|
|
Inherits from: object
|
|
Class Variables:
|
|
* initialized: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* count: getset_descriptor
|
|
* period: getset_descriptor
|
|
* name: getset_descriptor
|
|
* value: 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:
|
|
* portfolio_id: getset_descriptor
|
|
* endpoint: getset_descriptor
|
|
* sender_comp_id: getset_descriptor
|
|
* target_comp_id: getset_descriptor
|
|
* api_key: getset_descriptor
|
|
|
|
Class: CoinbaseIntxHttpClient
|
|
Inherits from: object
|
|
Class Variables:
|
|
* base_url: getset_descriptor
|
|
* api_key: getset_descriptor
|
|
|
|
Class: CoinbaseIntxWebSocketClient
|
|
Inherits from: object
|
|
Class Variables:
|
|
* api_key: getset_descriptor
|
|
* url: getset_descriptor
|
|
|
|
Class: CommodityChannelIndex
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* period: getset_descriptor
|
|
* scalar: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* value: 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:
|
|
* price_precision: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* info: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
|
|
Class: CryptoOption
|
|
Inherits from: object
|
|
Class Variables:
|
|
* info: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* id: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* strike_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* option_kind: getset_descriptor
|
|
|
|
Class: CryptoPerpetual
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price_increment: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* info: getset_descriptor
|
|
* id: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
|
|
Class: Currency
|
|
Inherits from: object
|
|
Class Variables:
|
|
* currency_type: getset_descriptor
|
|
* code: getset_descriptor
|
|
* iso4217: getset_descriptor
|
|
* name: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: CurrencyPair
|
|
Inherits from: object
|
|
Class Variables:
|
|
* size_increment: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* info: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
|
|
Class: CurrencyType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* Crypto: CurrencyType
|
|
* Fiat: CurrencyType
|
|
* CommodityBacked: CurrencyType
|
|
* CRYPTO: CurrencyType
|
|
* FIAT: CurrencyType
|
|
* COMMODITY_BACKED: CurrencyType
|
|
|
|
Class: CustomData
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* data_type: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: DataActor
|
|
Inherits from: object
|
|
Class Variables:
|
|
* actor_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
|
|
Class: DataBackendSession
|
|
Inherits from: object
|
|
|
|
Class: DataQueryResult
|
|
Inherits from: object
|
|
|
|
Class: DataType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* type_name: getset_descriptor
|
|
* topic: 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:
|
|
* paired_qty: getset_descriptor
|
|
* total_imbalance_qty: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* cont_book_clr_price: getset_descriptor
|
|
* auct_interest_clr_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* significant_imbalance: getset_descriptor
|
|
* ref_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
|
|
Class: DatabentoLiveClient
|
|
Inherits from: object
|
|
Class Variables:
|
|
* dataset: getset_descriptor
|
|
* key: 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:
|
|
* stat_flags: getset_descriptor
|
|
* price: getset_descriptor
|
|
* update_action: getset_descriptor
|
|
* ts_in_delta: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ts_recv: getset_descriptor
|
|
* channel_id: getset_descriptor
|
|
* ts_ref: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* stat_type: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
|
|
Class: DirectionalMovement
|
|
Inherits from: object
|
|
Class Variables:
|
|
* neg: getset_descriptor
|
|
* period: getset_descriptor
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* pos: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: DonchianChannel
|
|
Inherits from: object
|
|
Class Variables:
|
|
* upper: getset_descriptor
|
|
* middle: getset_descriptor
|
|
* lower: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: getset_descriptor
|
|
* period: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
|
|
Class: DoubleExponentialMovingAverage
|
|
Inherits from: object
|
|
Class Variables:
|
|
* count: getset_descriptor
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* period: getset_descriptor
|
|
|
|
Class: EfficiencyRatio
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* period: getset_descriptor
|
|
|
|
Class: Equity
|
|
Inherits from: object
|
|
Class Variables:
|
|
* quote_currency: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* id: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* isin: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* info: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
|
|
Class: ExecAlgorithmId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
|
|
Class: ExecutionMassStatus
|
|
Inherits from: object
|
|
Class Variables:
|
|
* fill_reports: getset_descriptor
|
|
* report_id: getset_descriptor
|
|
* order_reports: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* position_reports: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* client_id: getset_descriptor
|
|
|
|
Class: ExponentialMovingAverage
|
|
Inherits from: object
|
|
Class Variables:
|
|
* period: getset_descriptor
|
|
* count: getset_descriptor
|
|
* alpha: getset_descriptor
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: FileWriterConfig
|
|
Inherits from: object
|
|
|
|
Class: FillReport
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_init: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* trade_id: getset_descriptor
|
|
* commission: getset_descriptor
|
|
* liquidity_side: getset_descriptor
|
|
* report_id: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* order_side: getset_descriptor
|
|
* last_qty: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* last_px: 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:
|
|
* ts_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* id: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* info: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: FuturesSpread
|
|
Inherits from: object
|
|
Class Variables:
|
|
* size_precision: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* id: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* info: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* strategy_type: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
|
|
Class: FuzzyCandlesticks
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* vector: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: getset_descriptor
|
|
* threshold1: getset_descriptor
|
|
* period: getset_descriptor
|
|
* threshold4: getset_descriptor
|
|
* threshold2: getset_descriptor
|
|
* threshold3: 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:
|
|
* status: getset_descriptor
|
|
* headers: getset_descriptor
|
|
* body: getset_descriptor
|
|
|
|
Class: HttpTimeoutError
|
|
Inherits from: Exception
|
|
|
|
Class: HullMovingAverage
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* period: getset_descriptor
|
|
* count: getset_descriptor
|
|
* name: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
|
|
Class: ImplyVolAndGreeksResult
|
|
Inherits from: object
|
|
Class Variables:
|
|
* vega: getset_descriptor
|
|
* theta: getset_descriptor
|
|
* delta: getset_descriptor
|
|
* gamma: getset_descriptor
|
|
* vol: getset_descriptor
|
|
* price: getset_descriptor
|
|
|
|
Class: IndexPriceUpdate
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* value: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
|
|
Class: InstrumentClass
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* ts_init: getset_descriptor
|
|
* close_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* close_type: getset_descriptor
|
|
|
|
Class: InstrumentCloseType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* EndOfSession: InstrumentCloseType
|
|
* ContractExpired: InstrumentCloseType
|
|
* END_OF_SESSION: InstrumentCloseType
|
|
* CONTRACT_EXPIRED: InstrumentCloseType
|
|
|
|
Class: InstrumentId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: InstrumentMiniInfo
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw_symbol: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
|
|
Class: InstrumentStatus
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* is_quoting: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* is_trading: getset_descriptor
|
|
* reason: getset_descriptor
|
|
* trading_event: getset_descriptor
|
|
* action: getset_descriptor
|
|
* is_short_sell_restricted: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
|
|
Class: KeltnerChannel
|
|
Inherits from: object
|
|
Class Variables:
|
|
* atr_floor: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* upper: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* k_multiplier: getset_descriptor
|
|
* name: getset_descriptor
|
|
* middle: getset_descriptor
|
|
* lower: getset_descriptor
|
|
* use_previous: getset_descriptor
|
|
* period: getset_descriptor
|
|
|
|
Class: KeltnerPosition
|
|
Inherits from: object
|
|
Class Variables:
|
|
* use_previous: getset_descriptor
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* k_multiplier: getset_descriptor
|
|
* period: getset_descriptor
|
|
* atr_floor: getset_descriptor
|
|
|
|
Class: KlingerVolumeOscillator
|
|
Inherits from: object
|
|
Class Variables:
|
|
* initialized: getset_descriptor
|
|
* value: getset_descriptor
|
|
* fast_period: getset_descriptor
|
|
* signal_period: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* slow_period: getset_descriptor
|
|
* name: getset_descriptor
|
|
|
|
Class: LimitIfTouchedOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* order_type: getset_descriptor
|
|
* status: getset_descriptor
|
|
* events: getset_descriptor
|
|
|
|
Class: LimitOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* position_id: getset_descriptor
|
|
* liquidity_side: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* is_emulated: getset_descriptor
|
|
* is_primary: getset_descriptor
|
|
* filled_qty: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* has_price: getset_descriptor
|
|
* last_trade_id: getset_descriptor
|
|
* has_trigger_price: getset_descriptor
|
|
* expire_time_ns: getset_descriptor
|
|
* is_aggressive: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* is_spawned: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* display_qty: getset_descriptor
|
|
* is_passive: getset_descriptor
|
|
* is_active_local: getset_descriptor
|
|
* side: getset_descriptor
|
|
* price: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* events: getset_descriptor
|
|
* status: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* expire_time: getset_descriptor
|
|
* trigger_instrument_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* is_post_only: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* symbol: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* init_id: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* is_closed: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
|
|
Class: LinearRegression
|
|
Inherits from: object
|
|
Class Variables:
|
|
* period: getset_descriptor
|
|
* slope: getset_descriptor
|
|
* r2: getset_descriptor
|
|
* name: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* cfo: getset_descriptor
|
|
* intercept: getset_descriptor
|
|
* value: getset_descriptor
|
|
* degree: getset_descriptor
|
|
* has_inputs: 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* id: getset_descriptor
|
|
* default_leverage: getset_descriptor
|
|
* calculate_account_state: getset_descriptor
|
|
|
|
Class: MarginBalance
|
|
Inherits from: object
|
|
|
|
Class: MarkPriceUpdate
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: MarketOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* init_id: getset_descriptor
|
|
* status: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
* events: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
|
|
Class: MarketStatus
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* raw: getset_descriptor
|
|
* currency: getset_descriptor
|
|
|
|
Class: MovingAverageConvergenceDivergence
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* count: getset_descriptor
|
|
* fast_period: getset_descriptor
|
|
* slow_period: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: 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:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* Unspecified: OmsType
|
|
* Netting: OmsType
|
|
* Hedging: OmsType
|
|
* UNSPECIFIED: OmsType
|
|
* NETTING: OmsType
|
|
* HEDGING: OmsType
|
|
|
|
Class: OnBalanceVolume
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* period: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: OptionContract
|
|
Inherits from: object
|
|
Class Variables:
|
|
* currency: getset_descriptor
|
|
* strike_price: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* id: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* info: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* option_kind: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
|
|
Class: OptionKind
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* Call: OptionKind
|
|
* Put: OptionKind
|
|
* CALL: OptionKind
|
|
* PUT: OptionKind
|
|
|
|
Class: OptionSpread
|
|
Inherits from: object
|
|
Class Variables:
|
|
* max_quantity: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* strategy_type: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* info: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: OrderAccepted
|
|
Inherits from: object
|
|
|
|
Class: OrderBook
|
|
Inherits from: object
|
|
Class Variables:
|
|
* instrument_id: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* update_count: getset_descriptor
|
|
* book_type: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
|
|
Class: OrderBookDelta
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* action: getset_descriptor
|
|
* flags: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* order: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
|
|
Class: OrderBookDeltaDataWrangler
|
|
Inherits from: object
|
|
Class Variables:
|
|
* instrument_id: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: OrderBookDeltas
|
|
Inherits from: object
|
|
Class Variables:
|
|
* sequence: getset_descriptor
|
|
* flags: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* deltas: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
|
|
Class: OrderBookDepth10
|
|
Inherits from: object
|
|
Class Variables:
|
|
* flags: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* bid_counts: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* bids: getset_descriptor
|
|
* asks: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ask_counts: 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:
|
|
* last_qty: getset_descriptor
|
|
* last_px: getset_descriptor
|
|
* position_id: getset_descriptor
|
|
* reconciliation: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* liquidity_side: getset_descriptor
|
|
* event_id: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* is_sell: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* order_side: getset_descriptor
|
|
* is_buy: getset_descriptor
|
|
* commission: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* trade_id: 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:
|
|
* name: getset_descriptor
|
|
* value: 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* trailing_offset: getset_descriptor
|
|
* trailing_offset_type: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* avg_px: getset_descriptor
|
|
* reduce_only: getset_descriptor
|
|
* display_qty: getset_descriptor
|
|
* limit_offset: getset_descriptor
|
|
* post_only: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* trigger_price: getset_descriptor
|
|
* cancel_reason: getset_descriptor
|
|
* filled_qty: getset_descriptor
|
|
* trigger_type: getset_descriptor
|
|
* report_id: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* venue_position_id: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* ts_triggered: getset_descriptor
|
|
* price: getset_descriptor
|
|
* expire_time: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* order_side: getset_descriptor
|
|
* ts_accepted: getset_descriptor
|
|
* order_status: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* client_order_id: 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:
|
|
* size: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* price: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* status: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
|
|
Class: OwnOrderBook
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_last: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* update_count: getset_descriptor
|
|
|
|
Class: ParquetDataCatalogV2
|
|
Inherits from: object
|
|
|
|
Class: Position
|
|
Inherits from: object
|
|
Class Variables:
|
|
* closing_order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_closed: getset_descriptor
|
|
* realized_return: getset_descriptor
|
|
* signed_qty: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* last_trade_id: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* realized_pnl: getset_descriptor
|
|
* last_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* venue_order_ids: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* ts_opened: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* peak_qty: getset_descriptor
|
|
* duration_ns: getset_descriptor
|
|
* trade_ids: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* is_long: getset_descriptor
|
|
* is_short: getset_descriptor
|
|
* avg_px_open: getset_descriptor
|
|
* is_closed: getset_descriptor
|
|
* id: getset_descriptor
|
|
* events: getset_descriptor
|
|
* avg_px_close: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* event_count: getset_descriptor
|
|
* opening_order_id: getset_descriptor
|
|
* client_order_ids: getset_descriptor
|
|
* entry: 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:
|
|
* venue_position_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* report_id: getset_descriptor
|
|
* is_long: getset_descriptor
|
|
* is_short: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* is_flat: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* position_side: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
|
|
Class: PostgresCacheDatabase
|
|
Inherits from: object
|
|
|
|
Class: Pressure
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* period: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value_cumulative: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: Price
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: PriceType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* period: getset_descriptor
|
|
* value: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: 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:
|
|
* instrument_id: getset_descriptor
|
|
* ask_price: getset_descriptor
|
|
* bid_size: getset_descriptor
|
|
* bid_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ask_size: getset_descriptor
|
|
|
|
Class: QuoteTickDataWrangler
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
|
|
Class: RateOfChange
|
|
Inherits from: object
|
|
Class Variables:
|
|
* use_log: getset_descriptor
|
|
* period: getset_descriptor
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: RedisCacheDatabase
|
|
Inherits from: object
|
|
|
|
Class: RedisMessageBusDatabase
|
|
Inherits from: object
|
|
|
|
Class: RelativeStrengthIndex
|
|
Inherits from: object
|
|
Class Variables:
|
|
* initialized: getset_descriptor
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* count: getset_descriptor
|
|
* period: getset_descriptor
|
|
|
|
Class: RelativeVolatilityIndex
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* period: getset_descriptor
|
|
* scalar: getset_descriptor
|
|
|
|
Class: ReplayNormalizedRequestOptions
|
|
Inherits from: object
|
|
|
|
Class: Signal
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* name: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
|
|
Class: SimpleMovingAverage
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* period: getset_descriptor
|
|
* value: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* count: getset_descriptor
|
|
|
|
Class: SocketClient
|
|
Inherits from: object
|
|
|
|
Class: SocketConfig
|
|
Inherits from: object
|
|
|
|
Class: SpreadAnalyzer
|
|
Inherits from: object
|
|
Class Variables:
|
|
* average: getset_descriptor
|
|
* name: getset_descriptor
|
|
* capacity: getset_descriptor
|
|
* current: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: Stochastics
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value_k: getset_descriptor
|
|
* value_d: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* name: getset_descriptor
|
|
* period_k: getset_descriptor
|
|
* period_d: getset_descriptor
|
|
|
|
Class: StopLimitOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* is_closed: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* init_event: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* has_price: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* has_trigger_price: getset_descriptor
|
|
* is_aggressive: getset_descriptor
|
|
* init_id: getset_descriptor
|
|
* trigger_type: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* display_qty: getset_descriptor
|
|
* trigger_price: getset_descriptor
|
|
* trigger_instrument_id: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* side: getset_descriptor
|
|
* events: getset_descriptor
|
|
* expire_time: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* is_post_only: getset_descriptor
|
|
* status: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* is_passive: getset_descriptor
|
|
* price: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
|
|
Class: StopMarketOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* order_type: getset_descriptor
|
|
* events: getset_descriptor
|
|
* status: getset_descriptor
|
|
|
|
Class: StrategyId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
|
|
Class: StreamNormalizedRequestOptions
|
|
Inherits from: object
|
|
|
|
Class: Swings
|
|
Inherits from: object
|
|
Class Variables:
|
|
* since_low: getset_descriptor
|
|
* low_datetime: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* length: getset_descriptor
|
|
* high_price: getset_descriptor
|
|
* duration: getset_descriptor
|
|
* changed: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* high_datetime: getset_descriptor
|
|
* period: getset_descriptor
|
|
* direction: getset_descriptor
|
|
* name: getset_descriptor
|
|
* low_price: getset_descriptor
|
|
* since_high: getset_descriptor
|
|
|
|
Class: Symbol
|
|
Inherits from: object
|
|
Class Variables:
|
|
* is_composite: getset_descriptor
|
|
* root: getset_descriptor
|
|
* topic: getset_descriptor
|
|
* value: 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
|
|
* ts_init: getset_descriptor
|
|
* aggressor_side: getset_descriptor
|
|
* size: getset_descriptor
|
|
* price: getset_descriptor
|
|
* trade_id: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
|
|
Class: TradeTickDataWrangler
|
|
Inherits from: object
|
|
Class Variables:
|
|
* instrument_id: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: TraderId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
|
|
Class: TradingState
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* Active: TradingState
|
|
* Halted: TradingState
|
|
* Reducing: TradingState
|
|
* ACTIVE: TradingState
|
|
* HALTED: TradingState
|
|
* REDUCING: TradingState
|
|
|
|
Class: TrailingOffsetType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* order_type: getset_descriptor
|
|
* events: getset_descriptor
|
|
* status: 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* value: getset_descriptor
|
|
* name: getset_descriptor
|
|
* alpha: getset_descriptor
|
|
* cmo_pct: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* count: getset_descriptor
|
|
* period: getset_descriptor
|
|
* initialized: 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:
|
|
* period: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
|
|
Class: VolatilityRatio
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* slow_period: getset_descriptor
|
|
* use_previous: getset_descriptor
|
|
* fast_period: getset_descriptor
|
|
* value_floor: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: VolumeWeightedAveragePrice
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* has_inputs: 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
|
|
* count: getset_descriptor
|
|
* name: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
|
|
Class: WilderMovingAverage
|
|
Inherits from: object
|
|
Class Variables:
|
|
* count: getset_descriptor
|
|
* value: getset_descriptor
|
|
* has_inputs: getset_descriptor
|
|
* initialized: getset_descriptor
|
|
* period: getset_descriptor
|
|
* name: getset_descriptor
|
|
* alpha: 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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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 = <factory>, interest_rates: numpy.ndarray = <factory>) -> 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=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, maxdepth=None, **kwargs)
|
|
* get_file(self, rpath, lpath, callback=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, 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=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, maxdepth=None, **kwargs)
|
|
* put_file(self, lpath, rpath, callback=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, 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 = <factory>, interest_rates: numpy.ndarray = <factory>) -> 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
|
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Class: BarDataWrangler
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Inherits from: object
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Class Variables:
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* bar_type: getset_descriptor
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* instrument: getset_descriptor
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Class: OrderBookDeltaDataWrangler
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Inherits from: object
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Class Variables:
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* instrument: getset_descriptor
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Class: QuoteTickDataWrangler
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Inherits from: object
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Class Variables:
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* instrument: getset_descriptor
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Class: TradeTickDataWrangler
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Inherits from: object
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Class Variables:
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* instrument: getset_descriptor
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* processed_data: getset_descriptor
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Module: nautilus_trader.persistence.wranglers_v2
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Class: Any
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Inherits from: object
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Class: BarDataWranglerV2
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Inherits from: WranglerBase
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Methods:
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* from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.Bar]
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* from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any
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* 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]
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* from_schema(schema: pyarrow.lib.Schema) -> Any
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Class Variables:
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* IGNORE_KEYS: set
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Class: Instrument
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Inherits from: Data
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Methods:
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* fully_qualified_name() -> 'str'
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* is_signal(name='') -> 'bool'
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Class Variables:
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* symbol: getset_descriptor
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* venue: getset_descriptor
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* id: getset_descriptor
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* raw_symbol: getset_descriptor
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* asset_class: getset_descriptor
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* instrument_class: getset_descriptor
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* quote_currency: getset_descriptor
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* is_inverse: getset_descriptor
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* price_precision: getset_descriptor
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* size_precision: getset_descriptor
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* price_increment: getset_descriptor
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* size_increment: getset_descriptor
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* multiplier: getset_descriptor
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* lot_size: getset_descriptor
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* max_quantity: getset_descriptor
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* min_quantity: getset_descriptor
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* max_notional: getset_descriptor
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* min_notional: getset_descriptor
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* max_price: getset_descriptor
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* min_price: getset_descriptor
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* margin_init: getset_descriptor
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* margin_maint: getset_descriptor
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* maker_fee: getset_descriptor
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* taker_fee: getset_descriptor
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* tick_scheme_name: getset_descriptor
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* info: getset_descriptor
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* ts_event: getset_descriptor
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* ts_init: getset_descriptor
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Class: OrderBookDeltaDataWranglerV2
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Inherits from: WranglerBase
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Methods:
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* from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta]
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* from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any
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* from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.OrderBookDelta]
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* from_schema(schema: pyarrow.lib.Schema) -> Any
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Class: QuoteTickDataWranglerV2
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Inherits from: WranglerBase
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Methods:
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* from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.QuoteTick]
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* from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any
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* 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]
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* from_schema(schema: pyarrow.lib.Schema) -> Any
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Class: TradeTickDataWranglerV2
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Inherits from: WranglerBase
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Methods:
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* from_arrow(self, table: pyarrow.lib.Table) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick]
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* from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any
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* from_json(self, data: list[dict[str, typing.Any]]) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick]
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* from_pandas(self, df: pandas.core.frame.DataFrame, ts_init_delta: int = 0) -> list[nautilus_trader.core.nautilus_pyo3.model.TradeTick]
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* from_schema(schema: pyarrow.lib.Schema) -> Any
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Class: WranglerBase
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Inherits from: ABC
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Methods:
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* from_instrument(instrument: nautilus_trader.model.instruments.base.Instrument, **kwargs: Any) -> Any
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* from_schema(schema: pyarrow.lib.Schema) -> Any
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Class Variables:
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* IGNORE_KEYS: set
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* from_instrument: classmethod
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* from_schema: classmethod
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Module: nautilus_trader.persistence.writer
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Class: AbstractBufferedFile
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Inherits from: IOBase
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Methods:
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* close(self)
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* commit(self)
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* discard(self)
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* flush(self, force=False)
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* info(self)
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* read(self, length=-1)
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* readable(self)
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* readinto(self, b)
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* readinto1(self, b)
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* readline(self)
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* readlines(self)
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* readuntil(self, char=b'\n', blocks=None)
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* seek(self, loc, whence=0)
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* seekable(self)
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* tell(self)
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* writable(self)
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* write(self, data)
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Properties:
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* closed
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* details
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* full_name
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Class Variables:
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* DEFAULT_BLOCK_SIZE: int
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* details: property
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* full_name: property
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* closed: property
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Class: Any
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Inherits from: object
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Class: ArrowSerializer
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Inherits from: object
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Methods:
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* deserialize(data_cls: type, batch: pyarrow.lib.RecordBatch | pyarrow.lib.Table) -> nautilus_trader.core.data.Data
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* rust_defined_to_record_batch(data: list[nautilus_trader.core.data.Data], data_cls: type) -> pyarrow.lib.Table | pyarrow.lib.RecordBatch
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* 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
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* 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
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Class: Bar
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Inherits from: Data
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Methods:
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* fully_qualified_name() -> 'str'
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* is_signal(name='') -> 'bool'
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Class Variables:
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* bar_type: getset_descriptor
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* open: getset_descriptor
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* high: getset_descriptor
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* low: getset_descriptor
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* close: getset_descriptor
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* volume: getset_descriptor
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* ts_event: getset_descriptor
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* ts_init: getset_descriptor
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* is_revision: getset_descriptor
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|
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Class: BinaryIO
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Inherits from: IO
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Methods:
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* close(self) -> None
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* fileno(self) -> int
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* flush(self) -> None
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* isatty(self) -> bool
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* read(self, n: int = -1) -> ~AnyStr
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* readable(self) -> bool
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* readline(self, limit: int = -1) -> ~AnyStr
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* readlines(self, hint: int = -1) -> List[~AnyStr]
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* seek(self, offset: int, whence: int = 0) -> int
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* seekable(self) -> bool
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* tell(self) -> int
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* truncate(self, size: int = None) -> int
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* writable(self) -> bool
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* write(self, s: Union[bytes, bytearray]) -> int
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* writelines(self, lines: List[~AnyStr]) -> None
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Properties:
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* closed
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* mode
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* name
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|
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Class: Cache
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Inherits from: CacheFacade
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Class Variables:
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* has_backing: getset_descriptor
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* tick_capacity: getset_descriptor
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* bar_capacity: getset_descriptor
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Class: Clock
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Inherits from: object
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Class Variables:
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* timer_names: getset_descriptor
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* timer_count: getset_descriptor
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Class: CustomData
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Inherits from: Data
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|
Methods:
|
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* fully_qualified_name() -> 'str'
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* is_signal(name='') -> 'bool'
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Class Variables:
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* ts_event: getset_descriptor
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* ts_init: getset_descriptor
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* data_type: getset_descriptor
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* data: getset_descriptor
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|
|
Class: Enum
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Inherits from: object
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Class Variables:
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* name: property
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* value: property
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Class: Logger
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Inherits from: object
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Class Variables:
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* name: getset_descriptor
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Class: OrderBookDelta
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Inherits from: Data
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|
Methods:
|
|
* fully_qualified_name() -> 'str'
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|
* is_signal(name='') -> 'bool'
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|
Class Variables:
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* instrument_id: getset_descriptor
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* action: getset_descriptor
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* is_add: getset_descriptor
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* is_update: getset_descriptor
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* is_delete: getset_descriptor
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* is_clear: getset_descriptor
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|
* order: getset_descriptor
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|
* flags: getset_descriptor
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* sequence: getset_descriptor
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* ts_event: getset_descriptor
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* ts_init: getset_descriptor
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|
|
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Class: OrderBookDeltas
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Inherits from: Data
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Methods:
|
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* fully_qualified_name() -> 'str'
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* is_signal(name='') -> 'bool'
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Class Variables:
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* instrument_id: getset_descriptor
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* deltas: getset_descriptor
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* is_snapshot: getset_descriptor
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* flags: getset_descriptor
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|
* sequence: getset_descriptor
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|
* ts_event: getset_descriptor
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|
* ts_init: getset_descriptor
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|
|
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Class: PyCondition
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Inherits from: object
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Class: QuoteTick
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Inherits from: Data
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Methods:
|
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* fully_qualified_name() -> 'str'
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* is_signal(name='') -> 'bool'
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Class Variables:
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* instrument_id: getset_descriptor
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* bid_price: getset_descriptor
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* ask_price: getset_descriptor
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* bid_size: getset_descriptor
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* ask_size: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
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|
|
|
Class: RecordBatchStreamWriter
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|
Inherits from: _RecordBatchStreamWriter
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|
|
|
Class: RotationMode
|
|
Inherits from: Enum
|
|
Class Variables:
|
|
* SIZE: RotationMode
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|
* INTERVAL: RotationMode
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* SCHEDULED_DATES: RotationMode
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* NO_ROTATION: RotationMode
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|
|
Class: StreamingFeatherWriter
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|
Inherits from: object
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Methods:
|
|
* check_flush(self) -> None
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* close(self) -> None
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|
* flush(self) -> None
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|
* get_current_file_info(self) -> dict[str | tuple[str, str], dict[str, typing.Any]]
|
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* get_next_rotation_time(self, table_name: str | tuple[str, str]) -> pandas._libs.tslibs.timestamps.Timestamp | None
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* write(self, obj: object) -> None
|
|
Properties:
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|
* is_closed
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Class Variables:
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* is_closed: property
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|
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Class: TextIOWrapper
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|
Inherits from: _TextIOBase
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Class Variables:
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* encoding: member_descriptor
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* buffer: member_descriptor
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* line_buffering: member_descriptor
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* write_through: member_descriptor
|
|
* name: getset_descriptor
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|
* closed: getset_descriptor
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* newlines: getset_descriptor
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|
* errors: getset_descriptor
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|
|
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Class: TradeTick
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|
Inherits from: Data
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|
Methods:
|
|
* fully_qualified_name() -> 'str'
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|
* is_signal(name='') -> 'bool'
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Class Variables:
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* instrument_id: getset_descriptor
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* trade_id: getset_descriptor
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* price: getset_descriptor
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* size: getset_descriptor
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* aggressor_side: getset_descriptor
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|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
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|
|
|
Module: nautilus_trader.portfolio
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|
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Class: Portfolio
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Inherits from: PortfolioFacade
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Class: PortfolioFacade
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|
Inherits from: object
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|
Class Variables:
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|
* initialized: getset_descriptor
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* analyzer: getset_descriptor
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|
|
|
Module: nautilus_trader.portfolio.base
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|
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Class: PortfolioFacade
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Inherits from: object
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|
Class Variables:
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* initialized: getset_descriptor
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* analyzer: getset_descriptor
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|
|
|
Module: nautilus_trader.portfolio.config
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|
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Class: NautilusConfig
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|
Inherits from: Struct
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|
Methods:
|
|
* dict(self) -> 'dict[str, Any]'
|
|
* fully_qualified_name() -> 'str'
|
|
* json(self) -> '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 = <LogColor.NORMAL: 0>) -> _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 = <LogColor.NORMAL: 0>) -> _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=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, 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=<fsspec.callbacks.NoOpCallback object at 0x000001C628C8D7D0>, 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
|
|
* base_currency: getset_descriptor
|
|
* events: getset_descriptor
|
|
* calculate_account_state: getset_descriptor
|
|
* account_type: getset_descriptor
|
|
* last_event: getset_descriptor
|
|
* id: getset_descriptor
|
|
|
|
Class: MarginAccount
|
|
Inherits from: object
|
|
Class Variables:
|
|
* id: getset_descriptor
|
|
* default_leverage: getset_descriptor
|
|
* calculate_account_state: getset_descriptor
|
|
|
|
Class: OrderSide
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* NoOrderSide: OrderSide
|
|
* Buy: OrderSide
|
|
* Sell: OrderSide
|
|
* NO_ORDER_SIDE: OrderSide
|
|
* BUY: OrderSide
|
|
* SELL: OrderSide
|
|
|
|
Class: Position
|
|
Inherits from: object
|
|
Class Variables:
|
|
* closing_order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* ts_closed: getset_descriptor
|
|
* realized_return: getset_descriptor
|
|
* signed_qty: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* last_trade_id: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* realized_pnl: getset_descriptor
|
|
* last_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* venue_order_ids: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* ts_opened: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* peak_qty: getset_descriptor
|
|
* duration_ns: getset_descriptor
|
|
* trade_ids: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* is_long: getset_descriptor
|
|
* is_short: getset_descriptor
|
|
* avg_px_open: getset_descriptor
|
|
* is_closed: getset_descriptor
|
|
* id: getset_descriptor
|
|
* events: getset_descriptor
|
|
* avg_px_close: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* event_count: getset_descriptor
|
|
* opening_order_id: getset_descriptor
|
|
* client_order_ids: getset_descriptor
|
|
* entry: 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: 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 = <LiquditySide.TAKER: '2'>, 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 = <TriggerType.MID_POINT: '9'>, 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:
|
|
* ts_event: getset_descriptor
|
|
* bar_type: getset_descriptor
|
|
* close: getset_descriptor
|
|
* high: getset_descriptor
|
|
* volume: getset_descriptor
|
|
* open: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* low: getset_descriptor
|
|
|
|
Class: BarAggregation
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: 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:
|
|
* order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* size: getset_descriptor
|
|
* price: getset_descriptor
|
|
|
|
Class: InstrumentId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: OrderBookDelta
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* action: getset_descriptor
|
|
* flags: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* order: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
|
|
Class: OrderBookDepth10
|
|
Inherits from: object
|
|
Class Variables:
|
|
* flags: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* bid_counts: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* bids: getset_descriptor
|
|
* asks: getset_descriptor
|
|
* sequence: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ask_counts: getset_descriptor
|
|
|
|
Class: OrderSide
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* NoOrderSide: OrderSide
|
|
* Buy: OrderSide
|
|
* Sell: OrderSide
|
|
* NO_ORDER_SIDE: OrderSide
|
|
* BUY: OrderSide
|
|
* SELL: OrderSide
|
|
|
|
Class: Price
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: PriceType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* instrument_id: getset_descriptor
|
|
* ask_price: getset_descriptor
|
|
* bid_size: getset_descriptor
|
|
* bid_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* ask_size: 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
|
|
* ts_init: getset_descriptor
|
|
* aggressor_side: getset_descriptor
|
|
* size: getset_descriptor
|
|
* price: getset_descriptor
|
|
* trade_id: 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:
|
|
* base_currency: getset_descriptor
|
|
* balances: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* margins: getset_descriptor
|
|
* account_type: getset_descriptor
|
|
|
|
Class: AccountType
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: 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
|
|
* base_currency: getset_descriptor
|
|
* events: getset_descriptor
|
|
* calculate_account_state: getset_descriptor
|
|
* account_type: getset_descriptor
|
|
* last_event: getset_descriptor
|
|
* id: 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:
|
|
* price_precision: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* info: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
|
|
Class: CryptoPerpetual
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price_increment: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* info: getset_descriptor
|
|
* id: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
|
|
Class: Currency
|
|
Inherits from: object
|
|
Class Variables:
|
|
* currency_type: getset_descriptor
|
|
* code: getset_descriptor
|
|
* iso4217: getset_descriptor
|
|
* name: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: CurrencyPair
|
|
Inherits from: object
|
|
Class Variables:
|
|
* size_increment: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* info: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
|
|
Class: Equity
|
|
Inherits from: object
|
|
Class Variables:
|
|
* quote_currency: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* id: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* isin: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* info: getset_descriptor
|
|
* price_increment: 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:
|
|
* init_id: getset_descriptor
|
|
* status: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
* events: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
|
|
Class: Money
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw: getset_descriptor
|
|
* currency: 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:
|
|
* last_qty: getset_descriptor
|
|
* last_px: getset_descriptor
|
|
* position_id: getset_descriptor
|
|
* reconciliation: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* liquidity_side: getset_descriptor
|
|
* event_id: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* is_sell: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* order_side: getset_descriptor
|
|
* is_buy: getset_descriptor
|
|
* commission: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* trade_id: 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:
|
|
* name: getset_descriptor
|
|
* value: 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:
|
|
* raw: getset_descriptor
|
|
* precision: 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 = <LiquditySide.TAKER: '2'>, 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: 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
|
|
* topic: getset_descriptor
|
|
* 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: 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* price_precision: getset_descriptor
|
|
* betting_type: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* event_country_code: getset_descriptor
|
|
* competition_name: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* selection_id: getset_descriptor
|
|
* event_type_name: getset_descriptor
|
|
* event_open_date: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* market_name: getset_descriptor
|
|
* market_type: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* info: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* market_start_time: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* event_type_id: getset_descriptor
|
|
* competition_id: getset_descriptor
|
|
* market_id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* selection_name: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* id: getset_descriptor
|
|
* instrument_class: getset_descriptor
|
|
* event_name: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* event_id: getset_descriptor
|
|
|
|
Class: BinaryOption
|
|
Inherits from: object
|
|
Class Variables:
|
|
* info: getset_descriptor
|
|
* description: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* outcome: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
|
|
Class: CryptoFuture
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price_precision: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* info: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
|
|
Class: CryptoOption
|
|
Inherits from: object
|
|
Class Variables:
|
|
* info: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* id: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* strike_price: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* option_kind: getset_descriptor
|
|
|
|
Class: CryptoPerpetual
|
|
Inherits from: object
|
|
Class Variables:
|
|
* price_increment: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* is_inverse: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* min_notional: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* info: getset_descriptor
|
|
* id: getset_descriptor
|
|
* settlement_currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
|
|
Class: Currency
|
|
Inherits from: object
|
|
Class Variables:
|
|
* currency_type: getset_descriptor
|
|
* code: getset_descriptor
|
|
* iso4217: getset_descriptor
|
|
* name: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: CurrencyPair
|
|
Inherits from: object
|
|
Class Variables:
|
|
* size_increment: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* info: getset_descriptor
|
|
* quote_currency: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* maker_fee: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* id: getset_descriptor
|
|
* taker_fee: getset_descriptor
|
|
* base_currency: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* max_notional: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* price_increment: 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:
|
|
* quote_currency: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* id: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* isin: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* info: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
|
|
Class: FuturesContract
|
|
Inherits from: object
|
|
Class Variables:
|
|
* ts_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* id: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* info: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
|
|
Class: FuturesSpread
|
|
Inherits from: object
|
|
Class Variables:
|
|
* size_precision: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* id: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* info: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* strategy_type: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
|
|
Class: InstrumentId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: Money
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw: getset_descriptor
|
|
* currency: getset_descriptor
|
|
|
|
Class: OptionContract
|
|
Inherits from: object
|
|
Class Variables:
|
|
* currency: getset_descriptor
|
|
* strike_price: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* id: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* size_precision: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* info: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* max_quantity: getset_descriptor
|
|
* option_kind: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
|
|
Class: OptionKind
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* Call: OptionKind
|
|
* Put: OptionKind
|
|
* CALL: OptionKind
|
|
* PUT: OptionKind
|
|
|
|
Class: OptionSpread
|
|
Inherits from: object
|
|
Class Variables:
|
|
* max_quantity: getset_descriptor
|
|
* price_precision: getset_descriptor
|
|
* exchange: getset_descriptor
|
|
* underlying: getset_descriptor
|
|
* strategy_type: getset_descriptor
|
|
* type_str: getset_descriptor
|
|
* id: getset_descriptor
|
|
* size_increment: getset_descriptor
|
|
* max_price: getset_descriptor
|
|
* min_quantity: getset_descriptor
|
|
* lot_size: getset_descriptor
|
|
* min_price: getset_descriptor
|
|
* margin_init: getset_descriptor
|
|
* margin_maint: getset_descriptor
|
|
* activation_ns: getset_descriptor
|
|
* ts_event: getset_descriptor
|
|
* expiration_ns: getset_descriptor
|
|
* raw_symbol: getset_descriptor
|
|
* price_increment: getset_descriptor
|
|
* asset_class: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* info: getset_descriptor
|
|
* currency: getset_descriptor
|
|
* multiplier: getset_descriptor
|
|
* size_precision: 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: object
|
|
Class Variables:
|
|
* is_composite: getset_descriptor
|
|
* root: getset_descriptor
|
|
* topic: getset_descriptor
|
|
* value: 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:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: LimitOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* position_id: getset_descriptor
|
|
* liquidity_side: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* is_emulated: getset_descriptor
|
|
* is_primary: getset_descriptor
|
|
* filled_qty: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* has_price: getset_descriptor
|
|
* last_trade_id: getset_descriptor
|
|
* has_trigger_price: getset_descriptor
|
|
* expire_time_ns: getset_descriptor
|
|
* is_aggressive: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* is_spawned: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* display_qty: getset_descriptor
|
|
* is_passive: getset_descriptor
|
|
* is_active_local: getset_descriptor
|
|
* side: getset_descriptor
|
|
* price: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* events: getset_descriptor
|
|
* status: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* expire_time: getset_descriptor
|
|
* trigger_instrument_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* is_post_only: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* symbol: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* venue_order_id: getset_descriptor
|
|
* init_id: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* is_closed: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* ts_last: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
|
|
Class: MarketOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* init_id: getset_descriptor
|
|
* status: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
* events: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* client_order_id: getset_descriptor
|
|
* side: getset_descriptor
|
|
* account_id: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
|
|
Class: OrderSide
|
|
Inherits from: object
|
|
Class Variables:
|
|
* name: getset_descriptor
|
|
* value: getset_descriptor
|
|
* NoOrderSide: OrderSide
|
|
* Buy: OrderSide
|
|
* Sell: OrderSide
|
|
* 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: StopLimitOrder
|
|
Inherits from: object
|
|
Class Variables:
|
|
* is_closed: getset_descriptor
|
|
* is_quote_quantity: getset_descriptor
|
|
* parent_order_id: getset_descriptor
|
|
* instrument_id: getset_descriptor
|
|
* quantity: getset_descriptor
|
|
* ts_init: getset_descriptor
|
|
* order_type: getset_descriptor
|
|
* is_open: getset_descriptor
|
|
* is_reduce_only: getset_descriptor
|
|
* init_event: getset_descriptor
|
|
* time_in_force: getset_descriptor
|
|
* has_price: getset_descriptor
|
|
* order_list_id: getset_descriptor
|
|
* emulation_trigger: getset_descriptor
|
|
* has_trigger_price: getset_descriptor
|
|
* is_aggressive: getset_descriptor
|
|
* init_id: getset_descriptor
|
|
* trigger_type: getset_descriptor
|
|
* tags: getset_descriptor
|
|
* display_qty: getset_descriptor
|
|
* trigger_price: getset_descriptor
|
|
* trigger_instrument_id: getset_descriptor
|
|
* exec_algorithm_id: getset_descriptor
|
|
* contingency_type: getset_descriptor
|
|
* side: getset_descriptor
|
|
* events: getset_descriptor
|
|
* expire_time: getset_descriptor
|
|
* strategy_id: getset_descriptor
|
|
* exec_algorithm_params: getset_descriptor
|
|
* is_post_only: getset_descriptor
|
|
* status: getset_descriptor
|
|
* linked_order_ids: getset_descriptor
|
|
* exec_spawn_id: getset_descriptor
|
|
* trader_id: getset_descriptor
|
|
* is_passive: getset_descriptor
|
|
* price: getset_descriptor
|
|
* client_order_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 = <TriggerType.MID_POINT: '9'>, 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:
|
|
* value: getset_descriptor
|
|
* name: 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:
|
|
* currency_type: getset_descriptor
|
|
* code: getset_descriptor
|
|
* iso4217: getset_descriptor
|
|
* name: getset_descriptor
|
|
* precision: getset_descriptor
|
|
|
|
Class: InstrumentId
|
|
Inherits from: object
|
|
Class Variables:
|
|
* symbol: getset_descriptor
|
|
* venue: getset_descriptor
|
|
* value: getset_descriptor
|
|
|
|
Class: MarginBalance
|
|
Inherits from: object
|
|
|
|
Class: Money
|
|
Inherits from: object
|
|
Class Variables:
|
|
* raw: getset_descriptor
|
|
* currency: 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 = <class 'nautilus_trader.model.data.QuoteTick'>, 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, ...] = (<class 'nautilus_trader.model.data.QuoteTick'>,), 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 = <class 'nautilus_trader.model.data.QuoteTick'>, 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, ...] = (<class 'nautilus_trader.model.data.QuoteTick'>,), 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 = <OrderSide.BUY: 1>, 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 = <BookType.L2_MBP: 2>, 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 = <AggressorSide.BUYER: 1>, 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 = <LiquiditySide.TAKER: 2>, 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 = <LiquiditySide.TAKER: 2>, 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=<dataclasses._MISSING_TYPE object at 0x000001C626F71150>, default_factory=<dataclasses._MISSING_TYPE object at 0x000001C626F71150>, init=True, repr=True, hash=None, compare=True, metadata=None, kw_only=<dataclasses._MISSING_TYPE object at 0x000001C626F71150>)
|
|
|
|
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
|