base

BaseTransaction

BaseTransaction(
    id: str, exchange: Exchange, data: DataFeed, size: float
)

Base class of Execution/Order/Position

Parameters:

• id (str) –

  description

• exchange (Exchange) –

  description

• data (DataFeed) –

  description

• size (float) –

  description

Source code in lettrade/exchange/base.py

def __init__(
    self,
    id: str,
    exchange: "Exchange",
    data: "DataFeed",
    size: float,
) -> None:
    """_summary_

    Args:
        id (str): _description_
        exchange (Exchange): _description_
        data (DataFeed): _description_
        size (float): _description_
    """
    self.id: str = id
    self.exchange: "Exchange" = exchange
    self.data: "DataFeed" = data
    self.size: float = size

is_long property

is_long: bool

True if side is long (size is positive).

Returns:

• bool ( bool ) –

  True/False

is_short property

is_short: bool

True if side is short (size is negative).

Returns:

• bool ( bool ) –

  description

side property

side: TradeSide

True if side is short (size is negative).

Returns:

• bool ( TradeSide ) –

  description

OrderState

Bases: str, Enum

Order state

Canceled class-attribute instance-attribute

Canceled = 'canceled'

Canceled

Filled class-attribute instance-attribute

Filled = 'filled'

Full filled

Partial class-attribute instance-attribute

Partial = 'partial'

Partial filled, still wait for full fill

Pending class-attribute instance-attribute

Pending = 'pending'

Pending order, wait for exchange accept

Placed class-attribute instance-attribute

Placed = 'place'

Placed order on exchange

OrderType

Bases: str, Enum

Order type

Limit class-attribute instance-attribute

Limit = 'limit'

Limit order

Market class-attribute instance-attribute

Market = 'market'

Market order

Stop class-attribute instance-attribute

Stop = 'stop'

Stop order

StopLimit class-attribute instance-attribute

StopLimit = 'stoplimit'

Stop-Limit order

PositionState

Bases: str, Enum

Position state

Exit class-attribute instance-attribute

Exit = 'exit'

Exited state

Open class-attribute instance-attribute

Open = 'open'

Opening state

TradeSide

Bases: int, Enum

Side of Trade

Buy class-attribute instance-attribute

Buy = 1

Buy/Long side

Sell class-attribute instance-attribute

Sell = -1

Sell/Short side