order
¤
Order
¤
Order(
id: str,
exchange: Exchange,
data: DataFeed,
size: float,
state: OrderState = OrderState.Pending,
type: OrderType = OrderType.Market,
limit_price: float | None = None,
stop_price: float | None = None,
sl_price: float | None = None,
tp_price: float | None = None,
parent: Position | None = None,
tag: str | None = None,
placed_at: Timestamp | None = None,
**kwargs
)
Bases: BaseTransaction
Source code in lettrade/exchange/order.py
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is_closed
property
¤
is_closed: bool
Flag to check Order
closed
Returns:
-
bool
(bool
) –True if
state
in [OrderState.Filled, OrderState.Canceled]
is_opening
property
¤
is_opening: bool
Flag to check Order
still alive
Returns:
-
bool
(bool
) –True if
state
in [OrderState.Pending, OrderState.Placed, OrderState.Partial]
cancel
¤
cancel(raw: object | None = None, **kwargs) -> OrderResult
Cancel Order
Set status
to OrderState.Canceled
.
Send event to Exchange
Raises:
-
RuntimeError
–Validate state is
OrderState.Placed
Returns:
-
OrderResult
(OrderResult
) –result of
Order
Source code in lettrade/exchange/order.py
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fill
¤
fill(
price: float, at: Timestamp, raw: object | None = None
) -> OrderResult
Fill Order
.
Set status
to OrderState.Executed
.
Send event to Exchange
Parameters:
-
price
(float
) –Executed price
-
at
(Timestamp
) –Executed bar
Raises:
-
RuntimeError
–description
Returns:
-
OrderResult
(OrderResult
) –result of
Order
Source code in lettrade/exchange/order.py
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merge
¤
merge(other: Order)
Update current Order
variables by other Order
Parameters:
-
other
(Order
) –Merge source
Order
Raises:
-
RuntimeError
–Validate same id
Source code in lettrade/exchange/order.py
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place
¤
place(
at: Timestamp, raw: object | None = None
) -> OrderResult
Place Order
Set status
to OrderState.Placed
.
Send event to Exchange
Raises:
-
RuntimeError
–description
Returns:
-
OrderResult
(OrderResult
) –result of
Order
Source code in lettrade/exchange/order.py
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update
¤
update(
limit_price: float | None = None,
stop_price: float | None = None,
sl: float | None = None,
tp: float | None = None,
raw: object | None = None,
) -> OrderResult
Update Order
Parameters:
-
limit_price
(float
, default:None
) –description. Defaults to None.
-
stop_price
(float
, default:None
) –description. Defaults to None.
-
sl
(float
, default:None
) –description. Defaults to None.
-
tp
(float
, default:None
) –description. Defaults to None.
Raises:
-
RuntimeError
–description
Source code in lettrade/exchange/order.py
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OrderResult
¤
Result of Order
Parameters:
-
ok
(bool | None
, default:True
) –Flag to check
Order
is success or not. Defaults to True. -
order
(Order | None
, default:None
) –Order own the result. Defaults to None.
-
raw
(object | None
, default:None
) –Raw object of
Order
. Defaults to None.
Source code in lettrade/exchange/order.py
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OrderResultError
¤
Bases: OrderResult
Result of a error Order
Parameters:
-
error
(str
) –Error message
-
order
(Order | None
, default:None
) –Order own the result. Defaults to None.
-
raw
(object | None
, default:None
) –Raw object of
Order
. Defaults to None.
Source code in lettrade/exchange/order.py
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OrderResultOk
¤
Bases: OrderResult
Result of a success Order
Parameters:
-
order
(Order | None
, default:None
) –Order own the result. Defaults to None.
-
raw
(object | None
, default:None
) –Raw object of
Order
. Defaults to None.
Source code in lettrade/exchange/order.py
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