Events ¶

Defines the fundamental event types represented within the trading domain.

class AccountState ( AccountId account_id , AccountType account_type , Currency base_currency , bool reported , list balances , list margins , dict info , UUID4 event_id , uint64_t ts_event , uint64_t ts_init ) ¶

Bases: Event

Represents an event which includes information on the state of the account.

Parameters :

account_id ( AccountId ) – The account ID (with the venue).
account_type ( AccountId ) – The account type for the event.
base_currency ( Currency , optional ) – The account base currency. Use None for multi-currency accounts.
reported ( bool ) – If the state is reported from the exchange (otherwise system calculated).
balances ( list [ AccountBalance ] ) – The account balances.
margins ( list [ MarginBalance ] ) – The margin balances (can be empty).
info ( dict [ str , object ] ) – The additional implementation specific account information.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the account state event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Raises :

ValueError – If balances is empty.

account_id ¶

The account ID associated with the event.

Returns :: AccountId

account_type ¶

The account type for the event.

Returns :: AccountType

balances ¶

The account balances.

Returns :: list[AccountBalance]

base_currency ¶

The account type for the event.

Returns :: Currency or None

static from_dict ( dict values ) → AccountState ¶

Return an account state event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: AccountState

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: AccountState.id

info ¶

The additional implementation specific account information.

Returns :: dict[str, object]

is_reported ¶

If the state is reported from the exchange (otherwise system calculated).

Returns :: bool

margins ¶

The margin balances.

Returns :: list[MarginBalance]

static to_dict ( AccountState obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: AccountState.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: AccountState.ts_init

class OrderAccepted ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , AccountId account_id , UUID4 event_id , uint64_t ts_event , uint64_t ts_init , bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has been accepted by the trading venue.

This event often corresponds to a NEW OrdStatus <39> field in FIX trade reports.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
account_id ( AccountId ) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order accepted event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

References

https://www.onixs.biz/fix-dictionary/5.0.SP2/tagNum_39.html

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderAccepted.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderAccepted.client_order_id

static from_dict ( dict values ) → OrderAccepted ¶

Return an order accepted event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderAccepted

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderAccepted.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderAccepted.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderAccepted.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderAccepted.strategy_id

static to_dict ( OrderAccepted obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderAccepted.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderAccepted.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderAccepted.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderAccepted.venue_order_id

class OrderCancelRejected ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], unicode reason, UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where a CancelOrder command has been rejected by the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
reason ( str ) – The order cancel rejected reason.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If reason is not a valid string.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderCancelRejected.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderCancelRejected.client_order_id

static from_dict ( dict values ) → OrderCancelRejected ¶

Return an order cancel rejected event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderCancelRejected

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderCancelRejected.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderCancelRejected.instrument_id

reason ¶

str

Return the reason the order was rejected.

Returns :: str
Type :: OrderCancelRejected.reason

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderCancelRejected.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderCancelRejected.strategy_id

static to_dict ( OrderCancelRejected obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderCancelRejected.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderCancelRejected.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderCancelRejected.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderCancelRejected.venue_order_id

class OrderCanceled ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has been canceled at the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when order canceled event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderCanceled.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderCanceled.client_order_id

static from_dict ( dict values ) → OrderCanceled ¶

Return an order canceled event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderCanceled

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderCanceled.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderCanceled.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderCanceled.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderCanceled.strategy_id

static to_dict ( OrderCanceled obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderCanceled.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderCanceled.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderCanceled.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderCanceled.venue_order_id

class OrderDenied ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , unicode reason , UUID4 event_id , uint64_t ts_init ) ¶

Bases: OrderEvent

Represents an event where an order has been denied by the Nautilus system.

This could be due an unsupported feature, a risk limit exceedance, or for any other reason that an otherwise valid order is not able to be submitted.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
reason ( str ) – The order denied reason.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Raises :

ValueError – If denied_reason is not a valid_string.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderDenied.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderDenied.client_order_id

static from_dict ( dict values ) → OrderDenied ¶

Return an order denied event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderDenied

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderDenied.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderDenied.instrument_id

reason ¶

str

Return the reason the order was denied.

Returns :: str
Type :: OrderDenied.reason

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderDenied.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderDenied.strategy_id

static to_dict ( OrderDenied obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderDenied.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderDenied.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderDenied.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderDenied.venue_order_id

class OrderEmulated ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , UUID4 event_id , uint64_t ts_init ) ¶

Bases: OrderEvent

Represents an event where an order has become emulated by the Nautilus system.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderEmulated.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderEmulated.client_order_id

static from_dict ( dict values ) → OrderEmulated ¶

Return an order emulated event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderEmulated

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderEmulated.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderEmulated.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderEmulated.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderEmulated.strategy_id

static to_dict ( OrderEmulated obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderEmulated.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderEmulated.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderEmulated.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderEmulated.venue_order_id

class OrderEvent ¶

Bases: Event

The abstract base class for all order events.

Warning

This class should not be used directly, but through a concrete subclass.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderEvent.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderEvent.client_order_id

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderEvent.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderEvent.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderEvent.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderEvent.strategy_id

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderEvent.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderEvent.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderEvent.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderEvent.venue_order_id

class OrderExpired ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has expired at the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order expired event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderExpired.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderExpired.client_order_id

static from_dict ( dict values ) → OrderExpired ¶

Return an order expired event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderExpired

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderExpired.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderExpired.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderExpired.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderExpired.strategy_id

static to_dict ( OrderExpired obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderExpired.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderExpired.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderExpired.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderExpired.venue_order_id

class OrderFilled ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, AccountId account_id, TradeId trade_id, PositionId position_id: Optional[PositionId], OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency currency, Money commission, LiquiditySide liquidity_side, UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False, dict info=None ) ¶

Bases: OrderEvent

Represents an event where an order has been filled at the exchange.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
account_id ( AccountId ) – The account ID (with the venue).
trade_id ( TradeId ) – The trade match ID (assigned by the venue).
position_id (PositionId, optional with no default so None must be passed explicitly) – The position ID associated with the order fill (assigned by the venue).
order_side ( OrderType ) – The execution order side.
order_side – The execution order type.
last_qty ( Quantity ) – The fill quantity for this execution.
last_px ( Price ) – The fill price for this execution (not average price).
currency ( Currency ) – The currency of the price.
commission ( Money ) – The fill commission.
liquidity_side (LiquiditySide { NO_LIQUIDITY_SIDE , MAKER , TAKER }) – The execution liquidity side.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order filled event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
info ( dict [ str , object ] , optional ) – The additional fill information.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If order_side is NO_ORDER_SIDE .
ValueError – If last_qty is not positive (> 0).

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderFilled.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderFilled.client_order_id

commission ¶

The commission generated from the fill.

Returns :: Money

currency ¶

The currency of the price.

Returns :: Currency

static from_dict ( dict values ) → OrderFilled ¶

Return an order filled event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderFilled

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderFilled.id

info ¶

The additional fill information.

Returns :: dict[str, object]

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderFilled.instrument_id

is_buy ¶

Return whether the fill order side is BUY .

Returns :: bool

is_sell ¶

Return whether the fill order side is SELL .

Returns :: bool

last_px ¶

The fill price for this execution.

Returns :: Price

last_qty ¶

The fill quantity.

Returns :: Quantity

liquidity_side ¶

The liquidity side of the event { MAKER , TAKER }.

Returns :: LiquiditySide

order_side ¶

The order side.

Returns :: OrderSide

order_type ¶

The order type.

Returns :: OrderType

position_id ¶

The position ID (assigned by the venue).

Returns :: PositionId or None

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderFilled.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderFilled.strategy_id

static to_dict ( OrderFilled obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trade_id ¶

The trade match ID (assigned by the venue).

Returns :: TradeId

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderFilled.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderFilled.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderFilled.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderFilled.venue_order_id

class OrderInitialized ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, OrderType order_type, Quantity quantity, TimeInForce time_in_force, bool post_only, bool reduce_only, bool quote_quantity, dict options, TriggerType emulation_trigger, InstrumentId trigger_instrument_id: Optional[InstrumentId], ContingencyType contingency_type, OrderListId order_list_id: Optional[OrderListId], list linked_order_ids: Optional[list[ClientOrderId]], ClientOrderId parent_order_id: Optional[ClientOrderId], ExecAlgorithmId exec_algorithm_id: Optional[ExecAlgorithmId], dict exec_algorithm_params: Optional[dict[str, Any]], ClientOrderId exec_spawn_id: Optional[ClientOrderId], unicode tags: Optional[str], UUID4 event_id, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has been initialized.

This is a seed event which can instantiate any order through a creation method. This event should contain enough information to be able to send it ‘over the wire’ and have a valid order created with exactly the same properties as if it had been instantiated locally.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
order_side (OrderSide { BUY , SELL }) – The order side.
order_type ( OrderType ) – The order type.
quantity ( Quantity ) – The order quantity.
time_in_force (TimeInForce { GTC , IOC , FOK , GTD , DAY , AT_THE_OPEN , AT_THE_CLOSE }) – The order time in force.
post_only ( bool ) – If the order will only provide liquidity (make a market).
reduce_only ( bool ) – If the order carries the ‘reduce-only’ execution instruction.
quote_quantity ( bool ) – If the order quantity is denominated in the quote currency.
options ( dict [ str , str ] ) – The order initialization options. Contains mappings for specific order parameters.
emulation_trigger ( EmulationTrigger ) – The emulation trigger for the order.
trigger_instrument_id (InstrumentId, optional with no default so None must be passed explicitly) – The emulation trigger instrument ID for the order (if None then will be the instrument_id ).
contingency_type ( ContingencyType ) – The order contingency type.
order_list_id (OrderListId, optional with no default so None must be passed explicitly) – The order list ID associated with the order.
linked_order_ids (list[ClientOrderId], optional with no default so None must be passed explicitly) – The order linked client order ID(s).
parent_order_id (ClientOrderId, optional with no default so None must be passed explicitly) – The orders parent client order ID.
exec_algorithm_id (ExecAlgorithmId, optional with no default so None must be passed explicitly) – The execution algorithm ID for the order.
exec_algorithm_params ( dict [ str , Any ] , optional ) – The execution algorithm parameters for the order.
exec_spawn_id (ClientOrderId, optional with no default so None must be passed explicitly) – The execution algorithm spawning primary client order ID.
tags (str, optional with no default so None must be passed explicitly) – The custom user tags for the order. These are optional and can contain any arbitrary delimiter if required.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If order_side is NO_ORDER_SIDE .
ValueError – If exec_algorithm_id is not None , and exec_spawn_id is None .

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderInitialized.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderInitialized.client_order_id

contingency_type ¶

The orders contingency type.

Returns :: ContingencyType

emulation_trigger ¶

The order emulation trigger type.

Returns :: TriggerType

exec_algorithm_id ¶

The execution algorithm ID for the order.

Returns :: ExecAlgorithmId or None

exec_algorithm_params ¶

The execution algorithm parameters for the order.

Returns :: dict[str, Any] or None

exec_spawn_id ¶

The execution algorithm spawning client order ID.

Returns :: ClientOrderId or None

static from_dict ( dict values ) → OrderInitialized ¶

Return an order initialized event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderInitialized

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderInitialized.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderInitialized.instrument_id

linked_order_ids ¶

The orders linked client order ID(s).

Returns :: list[ClientOrderId] or None

options ¶

The order initialization options.

Returns :: dict

order_list_id ¶

The order list ID associated with the order.

Returns :: OrderListId or None

order_type ¶

The order type.

Returns :: OrderType

parent_order_id ¶

The orders parent client order ID.

Returns :: ClientOrderId or None

post_only ¶

If the order will only provide liquidity (make a market).

Returns :: bool

quantity ¶

The order quantity.

Returns :: Quantity

quote_quantity ¶

If the order quantity is denominated in the quote currency.

Returns :: bool

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderInitialized.reconciliation

reduce_only ¶

If the order carries the ‘reduce-only’ execution instruction.

Returns :: bool

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

side ¶

The order side.

Returns :: OrderSide

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderInitialized.strategy_id

tags ¶

The order custom user tags.

Returns :: str or None

time_in_force ¶

The order time in force.

Returns :: TimeInForce

static to_dict ( OrderInitialized obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderInitialized.trader_id

trigger_instrument_id ¶

The order emulation trigger instrument ID (will be instrument_id if None ).

Returns :: InstrumentId or None

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderInitialized.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderInitialized.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderInitialized.venue_order_id

class OrderModifyRejected ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], unicode reason, UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where a ModifyOrder command has been rejected by the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
reason ( str ) – The order update rejected reason.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order update rejected event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If reason is not a valid string.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderModifyRejected.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderModifyRejected.client_order_id

static from_dict ( dict values ) → OrderModifyRejected ¶

Return an order update rejected event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderModifyRejected

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderModifyRejected.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderModifyRejected.instrument_id

reason ¶

str

Return the reason the order was rejected.

Returns :: str
Type :: OrderModifyRejected.reason

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderModifyRejected.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderModifyRejected.strategy_id

static to_dict ( OrderModifyRejected obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderModifyRejected.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderModifyRejected.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderModifyRejected.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderModifyRejected.venue_order_id

class OrderPendingCancel ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where a CancelOrder command has been sent to the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order pending cancel event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderPendingCancel.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderPendingCancel.client_order_id

static from_dict ( dict values ) → OrderPendingCancel ¶

Return an order pending cancel event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderPendingCancel

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderPendingCancel.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderPendingCancel.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderPendingCancel.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderPendingCancel.strategy_id

static to_dict ( OrderPendingCancel obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderPendingCancel.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderPendingCancel.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderPendingCancel.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderPendingCancel.venue_order_id

class OrderPendingUpdate ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an ModifyOrder command has been sent to the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order pending update event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderPendingUpdate.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderPendingUpdate.client_order_id

static from_dict ( dict values ) → OrderPendingUpdate ¶

Return an order pending update event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderPendingUpdate

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderPendingUpdate.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderPendingUpdate.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderPendingUpdate.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderPendingUpdate.strategy_id

static to_dict ( OrderPendingUpdate obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderPendingUpdate.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderPendingUpdate.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderPendingUpdate.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderPendingUpdate.venue_order_id

class OrderRejected ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , AccountId account_id , unicode reason , UUID4 event_id , uint64_t ts_event , uint64_t ts_init , bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has been rejected by the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
account_id ( AccountId ) – The account ID (with the venue).
reason ( datetime ) – The order rejected reason.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order rejected event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If reason is not a valid string.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderRejected.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderRejected.client_order_id

static from_dict ( dict values ) → OrderRejected ¶

Return an order rejected event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderRejected

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderRejected.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderRejected.instrument_id

reason ¶

str

Return the reason the order was rejected.

Returns :: str
Type :: OrderRejected.reason

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderRejected.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderRejected.strategy_id

static to_dict ( OrderRejected obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderRejected.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderRejected.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderRejected.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderRejected.venue_order_id

class OrderReleased ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , Price released_price , UUID4 event_id , uint64_t ts_init ) ¶

Bases: OrderEvent

Represents an event where an order was released from the OrderEmulator by the Nautilus system.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
released_price ( Price ) – The price which released the order from the emulator.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderReleased.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderReleased.client_order_id

static from_dict ( dict values ) → OrderReleased ¶

Return an order released event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderReleased

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderReleased.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderReleased.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderReleased.reconciliation

released_price ¶

Price

The released price for the event.

Returns :: Price
Type :: OrderReleased.released_price

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderReleased.strategy_id

static to_dict ( OrderReleased obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderReleased.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderReleased.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderReleased.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderReleased.venue_order_id

class OrderSubmitted ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , AccountId account_id , UUID4 event_id , uint64_t ts_event , uint64_t ts_init ) ¶

Bases: OrderEvent

Represents an event where an order has been submitted by the system to the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
account_id ( AccountId ) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order submitted event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderSubmitted.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderSubmitted.client_order_id

static from_dict ( dict values ) → OrderSubmitted ¶

Return an order submitted event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderSubmitted

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderSubmitted.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderSubmitted.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderSubmitted.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderSubmitted.strategy_id

static to_dict ( OrderSubmitted obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderSubmitted.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderSubmitted.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderSubmitted.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderSubmitted.venue_order_id

class OrderTriggered ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has triggered.

Applicable to StopLimit orders only.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order triggered event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderTriggered.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderTriggered.client_order_id

static from_dict ( dict values ) → OrderTriggered ¶

Return an order triggered event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderTriggered

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderTriggered.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderTriggered.instrument_id

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderTriggered.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderTriggered.strategy_id

static to_dict ( OrderTriggered obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderTriggered.trader_id

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderTriggered.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderTriggered.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderTriggered.venue_order_id

class OrderUpdated ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id: Optional[VenueOrderId], AccountId account_id: Optional[AccountId], Quantity quantity, Price price: Optional[Price], Price trigger_price: Optional[Price], UUID4 event_id, uint64_t ts_event, uint64_t ts_init, bool reconciliation=False ) ¶

Bases: OrderEvent

Represents an event where an order has been updated at the trading venue.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
client_order_id ( ClientOrderId ) – The client order ID.
venue_order_id (VenueOrderId, optional with no default so None must be passed explicitly) – The venue order ID (assigned by the venue).
account_id (AccountId, optional with no default so None must be passed explicitly) – The account ID (with the venue).
quantity ( Quantity ) – The orders current quantity.
price (Price, optional with no default so None must be passed explicitly) – The orders current price.
trigger_price (Price, optional with no default so None must be passed explicitly) – The orders current trigger.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order updated event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.
reconciliation ( bool , default False ) – If the event was generated during reconciliation.

Raises :

ValueError – If quantity is not positive (> 0).

account_id ¶

AccountId | None

The account ID associated with the event.

Returns :: AccountId or None
Type :: OrderUpdated.account_id

client_order_id ¶

ClientOrderId

The client order ID associated with the event.

Returns :: ClientOrderId
Type :: OrderUpdated.client_order_id

static from_dict ( dict values ) → OrderUpdated ¶

Return an order updated event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: OrderUpdated

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: OrderUpdated.id

instrument_id ¶

InstrumentId

The instrument ID associated with the event.

Returns :: InstrumentId
Type :: OrderUpdated.instrument_id

price ¶

The orders current price.

Returns :: Price

quantity ¶

The orders current quantity.

Returns :: Quantity

reconciliation ¶

bool

If the event was generated during reconciliation.

Returns :: bool
Type :: OrderUpdated.reconciliation

set_client_order_id ( self , ClientOrderId client_order_id ) ¶

strategy_id ¶

TraderId

The strategy ID associated with the event.

Returns :: StrategyId
Type :: OrderUpdated.strategy_id

static to_dict ( OrderUpdated obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

TraderId

The trader ID associated with the event.

Returns :: TraderId
Type :: OrderUpdated.trader_id

trigger_price ¶

The orders current trigger price.

Returns :: Price or None

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: OrderUpdated.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: OrderUpdated.ts_init

venue_order_id ¶

VenueOrderId | None

The venue order ID associated with the event.

Returns :: VenueOrderId or None
Type :: OrderUpdated.venue_order_id

class PositionChanged ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , PositionId position_id , AccountId account_id , ClientOrderId opening_order_id , OrderSide entry , PositionSide side , double signed_qty , Quantity quantity , Quantity peak_qty , Quantity last_qty , Price last_px , Currency currency , double avg_px_open , double avg_px_close , double realized_return , Money realized_pnl , Money unrealized_pnl , UUID4 event_id , uint64_t ts_opened , uint64_t ts_event , uint64_t ts_init ) ¶

Bases: PositionEvent

Represents an event where a position has changed.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
position_id ( PositionId ) – The position IDt.
account_id ( AccountId ) – The strategy ID.
opening_order_id ( ClientOrderId ) – The client order ID for the order which opened the position.
strategy_id – The strategy ID associated with the event.
entry (OrderSide { BUY , SELL }) – The position entry order side.
side (PositionSide { FLAT , LONG , SHORT }) – The current position side.
signed_qty ( double ) – The current signed quantity (positive for LONG , negative for SHORT ).
quantity ( Quantity ) – The current open quantity.
peak_qty ( Quantity ) – The peak directional quantity reached by the position.
last_qty ( Quantity ) – The last fill quantity for the position.
last_px ( Price ) – The last fill price for the position (not average price).
currency ( Currency ) – The position quote currency.
avg_px_open ( Decimal ) – The average open price.
avg_px_close ( Decimal , optional ) – The average close price.
realized_return ( Decimal ) – The realized return for the position.
realized_pnl ( Money ) – The realized PnL for the position.
unrealized_pnl ( Money ) – The unrealized PnL for the position.
event_id ( UUID4 ) – The event ID.
ts_opened ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position opened event occurred.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position changed event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

The account ID associated with the position.

Returns :: AccountId

avg_px_close ¶

The average closing price.

Returns :: double

avg_px_open ¶

The average open price.

Returns :: double

closing_order_id ¶

The client order ID for the order which closed the position.

Returns :: ClientOrderId or None

static create ( Position position , OrderFilled fill , UUID4 event_id , uint64_t ts_init ) ¶

Return a position changed event from the given params.

Parameters :

position ( Position ) – The position for the event.
fill ( OrderFilled ) – The order fill for the event.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :

PositionChanged

currency ¶

The position quote currency.

Returns :: Currency

duration_ns ¶

The total open duration (nanoseconds).

Returns :: uint64_t

entry ¶

The entry direction from open.

Returns :: OrderSide

static from_dict ( dict values ) → PositionChanged ¶

Return a position changed event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: PositionChanged

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: PositionEvent.id

instrument_id ¶

The instrument ID associated with the event.

Returns :: InstrumentId

last_px ¶

The last fill price for the position.

Returns :: Price

last_qty ¶

The last fill quantity for the position.

Returns :: Quantity

opening_order_id ¶

The client order ID for the order which opened the position.

Returns :: ClientOrderId

peak_qty ¶

The peak directional quantity reached by the position.

Returns :: Quantity

position_id ¶

The position ID associated with the event.

Returns :: PositionId

quantity ¶

The position open quantity.

Returns :: Quantity

realized_pnl ¶

The realized PnL for the position (including commissions).

Returns :: Money

realized_return ¶

The realized return for the position.

Returns :: double

side ¶

The position side.

Returns :: PositionSide

signed_qty ¶

The position signed quantity (positive for LONG , negative for SHORT ).

Returns :: double

strategy_id ¶

The strategy ID associated with the event.

Returns :: StrategyId

static to_dict ( PositionChanged obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

The trader ID associated with the event.

Returns :: TraderId

ts_closed ¶

The UNIX timestamp (nanoseconds) when the position was closed.

Returns :: uint64_t

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: PositionEvent.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: PositionEvent.ts_init

ts_opened ¶

The UNIX timestamp (nanoseconds) when the position was opened.

Returns :: uint64_t

unrealized_pnl ¶

The unrealized PnL for the position (including commissions).

Returns :: Money

class PositionClosed ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , PositionId position_id , AccountId account_id , ClientOrderId opening_order_id , ClientOrderId closing_order_id , OrderSide entry , PositionSide side , double signed_qty , Quantity quantity , Quantity peak_qty , Quantity last_qty , Price last_px , Currency currency , double avg_px_open , double avg_px_close , double realized_return , Money realized_pnl , UUID4 event_id , uint64_t ts_opened , uint64_t ts_closed , uint64_t duration_ns , uint64_t ts_init ) ¶

Bases: PositionEvent

Represents an event where a position has been closed.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
position_id ( PositionId ) – The position IDt.
account_id ( AccountId ) – The strategy ID.
opening_order_id ( ClientOrderId ) – The client order ID for the order which opened the position.
closing_order_id ( ClientOrderId ) – The client order ID for the order which closed the position.
strategy_id – The strategy ID associated with the event.
entry (OrderSide { BUY , SELL }) – The position entry order side.
side (PositionSide { FLAT }) – The current position side.
signed_qty ( double ) – The current signed quantity (positive for LONG , negative for SHORT ).
quantity ( Quantity ) – The current open quantity.
peak_qty ( Quantity ) – The peak directional quantity reached by the position.
last_qty ( Quantity ) – The last fill quantity for the position.
last_px ( Price ) – The last fill price for the position (not average price).
currency ( Currency ) – The position quote currency.
avg_px_open ( Decimal ) – The average open price.
avg_px_close ( Decimal ) – The average close price.
realized_return ( Decimal ) – The realized return for the position.
realized_pnl ( Money ) – The realized PnL for the position.
event_id ( UUID4 ) – The event ID.
ts_opened ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position opened event occurred.
ts_closed ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position closed event occurred.
duration_ns ( uint64_t ) – The total open duration (nanoseconds).
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

The account ID associated with the position.

Returns :: AccountId

avg_px_close ¶

The average closing price.

Returns :: double

avg_px_open ¶

The average open price.

Returns :: double

closing_order_id ¶

The client order ID for the order which closed the position.

Returns :: ClientOrderId or None

static create ( Position position , OrderFilled fill , UUID4 event_id , uint64_t ts_init ) ¶

Return a position closed event from the given params.

Parameters :

position ( Position ) – The position for the event.
fill ( OrderFilled ) – The order fill for the event.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :

PositionClosed

currency ¶

The position quote currency.

Returns :: Currency

duration_ns ¶

The total open duration (nanoseconds).

Returns :: uint64_t

entry ¶

The entry direction from open.

Returns :: OrderSide

static from_dict ( dict values ) → PositionClosed ¶

Return a position closed event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: PositionClosed

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: PositionEvent.id

instrument_id ¶

The instrument ID associated with the event.

Returns :: InstrumentId

last_px ¶

The last fill price for the position.

Returns :: Price

last_qty ¶

The last fill quantity for the position.

Returns :: Quantity

opening_order_id ¶

The client order ID for the order which opened the position.

Returns :: ClientOrderId

peak_qty ¶

The peak directional quantity reached by the position.

Returns :: Quantity

position_id ¶

The position ID associated with the event.

Returns :: PositionId

quantity ¶

The position open quantity.

Returns :: Quantity

realized_pnl ¶

The realized PnL for the position (including commissions).

Returns :: Money

realized_return ¶

The realized return for the position.

Returns :: double

side ¶

The position side.

Returns :: PositionSide

signed_qty ¶

The position signed quantity (positive for LONG , negative for SHORT ).

Returns :: double

strategy_id ¶

The strategy ID associated with the event.

Returns :: StrategyId

static to_dict ( PositionClosed obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

The trader ID associated with the event.

Returns :: TraderId

ts_closed ¶

The UNIX timestamp (nanoseconds) when the position was closed.

Returns :: uint64_t

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: PositionEvent.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: PositionEvent.ts_init

ts_opened ¶

The UNIX timestamp (nanoseconds) when the position was opened.

Returns :: uint64_t

unrealized_pnl ¶

The unrealized PnL for the position (including commissions).

Returns :: Money

class PositionEvent ( TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, PositionId position_id, AccountId account_id, ClientOrderId opening_order_id, ClientOrderId closing_order_id: Optional[ClientOrderId], OrderSide entry, PositionSide side, double signed_qty, Quantity quantity, Quantity peak_qty, Quantity last_qty, Price last_px, Currency currency, double avg_px_open, double avg_px_close, double realized_return, Money realized_pnl, Money unrealized_pnl, UUID4 event_id, uint64_t ts_opened, uint64_t ts_closed, uint64_t duration_ns, uint64_t ts_event, uint64_t ts_init ) ¶

Bases: Event

The base class for all position events.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
position_id ( PositionId ) – The position IDt.
account_id ( AccountId ) – The strategy ID.
opening_order_id ( ClientOrderId ) – The client order ID for the order which opened the position.
closing_order_id ( ClientOrderId ) – The client order ID for the order which closed the position.
entry (OrderSide { BUY , SELL }) – The position entry order side.
side (PositionSide { FLAT , LONG , SHORT }) – The current position side.
signed_qty ( double ) – The current signed quantity (positive for LONG , negative for SHORT ).
quantity ( Quantity ) – The current open quantity.
peak_qty ( Quantity ) – The peak directional quantity reached by the position.
last_qty ( Quantity ) – The last fill quantity for the position.
last_px ( Price ) – The last fill price for the position (not average price).
currency ( Currency ) – The position quote currency.
avg_px_open ( double ) – The average open price.
avg_px_close ( double ) – The average close price.
realized_return ( double ) – The realized return for the position.
realized_pnl ( Money ) – The realized PnL for the position.
unrealized_pnl ( Money ) – The unrealized PnL for the position.
event_id ( UUID4 ) – The event ID.
ts_opened ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position opened event occurred.
ts_closed ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position closed event occurred.
duration_ns ( uint64_t ) – The total open duration (nanoseconds), will be 0 if still open.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Warning

This class should not be used directly, but through a concrete subclass.

account_id ¶

The account ID associated with the position.

Returns :: AccountId

avg_px_close ¶

The average closing price.

Returns :: double

avg_px_open ¶

The average open price.

Returns :: double

closing_order_id ¶

The client order ID for the order which closed the position.

Returns :: ClientOrderId or None

currency ¶

The position quote currency.

Returns :: Currency

duration_ns ¶

The total open duration (nanoseconds).

Returns :: uint64_t

entry ¶

The entry direction from open.

Returns :: OrderSide

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: PositionEvent.id

instrument_id ¶

The instrument ID associated with the event.

Returns :: InstrumentId

last_px ¶

The last fill price for the position.

Returns :: Price

last_qty ¶

The last fill quantity for the position.

Returns :: Quantity

opening_order_id ¶

The client order ID for the order which opened the position.

Returns :: ClientOrderId

peak_qty ¶

The peak directional quantity reached by the position.

Returns :: Quantity

position_id ¶

The position ID associated with the event.

Returns :: PositionId

quantity ¶

The position open quantity.

Returns :: Quantity

realized_pnl ¶

The realized PnL for the position (including commissions).

Returns :: Money

realized_return ¶

The realized return for the position.

Returns :: double

side ¶

The position side.

Returns :: PositionSide

signed_qty ¶

The position signed quantity (positive for LONG , negative for SHORT ).

Returns :: double

strategy_id ¶

The strategy ID associated with the event.

Returns :: StrategyId

trader_id ¶

The trader ID associated with the event.

Returns :: TraderId

ts_closed ¶

The UNIX timestamp (nanoseconds) when the position was closed.

Returns :: uint64_t

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: PositionEvent.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: PositionEvent.ts_init

ts_opened ¶

The UNIX timestamp (nanoseconds) when the position was opened.

Returns :: uint64_t

unrealized_pnl ¶

The unrealized PnL for the position (including commissions).

Returns :: Money

class PositionOpened ( TraderId trader_id , StrategyId strategy_id , InstrumentId instrument_id , PositionId position_id , AccountId account_id , ClientOrderId opening_order_id , OrderSide entry , PositionSide side , double signed_qty , Quantity quantity , Quantity peak_qty , Quantity last_qty , Price last_px , Currency currency , double avg_px_open , Money realized_pnl , UUID4 event_id , uint64_t ts_event , uint64_t ts_init ) ¶

Bases: PositionEvent

Represents an event where a position has been opened.

Parameters :

trader_id ( TraderId ) – The trader ID.
strategy_id ( StrategyId ) – The strategy ID.
instrument_id ( InstrumentId ) – The instrument ID.
position_id ( PositionId ) – The position IDt.
account_id ( AccountId ) – The strategy ID.
opening_order_id ( ClientOrderId ) – The client order ID for the order which opened the position.
strategy_id – The strategy ID associated with the event.
entry (OrderSide { BUY , SELL }) – The position entry order side.
side (PositionSide { LONG , SHORT }) – The current position side.
signed_qty ( double ) – The current signed quantity (positive for LONG , negative for SHORT ).
quantity ( Quantity ) – The current open quantity.
peak_qty ( Quantity ) – The peak directional quantity reached by the position.
last_qty ( Quantity ) – The last fill quantity for the position.
last_px ( Price ) – The last fill price for the position (not average price).
currency ( Currency ) – The position quote currency.
avg_px_open ( double ) – The average open price.
realized_pnl ( Money ) – The realized PnL for the position.
event_id ( UUID4 ) – The event ID.
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the position opened event occurred.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

account_id ¶

The account ID associated with the position.

Returns :: AccountId

avg_px_close ¶

The average closing price.

Returns :: double

avg_px_open ¶

The average open price.

Returns :: double

closing_order_id ¶

The client order ID for the order which closed the position.

Returns :: ClientOrderId or None

static create ( Position position , OrderFilled fill , UUID4 event_id , uint64_t ts_init ) ¶

Return a position opened event from the given params.

Parameters :

position ( Position ) – The position for the event.
fill ( OrderFilled ) – The order fill for the event.
event_id ( UUID4 ) – The event ID.
ts_init ( uint64_t ) – The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :

PositionOpened

currency ¶

The position quote currency.

Returns :: Currency

duration_ns ¶

The total open duration (nanoseconds).

Returns :: uint64_t

entry ¶

The entry direction from open.

Returns :: OrderSide

static from_dict ( dict values ) → PositionOpened ¶

Return a position opened event from the given dict values.

Parameters :: values ( dict [ str , object ] ) – The values for initialization.
Returns :: PositionOpened

id ¶

UUID4

The event message identifier.

Returns :: UUID4
Type :: PositionEvent.id

instrument_id ¶

The instrument ID associated with the event.

Returns :: InstrumentId

last_px ¶

The last fill price for the position.

Returns :: Price

last_qty ¶

The last fill quantity for the position.

Returns :: Quantity

opening_order_id ¶

The client order ID for the order which opened the position.

Returns :: ClientOrderId

peak_qty ¶

The peak directional quantity reached by the position.

Returns :: Quantity

position_id ¶

The position ID associated with the event.

Returns :: PositionId

quantity ¶

The position open quantity.

Returns :: Quantity

realized_pnl ¶

The realized PnL for the position (including commissions).

Returns :: Money

realized_return ¶

The realized return for the position.

Returns :: double

side ¶

The position side.

Returns :: PositionSide

signed_qty ¶

The position signed quantity (positive for LONG , negative for SHORT ).

Returns :: double

strategy_id ¶

The strategy ID associated with the event.

Returns :: StrategyId

static to_dict ( PositionOpened obj ) ¶

Return a dictionary representation of this object.

Returns :: dict[str, object]

trader_id ¶

The trader ID associated with the event.

Returns :: TraderId

ts_closed ¶

The UNIX timestamp (nanoseconds) when the position was closed.

Returns :: uint64_t

ts_event ¶

int

The UNIX timestamp (nanoseconds) when the event occurred.

Returns :: int
Type :: PositionEvent.ts_event

ts_init ¶

int

The UNIX timestamp (nanoseconds) when the object was initialized.

Returns :: int
Type :: PositionEvent.ts_init

ts_opened ¶

The UNIX timestamp (nanoseconds) when the position was opened.

Returns :: uint64_t

unrealized_pnl ¶

The unrealized PnL for the position (including commissions).

Returns :: Money