Identifiers ¶
- class AccountId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid account ID.
Must be correctly formatted with two valid strings either side of a hyphen. It is expected an account ID is the name of the issuer with an account number separated by a hyphen.
Example: “IB-D02851908”.
- Parameters :
-
value ( str ) – The account ID value.
- Raises :
-
ValueError – If value is not a valid string containing a hyphen.
Warning
The issuer and number ID combination must be unique at the firm level.
- get_id ( self ) unicode ¶
-
Return the account ID without issuer name.
- Returns :
-
str
- get_issuer ( self ) unicode ¶
-
Return the account issuer for this ID.
- Returns :
-
str
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class ClientId ( unicode value ) ¶
-
Bases:
Identifier
Represents a system client ID.
- Parameters :
-
value ( str ) – The client ID value.
- Raises :
-
ValueError – If value is not a valid string.
Warning
The ID value must be unique at the trader level.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class ClientOrderId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid client order ID (assigned by the Nautilus system).
- Parameters :
-
value ( str ) – The client order ID value.
- Raises :
-
ValueError – If value is not a valid string.
Warning
The ID value must be unique at the firm level.
- is_this_trader ( self , TraderId trader_id ) bool ¶
-
Return whether this client order ID is for the given trader ID instance.
Will compare the given trader_id.get_tag() with this identifier.
- Parameters :
-
trader_id ( TraderId ) – The trader ID to compare with.
- Returns :
-
bool – True if for this instance, else false.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class ComponentId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid component ID.
- Parameters :
-
value ( str ) – The component ID value.
- Raises :
-
ValueError – If value is not a valid string.
Warning
The ID value must be unique at the trader level.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class ExecAlgorithmId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid execution algorithm ID.
- Parameters :
-
value ( str ) – The execution algorithm ID value.
- Raises :
-
ValueError – If value is not a valid string.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class Identifier ¶
-
Bases:
object
The abstract base class for all identifiers.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class InstrumentId ( Symbol symbol , Venue venue ) ¶
-
Bases:
Identifier
Represents a valid instrument ID.
The symbol and venue combination should uniquely identify the instrument.
- Parameters :
- static from_str ( unicode value: str ) InstrumentId ¶
-
Return an instrument ID parsed from the given string value. Must be correctly formatted including characters either side of a single period.
Examples: “AUD/USD.IDEALPRO”, “BTCUSDT.BINANCE”
- Parameters :
-
value ( str ) – The instrument ID string value to parse.
- Returns :
-
InstrumentId
- is_synthetic ( self ) bool ¶
-
Return whether the instrument ID is a synthetic instrument (with venue of ‘SYNTH’).
- Returns :
-
bool
- symbol ¶
-
Symbol
Returns the instrument ticker symbol.
- Returns :
-
Symbol
- Type :
-
InstrumentId.symbol
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- venue ¶
-
Venue
Returns the instrument trading venue.
- Returns :
-
Venue
- Type :
-
InstrumentId.venue
- class OrderListId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid order list ID (assigned by the Nautilus system).
- Parameters :
-
value ( str ) – The order list ID value.
- Raises :
-
ValueError – If value is not a valid string.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class PositionId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid position ID.
- Parameters :
-
value ( str ) – The position ID value.
- Raises :
-
ValueError – If value is not a valid string containing a hyphen.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class StrategyId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid strategy ID.
Must be correctly formatted with two valid strings either side of a hyphen. It is expected a strategy ID is the class name of the strategy, with an order ID tag number separated by a hyphen.
Example: “EMACross-001”.
The reason for the numerical component of the ID is so that order and position IDs do not collide with those from another strategy within the node instance.
- Parameters :
-
value ( str ) – The strategy ID value.
- Raises :
-
ValueError – If value is not a valid string containing a hyphen.
Warning
The name and tag combination must be unique at the trader level.
- get_tag ( self ) unicode ¶
-
Return the order ID tag value for this ID.
- Returns :
-
str
- is_external ( self ) bool ¶
-
If the strategy ID is the global ‘external’ strategy. This represents the strategy for all orders interacting with this instance of the system which did not originate from any strategy being managed by the system.
- Returns :
-
bool
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class Symbol ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid ticker symbol ID for a tradable financial market instrument.
- Parameters :
-
value ( str ) – The ticker symbol ID value.
- Raises :
-
ValueError – If value is not a valid string.
Warning
The ID value must be unique for a trading venue.
References
https://en.wikipedia.org/wiki/Ticker_symbol
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class TradeId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid trade match ID (assigned by a trading venue).
Can correspond to the TradeID <1003> field of the FIX protocol.
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
- Parameters :
-
value ( str ) – The trade match ID value.
- Raises :
-
ValueError – If value is not a valid string.
References
https://www.onixs.biz/fix-dictionary/5.0/tagnum_1003.html
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class TraderId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid trader ID.
Must be correctly formatted with two valid strings either side of a hyphen. It is expected a trader ID is the abbreviated name of the trader with an order ID tag number separated by a hyphen.
Example: “TESTER-001”.
The reason for the numerical component of the ID is so that order and position IDs do not collide with those from another node instance.
- Parameters :
-
value ( str ) – The trader ID value.
- Raises :
-
ValueError – If value is not a valid string containing a hyphen.
Warning
The name and tag combination ID value must be unique at the firm level.
- get_tag ( self ) unicode ¶
-
Return the order ID tag value for this ID.
- Returns :
-
str
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class Venue ( unicode name ) ¶
-
Bases:
Identifier
Represents a valid trading venue ID.
- Parameters :
-
name ( str ) – The venue ID value.
- Raises :
-
ValueError – If name is not a valid string.
- is_synthetic ( self ) bool ¶
-
Return whether the venue is synthetic (‘SYNTH’).
- Returns :
-
bool
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value
- class VenueOrderId ( unicode value ) ¶
-
Bases:
Identifier
Represents a valid venue order ID (assigned by a trading venue).
- Parameters :
-
value ( str ) – The venue assigned order ID value.
- Raises :
-
ValueError – If value is not a valid string.
- value ¶
-
str
Return the identifier (ID) value.
- Returns :
-
str
- Type :
-
Identifier.value