Objects ¶
Defines fundamental value objects for the trading domain.
- class AccountBalance ( Money total , Money locked , Money free ) ¶
-
Bases:
object
Represents an account balance denominated in a particular currency.
- Parameters :
- Raises :
-
-
ValueError – If money currencies are not equal.
-
ValueError – If any money is negative (< 0).
-
ValueError – If total - locked != free .
-
- currency ¶
-
The currency of the account.
- Returns :
-
Currency
- free ¶
-
The account balance free for trading.
- Returns :
-
Money
- static from_dict ( dict values ) AccountBalance ¶
-
Return an account balance from the given dict values.
- Parameters :
-
values ( dict [ str , object ] ) – The values for initialization.
- Returns :
-
AccountBalance
- locked ¶
-
The account balance locked (assigned to pending orders).
- Returns :
-
Money
- to_dict ( self ) dict ¶
-
Return a dictionary representation of this object.
- Returns :
-
dict[str, object]
- total ¶
-
The total account balance.
- Returns :
-
Money
- class MarginBalance ( Money initial , Money maintenance , InstrumentId instrument_id=None ) ¶
-
Bases:
object
Represents a margin balance optionally associated with a particular instrument.
- Parameters :
-
-
initial ( Money ) – The initial (order) margin requirement for the instrument.
-
maintenance ( Money ) – The maintenance (position) margin requirement for the instrument.
-
instrument_id ( InstrumentId , optional ) – The instrument ID associated with the margin.
-
- Raises :
-
-
ValueError – If margin_init currency does not equal currency .
-
ValueError – If margin_maint currency does not equal currency .
-
ValueError – If any margin is negative (< 0).
-
- currency ¶
-
The currency of the margin.
- Returns :
-
Currency
- static from_dict ( dict values ) MarginBalance ¶
-
Return a margin balance from the given dict values.
- Parameters :
-
values ( dict [ str , object ] ) – The values for initialization.
- Returns :
-
MarginAccountBalance
- initial ¶
-
The initial margin requirement.
- Returns :
-
Money
- instrument_id ¶
-
The instrument ID associated with the margin.
- Returns :
-
InstrumentId or
None
- maintenance ¶
-
The maintenance margin requirement.
- Returns :
-
Money
- to_dict ( self ) dict ¶
-
Return a dictionary representation of this object.
- Returns :
-
dict[str, object]
- class Money ( value , Currency currency ) ¶
-
Bases:
object
Represents an amount of money in a specified currency denomination.
-
MONEY_MAX
= 9_223_372_036 -
MONEY_MIN
= -9_223_372_036
- Parameters :
-
-
value ( integer , float , string or Decimal ) – The amount of money in the currency denomination.
-
currency ( Currency ) – The currency of the money.
-
- Raises :
-
-
ValueError – If value is greater than 9_223_372_036.
-
ValueError – If value is less than -9_223_372_036.
-
- as_decimal ( self ) ¶
-
Return the value as a built-in Decimal .
- Returns :
-
Decimal
- as_double ( self ) double ¶
-
Return the value as a double .
- Returns :
-
double
- static from_raw ( uint64_t raw , uint8_t precision ) ¶
- static from_str ( unicode value ) Money ¶
-
Return money parsed from the given string.
Must be correctly formatted with a value and currency separated by a whitespace delimiter.
Example: “1000000.00 USD”.
- Parameters :
-
value ( str ) – The value to parse.
- Returns :
-
Money
- Raises :
-
-
ValueError – If inferred currency precision is greater than 9.
-
OverflowError – If inferred currency precision is negative (< 0).
-
- to_str ( self ) unicode ¶
-
Return the formatted string representation of the money.
- Returns :
-
str
-
- class Price ( double value , uint8_t precision ) ¶
-
Bases:
object
Represents a price in a financial market.
The number of decimal places may vary. For certain asset classes, prices may have negative values. For example, prices for options instruments can be negative under certain conditions.
Handles up to 9 decimals of precision.
-
PRICE_MAX
= 9_223_372_036 -
PRICE_MIN
= -9_223_372_036
- Parameters :
-
-
value ( integer , float , string or Decimal ) – The value of the price.
-
precision ( uint8 ) – The precision for the price. Use a precision of 0 for whole numbers (no fractional units).
-
- Raises :
-
-
ValueError – If value is greater than 9_223_372_036.
-
ValueError – If value is less than -9_223_372_036.
-
ValueError – If precision is greater than 9.
-
OverflowError – If precision is negative (< 0).
-
References
https://www.onixs.biz/fix-dictionary/5.0.SP2/index.html#Price
- as_decimal ( self ) ¶
-
Return the value as a built-in Decimal .
- Returns :
-
Decimal
- as_double ( self ) double ¶
-
Return the value as a double .
- Returns :
-
double
- static from_int ( int value ) Price ¶
-
Return a price from the given integer value.
A precision of zero will be inferred.
- Parameters :
-
value ( int ) – The value for the price.
- Returns :
-
Price
- static from_raw ( int64_t raw , uint8_t precision ) ¶
- static from_str ( unicode value ) Price ¶
-
Return a price parsed from the given string.
Handles up to 9 decimals of precision.
- Parameters :
-
value ( str ) – The value to parse.
- Returns :
-
Price
Warning
The decimal precision will be inferred from the number of digits following the ‘.’ point (if no point then precision zero).
- Raises :
-
-
ValueError – If inferred precision is greater than 9.
-
OverflowError – If inferred precision is negative (< 0).
-
- precision ¶
-
Return the precision for the price.
- Returns :
-
uint8
- static raw_to_f64 ( raw ) float ¶
-
- class Quantity ( double value , uint8_t precision ) ¶
-
Bases:
object
Represents a quantity with a non-negative value.
Capable of storing either a whole number (no decimal places) of ‘contracts’ or ‘shares’ (instruments denominated in whole units) or a decimal value containing decimal places for instruments denominated in fractional units.
Handles up to 9 decimals of precision.
-
QUANTITY_MAX
= 18_446_744_073 -
QUANTITY_MIN
= 0
- Parameters :
-
-
value ( integer , float , string , Decimal ) – The value of the quantity.
-
precision ( uint8 ) – The precision for the quantity. Use a precision of 0 for whole numbers (no fractional units).
-
- Raises :
-
-
ValueError – If value is greater than 18_446_744_073.
-
ValueError – If value is negative (< 0).
-
ValueError – If precision is greater than 9.
-
OverflowError – If precision is negative (< 0).
-
References
https://www.onixs.biz/fix-dictionary/5.0.SP2/index.html#Qty
- as_decimal ( self ) ¶
-
Return the value as a built-in Decimal .
- Returns :
-
Decimal
- as_double ( self ) double ¶
-
Return the value as a double .
- Returns :
-
double
- static from_int ( int value ) Quantity ¶
-
Return a quantity from the given integer value.
A precision of zero will be inferred.
- Parameters :
-
value ( int ) – The value for the quantity.
- Returns :
-
Quantity
- static from_raw ( uint64_t raw , uint8_t precision ) ¶
- static from_str ( unicode value ) Quantity ¶
-
Return a quantity parsed from the given string.
Handles up to 9 decimals of precision.
- Parameters :
-
value ( str ) – The value to parse.
- Returns :
-
Quantity
- Raises :
-
-
ValueError – If inferred precision is greater than 9.
-
OverflowError – If inferred precision is negative (< 0).
-
Warning
The decimal precision will be inferred from the number of digits following the ‘.’ point (if no point then precision zero).
- precision ¶
-
Return the precision for the quantity.
- Returns :
-
uint8
- static raw_to_f64 ( raw ) float ¶
- to_str ( self ) unicode ¶
-
Return the formatted string representation of the quantity.
- Returns :
-
str
- static zero ( uint8_t precision=0 ) Quantity ¶
-
Return a quantity with a value of zero.
- precision uint8, default 0
-
The precision for the quantity.
- Returns :
-
Quantity
- Raises :
-
-
ValueError – If precision is greater than 9.
-
OverflowError – If precision is negative (< 0).
-
Warning
The default precision is zero.
-