Market Data Models¶
- class lime_trader.models.market.CurrentSchedule(session: TradingSchedule)[source]¶
Bases:
object
Trading session info depending on current date and time
- session¶
Current session info
- class lime_trader.models.market.OptionType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]¶
Bases:
Enum
- class lime_trader.models.market.Period(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]¶
Bases:
Enum
- class lime_trader.models.market.Quote(symbol: str, ask: Decimal, ask_size: Decimal, bid: Decimal, bid_size: Decimal, last: Decimal, last_size: Decimal, volume: int, date: datetime, high: Decimal, low: Decimal, open: Decimal, close: Decimal, week52_high: Decimal, week52_low: Decimal, change: Decimal, change_pc: Decimal, open_interest: Decimal, implied_volatility: Decimal, theoretical_price: Decimal, delta: Decimal, gamma: Decimal, theta: Decimal, vega: Decimal)[source]¶
Bases:
object
Quote for the specified symbol.
- symbol¶
The security symbol
- Type:
str
- ask¶
Ask price
- Type:
decimal.Decimal
- ask_size¶
Ask size
- Type:
decimal.Decimal
- bid¶
Bid price
- Type:
decimal.Decimal
- bid_size¶
Bid size
- Type:
decimal.Decimal
- last¶
Last price
- Type:
decimal.Decimal
- last_size¶
Last trade size
- Type:
decimal.Decimal
- volume¶
Today total volume
- Type:
int
- date¶
Last trade time
- Type:
datetime.datetime
- high¶
Today’s high price
- Type:
decimal.Decimal
- low¶
Today’s low price
- Type:
decimal.Decimal
- open¶
Open price
- Type:
decimal.Decimal
- close¶
Yesterday’s close price
- Type:
decimal.Decimal
- week52_high¶
52-week high
- Type:
decimal.Decimal
- week52_low¶
52-week low
- Type:
decimal.Decimal
- change¶
Today’s price change
- Type:
decimal.Decimal
- change_pc¶
Today’s percent price change
- Type:
decimal.Decimal
- open_interest¶
Open interest (options)
- Type:
decimal.Decimal
- implied_volatility¶
Implied volatility (options)
- Type:
decimal.Decimal
- theoretical_price¶
Theoretical price (options)
- Type:
decimal.Decimal
- delta¶
Delta value (options)
- Type:
decimal.Decimal
- gamma¶
Gamma value (options)
- Type:
decimal.Decimal
- theta¶
Theta value (options)
- Type:
decimal.Decimal
- vega¶
Vega value (options)
- Type:
decimal.Decimal
- class lime_trader.models.market.QuoteHistory(timestamp: datetime.datetime, period: lime_trader.models.market.Period, open: decimal.Decimal, high: decimal.Decimal, low: decimal.Decimal, close: decimal.Decimal, volume: int)[source]¶
Bases:
object
- class lime_trader.models.market.SecuritiesPage(trades: list[Security], count: int)[source]¶
Bases:
object
Page of securities
- trades¶
List of securities
- Type:
- count¶
Total count of securities
- Type:
int
- class lime_trader.models.market.Security(symbol: str, description: str)[source]¶
Bases:
object
Represents security
- symbol¶
Security symbol
- Type:
str
- description¶
Description of security
- Type:
str
- class lime_trader.models.market.Trade(timestamp: int, quantity: int, price: decimal.Decimal, market: str)[source]¶
Bases:
object