Trading models¶
- class lime_trader.models.trading.CancelOrderResponse(success: bool, data: str)[source]¶
Order cancellation response
- success¶
Indicator if cancel was success
- Type:
bool
- data¶
Cancellation request id
- Type:
str
- class lime_trader.models.trading.Order(account_number: str, symbol: str, quantity: Decimal, exchange: str = 'auto', price: Decimal | None = None, time_in_force: TimeInForce = TimeInForce.DAY, order_type: OrderType = OrderType.MARKET, side: OrderSide = OrderSide.BUY)[source]¶
Represents order
- account_number¶
Account number this order belongs to.
- Type:
str
- symbol¶
The security symbol, stocks in Nasdaq CMS convention, options in OCC.
- Type:
str
- quantity¶
The positive decimal, number of shares or contracts.
- Type:
decimal.Decimal
- exchange¶
Optional, auto by default. The routing instructions for order execution. The actual values are dynamic and depend on the account settings. Some of the possible values are NASDAQ or ARCA
- Type:
str
- price¶
Positive decimal if the order_type is limit or stop_limit
- Type:
decimal.Decimal | None
- time_in_force¶
Optional, day by default. Specifies how long the order remains in effect
- order_type¶
Optional, market by default
- side¶
Optional, buy by default. Available values are buy and sell. Buy opens long position, sell closes the position. The system will determine the proper side according to the current position, but you are still required to place two orders to revert the position from long to short and the other way around
- class lime_trader.models.trading.OrderDetails(account_number: str, client_id: str, exchange: str, quantity: Decimal, executed_quantity: Decimal, order_status: OrderStatus, price: Decimal, time_in_force: TimeInForce, order_type: OrderType, order_side: OrderSide, symbol: str, stop_price: Decimal | None = None)[source]¶
Represents order details after order has been submitted
- account_number¶
Account number this order belongs to
- Type:
str
- client_id¶
Order id
- Type:
str
- exchange¶
The routing instructions
- Type:
str
- quantity¶
Number of shares or contracts requested by the order
- Type:
decimal.Decimal
- executed_quantity¶
Number of shares or contracts executed by this time
- Type:
decimal.Decimal
- order_status¶
Order status
- price¶
Limit price if applicable
- Type:
decimal.Decimal
- stop_price¶
Stop price if applicable
- Type:
decimal.Decimal | None
- time_in_force¶
Order duration instructions
- order_type¶
Type of the order
- order_side¶
Side of the order
- symbol¶
Security symbol
- Type:
str
- class lime_trader.models.trading.OrderFee(amount: Decimal, type: str)[source]¶
Order fee
- amount¶
Dollar amount
- Type:
decimal.Decimal
- type¶
Charge description
- Type:
str
- class lime_trader.models.trading.OrderSide(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]¶
- class lime_trader.models.trading.OrderStatus(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]¶
- class lime_trader.models.trading.OrderType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]¶
- class lime_trader.models.trading.PlaceOrderResponse(success: bool, data: str)[source]¶
Order place response
- success¶
Indicator if order place was success
- Type:
bool
- data¶
ID that is assigned to the order
- Type:
str