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', client_order_id: str | None = None, tag: str | None = None, price: Decimal | None = None, time_in_force: TimeInForce = TimeInForce.DAY, order_type: OrderType = OrderType.MARKET, side: OrderSide = OrderSide.BUY, legs: List[OrderLeg] | None = None)[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, options contracts or multi-leg orders.
- 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
- client_order_id¶
Optional, automatically generated if not set. A unique order identifier that is used to prevent duplicate orders from being submitted. Maximum length of 32 alphanumeric characters
- Type:
str | None
- tag¶
Optional. Any comment to specify with an order. Maximum length of 32 characters: 0-9, a-z, A-Z, , !, #, $, (, ), *, +, -, ., ,, /, :, ;, = and _
- Type:
str | None
- 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. For multi-leg order use buy, if net debit or even. Use sell, if net credit
- legs¶
Required for a multi-leg order, array of leg elements
- Type:
List[lime_trader.models.trading.OrderLeg] | None
- 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, client_order_id: str | None = None, tag: str | None = None, stop_price: Decimal | None = None, executed_timestamp: datetime | None = None, legs: List[OrderLeg] | 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
- client_order_id¶
The client order id
- Type:
str | None
- tag¶
Order tag if specified
- Type:
str | None
- executed_timestamp¶
Timestamp of the last execution, only populated when an order has been executed, partially or fully
- Type:
datetime.datetime | None
- legs¶
Array of legs in a multi-leg order
- Type:
List[lime_trader.models.trading.OrderLeg] | None
- 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.OrderLeg(symbol: str, quantity: int, side: OrderSide)[source]¶
Leg in the multi-leg order
- symbol¶
The leg security symbol
- Type:
str
- quantity¶
Positive integer, leg ratio quantity
- Type:
int
- side¶
The leg cost basis
- 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