quantpylib.gateway.executor
Executor
Bases: BaseGateway
all_mids_subscribe(handler, exc, **kwargs)
async
Subscribe to mid prices.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
handler
|
coroutine
|
A coroutine handler for the message received. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
all_mids_unsubscribe(exc, **kwargs)
async
Unsubscribe from mid prices.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
cancel_open_orders(exc, **kwargs)
async
Group cancel orders.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
cancel_order(exc, **kwargs)
async
Cancel an order.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
get_all_marks(exc, **kwargs)
async
Get all mark prices.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
get_all_mids(exc, **kwargs)
async
Get all mid prices.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
l2_book_get(ticker, exc, **kwargs)
async
Request data for L2 Order Book snapshot.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
l2_book_mirror(ticker, exc, **kwargs)
async
Keep a local mirror copy of the L2 Order Book using orderbook updates.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
l2_book_peek(ticker, exc, **kwargs)
Retrieve the local mirror copy of the L2 Order Book.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
Returns:
Type | Description |
---|---|
The local mirror copy of the L2 Order Book. |
l2_book_subscribe(ticker, handler, exc, **kwargs)
async
Subscribe to L2 Order Book update/increment/snapshot streams.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
handler
|
coroutine
|
A coroutine handler for the message received. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
l2_book_subscriptions(exc, **kwargs)
Get the current subscriptions to the L2 Order Book.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
Returns:
Type | Description |
---|---|
The current L2 Order Book subscriptions. |
l2_book_unsubscribe(ticker, exc, **kwargs)
async
Unsubscribe from L2 Order Book update/increment/snapshot streams.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
limit_order(ticker, amount, exc, **kwargs)
async
Submit limit order.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
amount
|
float or Decimal
|
The positive/negative quantity of contracts to long/short. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
market_order(ticker, amount, exc, **kwargs)
async
Submit market order.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
amount
|
float or Decimal
|
The positive/negative quantity of contracts to long/short. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
rand_cloid(exc, **kwargs)
Generate a random client order id.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
trades_subscribe(ticker, handler, exc, **kwargs)
async
Subscribe to ticker trades.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
handler
|
coroutine
|
A coroutine handler for the message received. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|
trades_unsubscribe(ticker, exc, **kwargs)
async
Unsubscribe from ticker trades.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
ticker
|
str
|
Ticker symbol. |
required |
exc
|
str
|
Alias for the exchange client. |
required |
**kwargs
|
Exchange wrapper specific keyword arguments. |
{}
|