quantpylib.standards.portfolio

Order

__init__(exc=None, oid=None, cloid=None, ticker=None, amount=None, price=None, price_match=None, tif=None, ord_type=None, reduce_only=None, tp=None, sl=None, ord_status=None, filled_sz=Decimal('0'), last_fill_sz=None, timestamp=_time(units='ms'), **kwargs)

Initialize an Order object.

Parameters:

Name	Type	Description	Default
exc	str	Alias for the exchange client.	None
oid	str	The order id. Defaults to None.	None
cloid	str	The client order id. Defaults to None.	None
ticker	str	The ticker symbol. Defaults to None.	None
amount	Decimal	The quantity of contracts. Defaults to None.	None
price	Decimal	The price of the order. Defaults to None.	None
price_match	Decimal	The price of the order that was matched. Defaults to None.	None
tif	str	The time in force. Defaults to None.	None
ord_type	str	The order type. Defaults to None.	None
reduce_only	bool	Whether the order is a reduce-only order. Defaults to None.	None
tp	Decimal	The take profit price. Defaults to None.	None
sl	Decimal	The stop loss price. Defaults to None.	None
ord_status	str	The order status. Defaults to None.	None
filled_sz	Decimal	The filled size. Defaults to Decimal('0').	Decimal('0')
last_fill_sz	Decimal	The last filled size. Defaults to None.	None
timestamp	int	The timestamp of the order. Defaults to _time(units='ms').	_time(units='ms')

as_dict(test=False)

Convert the Order object to a dictionary.

is_alive()

Check if the order is alive.

Orders

__init__(orders=None, delta_handlers=None, default_args=None)

Initialize an Orders object.

Parameters:

Name	Type	Description	Default
orders	list	The list of orders. Defaults to None.	None
delta_handlers	list	List of coroutine handlers for order updates. Defaults to None.	None
default_args	dict	Default arguments for orders. Defaults to None.	None

as_dict()

Convert the Orders object to a dictionary where oid is known.

as_list(test=False)

Convert the Orders object to a list.

get_ask_orders(ticker)

Get the ask orders for a ticker sorted with head of list being closest to top of book

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

get_bid_orders(ticker)

Get the bid orders for a ticker sorted with head of list being closest to top of book

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

get_orders(ticker=None)

Get the snapshot of alive orders.

pending_asks(ticker)

Get the pending ask orders for a ticker sorted with head of list being closest to top of book

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

pending_bids(ticker)

Get the pending bid orders for a ticker sorted with head of list being closest to top of book

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

Position

__init__(ticker, amount, entry, **kwargs)

Initialize a Position object.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required
amount	Decimal	The quantity of contracts.	required
entry	Decimal	The entry price.	required

as_dict()

Convert the Position object to a dictionary.

get_amount()

Get the signed size of position held.

get_entry()

Get the entry price.

Positions

__init__(positions=None, delta_handlers=None, default_args=None)

Initialize a Positions object.

Parameters:

Name	Type	Description	Default
positions	dict	The dictionary of positions. Defaults to None.	None
delta_handlers	list	List of coroutine handlers for position updates. Defaults to None.	None

add_delta_handler(handler)

Add a handler for position updates.

Parameters:

Name	Type	Description	Default
handler	coroutine	The handler for position updates.	required

add_positions(pos_dict, reset=True)

Add a dictionary of positions.

Parameters:

Name	Type	Description	Default
pos_dict	dict	The dictionary of positions.	required
reset	bool	Whether to reset the current positions. Defaults to True.	True

as_dict()

Convert the Positions object to a dictionary.

Returns:

Name	Type	Description
dict		The dictionary of positions.

as_list()

Convert the Positions object to a list.

Returns:

Name	Type	Description
list		The list of positions.

get_ticker_amount(ticker)

Get the signed size of a position.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

update_position(ticker, amount=None, fill_amount=None, entry=None, fill_entry=None, **kwargs) async

Update a position and broadcast the change to the delta handlers.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required
amount	Decimal	The new position size. Defaults to None.	None
fill_amount	Decimal	The filled size. Defaults to None.	None
entry	Decimal	The new entry price. Defaults to None.	None
fill_entry	Decimal	The filled entry price. Defaults to None.	None