Module areixio.utils.objects

Classes

class AccountData (asset: str, exchange: Exchange, balance: float = 0, frozen: float = 0, available: float = 0, actual_balance: float = 0, actual_frozen: float = 0, actual_available: float = 0, initial_capital: float = 0, capital: float = 0, additional_capitals: dict = <factory>)

Account data contains information about balance, frozen and available.

Ancestors

• BaseData

Class variables

var actual_available : float

var actual_balance : float

var actual_frozen : float

var additional_capitals : dict

var asset : str

var available : float

var balance : float

var capital : float

var exchange : Exchange

var frozen : float

var initial_capital : float

Methods

def add_balance(self, dt: Union[datetime.datetime, str], amount: float)

class AssetType (*args, **kwds)

Asset type.

Ancestors

• enum.Enum

Class variables

var AMERICAN_OPTION

var BOND

var DATED_FUTURE

var EARN

var EQUITY

var ETF

var EUROPEAN_OPTION

var FOREX

var FORWARD

var FUND

var FUTURE

var FUTURES

var INDEX

var INVERSE_DATED_FUTURE

var INVERSE_FUTURE

var INVERSE_PERPETUAL

var LIQUID_SWAP

var OPTION

var PERPETUAL

var SAVING

var SPOT

var SPREAD

var STOCK

var WARRANT

class BarData (symbol: str, code: str, exchange: Exchange, datetime: datetime.datetime, asset_type: AssetType, interval: Interval = None, volume: float = 0.0, turnover: float = 0.0, open_interest: float = 0.0, open: float = 0.0, high: float = 0.0, low: float = 0.0, close: float = 0.0)

Candlestick bar data of a certain trading period.

Ancestors

• BaseData

Class variables

var asset_type : AssetType

var close : float

var code : str

var datetime : datetime.datetime

var exchange : Exchange

var high : float

var interval : Interval

var low : float

var open : float

var open_interest : float

var symbol : str

var turnover : float

var volume : float

class BaseData

Any data object should inherit base data.

Subclasses

• AccountData
• BarData
• OrderData
• PositionData
• SymbolData
• TickData
• TradeData

Methods

def get(self, k, default=None)

def to_dict(self, display=[])

def update(self, key, value)

def update_from_dict(self, item)

class Exchange (*args, **kwds)

Exchange.

Ancestors

• enum.Enum

Class variables

var BINANCE

var BINGX

var BITGET

var BYBIT

var EQONEX

var FTX

var FUTU

var IBKR

var LOCAL

var OKX

var YAHOO

class ExecutionType (*args, **kwds)

Execution type.

Ancestors

• enum.Enum

Class variables

var FUNDING

var LIQUIDATION

var SETTLE

var TRADE

class Interval (*args, **kwds)

Interval of bar data.

Ancestors

• enum.Enum

Class variables

var DAILY

var HOUR

var MINUTE

var TICK

var WEEKLY

class OptionType (*args, **kwds)

Option type.

Ancestors

• enum.Enum

Class variables

var CALL

var PUT

class OrderData (order_id: str, symbol: str, quantity: float, side: Side, position_side: PositionSide = PositionSide.NET, price: float = 0.0, stop_price: float = 0.0, trail_price: float = 0.0, trail_percent: float = 0.0, exchange: Exchange = Exchange.LOCAL, code: str = None, order_type: OrderType = None, asset_type: AssetType = None, status: Status = Status.NEW, commission: float = 0.0, commission_asset: str = None, executed_quantity: float = 0.0, init_quantity: float = 0.0, is_open: bool = None, created_at: datetime.datetime = None, updated_at: datetime.datetime = None, msg: str = '', ttl: str = 'GTC', oco: str = None)

Order data contains information for tracking lastest status of a specific order.

Ancestors

• BaseData

Class variables

var asset_type : AssetType

var code : str

var commission : float

var commission_asset : str

var created_at : datetime.datetime

var exchange : Exchange

var executed_quantity : float

var init_quantity : float

var is_open : bool

var msg : str

var oco : str

var order_id : str

var order_type : OrderType

var position_side : PositionSide

var price : float

var quantity : float

var side : Side

var status : Status

var stop_price : float

var symbol : str

var trail_percent : float

var trail_price : float

var ttl : str

var updated_at : datetime.datetime

Methods

def is_active(self) ‑> bool

Check if the order is active.

class OrderType (*args, **kwds)

Order type.

Ancestors

• enum.Enum

Class variables

var HISTORY

var LIMIT

var MARKET

var OCO

var STOP

var STOPLIMIT

var UNRECOGNIZED

class PositionData (symbol: str, code: str, exchange: Exchange, asset_type: AssetType, quantity: float, frozen: float = 0.0, available: float = 0.0, avg_open_price: float = 0.0, prev_quantity: float = 0.0, actual_quantity: float = 0.0, actual_avg_open_price: float = 0.0, actual_realized_pnl: float = 0.0, actual_position_side: PositionSide = None, side: PositionSide = None, position_side: PositionSide = PositionSide.NET, created_at: datetime.datetime = None, updated_at: datetime.datetime = None, pnl: float = 0.0, realized_pnl: float = 0.0, unrealized_pnl: float = 0.0, market_value: float = 0.0, notional_value: float = 0.0, net_investment: float = 0.0, total_commission: float = 0.0, total_turnover: float = 0.0, latest_price: float = 0.0, weight: float = 0.0, weight_wo_cash: float = 0.0, liq_price: float = 0.0, leverage: float = 1.0, is_isolated: bool = False, position_margin: float = 0.0, initial_margin: float = 0.0, maintenance_margin: float = 0.0)

Positon data is used for tracking each individual position holding.

Ancestors

• BaseData

Class variables

var actual_avg_open_price : float

var actual_position_side : PositionSide

var actual_quantity : float

var actual_realized_pnl : float

var asset_type : AssetType

var available : float

var avg_open_price : float

var code : str

var created_at : datetime.datetime

var exchange : Exchange

var frozen : float

var initial_margin : float

var is_isolated : bool

var latest_price : float

var leverage : float

var liq_price : float

var maintenance_margin : float

var market_value : float

var net_investment : float

var notional_value : float

var pnl : float

var position_margin : float

var position_side : PositionSide

var prev_quantity : float

var quantity : float

var realized_pnl : float

var side : PositionSide

var symbol : str

var total_commission : float

var total_turnover : float

var unrealized_pnl : float

var updated_at : datetime.datetime

var weight : float

var weight_wo_cash : float

class PositionSide (*args, **kwds)

Position side. For contracts only

NET: can hold either a long or a short position of a contract. Long/Short: can hold both long and short positions simultaneously of a contract.

Ancestors

• enum.Enum

Class variables

var LONG

var NET

var SHORT

var UNRECOGNIZED

class Side (*args, **kwds)

Side of order/trade/position.

Ancestors

• enum.Enum

Class variables

var BUY

var BUYCOVER

var SELL

var SHORTSELL

var UNRECOGNIZED

class Status (*args, **kwds)

Order status.

Ancestors

• enum.Enum

Class variables

var AMENDED

var AMENDING

var CANCELED

var CANCELING

var FAILED

var FILLED

var FILLING

var LIQUIDATED

var NEW

var PARTIALLY_FILLED

var UNRECOGNIZED

class SymbolData (symbol: str, exchange: Exchange, code: str, asset_type: AssetType, size: float, pricetick: float, min_volume: float = 1, stop_supported: bool = False, net_position: bool = False, history_data: bool = False, option_strike: float = 0.0, option_underlying: str = '', option_type: OptionType = None, option_expiry: datetime.datetime = None, option_portfolio: str = '', option_index: str = '')

Symbol data contains basic information about each contract traded.

Ancestors

• BaseData

Class variables

var asset_type : AssetType

var code : str

var exchange : Exchange

var history_data : bool

var min_volume : float

var net_position : bool

var option_expiry : datetime.datetime

var option_index : str

var option_portfolio : str

var option_strike : float

var option_type : OptionType

var option_underlying : str

var pricetick : float

var size : float

var stop_supported : bool

var symbol : str

class TickData (symbol: str, code: str, exchange: Exchange, datetime: datetime.datetime, asset_type: AssetType, volume: float = 0.0, turnover: float = 0.0, open_interest: float = 0.0, last_price: float = 0.0, open: float = 0.0, high: float = 0.0, low: float = 0.0, bid_price_1: float = 0.0, bid_price_2: float = 0.0, bid_price_3: float = 0.0, bid_price_4: float = 0.0, bid_price_5: float = 0.0, ask_price_1: float = 0.0, ask_price_2: float = 0.0, ask_price_3: float = 0.0, ask_price_4: float = 0.0, ask_price_5: float = 0.0, bid_volume_1: float = 0.0, bid_volume_2: float = 0.0, bid_volume_3: float = 0.0, bid_volume_4: float = 0.0, bid_volume_5: float = 0.0, ask_volume_1: float = 0.0, ask_volume_2: float = 0.0, ask_volume_3: float = 0.0, ask_volume_4: float = 0.0, ask_volume_5: float = 0.0, localtime: datetime.datetime = None)

Tick data contains information about: * last trade in market * orderbook snapshot * intraday market statistics.

Ancestors

• BaseData

Class variables

var ask_price_1 : float

var ask_price_2 : float

var ask_price_3 : float

var ask_price_4 : float

var ask_price_5 : float

var ask_volume_1 : float

var ask_volume_2 : float

var ask_volume_3 : float

var ask_volume_4 : float

var ask_volume_5 : float

var asset_type : AssetType

var bid_price_1 : float

var bid_price_2 : float

var bid_price_3 : float

var bid_price_4 : float

var bid_price_5 : float

var bid_volume_1 : float

var bid_volume_2 : float

var bid_volume_3 : float

var bid_volume_4 : float

var bid_volume_5 : float

var code : str

var datetime : datetime.datetime

var exchange : Exchange

var high : float

var last_price : float

var localtime : datetime.datetime

var low : float

var open : float

var open_interest : float

var symbol : str

var turnover : float

var volume : float

class TradeData (order_id: str, symbol: str, code: str, quantity: float, side: Side, position_side: PositionSide = PositionSide.NET, action: str = None, price: float = 0.0, exchange: Exchange = Exchange.LOCAL, asset_type: AssetType = None, execution_type: ExecutionType = ExecutionType.TRADE, commission: float = 0.0, commission_asset: str = None, traded_at: datetime.datetime = None, actual_traded_at: datetime.datetime = None, gross_amount: float = 0.0, net_amount: float = 0.0, is_open: bool = None, avg_open_price: float = None, leverage: float = 1, pnl: float = 0.0, pnl_net: float = 0.0, roi: float = 0.0)

Trade data contains information for tracking lastest status of a specific order.

Ancestors

• BaseData

Class variables

var action : str

var actual_traded_at : datetime.datetime

var asset_type : AssetType

var avg_open_price : float

var code : str

var commission : float

var commission_asset : str

var exchange : Exchange

var execution_type : ExecutionType

var gross_amount : float

var is_open : bool

var leverage : float

var net_amount : float

var order_id : str

var pnl : float

var pnl_net : float

var position_side : PositionSide

var price : float

var quantity : float

var roi : float

var side : Side

var symbol : str

var traded_at : datetime.datetime