Beispiel #1
0
def _make_cpp_order(
    volume: float,
    price: float,
    side: Side,
    instrument: Instrument,
    exchange: ExchangeType = ExchangeType(""),
    notional: float = 0.0,
    order_type: OrderType = OrderType.MARKET,
    flag: OrderFlag = OrderFlag.NONE,
    stop_target: Optional["Order"] = None,
    id: str = None,
    timestamp: datetime = None,
) -> OrderCpp:
    """helper method to ensure all arguments are setup"""
    return OrderCpp(
        id or "0",
        timestamp or datetime.now(),
        volume,
        price,
        side,
        instrument,
        exchange,
        notional,
        order_type,
        flag,
        stop_target,
    )
Beispiel #2
0
def _make_cpp_order(
    volume,
    price,
    side,
    instrument,
    exchange=ExchangeType(""),
    notional=0.0,
    order_type=OrderType.MARKET,
    flag=OrderFlag.NONE,
    stop_target=None,
    id=None,
    timestamp=None,
):
    """helper method to ensure all arguments are setup"""
    return OrderCpp(
        id or "0",
        timestamp or datetime.now(),
        volume,
        price,
        side,
        instrument,
        exchange,
        notional,
        order_type,
        flag,
        stop_target,
    )
Beispiel #3
0
def _make_cpp_order(volume,
                    price,
                    side,
                    instrument,
                    exchange=ExchangeType(""),
                    notional=0.0,
                    order_type=OrderType.LIMIT,
                    flag=OrderFlag.NONE,
                    stop_target=None):
    '''helper method to ensure all arguments are setup'''
    return OrderCpp(0, datetime.now(), volume, price, side, instrument,
                    exchange, notional, order_type, flag, stop_target)
Beispiel #4
0
def _make_cpp_order(id,
                    timestamp,
                    volume,
                    price,
                    side,
                    instrument,
                    exchange=ExchangeType(""),
                    filled=0.0,
                    order_type=OrderType.LIMIT,
                    flag=OrderFlag.NONE,
                    stop_target=None,
                    notional=0.0):
    '''helper method to ensure all arguments are setup'''
    return OrderCpp(id, timestamp, volume, price, side, instrument, exchange,
                    filled, order_type, flag, stop_target, notional)