def __init__(self,
side: TradeSide,
trade_type: TradeType,
pair: 'TradingPair',
quantity: 'Quantity',
portfolio: 'Portfolio',
price: float,
criteria: Callable[['Order', 'Exchange'], bool] = None,
path_id: str = None):
if quantity.size == 0:
raise InvalidOrderQuantity(quantity)
self.side = side
self.type = trade_type
self.pair = pair
self.quantity = quantity
self.portfolio = portfolio
self.price = price
self.criteria = criteria
self.path_id = path_id or self.id
self.status = OrderStatus.PENDING
self.filled_size = 0
self.remaining_size = self.size
self._specs = []
self._listeners = []
self._trades = []
self.quantity.lock_for(self.path_id)
def __init__(self,
step: int,
side: TradeSide,
trade_type: TradeType,
exchange_pair: 'ExchangePair',
quantity: 'Quantity',
portfolio: 'Portfolio',
price: float,
criteria: Callable[['Order', 'Exchange'], bool] = None,
path_id: str = None,
start: int = None,
end: int = None):
super().__init__()
quantity = quantity.contain(exchange_pair)
if quantity.size == 0:
raise InvalidOrderQuantity(quantity)
self.step = step
self.side = side
self.type = trade_type
self.exchange_pair = exchange_pair
self.portfolio = portfolio
self.price = price
self.criteria = criteria
self.path_id = path_id or str(uuid.uuid4())
self.quantity = quantity
self.start = start or step
self.end = end
self.status = OrderStatus.PENDING
self._specs = []
self._listeners = []
self._trades = []
wallet = portfolio.get_wallet(
self.exchange_pair.exchange.id,
self.side.instrument(self.exchange_pair.pair))
if self.path_id not in wallet.locked.keys():
self.quantity = wallet.lock(quantity, self, "LOCK FOR ORDER")
self.remaining = self.quantity