xtrading-models 0.12.3

Shared trading models for XTrading ecosystem

xtrading-models

Shared trading models for the XTrading ecosystem.

Installation

pip install xtrading-models

Usage

from datetime import datetime
from xtrading_models import MarketOrder, LimitOrder, BarData

# Create a market order
order = MarketOrder(action='BUY', totalQuantity=100)

# Create bar data
bar = BarData(
    date=datetime.now(),
    open=100.00,
    high=105.00,
    low=99.00,
    close=104.00,
    volume=1000000
)

Models

• Order classes: Order, LimitOrder, MarketOrder, MarketOnCloseOrder, StopOrder, StopLimitOrder, TrailingStopMarket, TrailingStopLimit
• Trade lifecycle: Trade, OrderStatus, TradeLogEntry, TradeStatus
  • TradeStatus is a str enum: PendingSubmit, PreSubmitted, Submitted, Filled, Cancelled, Inactive
  • Inherits from str — compares equal to plain string literals for backward compatibility
• Bar data: BarData - OHLCV candlestick representation; is_close_bar: bool marks the last bar of a trading session (used by MOC order execution)
• Execution: Execution, CommissionReport, Fill
• Sentinels: UNSET_DOUBLE, UNSET_INTEGER

License

MIT