xtrading-models 0.6.0

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 decimal import Decimal
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=Decimal('100.00'),
    high=Decimal('105.00'),
    low=Decimal('99.00'),
    close=Decimal('104.00'),
    volume=1000000
)

Models

• Order classes: Order, LimitOrder, MarketOrder, StopOrder, StopLimitOrder, TrailingStopMarket, TrailingStopLimit
• Bar data: BarData - OHLCV candlestick representation
• Execution: Execution, CommissionReport, Fill
• Results: ExecutionResult
• Sentinels: UNSET_DOUBLE, UNSET_INTEGER

License

MIT