Orders

This module contains all order classes as well as helper methods for working with these.

class algotradepy.orders.AnOrder(action, quantity, order_id=None, time_in_force=None, conditions=None, parent_id=None, outside_rth=False, transmit=True, oca_group='', oca_type=0, order_ref='')

The abstract order class defining the basic order properties.

Parameters

  • action (OrderAction) – The order action.

  • quantity (float) – The order size.

  • order_id (int, optional, default None) – The order ID.

  • time_in_force (TimeInForce, optional, default None) – Time-in-force option.

  • conditions (list of ~algotradepy.orders.ACondition, optional, default None) – A list of conditions attached to the order.

  • parent_id (int, optional, default None) – The parent order’s ID.

property order_id
property action
property quantity
property time_in_force
property conditions
property parent_id
property outside_rth
property transmit
property oca_group
property oca_type
property order_ref
class algotradepy.orders.MarketOrder(action, quantity, order_id=None, **kwargs)

A market order definition.

class algotradepy.orders.LimitOrder(action, quantity, limit_price, order_id=None, **kwargs)

A limit order definition.

Parameters

  • action –

  • quantity –

  • limit_price (float) – The limit price for this order.

  • order_id –

  • kwargs –

property limit_price
class algotradepy.orders.TrailingStopOrder(action, quantity, trail_stop_price=None, aux_price=None, trail_percent=None, order_id=None, **kwargs)

A trailing stop order definition.

Parameters

  • action –

  • quantity –

  • trail_stop_price (float, optional, default None) – The Trailing stop price for this order.

  • aux_price (float, optional, default None) – Can be specified instead of trail_percent, in which case the order is executed at aux_price away from trailing_stop_price. Must be provided if trail_percent is left blank.

  • trail_percent (float, optional, default None) – The percentage offset from trail_stop_price at which to execute. Must be provided if aux_price is not set.

  • order_id –

  • kwargs –

property trail_stop_price
property trail_percent
property aux_price
class algotradepy.orders.OrderAction(value)

The available order actions.

  • BUY

  • SELL

class algotradepy.orders.TimeInForce(value)

The order time-in-force options.

  • DAY

  • GTC