Trade

class algotradepy.trade.Trade(contract, order, status=None)

This class defines a trade.

Parameters

• contract (AContract) – The contract definition for this trade.

• order (AnOrder) – The order definition for this trade.

• status (TradeStatus, optional, default None) – The status of the trade.

property contract

property order

property status

class algotradepy.trade.TradeStatus(state, filled, remaining, ave_fill_price, order_id=None)

Defines the status of an order.

Parameters

• state (TradeState) – The state of the order.

• filled (float) – How much of the order was filled. Cannot exceed the order size.

• remaining (float) – How much of the order is remaining.

• ave_fill_price (float) – The average price at which the order was filled.

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

property order_id

property state

property filled

property remaining

property ave_fill_price

class algotradepy.trade.TradeState(value)

The possible trade states.

• SUBMITTED

• FILLED

• CANCELLED

• PENDING

• INACTIVE