Orders
Limit Orders
Limit order class.
- class pymicrostructure.orders.limit.LimitOrder(trader_id: int, volume: int, price: int)[source]
Bases:
OrderRepresents a limit order.
A limit order is an order to buy or sell a security at a specific price or better.
Attributes:
- trader_idint
The ID of the trader submitting the order.
- volumeint
The volume of the order.
- priceint
The price at which the order is submitted.
Market Orders
Market order class.
- class pymicrostructure.orders.market.MarketOrder(trader_id: int, volume)[source]
Bases:
OrderRepresents a market order.
A market order is an order to buy or sell a security at the best available price.
Attributes:
- trader_idint
The ID of the trader submitting the order.
- volumeint
The volume of the order.
- pricefloat
The price at which the order is submitted - infinity for buy orders and negative infinity for sell orders.
Methods:
- __repr__()
Return a string representation of the order.