tensortrade.oms.orders.trade module

class tensortrade.oms.orders.trade.Trade(order_id: str, step: int, exchange_pair: ExchangePair, side: tensortrade.oms.orders.trade.TradeSide, trade_type: tensortrade.oms.orders.trade.TradeType, quantity: Quantity, price: float, commission: Quantity)

Bases: tensortrade.core.base.TimedIdentifiable

A trade object for use within trading environments.

__init__(order_id: str, step: int, exchange_pair: ExchangePair, side: tensortrade.oms.orders.trade.TradeSide, trade_type: tensortrade.oms.orders.trade.TradeType, quantity: Quantity, price: float, commission: Quantity)

Parameters

• order_id – The id of the order that created the trade.

• step – The timestep the trade was made during the trading episode.

• exchange_pair – The exchange pair of instruments in the trade.

• BTC/USDT ((e.g.) –

• ETH/BTC –

• ADA/BTC –

• AAPL/USD –

• NQ1!/USD –

• CAD/USD –

• etc) –

• side – Whether the quote instrument is being bought or sold.

• BUY = trade the base_instrument for the quote_instrument in the pair. SELL = trade the quote_instrument for the base_instrument) ((e.g.) –

• size – The size of the core instrument in the trade.

• 1000 shares ((e.g.) –

• satoshis (6.50) –

• contracts (2.3) –

• etc) –

• price – The price paid per quote instrument in terms of the core instrument.

• 10000 represents $10 ((e.g.) –

• if the base_instrument is "USD") (000.00) –

• commission – The commission paid for the trade in terms of the core instrument.

• 10000 represents $10 –

• if the base_instrument is "USD") –

property base_instrument

property commission

property is_buy

property is_limit_order

property is_market_order

property is_sell

property price

property quote_instrument

property size

to_dict()

to_json()

class tensortrade.oms.orders.trade.TradeSide(value)

Bases: enum.Enum

An enumeration.

BUY: str = 'buy'

SELL: str = 'sell'

instrument(pair: TradingPair) → Instrument

class tensortrade.oms.orders.trade.TradeType(value)

Bases: enum.Enum

An enumeration.

LIMIT: str = 'limit'

MARKET: str = 'market'