nautilus_model

Module enums

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Enumerations for the trading domain model.

Structs§

Enums§

  • An account type provided by a trading venue or broker.
  • An aggregation source for derived data.
  • The side for the aggressing order of a trade in a market.
  • A broad financial market asset class.
  • The aggregation method through which a bar is generated and closed.
  • The type of order book action for an order book event.
  • The order book type, representing the type of levels granularity and delta updating heuristics.
  • The order contigency type which specifies the behavior of linked orders.
  • The broad currency type.
  • The instrument class.
  • The type of event for an instrument close.
  • The liqudity side for a trade.
  • The status of an individual market on a trading venue.
  • An action affecting the status of an individual market on a trading venue.
  • The order management system (OMS) type for a trading venue or trading strategy.
  • The kind of options contract.
  • The order side for a specific order, or action related to orders.
  • The specified order side (BUY or SELL).
  • The status for a specific order.
  • The type of order.
  • The market side for a specific position, or action related to positions.
  • The type of price for an instrument in a market.
  • A record flag bit field, indicating event end and data information.
  • The ‘Time in Force’ instruction for an order.
  • The trading state for a node.
  • The trailing offset type for an order type which specifies a trailing stop/trigger or limit price.
  • The trigger type for the stop/trigger price of an order.

Traits§