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Identifiers

class AccountId​

Bases: Identifier

AccountId(unicode value) -> None

Represents a valid account ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected an account ID is the name of the issuer with an account number separated by a hyphen.

Example: “IB-D02851908”.

  • Parameters: value (str) – The account ID value.
  • Raises: ValueError – If value is not a valid string containing a hyphen.

WARNING​

The issuer and number ID combination must be unique at the firm level.

get_id(self) → unicode​

Return the account ID without issuer name.

  • Return type: str

get_issuer(self) → unicode​

Return the account issuer for this ID.

  • Return type: str

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class ClientId​

Bases: Identifier

ClientId(unicode value) -> None

Represents a system client ID.

  • Parameters: value (str) – The client ID value.
  • Raises: ValueError – If value is not a valid string.

WARNING​

The ID value must be unique at the trader level.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class ClientOrderId​

Bases: Identifier

ClientOrderId(unicode value) -> None

Represents a valid client order ID (assigned by the Nautilus system).

  • Parameters: value (str) – The client order ID value.
  • Raises: ValueError – If value is not a valid string.

WARNING​

The ID value must be unique at the firm level.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class ComponentId​

Bases: Identifier

ComponentId(unicode value) -> None

Represents a valid component ID.

  • Parameters: value (str) – The component ID value.
  • Raises: ValueError – If value is not a valid string.

WARNING​

The ID value must be unique at the trader level.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class ExecAlgorithmId​

Bases: Identifier

ExecAlgorithmId(unicode value) -> None

Represents a valid execution algorithm ID.

  • Parameters: value (str) – The execution algorithm ID value.
  • Raises: ValueError – If value is not a valid string.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class Identifier​

Bases: object

The abstract base class for all identifiers.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class InstrumentId​

Bases: Identifier

InstrumentId(Symbol symbol, Venue venue) -> None

Represents a valid instrument ID.

The symbol and venue combination should uniquely identify the instrument.

  • Parameters:
    • symbol (Symbol) – The instruments ticker symbol.
    • venue (Venue) – The instruments trading venue.

static from_str(unicode value: str) → InstrumentId​

Return an instrument ID parsed from the given string value. Must be correctly formatted including symbol and venue components either side of a single period.

Examples: ‘AUD/USD.IDEALPRO’, ‘BTCUSDT.BINANCE’

  • Parameters: value (str) – The instrument ID string value to parse.
  • Return type: InstrumentId
  • Raises: ValueError – If value is not a valid instrument ID string.

is_synthetic(self) → bool​

Return whether the instrument ID is a synthetic instrument (with venue of ‘SYNTH’).

  • Return type: bool

symbol​

Symbol

Returns the instrument ticker symbol.

  • Return type: Symbol
  • Type: InstrumentId.symbol

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

venue​

Venue

Returns the instrument trading venue.

  • Return type: Venue
  • Type: InstrumentId.venue

class OrderListId​

Bases: Identifier

OrderListId(unicode value) -> None

Represents a valid order list ID (assigned by the Nautilus system).

  • Parameters: value (str) – The order list ID value.
  • Raises: ValueError – If value is not a valid string.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class PositionId​

Bases: Identifier

PositionId(unicode value) -> None

Represents a valid position ID.

  • Parameters: value (str) – The position ID value.
  • Raises: ValueError – If value is not a valid string containing a hyphen.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class StrategyId​

Bases: Identifier

StrategyId(unicode value) -> None

Represents a valid strategy ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected a strategy ID is the class name of the strategy, with an order ID tag number separated by a hyphen.

Example: “EMACross-001”.

The reason for the numerical component of the ID is so that order and position IDs do not collide with those from another strategy within the node instance.

  • Parameters: value (str) – The strategy ID value.
  • Raises: ValueError – If value is not a valid string containing a hyphen.

WARNING​

The name and tag combination must be unique at the trader level.

get_tag(self) → unicode​

Return the order ID tag value for this ID.

  • Return type: str

is_external(self) → bool​

If the strategy ID is the global ‘external’ strategy. This represents the strategy for all orders interacting with this instance of the system which did not originate from any strategy being managed by the system.

  • Return type: bool

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class Symbol​

Bases: Identifier

Symbol(unicode value) -> None

Represents a valid ticker symbol ID for a tradable instrument.

  • Parameters: value (str) – The ticker symbol ID value.
  • Raises: ValueError – If value is not a valid string.

WARNING​

The ID value must be unique for a trading venue.

is_composite(self) → bool​

Returns true if the symbol string contains a period (‘.’).

  • Return type: str

root(self) → unicode​

Return the symbol root.

The symbol root is the substring that appears before the first period (‘.’) in the full symbol string. It typically represents the underlying asset for futures and options contracts. If no period is found, the entire symbol string is considered the root.

  • Return type: str

topic(self) → unicode​

Return the symbol topic.

The symbol topic is the root symbol with a wildcard ‘*’ appended if the symbol has a root, otherwise returns the full symbol string.

  • Return type: str

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class TradeId​

Bases: Identifier

TradeId(unicode value) -> None

Represents a valid trade match ID (assigned by a trading venue).

Maximum length is 36 characters. Can correspond to the TradeID <1003> field of the FIX protocol.

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

  • Parameters: value (str) – The trade match ID value.
  • Raises:
    • ValueError – If value is not a valid string.
    • ValueError – If value length exceeds maximum 36 characters.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class TraderId​

Bases: Identifier

TraderId(unicode value) -> None

Represents a valid trader ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected a trader ID is the abbreviated name of the trader with an order ID tag number separated by a hyphen.

Example: “TESTER-001”.

The reason for the numerical component of the ID is so that order and position IDs do not collide with those from another node instance.

  • Parameters: value (str) – The trader ID value.
  • Raises: ValueError – If value is not a valid string containing a hyphen.

WARNING​

The name and tag combination ID value must be unique at the firm level.

get_tag(self) → unicode​

Return the order ID tag value for this ID.

  • Return type: str

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class Venue​

Bases: Identifier

Venue(unicode name) -> None

Represents a valid trading venue ID.

  • Parameters: name (str) – The venue ID value.
  • Raises: ValueError – If name is not a valid string.

static from_code(unicode code)​

Return the venue with the given code from the built-in internal map (if found).

Currency only supports CME Globex exchange ISO 10383 MIC codes.

  • Parameters: code (str) – The code of the venue.
  • Return type: Venue or None

is_synthetic(self) → bool​

Return whether the venue is synthetic (‘SYNTH’).

  • Return type: bool

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value

class VenueOrderId​

Bases: Identifier

VenueOrderId(unicode value) -> None

Represents a valid venue order ID (assigned by a trading venue).

  • Parameters: value (str) – The venue assigned order ID value.
  • Raises: ValueError – If value is not a valid string.

value​

str

Return the identifier (ID) value.

  • Return type: str
  • Type: Identifier.value
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