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Version: nightly

Orders

Provides a full range of standard order types, as well as more advanced types and order lists.

class LimitIfTouchedOrder​

Bases: Order

LimitIfTouchedOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Limit-If-Touched (LIT) conditional order.

A Limit-If-Touched (LIT) is an order to BUY (or SELL) an instrument at a specified price or better, below (or above) the market. This order is held in the system until the trigger price is touched. A LIT order is similar to a Stop-Limit order, except that a LIT SELL order is placed above the current market price, and a Stop-Limit SELL order is placed below.

Using a LIT order helps to ensure that, if the order does execute, the order will not execute at a price less favorable than the limit price.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order price (LIMIT).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

is_triggered​

If the order has been triggered.

  • Returns: bool

price​

The order price (LIMIT).

  • Returns: Price

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

class LimitOrder​

Bases: Order

LimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Limit order.

A Limit order is an order to BUY (or SELL) at a specified price or better. The Limit order ensures that if the order fills, it will not fill at a price less favorable than your limit price, but it does not guarantee a fill.

  • A Limit-On-Open (LOO) order can be represented using a time in force of AT_THE_OPEN.
  • A Limit-On-Close (LOC) order can be represented using a time in force of AT_THE_CLOSE.
  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order limit price.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY, AT_THE_OPEN, AT_THE_CLOSE}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the order will only provide liquidity (make a market).
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

static create(OrderInitialized init)​

display_qty​

The quantity of the order to display on the public book (iceberg).

  • Returns: Quantity or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

static from_pyo3(pyo3_order)​

info(self) → str​

Return a summary description of the order.

  • Return type: str

price​

The order price (LIMIT).

  • Returns: Price

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

static transform_py(Order order, uint64_t ts_init, Price price=None) → LimitOrder​

class MarketIfTouchedOrder​

Bases: Order

MarketIfTouchedOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market-If-Touched (MIT) conditional order.

A Market-If-Touched (MIT) is an order to BUY (or SELL) an instrument below (or above) the market. This order is held in the system until the trigger price is touched, and is then submitted as a market order. An MIT order is similar to a Stop-Order, except that an MIT SELL order is placed above the current market price, and a stop SELL order is placed below.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

static create(init)​

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

class MarketOrder​

Bases: Order

MarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, bool reduce_only=False, bool quote_quantity=False, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market order.

A Market order is an order to BUY (or SELL) at the market bid or offer price. A market order may increase the likelihood of a fill and the speed of execution, but unlike the Limit order - a Market order provides no price protection and may fill at a price far lower/higher than the top-of-book bid/ask.

  • A Market-On-Open (MOO) order can be represented using a time in force of AT_THE_OPEN.
  • A Market-On-Close (MOC) order can be represented using a time in force of AT_THE_CLOSE.
  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, DAY, AT_THE_OPEN, AT_THE_CLOSE}, default GTC) – The order time in force.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is GTD.

static create(init)​

static from_pyo3(pyo3_order)​

info(self) → str​

Return a summary description of the order.

  • Return type: str

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

static transform_py(Order order, uint64_t ts_init) → MarketOrder​

class MarketToLimitOrder​

Bases: Order

MarketToLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market-To-Limit (MTL) order.

A Market-to-Limit (MTL) order is submitted as a market order to execute at the current best market price. If the order is only partially filled, the remainder of the order is canceled and re-submitted as a Limit order with the limit price equal to the price at which the filled portion of the order executed.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the limit order to display on the public book (iceberg).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.

static create(init)​

display_qty​

The quantity of the limit order to display on the public book (iceberg).

  • Returns: Quantity or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

price​

The order price (LIMIT).

  • Returns: Price or None

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

class Order​

Bases: object

Order(OrderInitialized init)

The base class for all orders.

WARNING​

This class should not be used directly, but through a concrete subclass.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class OrderList​

Bases: object

OrderList(OrderListId order_list_id, list orders) -> None

Represents a list of bulk or related contingent orders.

All orders must be for the same instrument ID.

  • Parameters:
    • order_list_id (OrderListId) – The order list ID.
    • orders (list [Order ]) – The contained orders list.
  • Raises:
    • ValueError – If orders is empty.
    • ValueError – If orders contains a type other than Order.
    • ValueError – If orders contain different instrument IDs (must all be the same instrument).

first​

The first order in the list (typically the parent).

  • Returns: list[Order]

id​

The order list ID.

  • Returns: OrderListId

instrument_id​

The instrument ID associated with the list.

  • Returns: InstrumentId

orders​

The contained orders list.

  • Returns: list[Order]

strategy_id​

The strategy ID associated with the list.

  • Returns: StrategyId

ts_init​

UNIX timestamp (nanoseconds) when the object was initialized.

  • Returns: uint64_t

class OrderUnpacker​

Bases: object

Provides a means of unpacking orders from value dictionaries.

static from_init(OrderInitialized init) → Order​

Return an order initialized from the given event.

static unpack(dict values) → Order​

Return an order unpacked from the given values.

  • Parameters: values (dict *[*str , object ])
  • Return type: Order

class StopLimitOrder​

Bases: Order

StopLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Stop-Limit conditional order.

A Stop-Limit order is an instruction to submit a BUY (or SELL) limit order when the specified stop trigger price is attained or penetrated. The order has two basic components: the stop price and the limit price. When a trade has occurred at or through the stop price, the order becomes executable and enters the market as a limit order, which is an order to BUY (or SELL) at a specified price or better.

A Stop-Limit eliminates the price risk associated with a stop order where the execution price cannot be guaranteed, but exposes the trader to the risk that the order may never fill, even if the stop price is reached.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order price (LIMIT).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (EmulationTrigger, default NO_TRIGGER) – The emulation trigger for the order.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

static from_pyo3(pyo3_order)​

info(self) → str​

Return a summary description of the order.

  • Return type: str

is_triggered​

If the order has been triggered.

  • Returns: bool

price​

The order price (LIMIT).

  • Returns: Price

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

class StopMarketOrder​

Bases: Order

StopMarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Stop-Market conditional order.

A Stop-Market order is an instruction to submit a BUY (or SELL) market order if and when the specified stop trigger price is attained or penetrated. A Stop-Market order is not guaranteed a specific execution price and may execute significantly away from its stop price.

A SELL Stop-Market order is always placed below the current market price, and is typically used to limit a loss or protect a profit on a long position.

A BUY Stop-Market order is always placed above the current market price, and is typically used to limit a loss or protect a profit on a short position.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

static create(init)​

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

class TrailingStopLimitOrder​

Bases: Order

TrailingStopLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price: Price | None, Price trigger_price: Price | None, TriggerType trigger_type, limit_offset: Decimal, trailing_offset: Decimal, TrailingOffsetType trailing_offset_type, UUID4 init_id, uint64_t ts_init, Price activation_price: Price | None = None, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Trailing-Stop-Limit conditional order.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price or None) – The order price (LIMIT). If None then will typically default to the delta of market price and limit_offset.
    • trigger_price (Price or None) – The order trigger price (STOP). If None then will typically default to the delta of market price and trailing_offset.
    • trigger_type (TriggerType) – The order trigger type.
    • limit_offset (Decimal) – The trailing offset for the order price (LIMIT).
    • trailing_offset (Decimal) – The trailing offset for the order trigger price (STOP).
    • trailing_offset_type (TrailingOffsetType) – The order trailing offset type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • activation_price (Price , optional) – The price for the order to become active. If None then the order will be activated right after the order is accepted.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If trailing_offset_type is NO_TRAILING_OFFSET.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

activation_price​

The order activation price (STOP).

  • Returns: Price or None

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

is_activated​

If the order has been activated.

  • Returns: bool

is_triggered​

If the order has been triggered.

  • Returns: bool

limit_offset​

The trailing offset for the orders limit price.

  • Returns: Decimal

price​

The order price (LIMIT).

  • Returns: Price or None

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trailing_offset​

The trailing offset for the orders trigger price (STOP).

  • Returns: Decimal

trailing_offset_type​

The trailing offset type.

  • Returns: TrailingOffsetType

trigger_price​

The order trigger price (STOP).

  • Returns: Price or None

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

class TrailingStopMarketOrder​

Bases: Order

TrailingStopMarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price: Price | None, TriggerType trigger_type, trailing_offset: Decimal, TrailingOffsetType trailing_offset_type, UUID4 init_id, uint64_t ts_init, Price activation_price: Price | None = None, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Trailing-Stop-Market conditional order.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price or None) – The order trigger price (STOP). If None then will typically default to the delta of market price and trailing_offset.
    • trigger_type (TriggerType) – The order trigger type.
    • trailing_offset (Decimal) – The trailing offset for the trigger price (STOP).
    • trailing_offset_type (TrailingOffsetType) – The order trailing offset type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • activation_price (Price , optional) – The price for the order to become active. If None then the order will be activated right after the order is accepted.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If trailing_offset_type is NO_TRAILING_OFFSET.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

activation_price​

The order activation price (STOP).

  • Returns: Price or None

static create(init)​

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

info(self) → str​

Return a summary description of the order.

  • Return type: str

is_activated​

If the order has been activated.

  • Returns: bool

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

trailing_offset​

The trailing offset for the orders trigger price (STOP).

  • Returns: Decimal

trailing_offset_type​

The trailing offset type.

  • Returns: TrailingOffsetType

trigger_price​

The order trigger price (STOP).

  • Returns: Price or None

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

class MarketOrder​

Bases: Order

MarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, bool reduce_only=False, bool quote_quantity=False, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market order.

A Market order is an order to BUY (or SELL) at the market bid or offer price. A market order may increase the likelihood of a fill and the speed of execution, but unlike the Limit order - a Market order provides no price protection and may fill at a price far lower/higher than the top-of-book bid/ask.

  • A Market-On-Open (MOO) order can be represented using a time in force of AT_THE_OPEN.
  • A Market-On-Close (MOC) order can be represented using a time in force of AT_THE_CLOSE.
  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, DAY, AT_THE_OPEN, AT_THE_CLOSE}, default GTC) – The order time in force.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is GTD.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

filled_qty​

The order total filled quantity.

  • Returns: Quantity

static from_pyo3(pyo3_order)​

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

static transform_py(Order order, uint64_t ts_init) → MarketOrder​

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class LimitOrder​

Bases: Order

LimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Limit order.

A Limit order is an order to BUY (or SELL) at a specified price or better. The Limit order ensures that if the order fills, it will not fill at a price less favorable than your limit price, but it does not guarantee a fill.

  • A Limit-On-Open (LOO) order can be represented using a time in force of AT_THE_OPEN.
  • A Limit-On-Close (LOC) order can be represented using a time in force of AT_THE_CLOSE.
  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order limit price.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY, AT_THE_OPEN, AT_THE_CLOSE}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the order will only provide liquidity (make a market).
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(OrderInitialized init)​

display_qty​

The quantity of the order to display on the public book (iceberg).

  • Returns: Quantity or None

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

static from_pyo3(pyo3_order)​

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

price​

The order price (LIMIT).

  • Returns: Price

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

static transform_py(Order order, uint64_t ts_init, Price price=None) → LimitOrder​

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class StopMarketOrder​

Bases: Order

StopMarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Stop-Market conditional order.

A Stop-Market order is an instruction to submit a BUY (or SELL) market order if and when the specified stop trigger price is attained or penetrated. A Stop-Market order is not guaranteed a specific execution price and may execute significantly away from its stop price.

A SELL Stop-Market order is always placed below the current market price, and is typically used to limit a loss or protect a profit on a long position.

A BUY Stop-Market order is always placed above the current market price, and is typically used to limit a loss or protect a profit on a short position.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class StopLimitOrder​

Bases: Order

StopLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Stop-Limit conditional order.

A Stop-Limit order is an instruction to submit a BUY (or SELL) limit order when the specified stop trigger price is attained or penetrated. The order has two basic components: the stop price and the limit price. When a trade has occurred at or through the stop price, the order becomes executable and enters the market as a limit order, which is an order to BUY (or SELL) at a specified price or better.

A Stop-Limit eliminates the price risk associated with a stop order where the execution price cannot be guaranteed, but exposes the trader to the risk that the order may never fill, even if the stop price is reached.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order price (LIMIT).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (EmulationTrigger, default NO_TRIGGER) – The emulation trigger for the order.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

static from_pyo3(pyo3_order)​

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

is_triggered​

If the order has been triggered.

  • Returns: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

price​

The order price (LIMIT).

  • Returns: Price

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class MarketToLimitOrder​

Bases: Order

MarketToLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market-To-Limit (MTL) order.

A Market-to-Limit (MTL) order is submitted as a market order to execute at the current best market price. If the order is only partially filled, the remainder of the order is canceled and re-submitted as a Limit order with the limit price equal to the price at which the filled portion of the order executed.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the limit order to display on the public book (iceberg).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

display_qty​

The quantity of the limit order to display on the public book (iceberg).

  • Returns: Quantity or None

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

price​

The order price (LIMIT).

  • Returns: Price or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class MarketIfTouchedOrder​

Bases: Order

MarketIfTouchedOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Market-If-Touched (MIT) conditional order.

A Market-If-Touched (MIT) is an order to BUY (or SELL) an instrument below (or above) the market. This order is held in the system until the trigger price is touched, and is then submitted as a market order. An MIT order is similar to a Stop-Order, except that an MIT SELL order is placed above the current market price, and a stop SELL order is placed below.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class LimitIfTouchedOrder​

Bases: Order

LimitIfTouchedOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price, Price trigger_price, TriggerType trigger_type, UUID4 init_id, uint64_t ts_init, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Limit-If-Touched (LIT) conditional order.

A Limit-If-Touched (LIT) is an order to BUY (or SELL) an instrument at a specified price or better, below (or above) the market. This order is held in the system until the trigger price is touched. A LIT order is similar to a Stop-Limit order, except that a LIT SELL order is placed above the current market price, and a Stop-Limit SELL order is placed below.

Using a LIT order helps to ensure that, if the order does execute, the order will not execute at a price less favorable than the limit price.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price) – The order price (LIMIT).
    • trigger_price (Price) – The order trigger price (STOP).
    • trigger_type (TriggerType) – The order trigger type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

is_triggered​

If the order has been triggered.

  • Returns: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

price​

The order price (LIMIT).

  • Returns: Price

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class TrailingStopMarketOrder​

Bases: Order

TrailingStopMarketOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price trigger_price: Price | None, TriggerType trigger_type, trailing_offset: Decimal, TrailingOffsetType trailing_offset_type, UUID4 init_id, uint64_t ts_init, Price activation_price: Price | None = None, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool reduce_only=False, bool quote_quantity=False, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Trailing-Stop-Market conditional order.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • trigger_price (Price or None) – The order trigger price (STOP). If None then will typically default to the delta of market price and trailing_offset.
    • trigger_type (TriggerType) – The order trigger type.
    • trailing_offset (Decimal) – The trailing offset for the trigger price (STOP).
    • trailing_offset_type (TrailingOffsetType) – The order trailing offset type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • activation_price (Price , optional) – The price for the order to become active. If None then the order will be activated right after the order is accepted.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • reduce_only (bool , default False) – If the order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If trailing_offset_type is NO_TRAILING_OFFSET.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

activation_price​

The order activation price (STOP).

  • Returns: Price or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_activated​

If the order has been activated.

  • Returns: bool

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trailing_offset​

The trailing offset for the orders trigger price (STOP).

  • Returns: Decimal

trailing_offset_type​

The trailing offset type.

  • Returns: TrailingOffsetType

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price or None

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class TrailingStopLimitOrder​

Bases: Order

TrailingStopLimitOrder(TraderId trader_id, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, OrderSide order_side, Quantity quantity, Price price: Price | None, Price trigger_price: Price | None, TriggerType trigger_type, limit_offset: Decimal, trailing_offset: Decimal, TrailingOffsetType trailing_offset_type, UUID4 init_id, uint64_t ts_init, Price activation_price: Price | None = None, TimeInForce time_in_force=TimeInForce.GTC, uint64_t expire_time_ns=0, bool post_only=False, bool reduce_only=False, bool quote_quantity=False, Quantity display_qty=None, TriggerType emulation_trigger=TriggerType.NO_TRIGGER, InstrumentId trigger_instrument_id=None, ContingencyType contingency_type=ContingencyType.NO_CONTINGENCY, OrderListId order_list_id=None, list linked_order_ids=None, ClientOrderId parent_order_id=None, ExecAlgorithmId exec_algorithm_id=None, dict exec_algorithm_params=None, ClientOrderId exec_spawn_id=None, list tags=None)

Represents a Trailing-Stop-Limit conditional order.

  • Parameters:
    • trader_id (TraderId) – The trader ID associated with the order.
    • strategy_id (StrategyId) – The strategy ID associated with the order.
    • instrument_id (InstrumentId) – The order instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • order_side (OrderSide {BUY, SELL}) – The order side.
    • quantity (Quantity) – The order quantity (> 0).
    • price (Price or None) – The order price (LIMIT). If None then will typically default to the delta of market price and limit_offset.
    • trigger_price (Price or None) – The order trigger price (STOP). If None then will typically default to the delta of market price and trailing_offset.
    • trigger_type (TriggerType) – The order trigger type.
    • limit_offset (Decimal) – The trailing offset for the order price (LIMIT).
    • trailing_offset (Decimal) – The trailing offset for the order trigger price (STOP).
    • trailing_offset_type (TrailingOffsetType) – The order trailing offset type.
    • init_id (UUID4) – The order initialization event ID.
    • ts_init (uint64_t) – UNIX timestamp (nanoseconds) when the object was initialized.
    • activation_price (Price , optional) – The price for the order to become active. If None then the order will be activated right after the order is accepted.
    • time_in_force (TimeInForce {GTC, IOC, FOK, GTD, DAY}, default GTC) – The order time in force.
    • expire_time_ns (uint64_t , default 0 *(*no expiry )) – UNIX timestamp (nanoseconds) when the order will expire.
    • post_only (bool , default False) – If the LIMIT order will only provide liquidity (once triggered).
    • reduce_only (bool , default False) – If the LIMIT order carries the ‘reduce-only’ execution instruction.
    • quote_quantity (bool , default False) – If the order quantity is denominated in the quote currency.
    • display_qty (Quantity , optional) – The quantity of the LIMIT order to display on the public book (iceberg).
    • emulation_trigger (TriggerType, default NO_TRIGGER) – The type of market price trigger to use for local order emulation.
      • NO_TRIGGER (default): Disables local emulation; orders are sent directly to the venue.
      • DEFAULT (the same as BID_ASK): Enables local order emulation by triggering orders based on bid/ask prices. Additional trigger types are available. See the “Emulated Orders” section in the documentation for more details.
    • trigger_instrument_id (InstrumentId , optional) – The emulation trigger instrument ID for the order (if None then will be the instrument_id).
    • contingency_type (ContingencyType, default NO_CONTINGENCY) – The order contingency type.
    • order_list_id (OrderListId , optional) – The order list ID associated with the order.
    • linked_order_ids (list [ClientOrderId ] , optional) – The order linked client order ID(s).
    • parent_order_id (ClientOrderId , optional) – The order parent client order ID.
    • exec_algorithm_id (ExecAlgorithmId , optional) – The execution algorithm ID for the order.
    • exec_algorithm_params (dict *[*str , Any ] , optional) – The execution algorithm parameters for the order.
    • exec_spawn_id (ClientOrderId , optional) – The execution algorithm spawning primary client order ID.
    • tags (list *[*str ] , optional) – The custom user tags for the order.
  • Raises:
    • ValueError – If order_side is NO_ORDER_SIDE.
    • ValueError – If quantity is not positive (> 0).
    • ValueError – If trigger_type is NO_TRIGGER.
    • ValueError – If trailing_offset_type is NO_TRAILING_OFFSET.
    • ValueError – If time_in_force is AT_THE_OPEN or AT_THE_CLOSE.
    • ValueError – If time_in_force is GTD and expire_time_ns <= UNIX epoch.
    • ValueError – If display_qty is negative (< 0) or greater than quantity.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

activation_price​

The order activation price (STOP).

  • Returns: Price or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

static create(init)​

display_qty​

The quantity of the LIMIT order to display on the public book (iceberg).

  • Returns: Quantity or None

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

expire_time​

Return the expire time for the order (UTC).

  • Return type: datetime or None

expire_time_ns​

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

  • Returns: uint64_t

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_activated​

If the order has been activated.

  • Returns: bool

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

is_triggered​

If the order has been triggered.

  • Returns: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

limit_offset​

The trailing offset for the orders limit price.

  • Returns: Decimal

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

price​

The order price (LIMIT).

  • Returns: Price or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trailing_offset​

The trailing offset for the orders trigger price (STOP).

  • Returns: Decimal

trailing_offset_type​

The trailing offset type.

  • Returns: TrailingOffsetType

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

trigger_price​

The order trigger price (STOP).

  • Returns: Price or None

trigger_type​

The trigger type for the order.

  • Returns: TriggerType

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

ts_triggered​

UNIX timestamp (nanoseconds) when the order was triggered (0 if not triggered).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool

class OrderList​

Bases: object

OrderList(OrderListId order_list_id, list orders) -> None

Represents a list of bulk or related contingent orders.

All orders must be for the same instrument ID.

  • Parameters:
    • order_list_id (OrderListId) – The order list ID.
    • orders (list [Order ]) – The contained orders list.
  • Raises:
    • ValueError – If orders is empty.
    • ValueError – If orders contains a type other than Order.
    • ValueError – If orders contain different instrument IDs (must all be the same instrument).

first​

The first order in the list (typically the parent).

  • Returns: list[Order]

id​

The order list ID.

  • Returns: OrderListId

instrument_id​

The instrument ID associated with the list.

  • Returns: InstrumentId

orders​

The contained orders list.

  • Returns: list[Order]

strategy_id​

The strategy ID associated with the list.

  • Returns: StrategyId

ts_init​

UNIX timestamp (nanoseconds) when the object was initialized.

  • Returns: uint64_t

class Order​

Bases: object

Order(OrderInitialized init)

The base class for all orders.

WARNING​

This class should not be used directly, but through a concrete subclass.

account_id​

The account ID associated with the order.

  • Returns: AccountId or None

apply(self, OrderEvent event) → void​

Apply the given order event to the order.

  • Parameters: event (OrderEvent) – The order event to apply.
  • Raises:
    • ValueError – If self.client_order_id is not equal to event.client_order_id.
    • ValueError – If self.venue_order_id and event.venue_order_id are both not None, and are not equal.
    • InvalidStateTrigger – If event is not a valid trigger from the current order.status.
    • KeyError – If event is OrderFilled and event.trade_id already applied to the order.

avg_px​

The order average fill price.

  • Returns: double

client_order_id​

The client order ID.

  • Returns: ClientOrderId

static closing_side(PositionSide position_side) → OrderSide​

Return the order side needed to close a position with the given side.

  • Parameters: position_side (PositionSide {LONG, SHORT}) – The side of the position to close.
  • Return type: OrderSide
  • Raises: ValueError – If position_side is FLAT or invalid.

commissions(self) → list​

Return the total commissions generated by the order.

  • Return type: list[Money]

contingency_type​

The orders contingency type.

  • Returns: ContingencyType

emulation_trigger​

The order emulation trigger type.

  • Returns: TriggerType

event_count​

Return the count of events applied to the order.

  • Return type: int

events​

Return the order events.

exec_algorithm_id​

The execution algorithm ID for the order.

  • Returns: ExecAlgorithmId or None

exec_algorithm_params​

The execution algorithm parameters for the order.

  • Returns: dict[str, Any] or None

exec_spawn_id​

The execution algorithm spawning client order ID.

  • Returns: ClientOrderId or None

filled_qty​

The order total filled quantity.

  • Returns: Quantity

has_activation_price​

Return whether the order has a activation_price property.

  • Return type: bool

has_price​

Return whether the order has a price property.

  • Return type: bool

has_trigger_price​

Return whether the order has a trigger_price property.

  • Return type: bool

info(self) → str​

Return a summary description of the order.

  • Return type: str

init_event​

Return the initialization event for the order.

init_id​

The event ID of the OrderInitialized event.

  • Returns: UUID4

instrument_id​

The order instrument ID.

  • Returns: InstrumentId

is_active_local​

Return whether the order is active and held in the local system.

An order is considered active local when its status is any of:

  • INITIALIZED
  • EMULATED
  • RELEASED
  • Return type: bool

is_aggressive​

Return whether the order is aggressive (order_type is MARKET).

  • Return type: bool

is_buy​

Return whether the order side is BUY.

  • Return type: bool

is_canceled​

Return whether current status is CANCELED.

  • Return type: bool

is_child_order​

Return whether the order has a parent order.

  • Return type: bool

is_closed​

Return whether the order is closed (lifecycle completed).

An order is considered closed when its status can no longer change. The possible statuses of closed orders include;

  • DENIED
  • REJECTED
  • CANCELED
  • EXPIRED
  • FILLED
  • Return type: bool

is_contingency​

Return whether the order has a contingency (contingency_type is not NO_CONTINGENCY).

  • Return type: bool

is_emulated​

Return whether the order is emulated and held in the local system.

  • Return type: bool

is_inflight​

Return whether the order is in-flight (order request sent to the trading venue).

An order is considered in-flight when its status is any of:

  • SUBMITTED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • Return type: bool

WARNING​

An emulated order is never considered in-flight.

is_open​

Return whether the order is open at the trading venue.

An order is considered open when its status is any of:

  • ACCEPTED
  • TRIGGERED
  • PENDING_UPDATE
  • PENDING_CANCEL
  • PARTIALLY_FILLED
  • Return type: bool

WARNING​

An emulated order is never considered open.

is_parent_order​

Return whether the order has at least one child order.

  • Return type: bool

is_passive​

Return whether the order is passive (order_type not MARKET).

  • Return type: bool

is_pending_cancel​

Return whether the current status is PENDING_CANCEL.

  • Return type: bool

is_pending_update​

Return whether the current status is PENDING_UPDATE.

  • Return type: bool

is_post_only​

If the order will only provide liquidity (make a market).

  • Returns: bool

is_primary​

Return whether the order is the primary for an execution algorithm sequence.

  • Return type: bool

is_quote_quantity​

If the order quantity is denominated in the quote currency.

  • Returns: bool

is_reduce_only​

If the order carries the ‘reduce-only’ execution instruction.

  • Returns: bool

is_sell​

Return whether the order side is SELL.

  • Return type: bool

is_spawned​

Return whether the order was spawned as part of an execution algorithm sequence.

  • Return type: bool

last_event​

Return the last event applied to the order.

last_trade_id​

The orders last trade match ID.

  • Returns: TradeId or None

leaves_qty​

The order total leaves quantity.

  • Returns: Quantity

linked_order_ids​

The orders linked client order ID(s).

  • Returns: list[ClientOrderId] or None

liquidity_side​

The order liquidity side.

  • Returns: LiquiditySide

static opposite_side(OrderSide side) → OrderSide​

Return the opposite order side from the given side.

  • Parameters: side (OrderSide {BUY, SELL}) – The original order side.
  • Return type: OrderSide
  • Raises: ValueError – If side is invalid.

order_list_id​

The order list ID associated with the order.

  • Returns: OrderListId or None

order_type​

The order type.

  • Returns: OrderType

parent_order_id​

The parent client order ID.

  • Returns: ClientOrderId or None

position_id​

The position ID associated with the order.

  • Returns: PositionId or None

quantity​

The order quantity.

  • Returns: Quantity

set_quote_quantity(self, bool value) → void​

side​

The order side.

  • Returns: OrderSide

side_string(self) → str​

Return the orders side as a string.

  • Return type: str

signed_decimal_qty(self)​

Return a signed decimal representation of the remaining quantity.

  • If the order is a BUY, the value is positive (e.g. Decimal(‘10.25’))
  • If the order is a SELL, the value is negative (e.g. Decimal(‘-10.25’))
  • Return type: Decimal

slippage​

The order total price slippage.

  • Returns: double

status​

Return the orders current status.

  • Return type: OrderStatus

status_string(self) → str​

Return the orders current status as a string.

  • Return type: str

strategy_id​

The strategy ID associated with the order.

  • Returns: StrategyId

symbol​

Return the orders ticker symbol.

tags​

The order custom user tags.

  • Returns: list[str] or None

tif_string(self) → str​

Return the orders time in force as a string.

  • Return type: str

time_in_force​

The order time in force.

  • Returns: TimeInForce

to_dict(self) → dict​

Return a dictionary representation of this object.

  • Return type: dict[str, object]

to_own_book_order(self) → nautilus_pyo3.OwnBookOrder​

Returns an own/user order representation of this order.

  • Return type: nautilus_pyo3.OwnBookOrder

trade_ids​

Return the trade match IDs.

trader_id​

The trader ID associated with the position.

  • Returns: TraderId

trigger_instrument_id​

The order emulation trigger instrument ID (will be instrument_id if None).

  • Returns: InstrumentId or None

ts_accepted​

UNIX timestamp (nanoseconds) when the order was accepted or first filled (zero unless accepted or filled).

  • Returns: uint64_t

ts_closed​

UNIX timestamp (nanoseconds) when the order closed / lifecycle completed (zero unless closed).

  • Returns: uint64_t

ts_init​

UNIX timestamp (nanoseconds) when the order was initialized.

  • Returns: uint64_t

ts_last​

UNIX timestamp (nanoseconds) when the last order event occurred.

  • Returns: uint64_t

ts_submitted​

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

  • Returns: uint64_t

type_string(self) → str​

Return the orders type as a string.

  • Return type: str

venue​

Return the orders trading venue.

venue_order_id​

The venue assigned order ID.

  • Returns: VenueOrderId or None

venue_order_ids​

Return the venue order IDs.

would_reduce_only(self, PositionSide position_side, Quantity position_qty) → bool​

Whether the current order would only reduce the given position if applied in full.

  • Parameters:
    • position_side (PositionSide {FLAT, LONG, SHORT}) – The side of the position to check against.
    • position_qty (Quantity) – The quantity of the position to check against.
  • Return type: bool
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