bbgo_origin/python/bbgo/data/order.py

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2022-04-13 06:00:28 +00:00
from dataclasses import dataclass
from datetime import datetime
from ..enums import OrderType
from ..enums import SideType
@dataclass
class Order:
order_id: str
side: SideType
order_type: OrderType
price: float
stop_price: float
average_price: float
status: str
market: str
created_at: datetime
volume: float
remaining_volume: float
executed_volume: float
trade_count: int
client_order_id: str
group_id: str