from __future__ import annotations from dataclasses import dataclass from datetime import datetime import bbgo_pb2 from ..enums import OrderType from ..enums import SideType @dataclass class Order: exchange: str symbol: str order_id: str side: SideType order_type: OrderType price: float stop_price: float status: str quantity: float executed_quantity: float client_order_id: str group_id: int created_at: datetime @classmethod def from_pb(cls, obj: bbgo_pb2.Order) -> Order: return cls( exchange=obj.exchange, symbol=obj.symbol, order_id=obj.id, side=SideType.from_pb(obj.side), order_type=OrderType.from_pb(obj.order_type), price=float(obj.price), stop_price=float(obj.stop_price), status=obj.status, quantity=float(obj.quantity), executed_quantity=float(obj.executed_quantity), client_order_id=obj.client_order_id, group_id=obj.group_id, created_at=datetime.fromtimestamp(obj.created_at / 1000), )