mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
38 lines
950 B
Python
38 lines
950 B
Python
from __future__ import annotations
|
|
|
|
from dataclasses import dataclass
|
|
from decimal import Decimal
|
|
|
|
import bbgo_pb2
|
|
|
|
from ..enums import OrderType
|
|
from ..enums import SideType
|
|
|
|
|
|
@dataclass
|
|
class SubmitOrder:
|
|
session: str
|
|
exchange: str
|
|
symbol: str
|
|
side: SideType
|
|
quantity: Decimal
|
|
order_type: OrderType
|
|
price: Decimal = None
|
|
stop_price: Decimal = None
|
|
client_order_id: str = None
|
|
group_id: int = None
|
|
|
|
def to_pb(self) -> bbgo_pb2.SubmitOrder:
|
|
return bbgo_pb2.SubmitOrder(
|
|
session=self.session,
|
|
exchange=self.exchange,
|
|
symbol=self.symbol,
|
|
side=self.side.value,
|
|
price=str(self.price or ""),
|
|
quantity=str(self.quantity or ""),
|
|
stop_price=str(self.stop_price or ""),
|
|
order_type=self.order_type.value,
|
|
client_order_id=self.client_order_id or "",
|
|
group_id=self.group_id or 0,
|
|
)
|