bbgo_origin/python/bbgo/data/order.py
2022-04-13 23:20:57 +08:00

25 lines
471 B
Python

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