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38 lines
950 B
Python
38 lines
950 B
Python
from __future__ import annotations
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from dataclasses import dataclass
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from decimal import Decimal
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import bbgo_pb2
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from ..enums import OrderType
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from ..enums import SideType
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@dataclass
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class SubmitOrder:
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session: str
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exchange: str
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symbol: str
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side: SideType
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quantity: Decimal
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order_type: OrderType
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price: Decimal = None
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stop_price: Decimal = None
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client_order_id: str = None
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group_id: int = None
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def to_pb(self) -> bbgo_pb2.SubmitOrder:
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return bbgo_pb2.SubmitOrder(
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session=self.session,
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exchange=self.exchange,
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symbol=self.symbol,
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side=self.side.value,
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price=str(self.price or ""),
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quantity=str(self.quantity or ""),
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stop_price=str(self.stop_price or ""),
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order_type=self.order_type.value,
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client_order_id=self.client_order_id or "",
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group_id=self.group_id or 0,
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)
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