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