tensortrade.oms.orders.trade module

class tensortrade.oms.orders.trade.Trade(order_id: str, step: int, exchange_pair: ExchangePair, side: tensortrade.oms.orders.trade.TradeSide, trade_type: tensortrade.oms.orders.trade.TradeType, quantity: Quantity, price: float, commission: Quantity)

Bases: tensortrade.core.base.TimedIdentifiable

A trade object for use within trading environments.

__init__(order_id: str, step: int, exchange_pair: ExchangePair, side: tensortrade.oms.orders.trade.TradeSide, trade_type: tensortrade.oms.orders.trade.TradeType, quantity: Quantity, price: float, commission: Quantity)

Parameters:

• order_id – The id of the order that created the trade.
• step – The timestep the trade was made during the trading episode.
• exchange_pair – The exchange pair of instruments in the trade.
• BTC/USDT, ETH/BTC, ADA/BTC, AAPL/USD, NQ1!/USD, CAD/USD, etc) ((e.g.) –
• side – Whether the quote instrument is being bought or sold.
• BUY = trade the base_instrument for the quote_instrument in the pair. SELL = trade the quote_instrument for the base_instrument) ((e.g.) –
• size – The size of the core instrument in the trade.
• 1000 shares, 6.50 satoshis, 2.3 contracts, etc) ((e.g.) –
• price – The price paid per quote instrument in terms of the core instrument.
• 10000 represents $10,000.00 if the base_instrument is "USD") ((e.g.) –
• commission – The commission paid for the trade in terms of the core instrument.
• 10000 represents $10,000.00 if the base_instrument is "USD") –

base_instrument

commission

is_buy

is_limit_order

is_market_order

is_sell

price

quote_instrument

size

to_dict()

to_json()

class tensortrade.oms.orders.trade.TradeSide

Bases: enum.Enum

An enumeration.

BUY = 'buy'

SELL = 'sell'

instrument(pair: TradingPair) → Instrument

class tensortrade.oms.orders.trade.TradeType

Bases: enum.Enum

An enumeration.

LIMIT = 'limit'

MARKET = 'market'