tensortrade.oms.services.execution.simulated module

tensortrade.oms.services.execution.simulated.execute_buy_order(order: tensortrade.oms.orders.order.Order, base_wallet: tensortrade.oms.wallets.wallet.Wallet, quote_wallet: tensortrade.oms.wallets.wallet.Wallet, current_price: float, options: tensortrade.oms.exchanges.exchange.ExchangeOptions, clock: tensortrade.core.clock.Clock) → Union[None, tensortrade.oms.orders.trade.Trade][source]

Executes a buy order on the exchange.

Parameters:
  • order (Order) – The order that is being filled.
  • base_wallet (Wallet) – The wallet of the base instrument.
  • quote_wallet (Wallet) – The wallet of the quote instrument.
  • current_price (float) – The current price of the exchange pair.
  • options (ExchangeOptions) – The exchange options.
  • clock (Clock) – The clock for the trading process..
Returns:

Trade – The executed trade that was made.
tensortrade.oms.services.execution.simulated.execute_order(order: Order, base_wallet: Wallet, quote_wallet: Wallet, current_price: float, options: Options, clock: Clock) → Trade[source]

Executes an order on the exchange.

Parameters:
  • order (Order) – The order that is being filled.
  • base_wallet (Wallet) – The wallet of the base instrument.
  • quote_wallet (Wallet) – The wallet of the quote instrument.
  • current_price (float) – The current price of the exchange pair.
  • options (ExchangeOptions) – The exchange options.
  • clock (Clock) – The clock for the trading process..
Returns:

Trade – The executed trade that was made.
tensortrade.oms.services.execution.simulated.execute_sell_order(order: tensortrade.oms.orders.order.Order, base_wallet: tensortrade.oms.wallets.wallet.Wallet, quote_wallet: tensortrade.oms.wallets.wallet.Wallet, current_price: float, options: tensortrade.oms.exchanges.exchange.ExchangeOptions, clock: tensortrade.core.clock.Clock) → Union[None, tensortrade.oms.orders.trade.Trade][source]

Executes a sell order on the exchange.

Parameters:
  • order (Order) – The order that is being filled.
  • base_wallet (Wallet) – The wallet of the base instrument.
  • quote_wallet (Wallet) – The wallet of the quote instrument.
  • current_price (float) – The current price of the exchange pair.
  • options (ExchangeOptions) – The exchange options.
  • clock (Clock) – The clock for the trading process..
Returns:

Trade – The executed trade that was made.