enums package

Submodules

enums.enums module

All the project enumerations are grouped here for simplicity.

class fastlob.enums.enums.OrderSide(*values)

Bases: Enum

The side of an order/limit, can be BID or ASK.

ASK = True

The ask (sell) side.

BID = False

The bid (buy) side.

static invert(side)

Invert the side and return it.

class fastlob.enums.enums.OrderStatus(*values)

Bases: Enum

The status of an order.

CANCELED = 5

Order canceled, can not be fully or partially filled anymore.

CREATED = 1

Order created but not in a limit queue or executed yet.

ERROR = 6

Set by the lob if the order can not be processed.

FILLED = 3

Order entirely filled, not in limit.

PARTIAL = 4

Order partially filled.

PENDING = 2

Order in line in limit to be filled but not modified in any ways yet.

static valid_states()

Returns the set of states in which an order is considered valid.

Return type:

set

class fastlob.enums.enums.OrderType(*values)

Bases: Enum

The type of the order, can be FOK, GTC or GTD.

FAKE = 4

Used when running lob with historical data.

FOK = 1

A fill or kill (FOK) order is a conditional order requiring the transaction to be executed immediately and to its full amount at a stated price. If any of the conditions are broken, then the order must be automatically canceled (kill) right away.

GTC = 2

A Good-Til-Cancelled (GTC) order is an order to buy or sell a stock that lasts until the order is completed or canceled.

GTD = 3

A Good-Til-Day (GTD) order is a type of order that is active until its specified date (UTC seconds timestamp), unless it has already been fulfilled or cancelled.

class fastlob.enums.enums.ResultType(*values)

Bases: Enum

The type of execution result.

CANCEL = 4

If the operation was an order cancellation.

ERROR = 5

If the query could not be processed by the lob.

LIMIT = 1

If the order was placed in a limit.

MARKET = 2

If the order was executed as market.

PARTIAL_MARKET = 3

If the order was partially executed as market, and then placed in limit.

in_limit()

True if the operation results in the order sitting in the limit.

Return type:

bool

Module contents

All the project enumerations are grouped here for simplicity.