Order

Constructors:

• Order(type, symbol, size, price=0.0, id="")

Properties:

• type
• symbol
• size
• price
• id
• timestamp

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Order(type, symbol, size, price=0.0, id="")

Parameters

• type : shift::Order::Type

  The type of the order. The possible values are:

  • shift.Order.LIMIT_BUY
  • shift.Order.LIMIT_SELL
  • shift.Order.MARKET_BUY
  • shift.Order.MARKET_SELL
  • shift.Order.CANCEL_BID
  • shift.Order.CANCEL_ASK

• symbol : str

  The symbol of the order.

• size : int

  The size of the order (1 size = 100 shares).

• price : float

  The price of the order. It is only required for market orders.

• id : str

  The id of the order. It is only required for the cancellation of orders.

Return Value

None

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