# Copyright 2019 The TensorTrade Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License
from tensortrade.orders.criteria import Criteria
from tensortrade.orders import TradeSide
[docs]class Limit(Criteria):
"""An order criteria that allows execution when the quote price for a
trading pair is at or below a specific price, hidden from the public order book."""
def __init__(self, limit_price: float):
self.limit_price = limit_price
[docs] def check(self, order: 'Order', exchange: 'Exchange') -> bool:
price = exchange.quote_price(order.pair)
buy_satisfied = (order.side == TradeSide.BUY and price <= self.limit_price)
sell_satisfied = (order.side == TradeSide.SELL and price >= self.limit_price)
return buy_satisfied or sell_satisfied
def __str__(self):
return '<Limit: price={0}>'.format(self.limit_price)