tensortrade.orders.trade module¶

class tensortrade.orders.trade.Trade(order_id, exchange_id, step, pair, side, trade_type, quantity, price, commission)[source]¶

Bases: tensortrade.base.core.TimedIdentifiable

A trade object for use within trading environments.

__init__(order_id, exchange_id, step, pair, side, trade_type, quantity, price, commission)[source]¶

Parameters:

order_id (str) – The id of the order that created the trade.
exchange_id (str) – The id of the exchange the trade was executed on.
step (int) – The timestep the trade was made during the trading episode.
pair (TradingPair) – The trading pair of the instruments in the trade.
BTC/USDT, ETH/BTC, ADA/BTC, AAPL/USD, NQ1!/USD, CAD/USD, etc) ((e.g.) –
side (TradeSide) – 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 base instrument in the trade.
1000 shares, 6.50 satoshis, 2.3 contracts, etc) ((e.g.) –
price (float) – The price paid per quote instrument in terms of the base instrument.
10000 represents $10,000.00 if the base_instrument is "USD") ((e.g.) –
commission (Quantity) – The commission paid for the trade in terms of the base instrument.
10000 represents $10,000.00 if the base_instrument is "USD") –

base_instrument¶

Return type:	Instrument

commission¶

Return type:	Quantity

is_buy¶

Return type:	`bool`

is_limit_order¶

Return type:	`bool`

is_market_order¶

Return type:	`bool`

is_sell¶

Return type:	`bool`

price¶

Return type:	`float`

quote_instrument¶

Return type:	Instrument

size¶

Return type:	`float`

to_dict()[source]¶

to_json()[source]¶

class tensortrade.orders.trade.TradeSide[source]¶

Bases: enum.Enum

An enumeration.

BUY = 'buy'¶

SELL = 'sell'¶

instrument(pair)[source]¶

Return type:	Instrument

class tensortrade.orders.trade.TradeType[source]¶

Bases: enum.Enum

An enumeration.

LIMIT = 'limit'¶

MARKET = 'market'¶