Structs§
- Account
- Asset
List - Bar
- Bar (cundle)
- BarEvent
- Canceled
Limit Order - Chart
- Cluster
- Cmd
- Configuration
- Filled
Limit Order - Filled
Market Order - Footprint
- Iid
- Iid - Instrument ID
- Manager
- Fasade class for operations with market data
- NewLimit
Order - NewMarket
Order - NewStop
Order - Operation
- Order
Event - Posted
Limit Order - Posted
Market Order - Posted
Stop Order - Quant
- Quantum
- Range
- Closed interval [from, till]
- Rejected
Limit Order - Rejected
Market Order - Rejected
Stop Order - Share
- Summary
- Tic
- TicEvent
- Timer
- Trade
List - Transaction
Enums§
- Action
- Asset
- Avin
Error - Category
- List for selecting the instrument category
- Direction
- Event
- Exchange
- List for selecting the instrument exchange
- Limit
Order - Market
Data - List for selecting the market data type
- Market
Order - Order
- Source
- List for selecting the source of downloading market data
- Stop
Order - Stop
Order Kind - Time
Frame - Trade
- Trade
Kind - Triggered
Stop Order
Constants§
Statics§
Functions§
- bisect_
left - bisect_
right - dt
- Convert timestamp nanos -> datetime UTC
- filter_
dt - Filter datetime in dataframe
- init_
logger - max
- min
- replace_
ts - Replace column ‘ts_nanos’ to ‘dt’ (naive UTC datetime)
- round
- round_
price - str_
to_ date - Return UTC datetime from user local date
- str_
to_ dt - Return UTC datetime from user local datetime
- sum
- ts
- Convert datetime UTC -> timestamp nanos