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a/develop/.doctrees/integrations/binance.doctree and b/develop/.doctrees/integrations/binance.doctree differ diff --git a/develop/.doctrees/integrations/ib.doctree b/develop/.doctrees/integrations/ib.doctree index 07cca7de3621..c4440851a185 100644 Binary files a/develop/.doctrees/integrations/ib.doctree and b/develop/.doctrees/integrations/ib.doctree differ diff --git a/develop/_sources/concepts/adapters.md.txt b/develop/_sources/concepts/adapters.md.txt index 3ba5e3e9b1ab..c1d11ab5b416 100644 --- a/develop/_sources/concepts/adapters.md.txt +++ b/develop/_sources/concepts/adapters.md.txt @@ -62,6 +62,8 @@ as configured: - All instruments are automatically loaded on start: ```python +from nautilus_trader.config import InstrumentProviderConfig + InstrumentProviderConfig(load_all=True) ``` @@ -124,6 +126,10 @@ cpdef void request_instrument(self, InstrumentId instrument_id, ClientId client_ The handler on the `ExecutionClient`: ```python +from nautilus_trader.core.uuid import UUID4 +from nautilus_trader.model.data import DataType +from nautilus_trader.model.identifiers import InstrumentId + # nautilus_trader/adapters/binance/spot/data.py def request_instrument(self, instrument_id: InstrumentId, correlation_id: UUID4): instrument: Optional[Instrument] = self._instrument_provider.find(instrument_id) diff --git a/develop/_sources/concepts/data.md.txt b/develop/_sources/concepts/data.md.txt index d8bb8f328448..0a70447ff902 100644 --- a/develop/_sources/concepts/data.md.txt +++ b/develop/_sources/concepts/data.md.txt @@ -130,6 +130,10 @@ The data catalog can be initialized from a `NAUTILUS_PATH` environment variable, The following example shows how to initialize a data catalog where there is pre-existing data already written to disk at the given path. ```python +import os +from nautilus_trader.persistence.catalog import ParquetDataCatalog + + CATALOG_PATH = os.getcwd() + "/catalog" # Create a new catalog instance @@ -159,6 +163,9 @@ Rust Arrow schema implementations and available for the follow data types (enhan ### Reading data Any stored data can then we read back into memory: ```python +from nautilus_trader.core.datetime import dt_to_unix_nanos +import pandas as pd + start = dt_to_unix_nanos(pd.Timestamp("2020-01-03", tz=pytz.utc)) end = dt_to_unix_nanos(pd.Timestamp("2020-01-04", tz=pytz.utc)) @@ -170,6 +177,9 @@ When running backtests in streaming mode with a `BacktestNode`, the data catalog The following example shows how to achieve this by initializing a `BacktestDataConfig` configuration object: ```python +from nautilus_trader.config import BacktestDataConfig +from nautilus_trader.model.data import OrderBookDelta + data_config = BacktestDataConfig( catalog_path=str(catalog.path), data_cls=OrderBookDelta, diff --git a/develop/_sources/concepts/execution.md.txt b/develop/_sources/concepts/execution.md.txt index 8ebf0f533ecc..e4462a63e319 100644 --- a/develop/_sources/concepts/execution.md.txt +++ b/develop/_sources/concepts/execution.md.txt @@ -159,6 +159,8 @@ Received orders will arrive via the following `on_order(...)` method. These rece know as "primary" (original) orders when being handled by an execution algorithm. ```python +from nautilus_trader.model.orders.base import Order + def on_order(self, order: Order) -> None: # noqa (too complex) """ Actions to be performed when running and receives an order. diff --git a/develop/_sources/concepts/instruments.md.txt b/develop/_sources/concepts/instruments.md.txt index e520fd78b3b9..2b95546e2b90 100644 --- a/develop/_sources/concepts/instruments.md.txt +++ b/develop/_sources/concepts/instruments.md.txt @@ -26,13 +26,18 @@ An incorrectly specified instrument may truncate data or otherwise produce surpr Generic test instruments can be instantiated through the `TestInstrumentProvider`: ```python +from nautilus_trader.test_kit.providers import TestInstrumentProvider + audusd = TestInstrumentProvider.default_fx_ccy("AUD/USD") ``` Exchange specific instruments can be discovered from live exchange data using an adapters `InstrumentProvider`: ```python -provider = BinanceInstrumentProvider( +from nautilus_trader.adapters.binance.spot.providers import BinanceSpotInstrumentProvider +from nautilus_trader.model.identifiers import InstrumentId + +provider = BinanceSpotInstrumentProvider( client=binance_http_client, logger=live_logger, ) @@ -45,6 +50,8 @@ instrument = provider.find(btcusdt) Or flexibly defined by the user through an `Instrument` constructor, or one of its more specific subclasses: ```python +from nautilus_trader.model.instruments import Instrument + instrument = Instrument(...) # <-- provide all necessary parameters ``` See the full instrument [API Reference](../api_reference/model/instruments.md). diff --git a/develop/_sources/concepts/logging.md.txt b/develop/_sources/concepts/logging.md.txt index 9ae31dbab046..caced0e9183e 100644 --- a/develop/_sources/concepts/logging.md.txt +++ b/develop/_sources/concepts/logging.md.txt @@ -68,6 +68,9 @@ The input value should be a dictionary of component ID strings to log level stri Below is an example of a trading node logging configuration that includes some of the options mentioned above: ```python +from nautilus_trader.config import LoggingConfig +from nautilus_trader.config import TradingNodeConfig + config_node = TradingNodeConfig( trader_id="TESTER-001", logging=LoggingConfig( diff --git a/develop/_sources/concepts/orders.md.txt b/develop/_sources/concepts/orders.md.txt index bd59817c05a7..e1a0672a13f6 100644 --- a/develop/_sources/concepts/orders.md.txt +++ b/develop/_sources/concepts/orders.md.txt @@ -133,6 +133,12 @@ In the following example we create a _Market_ order on the Interactive Brokers [ to BUY 100,000 AUD using USD: ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import MarketOrder + order: MarketOrder = self.order_factory.market( instrument_id=InstrumentId.from_str("AUD/USD.IDEALPRO"), order_side=OrderSide.BUY, @@ -152,6 +158,13 @@ In the following example we create a _Limit_ order on the Binance Futures Crypto contracts at a limit price of 5000 USDT, as a market maker. ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import LimitOrder + order: LimitOrder = self.order_factory.limit( instrument_id=InstrumentId.from_str("ETHUSDT-PERP.BINANCE"), order_side=OrderSide.SELL, @@ -176,6 +189,14 @@ In the following example we create a _Stop-Market_ order on the Binance Spot/Mar to SELL 1 BTC at a trigger price of 100,000 USDT, active until further notice: ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import StopMarketOrder + order: StopMarketOrder = self.order_factory.stop_market( instrument_id=InstrumentId.from_str("BTCUSDT.BINANCE"), order_side=OrderSide.SELL, @@ -198,6 +219,15 @@ In the following example we create a _Stop-Limit_ order on the Currenex FX ECN t once the market hits the trigger price of 1.30010 USD, active until midday 6th June, 2022 (UTC): ```python +import pandas as pd +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import StopLimitOrder + order: StopLimitOrder = self.order_factory.stop_limit( instrument_id=InstrumentId.from_str("GBP/USD.CURRENEX"), order_side=OrderSide.BUY, @@ -223,6 +253,12 @@ In the following example we create a _Market-To-Limit_ order on the Interactive to BUY 200,000 USD using JPY: ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import MarketToLimitOrder + order: MarketToLimitOrder = self.order_factory.market_to_limit( instrument_id=InstrumentId.from_str("USD/JPY.IDEALPRO"), order_side=OrderSide.BUY, @@ -246,6 +282,14 @@ In the following example we create a _Market-If-Touched_ order on the Binance Fu to SELL 10 ETHUSDT-PERP Perpetual Futures contracts at a trigger price of 10,000 USDT, active until further notice: ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import MarketIfTouchedOrder + order: MarketIfTouchedOrder = self.order_factory.market_if_touched( instrument_id=InstrumentId.from_str("ETHUSDT-PERP.BINANCE"), order_side=OrderSide.SELL, @@ -270,6 +314,15 @@ Binance Futures exchange at a limit price of 30_100 USDT (once the market hits t active until midday 6th June, 2022 (UTC): ```python +import pandas as pd +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import StopLimitOrder + order: StopLimitOrder = self.order_factory.limit_if_touched( instrument_id=InstrumentId.from_str("BTCUSDT-PERP.BINANCE"), order_side=OrderSide.BUY, @@ -296,6 +349,17 @@ In the following example we create a _Trailing-Stop-Market_ order on the Binance Perpetual Futures Contracts activating at a trigger price of 5000 USD, then trailing at an offset of 1% (in basis points) away from the current last traded price: ```python +import pandas as pd +from decimal import Decimal +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.enums import TrailingOffsetType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import TrailingStopMarketOrder + order: TrailingStopMarketOrder = self.order_factory.trailing_stop_market( instrument_id=InstrumentId.from_str("ETHUSD-PERP.BINANCE"), order_side=OrderSide.SELL, @@ -323,6 +387,17 @@ at a limit price of 0.72000 USD, activating at 0.71000 USD then trailing at a st away from the current ask price, active until further notice: ```python +import pandas as pd +from decimal import Decimal +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.enums import TrailingOffsetType +from nautilus_trader.model.identifiers import InstrumentId +from nautilus_trader.model.objects import Price +from nautilus_trader.model.objects import Quantity +from nautilus_trader.model.orders import TrailingStopLimitOrder + order: TrailingStopLimitOrder = self.order_factory.trailing_stop_limit( instrument_id=InstrumentId.from_str("AUD/USD.CURRENEX"), order_side=OrderSide.BUY, diff --git a/develop/_sources/concepts/strategies.md.txt b/develop/_sources/concepts/strategies.md.txt index 83c78dbc5f3b..6a8ce60e0e77 100644 --- a/develop/_sources/concepts/strategies.md.txt +++ b/develop/_sources/concepts/strategies.md.txt @@ -32,6 +32,8 @@ Since a trading strategy is a class which inherits from `Strategy`, you must def a constructor where you can handle initialization. Minimally the base/super class needs to be initialized: ```python +from nautilus_trader.trading.strategy import Strategy + class MyStrategy(Strategy): def __init__(self) -> None: super().__init__() # <-- the super class must be called to initialize the strategy @@ -75,6 +77,18 @@ These handlers deal with market data updates. You can use these handlers to define actions upon receiving new market data. ```python +from nautilus_trader.core.data import Data +from nautilus_trader.model.data import Bar +from nautilus_trader.model.data import QuoteTick +from nautilus_trader.model.data import TradeTick +from nautilus_trader.model.data.book import OrderBookDeltas +from nautilus_trader.model.data.status import InstrumentClose +from nautilus_trader.model.data.status import InstrumentStatus +from nautilus_trader.model.data.status import VenueStatus +from nautilus_trader.model.data.ticker import Ticker +from nautilus_trader.model.instruments import Instrument +from nautilus_trader.model.orderbook import OrderBook + def on_order_book_deltas(self, deltas: OrderBookDeltas) -> None: def on_order_book(self, order_book: OrderBook) -> None: def on_ticker(self, ticker: Ticker) -> None: @@ -99,6 +113,24 @@ Handlers in this category are triggered by events related to orders. 3. `on_event(...)` ```python +from nautilus_trader.model.events import OrderAccepted +from nautilus_trader.model.events import OrderCanceled +from nautilus_trader.model.events import OrderCancelRejected +from nautilus_trader.model.events import OrderDenied +from nautilus_trader.model.events import OrderEmulated +from nautilus_trader.model.events import OrderEvent +from nautilus_trader.model.events import OrderExpired +from nautilus_trader.model.events import OrderFilled +from nautilus_trader.model.events import OrderInitialized +from nautilus_trader.model.events import OrderModifyRejected +from nautilus_trader.model.events import OrderPendingCancel +from nautilus_trader.model.events import OrderPendingUpdate +from nautilus_trader.model.events import OrderRejected +from nautilus_trader.model.events import OrderReleased +from nautilus_trader.model.events import OrderSubmitted +from nautilus_trader.model.events import OrderTriggered +from nautilus_trader.model.events import OrderUpdated + def on_order_initialized(self, event: OrderInitialized) -> None: def on_order_denied(self, event: OrderDenied) -> None: def on_order_emulated(self, event: OrderEmulated) -> None: @@ -128,6 +160,11 @@ Handlers in this category are triggered by events related to positions. 3. `on_event(...)` ```python +from nautilus_trader.model.events import PositionChanged +from nautilus_trader.model.events import PositionClosed +from nautilus_trader.model.events import PositionEvent +from nautilus_trader.model.events import PositionOpened + def on_position_opened(self, event: PositionOpened) -> None: def on_position_changed(self, event: PositionChanged) -> None: def on_position_closed(self, event: PositionClosed) -> None: @@ -140,6 +177,8 @@ This handler will eventually receive all event messages which arrive at the stra which no other specific handler exists. ```python +from nautilus_trader.core.message import Event + def on_event(self, event: Event) -> None: ``` @@ -189,6 +228,8 @@ While there are multiple ways to obtain current timestamps, here are two commonl **UTC Timestamp:** This method returns a timezone-aware (UTC) timestamp: ```python +import pandas as pd + now: pd.Timestamp = self.clock.utc_now() ``` @@ -259,6 +300,14 @@ The following shows a general outline of available methods. #### Account and positional information ```python +import decimal + +from nautilus_trader.model.identifiers import Venue +from nautilus_trader.accounting.accounts.base import Account +from nautilus_trader.model.currency import Currency +from nautilus_trader.model.objects import Money +from nautilus_trader.model.identifiers import InstrumentId + def account(self, venue: Venue) -> Account def balances_locked(self, venue: Venue) -> dict[Currency, Money] @@ -316,6 +365,10 @@ The following examples show method implementations for a `Strategy`. This example submits a `LIMIT` BUY order for emulation (see [OrderEmulator](advanced/emulated_orders.md)): ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TriggerType +from nautilus_trader.model.orders import LimitOrder + def buy(self) -> None: """ Users simple buy method (example). @@ -337,6 +390,10 @@ It's possible to specify both order emulation, and an execution algorithm. This example submits a `MARKET` BUY order to a TWAP execution algorithm: ```python +from nautilus_trader.model.enums import OrderSide +from nautilus_trader.model.enums import TimeInForce +from nautilus_trader.model.identifiers import ExecAlgorithmId + def buy(self) -> None: """ Users simple buy method (example). @@ -444,4 +501,3 @@ example the above config would result in a strategy ID of `MyStrategy-001`. ```{tip} See the `StrategyId` [documentation](../api_reference/model/identifiers.md) for further details. ``` - diff --git a/develop/_sources/getting_started/installation.md.txt b/develop/_sources/getting_started/installation.md.txt index 6e2d8e3d5952..91f7ae5bea30 100644 --- a/develop/_sources/getting_started/installation.md.txt +++ b/develop/_sources/getting_started/installation.md.txt @@ -75,3 +75,4 @@ To install a binary wheel from GitHub, first navigate to the [latest release](ht Download the appropriate `.whl` for your operating system and Python version, then run: pip install .whl + \ No newline at end of file diff --git a/develop/_sources/integrations/betfair.md.txt b/develop/_sources/integrations/betfair.md.txt index e71ba17d4871..6ae6938739ee 100644 --- a/develop/_sources/integrations/betfair.md.txt +++ b/develop/_sources/integrations/betfair.md.txt @@ -16,6 +16,8 @@ data and execution clients. To achieve this, add a `BETFAIR` section to your cli configuration(s): ```python +from nautilus_trader.config import TradingNodeConfig + config = TradingNodeConfig( ..., # Omitted data_clients={ @@ -41,6 +43,10 @@ config = TradingNodeConfig( Then, create a `TradingNode` and add the client factories: ```python +from nautilus_trader.adapters.betfair.factories import BetfairLiveDataClientFactory +from nautilus_trader.adapters.betfair.factories import BetfairLiveExecClientFactory +from nautilus_trader.live.node import TradingNode + # Instantiate the live trading node with a configuration node = TradingNode(config=config) diff --git a/develop/_sources/integrations/binance.md.txt b/develop/_sources/integrations/binance.md.txt index 77a7c1152649..d37a745931db 100644 --- a/develop/_sources/integrations/binance.md.txt +++ b/develop/_sources/integrations/binance.md.txt @@ -70,6 +70,8 @@ data and execution clients. To achieve this, add a `BINANCE` section to your cli configuration(s): ```python +from nautilus_trader.live.node import TradingNode + config = TradingNodeConfig( ..., # Omitted data_clients={ @@ -98,6 +100,10 @@ config = TradingNodeConfig( Then, create a `TradingNode` and add the client factories: ```python +from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory +from nautilus_trader.adapters.binance.factories import BinanceLiveExecClientFactory +from nautilus_trader.live.node import TradingNode + # Instantiate the live trading node with a configuration node = TradingNode(config=config) @@ -197,6 +203,8 @@ configure the provider to not log the warnings, as per the client configuration example below: ```python +from nautilus_trader.config import InstrumentProviderConfig + instrument_provider=InstrumentProviderConfig( load_all=True, log_warnings=False, @@ -218,6 +226,10 @@ You can subscribe to `BinanceFuturesMarkPriceUpdate` (included funding rating in data streams by subscribing in the following way from your actor or strategy: ```python +from nautilus_trader.adapters.binance.futures.types import BinanceFuturesMarkPriceUpdate +from nautilus_trader.model.data import DataType +from nautilus_trader.model.identifiers import ClientId + # In your `on_start` method self.subscribe_data( data_type=DataType(BinanceFuturesMarkPriceUpdate, metadata={"instrument_id": self.instrument.id}), @@ -230,6 +242,8 @@ objects to your `on_data` method. You will need to check the type, as this method acts as a flexible handler for all custom/generic data. ```python +from nautilus_trader.core.data import Data + def on_data(self, data: Data): # First check the type of data if isinstance(data, BinanceFuturesMarkPriceUpdate): diff --git a/develop/_sources/integrations/ib.md.txt b/develop/_sources/integrations/ib.md.txt index ef2622b6befd..4cc5bd9a2e98 100644 --- a/develop/_sources/integrations/ib.md.txt +++ b/develop/_sources/integrations/ib.md.txt @@ -26,6 +26,11 @@ queries below for common use cases Example config: ```python +from nautilus_trader.adapters.interactive_brokers.common import IBContract +from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersDataClientConfig +from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersInstrumentProviderConfig +from nautilus_trader.config import TradingNodeConfig + config_node = TradingNodeConfig( data_clients={ "IB": InteractiveBrokersDataClientConfig( @@ -56,6 +61,9 @@ configuration(s) and set the environment variables to your TWS (Traders Workstat ```python import os +from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersExecClientConfig +from nautilus_trader.config import TradingNodeConfig + config = TradingNodeConfig( data_clients={ @@ -65,7 +73,7 @@ config = TradingNodeConfig( ... # Omitted }, exec_clients = { - "IB": InteractiveBrokersExecutionClientConfig( + "IB": InteractiveBrokersExecClientConfig( username=os.getenv("TWS_USERNAME"), password=os.getenv("TWS_PASSWORD"), ... # Omitted @@ -77,6 +85,9 @@ config = TradingNodeConfig( Then, create a `TradingNode` and add the client factories: ```python +from nautilus_trader.adapters.interactive_brokers.factories import InteractiveBrokersLiveDataClientFactory +from nautilus_trader.adapters.interactive_brokers.factories import InteractiveBrokersLiveExecClientFactory + # Instantiate the live trading node with a configuration node = TradingNode(config=config) diff --git a/develop/api_reference/adapters/interactive_brokers.html b/develop/api_reference/adapters/interactive_brokers.html index 88cd3eb1b7ac..fbd222c0c832 100644 --- a/develop/api_reference/adapters/interactive_brokers.html +++ b/develop/api_reference/adapters/interactive_brokers.html @@ -10699,7 +10699,7 @@

at - 0x7f7cc9bbfc10> + 0x7f941b9c6550> = diff --git a/develop/concepts/adapters.html b/develop/concepts/adapters.html index 5b5944e23db3..c064c0f45867 100644 --- a/develop/concepts/adapters.html +++ b/develop/concepts/adapters.html @@ -949,7 +949,9 @@

- 
InstrumentProviderConfig(load_all=True)
+            
from nautilus_trader.config import InstrumentProviderConfig
+
+InstrumentProviderConfig(load_all=True)
@@ -1154,7 +1156,11 @@

- 
# nautilus_trader/adapters/binance/spot/data.py
+             
from nautilus_trader.core.uuid import UUID4
+from nautilus_trader.model.data import DataType
+from nautilus_trader.model.identifiers import InstrumentId
+
+# nautilus_trader/adapters/binance/spot/data.py
 def request_instrument(self, instrument_id: InstrumentId, correlation_id: UUID4):
     instrument: Optional[Instrument] = self._instrument_provider.find(instrument_id)
     if instrument is None:
diff --git a/develop/concepts/data.html b/develop/concepts/data.html
index c525af1deb4a..ca00e97c3ef4 100644
--- a/develop/concepts/data.html
+++ b/develop/concepts/data.html
@@ -1361,7 +1361,11 @@ 

           

           

            

-            
CATALOG_PATH = os.getcwd() + "/catalog"
+            
import os
+from nautilus_trader.persistence.catalog import ParquetDataCatalog
+
+
+CATALOG_PATH = os.getcwd() + "/catalog"
 
 # Create a new catalog instance
 catalog = ParquetDataCatalog(CATALOG_PATH)
@@ -1476,7 +1480,10 @@ 

           

           

            

-            
start = dt_to_unix_nanos(pd.Timestamp("2020-01-03", tz=pytz.utc))
+            
from nautilus_trader.core.datetime import dt_to_unix_nanos
+import pandas as pd
+
+start = dt_to_unix_nanos(pd.Timestamp("2020-01-03", tz=pytz.utc))
 end =  dt_to_unix_nanos(pd.Timestamp("2020-01-04", tz=pytz.utc))
 
 deltas = catalog.order_book_deltas(instrument_ids=[instrument.id.value], start=start, end=end)
@@ -1511,7 +1518,10 @@ 

           

           

            

-            
data_config = BacktestDataConfig(
+            
from nautilus_trader.config import BacktestDataConfig
+from nautilus_trader.model.data import OrderBookDelta
+
+data_config = BacktestDataConfig(
     catalog_path=str(catalog.path),
     data_cls=OrderBookDelta,
     instrument_id=instrument.id.value,
diff --git a/develop/concepts/execution.html b/develop/concepts/execution.html
index 0111f6ddd903..3ea685d759de 100644
--- a/develop/concepts/execution.html
+++ b/develop/concepts/execution.html
@@ -1315,7 +1315,9 @@ 

           

           

            

-            
def on_order(self, order: Order) -> None:  # noqa (too complex)
+            
from nautilus_trader.model.orders.base import Order
+
+def on_order(self, order: Order) -> None:  # noqa (too complex)
     """
     Actions to be performed when running and receives an order.
 
diff --git a/develop/concepts/instruments.html b/develop/concepts/instruments.html
index f3329cf5e076..e1033ddb62cc 100644
--- a/develop/concepts/instruments.html
+++ b/develop/concepts/instruments.html
@@ -928,7 +928,9 @@ 

          

          

           

-           
audusd = TestInstrumentProvider.default_fx_ccy("AUD/USD")
+           
from nautilus_trader.test_kit.providers import TestInstrumentProvider
+
+audusd = TestInstrumentProvider.default_fx_ccy("AUD/USD")
 

           

          

@@ -943,7 +945,10 @@ 

          

          

           

-           
provider = BinanceInstrumentProvider(
+           
from nautilus_trader.adapters.binance.spot.providers import BinanceSpotInstrumentProvider
+from nautilus_trader.model.identifiers import InstrumentId
+
+provider = BinanceSpotInstrumentProvider(
     client=binance_http_client,
     logger=live_logger,
 )
@@ -965,7 +970,9 @@ 

          

          

           

-           
instrument = Instrument(...)  # <-- provide all necessary parameters
+           
from nautilus_trader.model.instruments import Instrument
+
+instrument = Instrument(...)  # <-- provide all necessary parameters
 

           

          

diff --git a/develop/concepts/logging.html b/develop/concepts/logging.html
index 80cd736f8c01..dee7661b2e7f 100644
--- a/develop/concepts/logging.html
+++ b/develop/concepts/logging.html
@@ -1021,7 +1021,10 @@ 

           

           

            

-            
config_node = TradingNodeConfig(
+            
from nautilus_trader.config import LoggingConfig
+from nautilus_trader.config import TradingNodeConfig
+
+config_node = TradingNodeConfig(
     trader_id="TESTER-001",
     logging=LoggingConfig(
         log_level="INFO",
diff --git a/develop/concepts/orders.html b/develop/concepts/orders.html
index 843ea0542322..fa1ab81355fb 100644
--- a/develop/concepts/orders.html
+++ b/develop/concepts/orders.html
@@ -1555,7 +1555,13 @@ 

           

           

            

-            
order: MarketOrder = self.order_factory.market(
+            
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import MarketOrder
+
+order: MarketOrder = self.order_factory.market(
     instrument_id=InstrumentId.from_str("AUD/USD.IDEALPRO"),
     order_side=OrderSide.BUY,
     quantity=Quantity.from_int(100_000),
@@ -1597,7 +1603,14 @@ 

           

           

            

-            
order: LimitOrder = self.order_factory.limit(
+            
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import LimitOrder
+
+order: LimitOrder = self.order_factory.limit(
     instrument_id=InstrumentId.from_str("ETHUSDT-PERP.BINANCE"),
     order_side=OrderSide.SELL,
     quantity=Quantity.from_int(20),
@@ -1648,7 +1661,15 @@ 

           

           

            

-            
order: StopMarketOrder = self.order_factory.stop_market(
+            
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import StopMarketOrder
+
+order: StopMarketOrder = self.order_factory.stop_market(
     instrument_id=InstrumentId.from_str("BTCUSDT.BINANCE"),
     order_side=OrderSide.SELL,
     quantity=Quantity.from_int(1),
@@ -1697,7 +1718,16 @@ 

           

           

            

-            
order: StopLimitOrder = self.order_factory.stop_limit(
+            
import pandas as pd
+from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import StopLimitOrder
+
+order: StopLimitOrder = self.order_factory.stop_limit(
     instrument_id=InstrumentId.from_str("GBP/USD.CURRENEX"),
     order_side=OrderSide.BUY,
     quantity=Quantity.from_int(50_000),
@@ -1753,7 +1783,13 @@ 

           

           

            

-            
order: MarketToLimitOrder = self.order_factory.market_to_limit(
+            
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import MarketToLimitOrder
+
+order: MarketToLimitOrder = self.order_factory.market_to_limit(
     instrument_id=InstrumentId.from_str("USD/JPY.IDEALPRO"),
     order_side=OrderSide.BUY,
     quantity=Quantity.from_int(200_000),
@@ -1802,7 +1838,15 @@ 

           

           

            

-            
order: MarketIfTouchedOrder = self.order_factory.market_if_touched(
+            
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import MarketIfTouchedOrder
+
+order: MarketIfTouchedOrder = self.order_factory.market_if_touched(
     instrument_id=InstrumentId.from_str("ETHUSDT-PERP.BINANCE"),
     order_side=OrderSide.SELL,
     quantity=Quantity.from_int(10),
@@ -1852,7 +1896,16 @@ 

           

           

            

-            
order: StopLimitOrder = self.order_factory.limit_if_touched(
+            
import pandas as pd
+from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import StopLimitOrder
+
+order: StopLimitOrder = self.order_factory.limit_if_touched(
     instrument_id=InstrumentId.from_str("BTCUSDT-PERP.BINANCE"),
     order_side=OrderSide.BUY,
     quantity=Quantity.from_int(5),
@@ -1904,7 +1957,18 @@ 

           

           

            

-            
order: TrailingStopMarketOrder = self.order_factory.trailing_stop_market(
+            
import pandas as pd
+from decimal import Decimal
+from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.enums import TrailingOffsetType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import TrailingStopMarketOrder
+
+order: TrailingStopMarketOrder = self.order_factory.trailing_stop_market(
     instrument_id=InstrumentId.from_str("ETHUSD-PERP.BINANCE"),
     order_side=OrderSide.SELL,
     quantity=Quantity.from_int(10),
@@ -1957,7 +2021,18 @@ 

           

           

            

-            
order: TrailingStopLimitOrder = self.order_factory.trailing_stop_limit(
+            
import pandas as pd
+from decimal import Decimal
+from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.enums import TrailingOffsetType
+from nautilus_trader.model.identifiers import InstrumentId
+from nautilus_trader.model.objects import Price
+from nautilus_trader.model.objects import Quantity
+from nautilus_trader.model.orders import TrailingStopLimitOrder
+
+order: TrailingStopLimitOrder = self.order_factory.trailing_stop_limit(
     instrument_id=InstrumentId.from_str("AUD/USD.CURRENEX"),
     order_side=OrderSide.BUY,
     quantity=Quantity.from_int(1_250_000),
diff --git a/develop/concepts/strategies.html b/develop/concepts/strategies.html
index ca56ff73b4ac..78066f6634c1 100644
--- a/develop/concepts/strategies.html
+++ b/develop/concepts/strategies.html
@@ -1006,7 +1006,9 @@ 

          

          

           

-           
class MyStrategy(Strategy):
+           
from nautilus_trader.trading.strategy import Strategy
+
+class MyStrategy(Strategy):
     def __init__(self) -> None:
         super().__init__()  # <-- the super class must be called to initialize the strategy
 

@@ -1113,7 +1115,19 @@ 

            

            

             

-             
def on_order_book_deltas(self, deltas: OrderBookDeltas) -> None:
+             
from nautilus_trader.core.data import Data
+from nautilus_trader.model.data import Bar
+from nautilus_trader.model.data import QuoteTick
+from nautilus_trader.model.data import TradeTick
+from nautilus_trader.model.data.book import OrderBookDeltas
+from nautilus_trader.model.data.status import InstrumentClose
+from nautilus_trader.model.data.status import InstrumentStatus
+from nautilus_trader.model.data.status import VenueStatus
+from nautilus_trader.model.data.ticker import Ticker
+from nautilus_trader.model.instruments import Instrument
+from nautilus_trader.model.orderbook import OrderBook
+
+def on_order_book_deltas(self, deltas: OrderBookDeltas) -> None:
 def on_order_book(self, order_book: OrderBook) -> None:
 def on_ticker(self, ticker: Ticker) -> None:
 def on_quote_tick(self, tick: QuoteTick) -> None:
@@ -1184,7 +1198,25 @@ 

            
            

             

-             
def on_order_initialized(self, event: OrderInitialized) -> None:
+             
from nautilus_trader.model.events import OrderAccepted
+from nautilus_trader.model.events import OrderCanceled
+from nautilus_trader.model.events import OrderCancelRejected
+from nautilus_trader.model.events import OrderDenied
+from nautilus_trader.model.events import OrderEmulated
+from nautilus_trader.model.events import OrderEvent
+from nautilus_trader.model.events import OrderExpired
+from nautilus_trader.model.events import OrderFilled
+from nautilus_trader.model.events import OrderInitialized
+from nautilus_trader.model.events import OrderModifyRejected
+from nautilus_trader.model.events import OrderPendingCancel
+from nautilus_trader.model.events import OrderPendingUpdate
+from nautilus_trader.model.events import OrderRejected
+from nautilus_trader.model.events import OrderReleased
+from nautilus_trader.model.events import OrderSubmitted
+from nautilus_trader.model.events import OrderTriggered
+from nautilus_trader.model.events import OrderUpdated
+
+def on_order_initialized(self, event: OrderInitialized) -> None:
 def on_order_denied(self, event: OrderDenied) -> None:
 def on_order_emulated(self, event: OrderEmulated) -> None:
 def on_order_released(self, event: OrderReleased) -> None:
@@ -1260,7 +1292,12 @@ 

            
            

             

-             
def on_position_opened(self, event: PositionOpened) -> None:
+             
from nautilus_trader.model.events import PositionChanged
+from nautilus_trader.model.events import PositionClosed
+from nautilus_trader.model.events import PositionEvent
+from nautilus_trader.model.events import PositionOpened
+
+def on_position_opened(self, event: PositionOpened) -> None:
 def on_position_changed(self, event: PositionChanged) -> None:
 def on_position_closed(self, event: PositionClosed) -> None:
 def on_position_event(self, event: PositionEvent) -> None:  # All position event messages are eventually passed to this handler
@@ -1281,7 +1318,9 @@ 

            

            

             

-             
def on_event(self, event: Event) -> None:
+             
from nautilus_trader.core.message import Event
+
+def on_event(self, event: Event) -> None:
 

             

            

@@ -1399,7 +1438,9 @@ 

            

            

             

-             
now: pd.Timestamp = self.clock.utc_now()
+             
import pandas as pd
+
+now: pd.Timestamp = self.clock.utc_now()
 

             

            

@@ -1581,7 +1622,15 @@ 

            

            

             

-             
def account(self, venue: Venue) -> Account
+             
import decimal
+
+from nautilus_trader.model.identifiers import Venue
+from nautilus_trader.accounting.accounts.base import Account
+from nautilus_trader.model.currency import Currency
+from nautilus_trader.model.objects import Money
+from nautilus_trader.model.identifiers import InstrumentId
+
+def account(self, venue: Venue) -> Account
 
 def balances_locked(self, venue: Venue) -> dict[Currency, Money]
 def margins_init(self, venue: Venue) -> dict[Currency, Money]
@@ -1814,7 +1863,11 @@ 

            

            

             

-             
    def buy(self) -> None:
+             
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TriggerType
+from nautilus_trader.model.orders import LimitOrder
+
+    def buy(self) -> None:
         """
         Users simple buy method (example).
         """
@@ -1849,7 +1902,11 @@ 

            

            

             

-             
    def buy(self) -> None:
+             
from nautilus_trader.model.enums import OrderSide
+from nautilus_trader.model.enums import TimeInForce
+from nautilus_trader.model.identifiers import ExecAlgorithmId
+
+    def buy(self) -> None:
         """
         Users simple buy method (example).
         """
diff --git a/develop/core/nautilus_backtest/engine/fn.time_event_accumulator_advance_clock.html b/develop/core/nautilus_backtest/engine/fn.time_event_accumulator_advance_clock.html
index 94c6c9f00de8..34e88fa661f4 100644
--- a/develop/core/nautilus_backtest/engine/fn.time_event_accumulator_advance_clock.html
+++ b/develop/core/nautilus_backtest/engine/fn.time_event_accumulator_advance_clock.html
@@ -1,7 +1,7 @@
 time_event_accumulator_advance_clock in nautilus_backtest::engine - Rust
Function nautilus_backtest::engine::time_event_accumulator_advance_clock
source · 
#[no_mangle]
 pub extern "C" fn time_event_accumulator_advance_clock(
     accumulator: &mut TimeEventAccumulatorAPI,
-    clock: &mut TestClock_API,
+    clock: &mut TestClock_API,
     to_time_ns: UnixNanos,
     set_time: u8
 )

\ No newline at end of file
diff --git a/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulator.html b/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulator.html
index a2664912f516..536deea2ed3b 100644
--- a/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulator.html
+++ b/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulator.html
@@ -2,11 +2,11 @@
 
Implementations§
source§
impl TimeEventAccumulator
source
pub fn new() -> Self
Initializes a new TimeEventAccumulator instance.

 
source
pub fn advance_clock(
     &mut self,
-    clock: &mut TestClock,
+    clock: &mut TestClock,
     to_time_ns: UnixNanos,
     set_time: bool
 )
Advance the given clock to the to_time_ns.

-
source
pub fn drain(&mut self) -> Vec<TimeEventHandler>
Drain the accumulated time event handlers in sorted order (by the events ts_event).

+
source
pub fn drain(&mut self) -> Vec<TimeEventHandler>
Drain the accumulated time event handlers in sorted order (by the events ts_event).

 
Trait Implementations§
source§
impl Default for TimeEventAccumulator
source§
fn default() -> Self
Returns the “default value” for a type. Read more
Auto Trait Implementations§
Blanket Implementations§
source§
impl<T> Any for Twhere
     T: 'static + ?Sized,
source§
fn type_id(&self) -> TypeId
Gets the TypeId of self. Read more
source§
impl<T> Borrow<T> for Twhere
     T: ?Sized,
source§
fn borrow(&self) -> &T
Immutably borrows from an owned value. Read more
source§
impl<T> BorrowMut<T> for Twhere
diff --git a/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulatorAPI.html b/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulatorAPI.html
index 1da3108a914b..69081a261c35 100644
--- a/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulatorAPI.html
+++ b/develop/core/nautilus_backtest/engine/struct.TimeEventAccumulatorAPI.html
@@ -1,10 +1,10 @@
 TimeEventAccumulatorAPI in nautilus_backtest::engine - Rust
Struct nautilus_backtest::engine::TimeEventAccumulatorAPI
source · 
#[repr(C)]
pub struct TimeEventAccumulatorAPI(/* private fields */);
Methods from Deref<Target = TimeEventAccumulator>§
source
pub fn advance_clock(
     &mut self,
-    clock: &mut TestClock,
+    clock: &mut TestClock,
     to_time_ns: UnixNanos,
     set_time: bool
 )
Advance the given clock to the to_time_ns.

-
source
pub fn drain(&mut self) -> Vec<TimeEventHandler>
Drain the accumulated time event handlers in sorted order (by the events ts_event).

+
source
pub fn drain(&mut self) -> Vec<TimeEventHandler>
Drain the accumulated time event handlers in sorted order (by the events ts_event).

 
Trait Implementations§
source§
impl Deref for TimeEventAccumulatorAPI
§
type Target = TimeEventAccumulator
The resulting type after dereferencing.
source§
fn deref(&self) -> &Self::Target
Dereferences the value.
source§
impl DerefMut for TimeEventAccumulatorAPI
source§
fn deref_mut(&mut self) -> &mut Self::Target
Mutably dereferences the value.
Auto Trait Implementations§
Blanket Implementations§
source§
impl<T> Any for Twhere
     T: 'static + ?Sized,
source§
fn type_id(&self) -> TypeId
Gets the TypeId of self. Read more
source§
impl<T> Borrow<T> for Twhere
     T: ?Sized,
source§
fn borrow(&self) -> &T
Immutably borrows from an owned value. Read more
source§
impl<T> BorrowMut<T> for Twhere
diff --git a/develop/integrations/betfair.html b/develop/integrations/betfair.html
index d5d87b5bddc8..bf193c8fe811 100644
--- a/develop/integrations/betfair.html
+++ b/develop/integrations/betfair.html
@@ -818,7 +818,9 @@ 

          

          

           

-           
config = TradingNodeConfig(
+           
from nautilus_trader.config import TradingNodeConfig
+
+config = TradingNodeConfig(
     ...,  # Omitted 
     data_clients={
         "BETFAIR": {
@@ -852,7 +854,11 @@ 

          

          

           

-           
# Instantiate the live trading node with a configuration
+           
from nautilus_trader.adapters.betfair.factories import BetfairLiveDataClientFactory
+from nautilus_trader.adapters.betfair.factories import BetfairLiveExecClientFactory
+from nautilus_trader.live.node import TradingNode
+
+# Instantiate the live trading node with a configuration
 node = TradingNode(config=config)
 
 # Register the client factories with the node
diff --git a/develop/integrations/binance.html b/develop/integrations/binance.html
index ecfe286c5a9e..de76c0f4f3cd 100644
--- a/develop/integrations/binance.html
+++ b/develop/integrations/binance.html
@@ -1383,7 +1383,9 @@ 

          

          

           

-           
config = TradingNodeConfig(
+           
from nautilus_trader.live.node import TradingNode
+
+config = TradingNodeConfig(
     ...,  # Omitted
     data_clients={
         "BINANCE": {
@@ -1420,7 +1422,11 @@ 

          

          

           

-           
# Instantiate the live trading node with a configuration
+           
from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory
+from nautilus_trader.adapters.binance.factories import BinanceLiveExecClientFactory
+from nautilus_trader.live.node import TradingNode
+
+# Instantiate the live trading node with a configuration
 node = TradingNode(config=config)
 
 # Register the client factories with the node
@@ -1796,7 +1802,9 @@ 

           

           

            

-            
instrument_provider=InstrumentProviderConfig(
+            
from nautilus_trader.config import InstrumentProviderConfig
+
+instrument_provider=InstrumentProviderConfig(
     load_all=True,
     log_warnings=False,
 )
@@ -1845,7 +1853,11 @@ 

           

           

            

-            
# In your `on_start` method
+            
from nautilus_trader.adapters.binance.futures.types import BinanceFuturesMarkPriceUpdate
+from nautilus_trader.model.data import DataType
+from nautilus_trader.model.identifiers import ClientId
+
+# In your `on_start` method
 self.subscribe_data(
     data_type=DataType(BinanceFuturesMarkPriceUpdate, metadata={"instrument_id": self.instrument.id}),
     client_id=ClientId("BINANCE"),
@@ -1871,7 +1883,9 @@ 

           

           

            

-            
def on_data(self, data: Data):
+            
from nautilus_trader.core.data import Data
+
+def on_data(self, data: Data):
     # First check the type of data
     if isinstance(data, BinanceFuturesMarkPriceUpdate):
         # Do something with the data
diff --git a/develop/integrations/ib.html b/develop/integrations/ib.html
index 22a3cdf95ad0..2f02738f30a0 100644
--- a/develop/integrations/ib.html
+++ b/develop/integrations/ib.html
@@ -929,7 +929,12 @@ 

          

          

           

-           
config_node = TradingNodeConfig(
+           
from nautilus_trader.adapters.interactive_brokers.common import IBContract
+from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersDataClientConfig
+from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersInstrumentProviderConfig
+from nautilus_trader.config import TradingNodeConfig
+
+config_node = TradingNodeConfig(
     data_clients={
         "IB": InteractiveBrokersDataClientConfig(
             instrument_provider=InteractiveBrokersInstrumentProviderConfig(
@@ -1147,6 +1152,9 @@ 

          

           

            
import os
+from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersExecClientConfig
+from nautilus_trader.config import TradingNodeConfig
+
 
 config = TradingNodeConfig(
     data_clients={
@@ -1156,7 +1164,7 @@ 

             ...  # Omitted
     },
     exec_clients = {
-        "IB": InteractiveBrokersExecutionClientConfig(
+        "IB": InteractiveBrokersExecClientConfig(
             username=os.getenv("TWS_USERNAME"),
             password=os.getenv("TWS_PASSWORD"),
             ...  # Omitted
@@ -1177,7 +1185,10 @@ 

          

          

           

-           
# Instantiate the live trading node with a configuration
+           
from nautilus_trader.adapters.interactive_brokers.factories import InteractiveBrokersLiveDataClientFactory
+from nautilus_trader.adapters.interactive_brokers.factories import InteractiveBrokersLiveExecClientFactory
+
+# Instantiate the live trading node with a configuration
 node = TradingNode(config=config)
 
 # Register the client factories with the node
diff --git a/develop/searchindex.js b/develop/searchindex.js
index 3fe4fca60e14..66531da42cfc 100644
--- a/develop/searchindex.js
+++ b/develop/searchindex.js
@@ -1 +1 @@
-Search.setIndex({"docnames": ["api_reference/accounting", "api_reference/adapters/betfair", "api_reference/adapters/binance", "api_reference/adapters/index", "api_reference/adapters/interactive_brokers", "api_reference/analysis", "api_reference/backtest", "api_reference/cache", "api_reference/common", "api_reference/config", "api_reference/core", "api_reference/data", "api_reference/execution", "api_reference/index", "api_reference/indicators", "api_reference/infrastructure", "api_reference/live", "api_reference/model/currency", "api_reference/model/data", "api_reference/model/events", "api_reference/model/identifiers", "api_reference/model/index", "api_reference/model/instruments", "api_reference/model/objects", "api_reference/model/orderbook", "api_reference/model/orders", "api_reference/model/position", "api_reference/model/tick_scheme", "api_reference/msgbus", "api_reference/persistence", "api_reference/portfolio", "api_reference/risk", "api_reference/serialization", "api_reference/system", "api_reference/trading", "concepts/adapters", "concepts/advanced/actors", "concepts/advanced/advanced_orders", "concepts/advanced/custom_data", "concepts/advanced/emulated_orders", "concepts/advanced/index", "concepts/advanced/portfolio_statistics", "concepts/advanced/synthetic_instruments", "concepts/architecture", "concepts/backtesting", "concepts/data", "concepts/execution", "concepts/index", "concepts/instruments", "concepts/logging", "concepts/orders", "concepts/overview", "concepts/strategies", "developer_guide/coding_standards", "developer_guide/cython", "developer_guide/environment_setup", "developer_guide/index", "developer_guide/packaged_data", "developer_guide/rust", "developer_guide/testing", "getting_started/index", "getting_started/installation", "getting_started/quickstart", "index", "integrations/betfair", "integrations/binance", "integrations/ib", "integrations/index", "rust", "tutorials/backtest_high_level", "tutorials/backtest_low_level", "tutorials/index"], "filenames": ["api_reference/accounting.md", "api_reference/adapters/betfair.md", "api_reference/adapters/binance.md", "api_reference/adapters/index.md", "api_reference/adapters/interactive_brokers.md", "api_reference/analysis.md", "api_reference/backtest.md", "api_reference/cache.md", "api_reference/common.md", "api_reference/config.md", "api_reference/core.md", "api_reference/data.md", "api_reference/execution.md", "api_reference/index.md", "api_reference/indicators.md", "api_reference/infrastructure.md", "api_reference/live.md", "api_reference/model/currency.md", "api_reference/model/data.md", "api_reference/model/events.md", "api_reference/model/identifiers.md", "api_reference/model/index.md", "api_reference/model/instruments.md", "api_reference/model/objects.md", "api_reference/model/orderbook.md", "api_reference/model/orders.md", "api_reference/model/position.md", "api_reference/model/tick_scheme.md", "api_reference/msgbus.md", "api_reference/persistence.md", "api_reference/portfolio.md", "api_reference/risk.md", "api_reference/serialization.md", "api_reference/system.md", "api_reference/trading.md", "concepts/adapters.md", "concepts/advanced/actors.md", "concepts/advanced/advanced_orders.md", "concepts/advanced/custom_data.md", "concepts/advanced/emulated_orders.md", "concepts/advanced/index.md", "concepts/advanced/portfolio_statistics.md", "concepts/advanced/synthetic_instruments.md", "concepts/architecture.md", "concepts/backtesting.md", "concepts/data.md", "concepts/execution.md", "concepts/index.md", "concepts/instruments.md", "concepts/logging.md", "concepts/orders.md", "concepts/overview.md", "concepts/strategies.md", "developer_guide/coding_standards.md", "developer_guide/cython.md", "developer_guide/environment_setup.md", "developer_guide/index.md", "developer_guide/packaged_data.md", "developer_guide/rust.md", "developer_guide/testing.md", "getting_started/index.md", "getting_started/installation.md", "getting_started/quickstart.md", "index.md", "integrations/betfair.md", "integrations/binance.md", "integrations/ib.md", "integrations/index.md", "rust.md", "tutorials/backtest_high_level.md", "tutorials/backtest_low_level.md", "tutorials/index.md"], "titles": ["Accounting", "Betfair", "Binance", "Adapters", "Interactive Brokers", "Analysis", "Backtest", "Cache", "Common", "Config", "Core", "Data", "Execution", "Python API", "Indicators", "Infrastructure", "Live", "Currency", "Data", "Events", "Identifiers", "Model", "Instruments", "Objects", "Order Book", "Orders", "Position", "Tick Scheme", "Message Bus", "Persistence", "Portfolio", "Risk", "Serialization", "System", "Trading", "Adapters", "Actors", "Advanced Orders", "Custom/Generic Data", "Emulated Orders", "Advanced", "Portfolio Statistics", "Synthetic Instruments", "Architecture", "Backtesting", "Data", "Execution", "Concepts", "Instruments", "Logging", "Orders", "Overview", "Strategies", "Coding Standards", "Cython", "Environment Setup", "Developer Guide", "Packaged Data", "Rust", "Testing", "Getting Started", "Installation", "Quickstart", "NautilusTrader Documentation", "Betfair", "Binance", "Interactive Brokers", "Integrations", "Rust API", "Backtest (high-level API)", "Backtest (low-level API)", "Tutorials"], "terms": {"The": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71], "subpackag": [0, 3, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 21, 28, 29, 30, 31, 32, 34, 35, 43, 47, 51], "defin": [0, 2, 7, 10, 14, 18, 19, 21, 22, 23, 24, 27, 32, 34, 38, 41, 42, 43, 44, 45, 46, 47, 48, 50, 51, 52, 62, 65], "both": [0, 1, 2, 4, 8, 10, 11, 12, 15, 16, 22, 25, 28, 31, 34, 37, 41, 43, 47, 48, 49, 51, 52, 54, 56, 63, 65, 67], "differ": [0, 8, 12, 13, 14, 16, 18, 22, 29, 34, 37, 40, 43, 45, 50, 52, 62, 63, 65, 68, 70], "type": [0, 4, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 28, 29, 31, 32, 33, 34, 35, 38, 45, 46, 47, 48, 52, 53, 54, 56, 58, 62, 66, 67, 68, 70], "manag": [0, 1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 20, 26, 30, 31, 34, 36, 42, 43, 44, 47, 50, 51, 61, 65], "machineri": [0, 43], "There": [0, 34, 39, 41, 43, 46, 48, 49, 51, 52, 53, 59, 62, 64, 65, 66], "i": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 69, 70], "also": [0, 4, 6, 7, 8, 12, 16, 28, 29, 34, 36, 37, 39, 41, 42, 43, 45, 46, 48, 50, 51, 52, 53, 58, 59, 61, 62, 63, 65, 70], "an": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 27, 28, 29, 31, 32, 33, 34, 35, 36, 37, 38, 39, 42, 43, 45, 46, 48, 49, 50, 51, 52, 53, 56, 58, 59, 62, 63, 65, 66, 67, 69, 70], "exchangeratecalcul": 0, "calcul": [0, 5, 6, 7, 10, 14, 19, 22, 24, 26, 28, 30, 31, 41, 42], "exchang": [0, 1, 2, 3, 4, 6, 7, 8, 9, 11, 12, 16, 17, 19, 20, 27, 31, 34, 37, 43, 48, 50, 52, 62, 64, 65, 66, 67, 70], "rate": [0, 2, 4, 5, 6, 7, 8, 9, 14, 16, 22, 31, 41, 48, 62, 65], "between": [0, 2, 9, 11, 12, 14, 16, 22, 27, 29, 33, 42, 43, 45, 46, 47, 48, 50, 51, 58, 62, 65], "fx": [0, 6, 22, 34, 48, 50, 51, 62, 66, 69], "crypto": [0, 2, 4, 17, 22, 27, 48, 50, 51, 65, 66, 67], "pair": [0, 4, 22, 46, 48, 52, 65, 66, 69, 70], "accountmanag": 0, "mainli": [0, 29, 43], "us": [0, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 16, 17, 18, 19, 22, 23, 25, 28, 29, 30, 31, 32, 34, 35, 37, 38, 39, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 52, 53, 54, 55, 56, 57, 58, 59, 61, 62, 63, 64, 65, 66, 67, 68, 70, 71], "from": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 31, 32, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 45, 46, 48, 50, 51, 52, 53, 54, 57, 58, 59, 60, 62, 63, 65, 68, 69, 70, 71], "portfolio": [0, 5, 6, 9, 12, 13, 16, 31, 33, 34, 40, 43, 46, 49, 51, 63, 70], "oper": [0, 8, 10, 11, 12, 15, 29, 30, 34, 42, 43, 44, 46, 48, 49, 51, 56, 61, 63, 71], "accountfactori": 0, "support": [0, 4, 6, 16, 29, 39, 42, 43, 45, 46, 47, 48, 50, 51, 52, 54, 61, 63, 65, 67], "custom": [0, 2, 6, 8, 9, 12, 19, 25, 28, 34, 35, 40, 42, 43, 45, 46, 49, 51, 65, 70], "specif": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 25, 27, 29, 30, 31, 32, 34, 35, 37, 43, 44, 45, 46, 47, 48, 50, 52, 56, 58, 61, 63, 67, 71], "integr": [0, 1, 2, 3, 4, 7, 8, 12, 16, 24, 35, 43, 45, 47, 48, 51, 59, 61, 64, 65, 66, 68], "These": [0, 8, 12, 14, 19, 25, 37, 38, 41, 42, 43, 45, 46, 50, 52, 56, 59, 65, 71], "can": [0, 1, 2, 3, 4, 6, 7, 8, 9, 11, 12, 13, 14, 15, 16, 19, 20, 22, 23, 24, 25, 26, 28, 29, 30, 31, 32, 34, 35, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 57, 58, 59, 62, 63, 65, 66, 68, 69, 70], "regist": [0, 1, 2, 4, 5, 6, 8, 9, 11, 12, 16, 17, 22, 28, 32, 34, 41, 45, 46, 52, 62, 64, 65, 66], "factori": [0, 8, 9, 14, 16, 34, 35, 48, 64, 65, 66], "instanti": [0, 19, 32, 35, 44, 46, 48, 52, 64, 65, 66, 69, 70], "when": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 22, 24, 25, 26, 29, 33, 34, 37, 38, 39, 43, 44, 45, 46, 48, 50, 51, 52, 53, 54, 58, 59, 61, 62, 64, 65, 66, 67, 69], "accountst": [0, 1, 2, 4, 6, 12, 16, 19, 30], "event": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 22, 24, 25, 26, 28, 29, 30, 31, 32, 33, 34, 38, 39, 43, 45, 46, 47, 49, 51, 62, 63], "receiv": [0, 6, 8, 11, 12, 14, 16, 20, 28, 31, 34, 35, 38, 43, 46, 48, 49, 52, 54, 62, 64, 65, 66], "class": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 41, 43, 45, 46, 47, 48, 49, 50, 51, 52, 54, 62, 63, 64, 65, 66, 68], "cashaccount": 0, "bool": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 24, 25, 26, 28, 29, 30, 31, 32, 33, 34, 52], "calculate_account_st": 0, "fals": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 25, 26, 29, 30, 32, 34, 39, 50, 52, 53, 65], "base": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 38, 39, 41, 42, 43, 45, 46, 47, 48, 49, 50, 51, 52, 62], "provid": [0, 3, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 19, 24, 25, 28, 29, 30, 31, 32, 33, 34, 36, 42, 43, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 60, 62, 63, 65, 67, 68, 69, 70], "cash": [0, 4, 6, 9, 12, 16, 22, 48, 51, 62, 70], "paramet": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 37, 39, 43, 44, 46, 48, 49, 50, 52, 53, 62, 69, 70], "initi": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 16, 18, 19, 22, 23, 24, 25, 26, 30, 31, 34, 38, 44, 46, 48, 50, 52, 62, 67], "state": [0, 1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 14, 15, 16, 19, 21, 24, 30, 31, 33, 34, 38, 39, 51, 67, 70], "option": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 22, 23, 25, 27, 28, 29, 31, 32, 33, 34, 35, 37, 41, 44, 46, 48, 49, 50, 51, 52, 53, 54, 61, 62, 64, 65, 66, 70], "If": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 37, 39, 43, 47, 49, 52, 58, 59, 62, 63, 65, 66], "should": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 24, 25, 27, 29, 31, 32, 33, 34, 37, 39, 47, 48, 49, 52, 53, 55, 59, 62, 65, 67, 69, 70], "order": [0, 1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 15, 16, 18, 19, 20, 22, 23, 26, 28, 29, 30, 31, 33, 34, 36, 38, 40, 41, 42, 43, 44, 45, 48, 56, 62, 64, 66, 67, 70], "fill": [0, 1, 2, 4, 5, 6, 7, 12, 16, 19, 24, 25, 26, 34, 37, 50], "rais": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 31, 32, 33, 34, 43, 52, 59, 62], "valueerror": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 31, 33, 34, 43], "account_typ": [0, 1, 2, 4, 6, 9, 12, 16, 19, 35, 62, 65, 69, 70], "equal": [0, 1, 2, 4, 5, 6, 8, 12, 14, 18, 22, 23, 24, 25, 26, 28, 31, 34, 50], "appli": [0, 1, 2, 4, 8, 9, 24, 25, 26, 30, 36, 48, 50, 53], "self": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 34, 35, 38, 39, 40, 41, 42, 46, 48, 50, 52, 54, 62, 65], "void": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16, 22, 24, 25, 26, 27, 28, 30, 31, 32, 34, 35, 54], "given": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 34, 35, 45, 46, 48, 50, 63, 66, 67], "account_id": [0, 1, 2, 4, 6, 7, 12, 15, 16, 19, 25, 26], "id": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 20, 22, 23, 24, 25, 26, 28, 29, 30, 31, 33, 34, 35, 39, 45, 46, 48, 49, 50, 52, 55, 62, 65, 67, 69, 70], "base_curr": [0, 1, 2, 4, 6, 9, 12, 16, 19, 22, 26, 62, 64, 69, 70], "system": [0, 1, 2, 4, 6, 7, 8, 9, 12, 13, 16, 18, 19, 20, 21, 25, 26, 28, 29, 30, 34, 38, 39, 44, 45, 46, 47, 48, 50, 51, 52, 54, 55, 56, 58, 61, 62, 63, 65, 67, 68, 70, 71], "method": [0, 1, 2, 4, 6, 7, 8, 11, 12, 13, 14, 16, 18, 19, 29, 30, 31, 32, 33, 34, 35, 36, 38, 39, 41, 43, 44, 45, 46, 47, 48, 50, 51, 52, 53, 56, 59, 62, 63, 65, 69, 70], "intend": [0, 6, 8, 10, 12, 28, 30, 34, 46, 50, 52], "call": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 16, 28, 31, 33, 34, 35, 38, 41, 46, 48, 52, 54, 58, 59, 70], "user": [0, 6, 8, 12, 13, 14, 19, 25, 28, 34, 38, 40, 43, 44, 45, 46, 47, 48, 51, 52, 62, 65, 67, 68, 69], "code": [0, 1, 2, 4, 6, 7, 8, 12, 13, 15, 17, 34, 35, 39, 46, 51, 54, 55, 56, 58, 63, 68, 69], "balanc": [0, 1, 2, 4, 5, 6, 12, 16, 19, 23, 30, 52, 62], "currenc": [0, 1, 2, 4, 5, 6, 7, 8, 9, 12, 15, 16, 19, 22, 23, 25, 26, 30, 31, 34, 41, 51, 52, 62, 66, 70], "none": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 38, 39, 41, 43, 46, 48, 50, 52, 53, 62, 65, 70], "accountbal": [0, 1, 2, 4, 6, 12, 16, 19, 23], "return": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 38, 39, 41, 45, 46, 52, 54, 59, 62, 65, 67], "current": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 13, 14, 16, 19, 24, 25, 26, 29, 30, 31, 33, 34, 35, 39, 45, 48, 49, 50, 53, 59, 61, 62, 67, 68, 69, 71], "total": [0, 5, 7, 11, 12, 16, 18, 19, 22, 23, 24, 25, 26, 30, 31, 46, 52], "For": [0, 5, 6, 8, 12, 23, 24, 28, 29, 34, 38, 41, 42, 45, 46, 48, 49, 50, 51, 52, 53, 55, 59, 61, 62, 65, 69, 70, 71], "multi": [0, 1, 2, 4, 5, 6, 8, 11, 12, 16, 19, 49, 51, 65, 67, 68, 70], "specifi": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 16, 17, 23, 25, 33, 34, 35, 46, 48, 49, 50, 52, 58, 61, 65, 66, 70], "queri": [0, 1, 2, 4, 6, 7, 12, 16, 28, 29, 30, 34, 46, 62, 64], "default": [0, 1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 15, 16, 17, 18, 19, 22, 23, 24, 25, 27, 29, 32, 33, 34, 39, 41, 42, 43, 44, 46, 49, 50, 51, 53, 62, 65, 69, 70], "set": [0, 4, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 26, 29, 30, 31, 34, 37, 38, 39, 43, 44, 46, 49, 50, 52, 53, 57, 58, 60, 62, 63, 64, 65, 66, 69], "applic": [0, 1, 4, 6, 8, 9, 12, 14, 18, 19, 22, 26, 29, 34, 50, 51, 67], "inform": [0, 1, 2, 4, 6, 8, 12, 16, 18, 19, 22, 30, 47, 48, 53, 54, 56, 62, 63, 64, 65, 66, 71], "rather": [0, 8, 53], "than": [0, 6, 8, 9, 10, 12, 17, 18, 22, 23, 24, 25, 28, 29, 32, 34, 45, 53], "monei": [0, 1, 2, 4, 5, 6, 7, 12, 15, 16, 19, 22, 23, 25, 26, 30, 31, 52, 70], "zero": [0, 7, 14, 23, 24, 25, 26, 28, 50, 62], "amount": [0, 23, 52, 58, 67, 70], "balance_fre": 0, "free": [0, 23, 56, 58, 68, 69], "balance_impact": 0, "instrument": [0, 1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 15, 16, 18, 19, 20, 23, 24, 25, 26, 27, 29, 30, 31, 32, 34, 40, 45, 46, 50, 51, 52, 64, 65, 69, 70], "quantiti": [0, 1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 19, 22, 23, 24, 25, 26, 31, 34, 37, 42, 46, 51, 52, 62, 69], "price": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 18, 19, 22, 23, 24, 25, 26, 27, 31, 34, 42, 45, 50, 51, 52, 65, 69], "ordersid": [0, 1, 2, 4, 6, 7, 8, 12, 16, 18, 19, 24, 25, 26, 34, 42, 46, 50, 52, 62], "order_sid": [0, 1, 2, 4, 6, 8, 12, 16, 19, 24, 25, 34, 42, 50, 52, 62], "balance_lock": 0, "lock": [0, 23, 30, 37], "balance_tot": 0, "dict": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 23, 25, 26, 29, 30, 31, 32, 34, 46, 49, 52, 62, 66, 69], "balances_fre": 0, "balances_lock": [0, 30, 52], "balances_tot": 0, "nautilu": [0, 4, 6, 7, 9, 19, 20, 29, 32, 33, 35, 37, 38, 43, 44, 45, 46, 47, 48, 50, 51, 52, 62, 63, 64, 65, 69, 70, 71], "calculate_balance_lock": 0, "side": [0, 1, 2, 4, 6, 7, 8, 10, 12, 16, 18, 19, 20, 24, 25, 26, 28, 34, 46, 62], "use_quote_for_invers": [0, 22], "result": [0, 5, 6, 8, 10, 12, 22, 26, 34, 37, 38, 42, 43, 44, 48, 52, 53, 62, 63, 65, 69, 70], "quot": [0, 1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 16, 18, 19, 22, 24, 25, 26, 30, 31, 34, 39, 42, 48, 51, 62, 65, 69], "standard": [0, 9, 10, 14, 22, 25, 26, 43, 48, 50, 56, 58, 62, 63, 65, 67], "invers": [0, 22, 26], "bui": [0, 1, 2, 4, 6, 8, 12, 16, 18, 19, 25, 26, 42, 50, 52, 62], "sell": [0, 1, 2, 4, 6, 8, 12, 16, 18, 19, 25, 26, 50, 62], "instead": [0, 2, 22, 49, 54], "calculate_commiss": 0, "last_qti": [0, 1, 2, 4, 6, 12, 16, 19], "last_px": [0, 1, 2, 4, 6, 12, 16, 19, 22], "liquiditysid": [0, 1, 2, 4, 6, 12, 16, 19, 25], "liquidity_sid": [0, 1, 2, 4, 6, 12, 16, 19, 25], "commiss": [0, 1, 2, 4, 6, 12, 16, 19, 25, 26, 31], "gener": [0, 1, 2, 3, 4, 5, 6, 7, 9, 10, 11, 12, 13, 14, 15, 16, 18, 19, 21, 22, 25, 26, 28, 34, 35, 40, 41, 42, 43, 45, 46, 48, 50, 53, 56, 58, 59, 65, 68, 70, 71], "transact": 0, "maker": [0, 1, 2, 4, 6, 12, 16, 19, 22, 50], "taker": [0, 1, 2, 4, 6, 12, 16, 19, 22], "liquid": [0, 1, 2, 4, 6, 8, 12, 16, 19, 22, 25, 48, 50], "no_liquidity_sid": [0, 1, 2, 4, 6, 12, 16, 19], "calculate_pnl": [0, 26], "orderfil": [0, 1, 2, 4, 6, 12, 16, 19, 25, 26, 34, 52], "posit": [0, 1, 2, 4, 5, 6, 7, 8, 9, 12, 14, 15, 16, 18, 19, 20, 22, 23, 25, 30, 31, 34, 37, 41, 48, 50, 51, 62, 65], "list": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 16, 18, 19, 20, 22, 24, 25, 26, 27, 28, 29, 32, 34, 35, 39, 43, 44, 45, 46, 51, 52, 62, 69, 70], "pnl": [0, 5, 9, 15, 19, 26, 30, 41], "doe": [0, 6, 8, 12, 14, 22, 23, 25, 28, 31, 34, 45, 52, 53, 62, 68], "includ": [0, 2, 5, 6, 7, 8, 9, 10, 11, 12, 13, 18, 19, 20, 24, 25, 26, 28, 29, 31, 34, 37, 38, 39, 41, 42, 43, 44, 46, 48, 49, 50, 51, 52, 54, 59, 61, 62, 64, 65, 66, 70], "ani": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 16, 19, 20, 21, 23, 25, 28, 29, 30, 31, 32, 33, 34, 35, 39, 40, 41, 42, 45, 46, 47, 48, 50, 51, 52, 53, 55, 58, 59, 62, 63, 69], "clear_balance_lock": 0, "instrumentid": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 18, 19, 20, 22, 23, 24, 25, 26, 30, 31, 34, 35, 42, 46, 48, 50, 52, 62, 66], "instrument_id": [0, 1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 15, 16, 18, 19, 22, 23, 24, 25, 26, 29, 30, 31, 34, 35, 42, 45, 46, 48, 50, 52, 62, 65, 69, 70], "clear": [0, 1, 6, 7, 12, 15, 18, 24, 30, 34, 50, 53, 69], "event_count": [0, 12, 16, 25, 26, 31], "count": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 22, 24, 25, 26, 28, 29, 31], "int": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 22, 23, 24, 25, 26, 27, 28, 29, 31, 33, 34, 38, 46, 52, 54, 62], "all": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 19, 20, 22, 24, 25, 28, 29, 30, 31, 32, 33, 34, 35, 38, 39, 42, 45, 46, 48, 50, 51, 52, 53, 54, 55, 58, 59, 61, 65, 66, 67, 68, 69, 70], "accountid": [0, 1, 2, 4, 6, 7, 12, 15, 16, 19, 20, 25, 26], "is_cash_account": 0, "is_margin_account": 0, "margin": [0, 1, 2, 4, 6, 9, 12, 16, 19, 22, 23, 30, 37, 50, 51, 62, 65, 69], "is_unleverag": 0, "last_ev": [0, 25, 26], "last": [0, 2, 5, 6, 7, 8, 11, 12, 14, 15, 18, 19, 22, 24, 25, 26, 34, 39, 46, 50, 51, 52, 59, 70], "starting_bal": [0, 6, 9, 62, 69, 70], "start": [0, 1, 2, 4, 6, 8, 9, 10, 11, 12, 14, 16, 27, 29, 31, 33, 34, 35, 45, 52, 61, 62, 64, 65, 66, 69, 70], "accounttyp": [0, 1, 2, 4, 6, 12, 16, 19, 70], "update_balance_lock": 0, "updat": [0, 1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 15, 16, 18, 19, 24, 30, 31, 34, 39, 45, 48, 50, 52, 57, 62, 64, 65], "margin_init": [0, 22, 23, 48], "neg": [0, 4, 6, 8, 12, 14, 17, 18, 19, 22, 23, 25, 26, 28, 29, 31, 34], "0": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 34, 37, 41, 46, 48, 50, 62, 69, 70], "update_bal": 0, "allow_zero": 0, "true": [0, 1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 20, 26, 30, 34, 35, 50, 52, 62, 65, 66, 69], "guarante": [0, 7, 25, 26, 43, 58, 68], "everi": [0, 4, 6, 9, 43, 50, 52], "therefor": [0, 15, 34, 59, 65], "we": [0, 1, 34, 38, 42, 45, 47, 50, 51, 52, 53, 54, 55, 56, 58, 61, 62, 65, 68, 69, 70], "onli": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 18, 19, 24, 25, 28, 29, 30, 31, 33, 34, 35, 39, 42, 43, 45, 48, 51, 52, 55, 61, 65, 69, 70], "ar": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 16, 18, 19, 23, 25, 28, 29, 30, 31, 32, 34, 35, 37, 38, 39, 40, 41, 42, 43, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 58, 59, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71], "allow": [0, 2, 4, 8, 12, 22, 31, 32, 34, 35, 37, 38, 42, 43, 47, 50, 51, 62, 63, 64, 66, 69, 70, 71], "just": [0, 10, 11, 12, 42, 43, 46, 47, 58, 59, 69, 70], "asset": [0, 2, 6, 9, 12, 14, 16, 22, 23, 47, 48, 51, 65], "empti": [0, 1, 2, 4, 6, 8, 9, 10, 12, 16, 18, 19, 22, 24, 25, 29, 34, 41, 53], "update_commiss": 0, "which": [0, 1, 2, 3, 4, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 20, 24, 25, 26, 28, 30, 31, 32, 34, 35, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 48, 49, 50, 51, 52, 53, 54, 55, 56, 58, 59, 61, 62, 64, 65, 66, 67, 69, 70], "repres": [0, 1, 2, 4, 6, 8, 9, 10, 11, 12, 13, 14, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 34, 38, 42, 45, 46, 47, 48, 62, 68], "credit": 0, "marginaccount": 0, "calculate_margin_init": 0, "calculate_margin_maint": 0, "positionsid": [0, 7, 12, 19, 25, 26, 34, 62], "mainten": [0, 22, 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33, 34, 39, 42, 43, 46, 48, 61, 62], "loggeradapt": [0, 1, 6, 8, 12, 16, 29, 33, 34], "log": [0, 1, 2, 4, 6, 7, 9, 11, 12, 14, 16, 28, 31, 33, 34, 35, 50, 52, 54, 62, 65, 67, 70], "clock": [0, 1, 2, 4, 6, 11, 12, 16, 28, 30, 31, 33, 34, 35, 42, 46], "function": [0, 6, 8, 10, 12, 13, 14, 29, 30, 34, 38, 40, 43, 44, 47, 50, 51, 52, 53, 56, 58, 63, 65, 67], "read": [0, 4, 6, 7, 8, 12, 16, 24, 30, 33, 34, 37, 40, 43, 48, 54, 62, 70], "logger": [0, 1, 2, 4, 6, 7, 8, 11, 12, 15, 16, 28, 29, 30, 31, 33, 34, 35, 47, 48, 49, 54], "api": [1, 2, 3, 4, 12, 16, 28, 34, 35, 37, 39, 42, 43, 45, 47, 48, 49, 50, 51, 52, 56], "spot": [1, 9, 12, 16, 22, 35, 42, 48, 50, 65, 67, 70], "bet": [1, 22, 48, 51, 64, 67], "betfairhttpcli": 1, "usernam": [1, 4, 9, 64, 66], "password": [1, 4, 9, 64, 66], "app_kei": [1, 64], "http": [1, 2, 3, 4, 5, 6, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 20, 22, 23, 24, 25, 29, 31, 34, 37, 54, 57, 61, 62, 65, 69], "async": [1, 2, 4, 8, 12, 16, 33], "keep_al": 1, "renew": 1, 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34, 40, 43, 44, 45, 48, 51, 53, 54, 55, 56, 60, 61, 62, 63, 68], "org": [1, 2, 4, 5, 6, 8, 9, 10, 11, 12, 16, 18, 20, 22, 24, 31, 34, 57, 61], "dev": [1, 2, 4, 5, 6, 8, 9, 11, 12, 16, 18, 22, 24, 31, 34, 55, 61], "pep": [1, 2, 4, 5, 6, 8, 9, 11, 12, 16, 18, 22, 24, 31, 34], "3155": [1, 2, 4, 5, 6, 8, 9, 11, 12, 16, 18, 22, 24, 31, 34], "json": [1, 2, 4, 5, 6, 8, 9, 45, 48, 49, 51], "byte": [1, 2, 4, 6, 7, 8, 9, 12, 15, 32, 34, 52], "serial": [1, 2, 4, 6, 7, 9, 13, 15, 43, 45, 46, 48, 51, 52], "encod": [1, 2, 4, 6, 9, 45], "pars": [1, 2, 4, 6, 9, 17, 18, 20, 23, 35, 38, 65], "raw": [1, 2, 4, 5, 6, 9, 14, 18, 22, 23, 34, 35, 44, 45, 48, 62, 67, 70, 71], "decod": [1, 2, 4, 6, 9], "cl": [1, 2, 4, 6, 8, 9, 11, 12, 16, 18, 22, 24, 31, 32, 34], "valid": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 17, 18, 19, 20, 22, 25, 27, 28, 31, 33, 34, 42, 46, 48, 64, 65, 66], "whether": [1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 14, 16, 17, 18, 19, 20, 25, 26, 29, 30, 31, 34, 39, 43, 47, 50, 53, 64, 65, 66], 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65, 67, 68, 70], "while": [1, 2, 4, 6, 8, 11, 12, 14, 16, 31, 34, 44, 45, 46, 51, 52, 66], "on_degrad": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "except": [1, 2, 4, 6, 8, 10, 11, 12, 16, 25, 31, 34, 42, 52, 54, 59], "rerais": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "remain": [1, 2, 4, 6, 8, 11, 12, 16, 25, 31, 34, 37, 45, 46, 50, 54], "do": [1, 2, 4, 6, 8, 11, 12, 16, 20, 28, 31, 34, 35, 38, 43, 53, 62, 63, 65, 68, 69, 70, 71], "overrid": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 17, 31, 32, 34, 48], "thi": [1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 19, 20, 21, 22, 23, 24, 25, 26, 28, 29, 31, 32, 33, 34, 35, 36, 37, 38, 39, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 58, 59, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71], "chang": [1, 2, 4, 5, 6, 8, 9, 11, 12, 13, 14, 16, 18, 19, 22, 25, 27, 28, 31, 34, 48, 51, 52, 53, 55, 58, 59, 63, 68, 71], "disconnect": [1, 2, 4, 9, 11, 12, 16], "dispos": [1, 2, 4, 6, 8, 11, 12, 16, 31, 33, 34, 70], "on_dispos": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52, 62], "fault": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "multipl": [1, 2, 4, 6, 8, 11, 12, 14, 16, 29, 31, 33, 34, 42, 44, 45, 46, 47, 51, 53, 62, 69, 70], "time": [1, 2, 4, 5, 6, 8, 9, 10, 11, 12, 14, 16, 18, 19, 24, 25, 28, 29, 31, 33, 34, 37, 41, 42, 43, 51, 57, 58, 59, 62, 65, 68, 70], "same": [1, 2, 4, 6, 8, 9, 11, 12, 16, 18, 19, 28, 29, 31, 33, 34, 37, 39, 45, 48, 49, 51, 52, 58, 63, 67, 70], "effect": [1, 2, 4, 6, 8, 11, 12, 16, 28, 31, 33, 34, 43, 45], "onc": [1, 2, 4, 6, 8, 11, 12, 16, 20, 25, 28, 31, 33, 34, 39, 44, 46, 50, 52, 55, 69, 70], "idempot": [1, 2, 4, 6, 8, 11, 12, 16, 31, 33, 34], "cannot": [1, 2, 4, 6, 8, 9, 11, 12, 14, 16, 25, 29, 31, 32, 33, 34, 35, 42, 50, 51], "revers": [1, 2, 4, 6, 7, 8, 11, 12, 16, 31, 33, 34], "other": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 18, 19, 25, 29, 31, 32, 33, 34, 42, 43, 44, 48, 50, 51, 52, 53, 59, 62, 63, 65, 68, 70], "on_fault": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "componentid": [1, 2, 4, 6, 7, 8, 11, 12, 15, 16, 20, 31, 34], 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29, 34, 45, 51, 52, 70], "reset": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 16, 24, 30, 31, 34, 70], "field": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 14, 16, 19, 20, 29, 30, 31, 34, 38, 45, 65, 69], "on_reset": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "resum": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "on_resum": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "run_after_delai": [1, 2, 4, 16], "delai": [1, 2, 4, 16, 33, 52], "float": [1, 2, 4, 5, 6, 9, 12, 14, 16, 22, 23, 27, 29, 31, 41, 46, 62], "after": [1, 2, 4, 6, 8, 9, 12, 16, 33, 34], "second": [1, 2, 4, 8, 9, 12, 16, 18, 51, 62], "befor": [1, 2, 4, 8, 9, 16, 28, 29, 42, 45, 50, 63, 67, 68, 69], "on_start": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52, 62, 65], "componentst": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "on_stop": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52, 62], "subscrib": [1, 2, 4, 6, 8, 11, 12, 16, 18, 28, 34, 38, 39, 45, 46, 48, 51, 52, 65], "subscribe_bar": [1, 2, 4, 6, 8, 11, 12, 16, 34, 52], "subscribe_instru": [1, 2, 4, 6, 8, 11, 12, 16, 34, 48], 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[1, 2, 4, 6, 8, 9, 11, 12, 16, 18, 25, 34, 45, 67], "subscribed_instru": [1, 2, 4, 6, 11, 16], "subscribed_order_book_delta": [1, 2, 4, 6, 11, 16], "delta": [1, 2, 4, 6, 8, 11, 12, 16, 18, 24, 25, 34, 45, 52], "subscribed_order_book_snapshot": [1, 2, 4, 6, 11, 16], "subscribed_quote_tick": [1, 2, 4, 6, 11, 16], "subscribed_tick": [1, 2, 4, 6, 11, 16], "subscribed_trade_tick": [1, 2, 4, 6, 11, 16], "trade": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 13, 14, 16, 18, 19, 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 37, 38, 39, 41, 42, 43, 44, 45, 46, 47, 49, 50, 56, 60, 63, 64, 66, 67, 69, 70, 71], "subscribed_venue_statu": [1, 2, 4, 6, 11, 16], "trader_id": [1, 2, 4, 6, 8, 9, 11, 12, 15, 16, 19, 20, 25, 26, 28, 31, 33, 34, 49, 70], "trader": [1, 2, 4, 6, 8, 9, 11, 12, 14, 15, 16, 19, 20, 25, 26, 28, 30, 31, 33, 34, 37, 39, 41, 43, 49, 50, 51, 52, 62, 63, 65, 66, 70], "associ": [1, 2, 4, 6, 7, 8, 9, 11, 12, 15, 16, 19, 23, 25, 26, 28, 29, 31, 34, 50], "traderid": [1, 2, 4, 6, 8, 11, 12, 15, 16, 19, 20, 25, 26, 28, 31, 33, 34], "unsubscrib": [1, 2, 4, 6, 8, 11, 12, 16, 28, 34, 52], "unsubscribe_bar": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_instru": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_instrument_clos": [1, 2, 4, 6, 11, 16], "unsubscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34, 62], "unsubscribe_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "subscriptionstatu": 1, "modul": [1, 2, 6, 9, 10, 13, 14, 34, 43, 44, 45, 51, 54, 56, 62, 63], "qualnam": [1, 2, 14, 34], "boundari": [1, 2, 14, 34, 43, 58, 65, 67], "bsporderbookdelta": 1, "bookact": [1, 18], "add": [1, 2, 4, 5, 6, 7, 8, 10, 12, 15, 16, 18, 24, 34, 42, 46, 52, 62, 64, 65, 66, 70], "delet": [1, 7, 15, 18, 24, 62], "capsule_from_list": [1, 18], "item": [1, 13, 18, 29], "uint64_t": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 16, 18, 19, 22, 23, 24, 25, 26, 32, 33, 34], "ts_event": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 18, 19, 22, 24, 34, 38, 42, 45], "ts_init": [1, 2, 6, 8, 10, 11, 12, 18, 19, 22, 24, 25, 26, 29, 34, 35, 38, 42, 44, 45], "sequenc": [1, 6, 8, 9, 18, 24, 25, 34, 46, 52], "act": [1, 18, 22, 38, 50, 56, 59, 62, 65], "flag": [1, 7, 14, 15, 18, 34], "uint8_t": [1, 17, 18, 22, 23, 24], "from_dict": [1, 2, 12, 18, 19, 22, 23, 32], "from_pyo3": [1, 2, 18], "pyo3_delta": [1, 18], "pyo3": [1, 2, 6, 18, 45, 58, 61, 68], "rustorderbookdelta": [1, 18], "rust": [1, 2, 6, 9, 18, 24, 42, 43, 45, 47, 49, 51, 55, 56, 61, 63], "from_raw": [1, 18, 23], "int64_t": [1, 18, 23, 32], "price_raw": [1, 18], "price_prec": [1, 18, 24], "size_raw": [1, 18], "size_prec": [1, 18], "order_id": [1, 18], "scale": [1, 18, 29], "fix": [1, 12, 17, 18, 19, 20, 23, 27, 29, 34, 37, 45, 50, 51, 62, 68], "precis": [1, 5, 11, 12, 15, 17, 18, 22, 23, 24, 26, 27, 29], "integ": [1, 4, 6, 10, 16, 18, 22, 23, 31, 32], "size": [1, 9, 11, 12, 14, 16, 18, 22, 24, 26, 31, 44, 45, 46, 48, 50, 51], "combin": [1, 2, 10, 18, 20, 37, 42, 48, 51, 58], "packet": [1, 18], "match": [1, 2, 4, 6, 7, 8, 9, 12, 16, 18, 19, 20, 25, 26, 28, 34, 39, 45, 48, 67, 70, 71], "engin": [1, 2, 4, 6, 9, 12, 16, 18, 30, 31, 33, 34, 35, 41, 42, 43, 44, 46, 51, 63, 69], "uniqu": [1, 4, 6, 8, 9, 10, 12, 18, 20, 24, 34, 48, 52], "unix": [1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 24, 25, 26, 33, 34, 38, 45, 52, 55, 67], "timestamp": [1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 22, 24, 25, 26, 29, 32, 33, 34, 38, 45, 50, 67, 69], "nanosecond": [1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 24, 25, 26, 29, 33, 34, 38, 45, 51, 52, 67], "occur": [1, 2, 4, 6, 8, 9, 10, 12, 16, 18, 19, 22, 24, 25, 26, 34, 38, 39, 45], "wa": [1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 15, 16, 18, 19, 22, 24, 25, 26, 33, 34, 38, 42, 43, 45, 46, 53], "is_add": [1, 18], "is_clear": [1, 18], "is_delet": [1, 18], "is_upd": [1, 18], "list_from_capsul": [1, 18], "capsul": [1, 18], "bookord": [1, 18, 24], "to_dict": [1, 2, 12, 18, 19, 22, 23, 25, 26, 32], "obj": [1, 2, 12, 18, 19, 22, 29, 32], "betfairtick": 1, "last_traded_pric": 1, "traded_volum": 1, "starting_price_near": 1, "starting_price_far": 1, "betfairstartingpric": 1, "bsp": 1, "realis": 1, "properti": [1, 2, 4, 5, 6, 8, 12, 16, 19, 22, 25, 29, 33, 34, 38, 48, 67], "betfairexecutioncli": [1, 64], "liveexecutioncli": [1, 4, 9, 16, 46], "generate_order_status_report": [1, 2, 4, 16], "client_order_id": [1, 2, 4, 6, 7, 12, 15, 16, 19, 25, 26, 46], "model": [1, 2, 4, 5, 6, 8, 9, 12, 13, 16, 27, 34, 42, 43, 46, 48, 52, 62, 68, 69, 70], "identifi": [1, 2, 4, 6, 7, 8, 9, 10, 12, 16, 19, 34, 42, 46, 48, 52, 62, 70], "clientorderid": [1, 2, 4, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34, 46], "venue_order_id": [1, 2, 4, 6, 7, 12, 15, 16, 19, 25, 26], "venueorderid": [1, 2, 4, 6, 7, 12, 15, 16, 19, 20, 25, 26, 34], "report": [1, 2, 4, 5, 6, 9, 16, 19, 34, 59, 62, 70], "orderstatusreport": [1, 2, 4, 6, 12, 16], "": [1, 2, 4, 6, 8, 9, 12, 15, 16, 19, 25, 34, 37, 38, 39, 41, 42, 43, 44, 46, 47, 48, 50, 51, 52, 53, 54, 56, 58, 61, 62, 64, 65, 66, 67, 68, 69, 70], "panda": [1, 2, 4, 5, 10, 16, 69, 70], "_lib": [1, 2, 4, 16], "tslib": [1, 2, 4, 16], "open_onli": [1, 2, 4, 7, 16], "mai": [1, 2, 4, 7, 9, 12, 14, 16, 18, 23, 25, 26, 28, 29, 30, 32, 34, 37, 39, 42, 43, 46, 48, 52, 59, 62, 63, 65, 70], "open": [1, 2, 4, 6, 7, 9, 11, 12, 14, 16, 18, 19, 25, 26, 29, 31, 34, 50, 51, 52, 53, 62, 63, 65], "generate_trade_report": [1, 2, 4, 16], "tradereport": [1, 2, 4, 12, 16], "assign": [1, 2, 4, 6, 7, 12, 16, 18, 19, 20, 22, 23, 25, 26, 28, 33, 34, 38, 42, 50, 52, 65], "generate_position_status_report": [1, 2, 4, 16], "positionstatusreport": [1, 2, 4, 9, 12, 16], "check_account_curr": 1, "check": [1, 4, 6, 7, 8, 9, 10, 11, 12, 16, 18, 24, 25, 28, 31, 33, 34, 38, 39, 48, 53, 55, 59, 65], "against": [1, 25, 34, 37, 50], "handle_order_stream_upd": 1, "stream": [1, 2, 6, 8, 9, 11, 12, 16, 29, 34, 38, 44, 51, 64, 65, 66, 67, 69], "wait_for_ord": 1, "timeout_second": 1, "10": [1, 4, 9, 12, 16, 25, 26, 45, 46, 50, 52, 57, 61, 62, 69, 70], "get": [1, 7, 12, 16, 45, 48, 52, 56, 65], "our": [1, 52, 62, 69, 70], "submit_ord": [1, 2, 4, 6, 12, 16, 34, 39, 42, 46, 52, 62], "come": [1, 62], "back": [1, 7, 15, 29, 32, 38, 39, 45, 51], "bet_id": 1, "As": [1, 9, 38, 46, 53, 65, 69], "precaut": 1, "wait": [1, 62], "up": [1, 6, 8, 9, 12, 14, 16, 17, 23, 29, 34, 37, 38, 44, 45, 47, 48, 52, 54, 60, 62, 63, 65, 69, 70], "ad": [1, 6, 7, 8, 12, 16, 34, 44, 45, 56, 62, 67], "order_id_to_client_order_id": 1, "batch_cancel_ord": [1, 2, 4, 6, 12, 16], "batchcancelord": [1, 2, 4, 6, 12, 16, 34], "command": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 19, 31, 34, 35, 39, 43, 46, 47, 54, 55, 59, 60], "batch": [1, 2, 4, 6, 9, 12, 16, 29, 31, 32, 34, 44, 45, 62], "cancel": [1, 2, 4, 6, 7, 8, 12, 16, 19, 24, 25, 31, 33, 34, 39, 50, 52, 67], "cancel_all_ord": [1, 2, 4, 6, 12, 16, 34, 46], "cancelallord": [1, 2, 4, 6, 12, 16, 34], "cancel_ord": [1, 2, 4, 6, 12, 16, 34, 46], "cancelord": [1, 2, 4, 6, 12, 16, 19, 34], "generate_account_st": [1, 2, 4, 6, 12, 16], "info": [1, 2, 4, 6, 8, 9, 11, 12, 16, 19, 22, 25, 26, 49, 62, 65], "publish": [1, 2, 4, 6, 8, 12, 16, 18, 28, 34, 35, 46, 47, 48, 51, 67], "directli": [1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 31, 32, 34, 39, 42, 45, 46, 51, 52, 59, 62], "addit": [1, 2, 4, 6, 8, 9, 12, 16, 19, 22, 29, 39, 46, 53, 54, 58, 62], "implement": [1, 2, 3, 4, 6, 7, 8, 11, 12, 13, 14, 15, 16, 19, 21, 30, 31, 32, 34, 35, 38, 40, 41, 44, 45, 46, 47, 49, 51, 56, 58, 59], "generate_mass_statu": [1, 2, 4, 16], "lookback_min": [1, 2, 4, 16], "executionmassstatu": [1, 2, 4, 12, 16], "lookback": [1, 2, 4, 9, 16, 52], "generate_order_accept": [1, 2, 4, 6, 12, 16], "strategyid": [1, 2, 4, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34, 46, 52], "strategy_id": [1, 2, 4, 6, 7, 8, 9, 12, 15, 16, 19, 25, 26, 34, 46], "orderaccept": [1, 2, 4, 6, 12, 16, 19, 34, 52], "send": [1, 2, 4, 6, 8, 11, 12, 16, 19, 28, 35, 38, 46], "executionengin": [1, 2, 4, 6, 9, 12, 16, 33, 34, 39, 46], "strategi": [1, 2, 4, 6, 7, 8, 9, 12, 15, 16, 19, 20, 25, 26, 30, 31, 33, 34, 35, 36, 38, 39, 42, 44, 46, 48, 50, 51, 63, 65, 67, 69], "accept": [1, 2, 4, 6, 12, 16, 19, 25, 34, 44, 59], "generate_order_cancel_reject": [1, 2, 4, 6, 12, 16], "reason": [1, 2, 4, 6, 12, 16, 18, 19, 20, 41, 45, 51, 52, 53, 58, 59, 62, 65, 67], "ordercancelreject": [1, 2, 4, 6, 12, 16, 19, 34, 52], "reject": [1, 2, 4, 6, 12, 16, 19, 25, 34, 48], "generate_order_cancel": [1, 2, 4, 6, 12, 16], "ordercancel": [1, 2, 4, 6, 12, 16, 19, 34, 52], "generate_order_expir": [1, 2, 4, 6, 12, 16], "orderexpir": [1, 2, 4, 6, 12, 16, 19, 34, 52], "expir": [1, 2, 4, 6, 8, 9, 12, 16, 19, 25, 34, 52], "generate_order_fil": [1, 2, 4, 6, 12, 16], "positionid": [1, 2, 4, 5, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34], "venue_position_id": [1, 2, 4, 6, 12, 16], "tradeid": [1, 2, 4, 6, 12, 16, 18, 19, 20, 25, 26], "trade_id": [1, 2, 4, 6, 12, 16, 18, 19, 25, 26], "ordertyp": [1, 2, 4, 6, 8, 12, 16, 19, 25], "order_typ": [1, 2, 4, 6, 12, 16, 19, 25], "quote_curr": [1, 2, 4, 6, 12, 16, 22, 26], "so": [1, 2, 4, 6, 8, 11, 12, 16, 17, 19, 20, 25, 34, 39, 43, 45, 46, 52, 53, 55, 56, 57, 59, 62, 63, 65, 68], "must": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 18, 19, 20, 23, 25, 28, 29, 34, 46, 48, 52, 57, 58, 59, 65, 66, 67], "pass": [1, 2, 4, 6, 7, 8, 10, 11, 12, 16, 19, 25, 29, 31, 34, 38, 39, 41, 43, 44, 45, 46, 48, 52, 53, 62, 64, 65, 66, 69], "explicitli": [1, 2, 4, 6, 11, 12, 16, 19, 25, 35, 43, 45, 65, 67], "ticket": [1, 2, 4, 6, 12, 16, 53], "here": [1, 2, 4, 6, 8, 10, 12, 16, 34, 35, 40, 42, 46, 47, 51, 52, 53, 54, 56, 62, 69, 70], "otherwis": [1, 2, 4, 6, 8, 12, 16, 19, 29, 34, 44, 48, 52], "om": [1, 2, 4, 6, 12, 16, 26, 34], "resolut": [1, 2, 4, 6, 12, 16, 51], "averag": [1, 2, 4, 5, 6, 10, 12, 14, 16, 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25, 27, 28, 29, 31, 32, 33, 46, 49, 52], "find": [1, 2, 4, 8, 22, 27, 35, 40, 43, 47, 51, 52, 54, 56, 63, 69], "get_al": [1, 2, 4, 8], "map": [1, 2, 4, 8, 11, 12, 16, 17, 18, 19, 27, 32, 56], "immedi": [1, 2, 4, 6, 8, 12, 34, 37, 46, 50, 52, 64, 65, 66], "list_al": [1, 2, 4, 8], "betfairstreamcli": 1, "http_client": 1, "logger_adapt": 1, "message_handl": 1, "host": [1, 4, 9], "com": [1, 14, 25, 54, 57, 61, 62, 69], "port": [1, 4, 9, 43, 62], "crlf": 1, "post_connect": 1, "perform": [1, 5, 6, 8, 9, 10, 11, 12, 13, 16, 30, 31, 34, 41, 43, 44, 45, 46, 47, 49, 51, 52, 53, 54, 56, 58, 59, 62, 63, 65, 67, 68, 70], "post": [1, 6, 9, 31, 51, 65], "post_reconnect": 1, "post_disconnect": 1, "betfairorderstreamcli": 1, "partition_matched_by_strategy_ref": 1, "include_overall_posit": 1, "customer_strategy_ref": 1, "betfairmarketstreamcli": 1, "binancedataclientconfig": 2, "api_kei": [2, 64, 65], "api_secret": [2, 64, 65], "binanceaccounttyp": [2, 35, 65], "base_url_http": [2, 65], "base_url_w": 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47, 51, 62, 67], "sent": [2, 6, 8, 11, 12, 19, 25, 28, 34, 39, 52], "through": [2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 28, 31, 32, 34, 35, 39, 40, 45, 47, 48, 51, 52, 54, 56, 58, 60, 68, 69, 70, 71], "alwai": [2, 8, 9, 25, 42, 43, 48, 49, 53], "hedg": [2, 6, 7, 34, 69], "position_id": [2, 5, 7, 12, 15, 19, 25, 26, 34, 62], "virtual": [2, 7, 55, 61], "semant": 2, "treat": [2, 29, 39], "certain": [2, 23, 28, 32, 43, 46, 48, 50, 62], "you": [2, 6, 8, 9, 12, 13, 28, 34, 37, 38, 39, 40, 41, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 59, 60, 61, 62, 63, 64, 65, 66, 69, 70, 71], "uniform": 2, "positiveint": [2, 9], "retri": 2, "positivefloat": [2, 9], "get_cached_binance_http_cli": [2, 35], "secret": [2, 4, 35], "base_url": 2, "is_testnet": [2, 35], "is_u": 2, "url": 2, "get_cached_binance_spot_instrument_provid": 2, "binancespotinstrumentprovid": 2, "get_cached_binance_futures_instrument_provid": 2, "binancefuturesinstrumentprovid": [2, 35], "binancelivedataclientfactori": [2, 65], "binancespotdatacli": [2, 65], "binancefuturesdatacli": [2, 65], "binanceliveexecclientfactori": [2, 65], "binancespotexecutioncli": [2, 65], "binancefuturesexecutioncli": [2, 65], "common": [2, 7, 13, 16, 29, 33, 34, 35, 37, 39, 46, 56, 64, 65, 66, 69], "doc": [2, 9, 36, 44, 47, 53, 56, 62, 65, 67, 71], "github": [2, 62], "io": [2, 15, 29, 54, 62], "apidoc": 2, "en": [2, 8, 10, 20, 25, 29, 54], "definit": [2, 4, 42, 48, 56, 58, 65], "binanceratelimittyp": 2, "binanceratelimitinterv": 2, "interv": [2, 4, 6, 8, 9, 11, 12, 16, 29, 31, 34, 46, 52], "binanceklineinterv": 2, "kline": 2, "chart": 2, "binanceexchangefiltertyp": 2, "binancesymbolfiltertyp": 2, "binanceordersid": 2, "binanceexecutiontyp": 2, "binanceorderstatu": 2, "binancetimeinforc": 2, "binanceordertyp": 2, "binancesecuritytyp": 2, "secur": [2, 4, 22, 66], "binanceneworderresptyp": 2, "neworderresptyp": 2, "binanceerrorcod": 2, "cover": [2, 38, 40, 43, 47, 58, 59, 63, 69, 70], "binanceenumpars": 2, "concret": [2, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 31, 32, 34], "subclass": [2, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 29, 30, 31, 32, 34, 38, 48], "binancebar": [2, 65], "high": [2, 8, 11, 12, 14, 16, 18, 29, 31, 34, 43, 45, 47, 49, 51, 56, 58, 59, 63], "low": [2, 6, 10, 14, 18, 29, 34, 65, 67], "volum": [2, 11, 14, 18, 24, 29, 51, 65], "quote_volum": 2, "taker_buy_base_volum": 2, "taker_buy_quote_volum": 2, "candlestick": [2, 14], "pyo3_bar": [2, 18], "rustbar": [2, 18], "is_revis": [2, 18], "revis": [2, 18], "previou": [2, 14, 18, 28, 34, 42], "is_single_pric": [2, 18], "ohlc": [2, 18], "singl": [2, 6, 7, 8, 9, 12, 16, 18, 20, 28, 30, 34, 43, 44, 45, 48, 49, 51, 52, 57, 62, 65, 71], "binancetick": [2, 65], "price_chang": 2, "price_change_perc": 2, "weighted_avg_pric": 2, "last_pric": 2, "open_pric": 2, "high_pric": [2, 14], "low_pric": [2, 14], "open_time_m": 2, "close_time_m": 2, "first_id": 2, "last_id": 2, "prev_close_pric": 2, "bid_pric": [2, 18, 29, 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"index": [2, 7, 8, 10, 13, 14, 15, 23, 29, 50], "estimated_settl": 2, "funding_r": 2, "ts_next_fund": 2, "fund": [2, 65], "estim": 2, "settl": [2, 22], "hour": [2, 4, 18, 51], "settlement": [2, 22, 26, 48], "next": [2, 6, 8, 10, 11, 29, 34, 53, 62, 69, 70], "binancespotpermiss": 2, "permiss": [2, 64, 65, 66], "binancespotsymbolstatu": 2, "binancespoteventtyp": 2, "binancespotenumpars": 2, "brokerag": [3, 67], "each": [3, 6, 8, 12, 16, 29, 34, 35, 37, 38, 41, 43, 44, 45, 46, 47, 49, 50, 52, 57, 62, 63, 67, 71], "lower": [3, 14, 25, 28, 50, 56, 62, 65], "rest": [3, 6, 11, 12, 51, 64, 65], "built": [3, 4, 13, 16, 17, 21, 23, 32, 41, 45, 46, 47, 50, 51, 52, 56, 58, 62, 65, 66, 68, 70, 71], "top": [3, 11, 12, 13, 18, 24, 25, 34, 35, 36, 45, 47, 53, 59], "contractid": 4, "as_integer_ratio": 4, "ratio": [4, 5, 14, 45], "whose": [4, 37, 46], "exactli": [4, 19, 39, 45, 48], "origin": [4, 7, 12, 13, 20, 25, 34, 39, 46], "denomin": [4, 8, 17, 19, 23, 25], "bit_count": 4, "ones": 4, "binari": [4, 43, 44, 45, 51, 61, 68], "absolut": [4, 10, 29], "known": [4, 37, 43, 50], "popul": [4, 45], "bin": [4, 5, 18], "13": 4, "0b1101": 4, "3": [4, 14, 24, 51, 57, 61], "bit_length": 4, "bit": [4, 6, 10, 61], "necessari": [4, 18, 28, 38, 39, 45, 46, 48, 50, 52, 56, 58, 62, 65, 66], "37": 4, "0b100101": 4, "conjug": 4, "complex": [4, 8, 10, 12, 46, 51, 54, 62, 70], "ration": 4, "lowest": [4, 14, 40, 58], "from_byt": 4, "byteord": 4, "big": 4, "sign": [4, 18, 19, 25, 26], "arrai": [4, 10, 63], "hold": [4, 10, 12, 38, 39, 43, 51], "either": [4, 6, 8, 12, 20, 23, 29, 34, 35, 37, 39, 45, 50, 51, 60, 62, 64, 65, 66, 67], "buffer": [4, 8, 9, 16], "protocol": [4, 9, 12, 20, 29, 34], "iter": [4, 6, 8, 12, 14], "produc": [4, 7, 14, 23, 28, 43, 44, 48, 49, 56], "bytearrai": 4, "exampl": [4, 18, 20, 23, 28, 38, 40, 41, 42, 45, 46, 47, 48, 49, 50, 51, 59, 62, 65, 69, 70], "most": [4, 6, 7, 8, 12, 13, 28, 34, 39, 43, 45, 48, 52, 58, 64, 65, 66], "signific": 4, "begin": [4, 28, 62, 71], "littl": [4, 59, 62], "To": [4, 9, 25, 43, 45, 46, 51, 52, 53, 58, 60, 61, 62, 64, 65, 66, 67], "nativ": [4, 22, 34, 48, 51, 65, 67], "sy": 4, "indic": [4, 6, 7, 8, 9, 10, 12, 13, 18, 26, 30, 34, 43, 46, 50, 52, 62], "two": [4, 14, 20, 22, 25, 27, 35, 37, 38, 42, 44, 45, 46, 49, 50, 52, 53, 64, 65, 66, 68], "complement": 4, "imag": [4, 62], "imaginari": 4, "part": [4, 8, 25, 43, 45, 48, 52, 53, 54, 70], "numer": [4, 8, 20], "real": [4, 6, 8, 12, 24, 34, 43, 51], "to_byt": 4, "overflowerror": [4, 17, 22, 23], "determin": [4, 9, 14, 22, 28, 29, 34, 46, 51], "comboleg": 4, "conid": 4, "openclos": 4, "shortsaleslot": 4, "designatedloc": 4, "exemptcod": 4, "leg": 4, "within": [4, 6, 7, 8, 12, 14, 16, 18, 19, 20, 31, 34, 35, 38, 42, 43, 44, 50, 51, 52, 58, 65], "combo": 4, "deltaneutralcontract": 4, "neutral": 4, "ibcontract": [4, 66], "sectyp": [4, 66], "liter": 4, "stk": [4, 66], "opt": [4, 52], "fut": 4, "fop": 4, "contfut": [4, 66], "primaryexchang": [4, 66], "localsymbol": 4, "tradingclass": 4, "lasttradedateorcontractmonth": [4, 66], "multipli": [4, 14, 22, 26, 48], "strike": [4, 22], "right": [4, 13, 51, 53, 56, 59], "includeexpir": 4, "secidtyp": [4, 66], "secid": [4, 66], "descript": [4, 13, 25, 26, 42, 52, 70], "issuerid": 4, "combolegsdescrip": 4, "interactive_brok": 4, "build_futures_chain": [4, 66], "build_options_chain": [4, 66], "min_expiry_dai": 4, "max_expiry_dai": 4, "describ": [4, 36, 44, 47, 53, 62], "futur": [4, 6, 8, 12, 22, 33, 34, 35, 42, 46, 47, 48, 50, 51, 52, 58, 65, 66, 67, 68, 70], "e": [4, 8, 9, 12, 25, 26, 28, 32, 45, 46, 48, 49, 51, 52, 53, 62, 65, 66], "where": [4, 7, 8, 9, 10, 19, 22, 25, 27, 28, 34, 39, 43, 45, 50, 51, 52, 53, 56, 65, 67, 69], "Will": [4, 7, 8, 9, 12, 17, 20, 28, 34, 46], "smart": [4, 66], "stock": [4, 37, 66], "search": [4, 66, 69], "full": [4, 16, 25, 37, 39, 42, 46, 48, 50, 62, 65, 67], "chain": 4, "options_chain": 4, "futures_chain": 4, "dai": [4, 5, 6, 8, 12, 14, 18, 19, 25, 34, 50, 51, 68], "y": [4, 38, 49, 62, 69], "m": [4, 8, 49, 69], "d": [4, 14, 49, 69, 70], "expiri": [4, 22, 25, 34], "ibordertag": 4, "whatif": 4, "ocagroup": 4, "ocatyp": 4, "allornon": 4, "activestarttim": 4, "activestoptim": 4, "goodaftertim": 4, "outsiderth": 4, "attach": [4, 39, 50], "tag": [4, 8, 9, 12, 19, 20, 25, 34, 37, 50], "ib": [4, 20, 61, 66, 67], "ibcontractdetail": 4, "marketnam": 4, "mintick": 4, "validexchang": 4, "pricemagnifi": 4, "underconid": 4, "longnam": 4, "contractmonth": 4, "industri": 4, "categori": [4, 52, 59], "subcategori": 4, "timezoneid": 4, "tradinghour": 4, "liquidhour": 4, "evrul": 4, "evmultipli": 4, "mdsizemultipli": 4, "agggroup": 4, "undersymbol": 4, "undersectyp": 4, "marketruleid": 4, "secidlist": 4, "realexpirationd": 4, "lasttradetim": 4, "stocktyp": 4, "minsiz": 4, "170141183460469231731687303715884105727": 4, "sizeincr": 4, "suggestedsizeincr": 4, "cusip": 4, "descappend": 4, "bondtyp": 4, "coupontyp": 4, "putabl": 4, "coupon": 4, "matur": 4, "issued": 4, "nextoptiond": 4, "nextoptiontyp": 4, "nextoptionparti": 4, "contractdetail": 4, "intern": [4, 6, 8, 9, 11, 12, 14, 16, 17, 18, 22, 28, 31, 33, 46, 52, 57, 62, 69, 70], "eas": 4, "interactivebrokersgatewayconfig": 4, "trading_mod": 4, "paper": [4, 43, 51], "read_only_api": 4, "timeout": [4, 9, 12, 16], "300": [4, 70], "interactivebrokersgatewai": 4, "setup": [4, 6, 8, 12, 34, 45, 52, 56, 62, 69, 70], "tws_usernam": [4, 66], "tws_password": [4, 66], "tw": [4, 66], "docker": [4, 51, 61, 66], "try": [4, 62], "gatewai": [4, 61, 65, 66], "interactivebrokersinstrumentproviderconfig": [4, 66], "load_contract": [4, 66], "cache_validity_dai": 4, "pickle_path": 4, "interactivebrokersinstrumentprovid": [4, 66], "global": [4, 20, 31, 32], "fresh": [4, 69, 70], "pull": [4, 62, 69], "upon": [4, 42, 48, 52], "tradingnod": [4, 9, 15, 16, 35, 51, 64, 65, 66], "mani": [4, 7, 8, 11, 12, 21, 43, 44, 52, 54, 58, 62, 65, 68, 69, 70], "make": [4, 6, 8, 12, 19, 22, 25, 39, 43, 46, 47, 51, 52, 55, 58, 61, 62, 68, 70, 71], 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"spawned-orders"]], "Managing execution algorithm orders": [[46, "managing-execution-algorithm-orders"]], "Concepts": [[47, "concepts"], [63, "concepts"]], "Overview": [[47, "overview"], [50, "overview"], [51, "overview"], [64, "overview"], [65, "overview"], [66, "overview"]], "Strategies": [[47, "strategies"], [52, "strategies"]], "Symbology": [[48, "symbology"], [65, "symbology"]], "Live trading": [[48, "live-trading"], [51, "live-trading"]], "Finding instruments": [[48, "finding-instruments"]], "Precisions and Increments": [[48, "precisions-and-increments"]], "Limits": [[48, "limits"]], "Prices and Quantities": [[48, "prices-and-quantities"]], "Margins and Fees": [[48, "margins-and-fees"]], "Additional Info": [[48, "additional-info"]], "Configuration": [[49, "configuration"], [52, "configuration"], [64, "configuration"], [65, "configuration"], [66, "configuration"]], "Standard output logging": [[49, "standard-output-logging"]], "File logging": [[49, "file-logging"]], "Component filtering": [[49, "component-filtering"]], "Execution Instructions": [[50, "execution-instructions"]], "Time In Force": [[50, "time-in-force"]], "Expire Time": [[50, "expire-time"]], "Post Only": [[50, "post-only"]], "Reduce Only": [[50, "reduce-only"]], "Display Quantity": [[50, "display-quantity"]], "Trigger Type": [[50, "trigger-type"]], "Trigger Offset Type": [[50, "trigger-offset-type"]], "Contingency Orders": [[50, "contingency-orders"]], "Order Factory": [[50, "order-factory"]], "Order Types": [[50, "order-types"], [51, "order-types"]], "Market": [[50, "market"]], "Limit": [[50, "limit"]], "Stop-Market": [[50, "stop-market"]], "Stop-Limit": [[50, "stop-limit"]], "Market-To-Limit": [[50, "market-to-limit"]], "Market-If-Touched": [[50, "market-if-touched"]], "Limit-If-Touched": [[50, "limit-if-touched"]], "Trailing-Stop-Market": [[50, "trailing-stop-market"]], "Trailing-Stop-Limit": [[50, "trailing-stop-limit"]], "Features": [[51, "features"]], "Why NautilusTrader?": [[51, "why-nautilustrader"]], "Use cases": [[51, "use-cases"]], "Distributed": [[51, "distributed"]], "Domain model": [[51, "domain-model"]], "Account Types": [[51, "account-types"]], "Implementation": [[52, "implementation"]], "Handlers": [[52, "handlers"]], "Stateful actions": [[52, "stateful-actions"]], "Data handling": [[52, "data-handling"]], "Order management": [[52, "order-management"]], "Position management": [[52, "position-management"]], "Generic event handling": [[52, "generic-event-handling"]], "Handler example": [[52, "handler-example"]], "Clock and timers": [[52, "clock-and-timers"]], "Current timestamps": [[52, "current-timestamps"]], "Time alerts": [[52, "time-alerts"]], "Timers": [[52, "timers"]], "Cache access": [[52, "cache-access"]], "Fetching data": [[52, "fetching-data"]], "Fetching execution objects": [[52, "fetching-execution-objects"]], "Portfolio access": [[52, "portfolio-access"]], "Account and positional information": [[52, "account-and-positional-information"]], "Reports and analysis": [[52, "reports-and-analysis"]], "Trading commands": [[52, "trading-commands"]], "Submitting orders": [[52, "submitting-orders"]], "Managed GTD expiry": [[52, "managed-gtd-expiry"]], "Multiple strategies": [[52, "multiple-strategies"]], "Coding Standards": [[53, "coding-standards"]], "Code Style": [[53, "code-style"]], "Black": [[53, "black"]], "Formatting": [[53, "formatting"]], "PEP-8": [[53, "pep-8"]], "Docstrings": [[53, "docstrings"]], "Flake8": [[53, "flake8"]], "Commit messages": [[53, "commit-messages"]], "Cython": [[54, "cython"]], "What is Cython?": [[54, "what-is-cython"]], "Function and method signatures": [[54, "function-and-method-signatures"]], "Debugging": [[54, "debugging"]], "PyCharm": [[54, "pycharm"]], "Cython Docs": [[54, "cython-docs"]], "Tips": [[54, "tips"]], "Environment Setup": [[55, "environment-setup"]], "Setup": [[55, "setup"]], "Builds": [[55, "builds"]], "Developer Guide": [[56, "developer-guide"], [63, "developer-guide"]], "Contents": [[56, "contents"]], "Packaged Data": [[57, "packaged-data"]], "Libor Rates": [[57, "libor-rates"]], "Short Term Interest Rates": [[57, "short-term-interest-rates"]], "Economic Events": [[57, "economic-events"]], "Rust": [[58, "rust"]], "Python Binding": [[58, "python-binding"]], "Unsafe Rust": [[58, "unsafe-rust"]], "Safety Policy": [[58, "safety-policy"]], "Resources": [[58, "resources"]], "Testing": [[59, "testing"]], "Mocks": [[59, "mocks"]], "Code Coverage": [[59, "code-coverage"]], "Excluded code coverage": [[59, "excluded-code-coverage"]], "Getting Started": [[60, "getting-started"], [63, "getting-started"]], "Installation": [[60, "installation"], [61, "installation"]], "Quickstart": [[60, "quickstart"], [62, "quickstart"]], "From PyPI": [[61, "from-pypi"]], "Extras": [[61, "extras"]], "From Source": [[61, "from-source"]], "From GitHub Release": [[61, "from-github-release"]], "Running in docker": [[62, "running-in-docker"]], "Getting the sample data": [[62, 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(betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.cancel_all_orders"]], "cancel_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.cancel_order"]], "capsule_from_list() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.capsule_from_list"]], "check_account_currency() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.check_account_currency"]], "clear() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.clear"]], "connect() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.connect"]], "connect() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.connect"]], "count (betfairinstrumentprovider property)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.count"]], "create() (betfairlivedataclientfactory static method)": [[1, "nautilus_trader.adapters.betfair.factories.BetfairLiveDataClientFactory.create"]], "create() (betfairliveexecclientfactory static method)": [[1, "nautilus_trader.adapters.betfair.factories.BetfairLiveExecClientFactory.create"]], "create_betfair_order_book() (in module nautilus_trader.adapters.betfair.orderbook)": [[1, "nautilus_trader.adapters.betfair.orderbook.create_betfair_order_book"]], "create_task() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.create_task"]], "create_task() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.create_task"]], "currencies() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.currencies"]], "currency() (betfairinstrumentprovider method)": [[1, 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"nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_pyo3"]], "from_raw() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_raw"]], "fully_qualified_name() (bsporderbookdelta class method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.fully_qualified_name"]], "fully_qualified_name() (betfairdataclient class method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.fully_qualified_name"]], "fully_qualified_name() (betfairdataclientconfig class method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.fully_qualified_name"]], "fully_qualified_name() (betfairexecclientconfig class method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.fully_qualified_name"]], "fully_qualified_name() (betfairexecutionclient class method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.fully_qualified_name"]], "fully_qualified_name() (betfairinstrumentproviderconfig class method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.fully_qualified_name"]], "fully_qualified_name() (betfairstartingprice class method)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairStartingPrice.fully_qualified_name"]], "fully_qualified_name() (betfairticker class method)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker.fully_qualified_name"]], "generate_account_state() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_account_state"]], "generate_mass_status() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_mass_status"]], "generate_order_accepted() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_accepted"]], "generate_order_cancel_rejected() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_cancel_rejected"]], "generate_order_canceled() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_canceled"]], "generate_order_expired() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_expired"]], "generate_order_filled() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_filled"]], "generate_order_modify_rejected() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_modify_rejected"]], "generate_order_rejected() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_rejected"]], "generate_order_status_report() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_status_report"]], "generate_order_status_reports() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_status_reports"]], "generate_order_submitted() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_submitted"]], "generate_order_triggered() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_triggered"]], "generate_order_updated() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_order_updated"]], "generate_position_status_reports() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_position_status_reports"]], "generate_trade_reports() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_trade_reports"]], "get_account() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.get_account"]], "get_all() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.get_all"]], "get_cached_betfair_client() (in module nautilus_trader.adapters.betfair.factories)": [[1, "nautilus_trader.adapters.betfair.factories.get_cached_betfair_client"]], "get_cached_betfair_instrument_provider() (in module nautilus_trader.adapters.betfair.factories)": [[1, "nautilus_trader.adapters.betfair.factories.get_cached_betfair_instrument_provider"]], "handle_order_stream_update() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.handle_order_stream_update"]], "id (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.id"]], "id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.id"]], "initialize() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.initialize"]], "instrument_id (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.instrument_id"]], "instrument_id (betfairticker attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker.instrument_id"]], "is_add (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.is_add"]], "is_clear (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.is_clear"]], "is_connected (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_connected"]], "is_connected (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_connected"]], "is_degraded (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_degraded"]], "is_degraded (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_degraded"]], "is_delete (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.is_delete"]], "is_disposed (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_disposed"]], "is_disposed (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_disposed"]], "is_faulted (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_faulted"]], "is_faulted (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_faulted"]], "is_initialized (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_initialized"]], "is_initialized (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_initialized"]], "is_running (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_running"]], "is_running (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_running"]], "is_stopped (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.is_stopped"]], "is_stopped (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.is_stopped"]], "is_update (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.is_update"]], "json() (betfairdataclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.json"]], "json() (betfairexecclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.json"]], "json() (betfairinstrumentproviderconfig method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.json"]], "keep_alive() (betfairhttpclient method)": [[1, "nautilus_trader.adapters.betfair.client.BetfairHttpClient.keep_alive"]], "list_all() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.list_all"]], "list_from_capsule() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.list_from_capsule"]], "list_market_catalogue() (betfairhttpclient method)": [[1, "nautilus_trader.adapters.betfair.client.BetfairHttpClient.list_market_catalogue"]], "list_navigation() (betfairhttpclient method)": [[1, "nautilus_trader.adapters.betfair.client.BetfairHttpClient.list_navigation"]], "load() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load"]], "load_all() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load_all"]], "load_all_async() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load_all_async"]], "load_async() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load_async"]], "load_ids() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load_ids"]], "load_ids_async() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.load_ids_async"]], "modify_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.modify_order"]], "nautilus_trader.adapters.betfair": [[1, "module-nautilus_trader.adapters.betfair"]], "nautilus_trader.adapters.betfair.client": [[1, "module-nautilus_trader.adapters.betfair.client"]], "nautilus_trader.adapters.betfair.common": [[1, "module-nautilus_trader.adapters.betfair.common"]], "nautilus_trader.adapters.betfair.config": [[1, "module-nautilus_trader.adapters.betfair.config"]], "nautilus_trader.adapters.betfair.data": [[1, "module-nautilus_trader.adapters.betfair.data"]], "nautilus_trader.adapters.betfair.data_types": [[1, "module-nautilus_trader.adapters.betfair.data_types"]], "nautilus_trader.adapters.betfair.execution": [[1, "module-nautilus_trader.adapters.betfair.execution"]], "nautilus_trader.adapters.betfair.factories": [[1, "module-nautilus_trader.adapters.betfair.factories"]], "nautilus_trader.adapters.betfair.orderbook": [[1, "module-nautilus_trader.adapters.betfair.orderbook"]], "nautilus_trader.adapters.betfair.providers": [[1, "module-nautilus_trader.adapters.betfair.providers"]], "nautilus_trader.adapters.betfair.sockets": [[1, "module-nautilus_trader.adapters.betfair.sockets"]], "oms_type (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.oms_type"]], "order (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.order"]], "parse() (betfairdataclientconfig class method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.parse"]], "parse() (betfairexecclientconfig class method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.parse"]], "parse() (betfairinstrumentproviderconfig class method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.parse"]], "post_connection() (betfairmarketstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairMarketStreamClient.post_connection"]], "post_connection() (betfairorderstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairOrderStreamClient.post_connection"]], "post_connection() (betfairstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairStreamClient.post_connection"]], "post_disconnection() (betfairmarketstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairMarketStreamClient.post_disconnection"]], "post_disconnection() (betfairorderstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairOrderStreamClient.post_disconnection"]], "post_disconnection() (betfairstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairStreamClient.post_disconnection"]], "post_reconnection() (betfairmarketstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairMarketStreamClient.post_reconnection"]], "post_reconnection() (betfairorderstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairOrderStreamClient.post_reconnection"]], "post_reconnection() (betfairstreamclient method)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairStreamClient.post_reconnection"]], "query_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.query_order"]], "request() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request"]], "request_bars() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request_bars"]], "request_instrument() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request_instrument"]], "request_instruments() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request_instruments"]], "request_quote_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request_quote_ticks"]], "request_trade_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.request_trade_ticks"]], "reset() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.reset"]], "reset() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.reset"]], "resume() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.resume"]], "resume() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.resume"]], "run_after_delay() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.run_after_delay"]], "run_after_delay() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.run_after_delay"]], "sequence (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.sequence"]], "start() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.start"]], "start() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.start"]], "state (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.state"]], "state (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.state"]], "stop() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.stop"]], "stop() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.stop"]], "submit_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.submit_order"]], "submit_order_list() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.submit_order_list"]], "subscribe() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe"]], "subscribe_bars() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_bars"]], "subscribe_instrument() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_instrument"]], "subscribe_instrument_close() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_instrument_close"]], "subscribe_instrument_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_instrument_status"]], "subscribe_instruments() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_instruments"]], "subscribe_order_book_deltas() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_order_book_deltas"]], "subscribe_order_book_snapshots() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_order_book_snapshots"]], "subscribe_quote_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_quote_ticks"]], "subscribe_ticker() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_ticker"]], "subscribe_trade_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_trade_ticks"]], "subscribe_venue_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribe_venue_status"]], "subscribed_bars() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_bars"]], "subscribed_generic_data() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_generic_data"]], "subscribed_instrument_close() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_instrument_close"]], "subscribed_instrument_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_instrument_status"]], "subscribed_instruments() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_instruments"]], "subscribed_order_book_deltas() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_order_book_deltas"]], "subscribed_order_book_snapshots() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_order_book_snapshots"]], "subscribed_quote_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_quote_ticks"]], "subscribed_tickers() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_tickers"]], "subscribed_trade_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_trade_ticks"]], "subscribed_venue_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.subscribed_venue_status"]], "to_dict() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.to_dict"]], "to_dict() (betfairticker static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker.to_dict"]], "trader_id (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.trader_id"]], "trader_id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.trader_id"]], "ts_event (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.ts_event"]], "ts_event (betfairstartingprice property)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairStartingPrice.ts_event"]], "ts_event (betfairticker attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker.ts_event"]], "ts_init (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.ts_init"]], "ts_init (betfairstartingprice property)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairStartingPrice.ts_init"]], "ts_init (betfairticker attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker.ts_init"]], "type (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.type"]], "type (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.type"]], "unsubscribe() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe"]], "unsubscribe_bars() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_bars"]], "unsubscribe_instrument() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_instrument"]], "unsubscribe_instrument_close() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_instrument_close"]], "unsubscribe_instrument_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_instrument_status"]], "unsubscribe_instruments() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_instruments"]], "unsubscribe_order_book_deltas() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_order_book_deltas"]], "unsubscribe_order_book_snapshots() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_order_book_snapshots"]], "unsubscribe_quote_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_quote_ticks"]], "unsubscribe_ticker() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_ticker"]], "unsubscribe_trade_ticks() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_trade_ticks"]], "unsubscribe_venue_status() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.unsubscribe_venue_status"]], "validate() (betfairdataclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.validate"]], "validate() (betfairexecclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.validate"]], "validate() (betfairinstrumentproviderconfig method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.validate"]], "venue (betfairdataclient attribute)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.venue"]], "venue (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.venue"]], "venue (betfairinstrumentprovider property)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.venue"]], "wait_for_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.wait_for_order"]], "binanceaccounttype (class in nautilus_trader.adapters.binance.common.enums)": [[2, "nautilus_trader.adapters.binance.common.enums.BinanceAccountType"]], "binancebar (class in nautilus_trader.adapters.binance.common.types)": [[2, "nautilus_trader.adapters.binance.common.types.BinanceBar"]], "binancedataclientconfig (class in nautilus_trader.adapters.binance.config)": [[2, "nautilus_trader.adapters.binance.config.BinanceDataClientConfig"]], "binanceenumparser (class in nautilus_trader.adapters.binance.common.enums)": [[2, "nautilus_trader.adapters.binance.common.enums.BinanceEnumParser"]], "binanceerrorcode (class in nautilus_trader.adapters.binance.common.enums)": [[2, "nautilus_trader.adapters.binance.common.enums.BinanceErrorCode"]], "binanceexchangefiltertype (class in nautilus_trader.adapters.binance.common.enums)": [[2, "nautilus_trader.adapters.binance.common.enums.BinanceExchangeFilterType"]], "binanceexecclientconfig (class in nautilus_trader.adapters.binance.config)": [[2, "nautilus_trader.adapters.binance.config.BinanceExecClientConfig"]], "binanceexecutiontype (class in nautilus_trader.adapters.binance.common.enums)": [[2, "nautilus_trader.adapters.binance.common.enums.BinanceExecutionType"]], "binancefuturescontractstatus (class in nautilus_trader.adapters.binance.futures.enums)": [[2, "nautilus_trader.adapters.binance.futures.enums.BinanceFuturesContractStatus"]], "binancefuturescontracttype (class in nautilus_trader.adapters.binance.futures.enums)": [[2, "nautilus_trader.adapters.binance.futures.enums.BinanceFuturesContractType"]], "binancefuturesdataclient (class in nautilus_trader.adapters.binance.futures.data)": [[2, "nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient"]], "binancefuturesenumparser (class in nautilus_trader.adapters.binance.futures.enums)": [[2, "nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEnumParser"]], "binancefutureseventtype (class in nautilus_trader.adapters.binance.futures.enums)": [[2, "nautilus_trader.adapters.binance.futures.enums.BinanceFuturesEventType"]], "binancefuturesexecutionclient (class in nautilus_trader.adapters.binance.futures.execution)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient"]], "binancefuturesinstrumentprovider (class in 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"nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_rejected"]], "generate_order_rejected() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_rejected"]], "generate_order_status_report() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_status_report"]], "generate_order_status_report() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_status_report"]], "generate_order_status_reports() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_status_reports"]], "generate_order_status_reports() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_status_reports"]], "generate_order_submitted() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_submitted"]], "generate_order_submitted() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_submitted"]], "generate_order_triggered() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_triggered"]], "generate_order_triggered() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_triggered"]], "generate_order_updated() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_order_updated"]], "generate_order_updated() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_updated"]], "generate_position_status_reports() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_position_status_reports"]], "generate_position_status_reports() (binancespotexecutionclient method)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_position_status_reports"]], "generate_trade_reports() (binancefuturesexecutionclient method)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.generate_trade_reports"]], "generate_trade_reports() (binancespotexecutionclient method)": [[2, 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"snapshot_order_state() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.snapshot_order_state"]], "snapshot_orders (cache attribute)": [[7, "nautilus_trader.cache.cache.Cache.snapshot_orders"]], "snapshot_position() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.snapshot_position"]], "snapshot_position_state() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.snapshot_position_state"]], "snapshot_position_state() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.snapshot_position_state"]], "snapshot_positions (cache attribute)": [[7, "nautilus_trader.cache.cache.Cache.snapshot_positions"]], "strategy_id_for_order() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.strategy_id_for_order"]], "strategy_id_for_order() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.strategy_id_for_order"]], "strategy_id_for_position() (cache method)": [[7, 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method)": [[7, "nautilus_trader.cache.cache.Cache.trade_ticks"]], "trade_ticks() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.trade_ticks"]], "update_account() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_account"]], "update_account() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.update_account"]], "update_actor() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_actor"]], "update_actor() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.update_actor"]], "update_order() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_order"]], "update_order() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.update_order"]], "update_order_pending_cancel_local() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_order_pending_cancel_local"]], "update_position() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_position"]], "update_position() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.update_position"]], "update_strategy() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_strategy"]], "update_strategy() (cachedatabase method)": [[7, "nautilus_trader.cache.database.CacheDatabase.update_strategy"]], "venue_order_id() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.venue_order_id"]], "venue_order_id() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.venue_order_id"]], "actor (class in nautilus_trader.common.actor)": [[8, "nautilus_trader.common.actor.Actor"]], "actorexecutor (class in nautilus_trader.common.executor)": [[8, "nautilus_trader.common.executor.ActorExecutor"]], "clientorderidgenerator (class in nautilus_trader.common.generators)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator"]], "clock (class in nautilus_trader.common.clock)": [[8, "nautilus_trader.common.clock.Clock"]], "component (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Component"]], "componentfsmfactory (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.ComponentFSMFactory"]], "identifiergenerator (class in nautilus_trader.common.generators)": [[8, "nautilus_trader.common.generators.IdentifierGenerator"]], "instrumentprovider (class in nautilus_trader.common.providers)": [[8, "nautilus_trader.common.providers.InstrumentProvider"]], "liveclock (class in nautilus_trader.common.clock)": [[8, "nautilus_trader.common.clock.LiveClock"]], "livetimer (class in nautilus_trader.common.timer)": [[8, "nautilus_trader.common.timer.LiveTimer"]], "logger (class in nautilus_trader.common.logging)": [[8, "nautilus_trader.common.logging.Logger"]], "loggeradapter (class in nautilus_trader.common.logging)": [[8, "nautilus_trader.common.logging.LoggerAdapter"]], "looptimer (class in nautilus_trader.common.timer)": [[8, "nautilus_trader.common.timer.LoopTimer"]], "orderfactory (class in nautilus_trader.common.factories)": [[8, "nautilus_trader.common.factories.OrderFactory"]], "orderlistidgenerator (class in nautilus_trader.common.generators)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator"]], "positionidgenerator (class in nautilus_trader.common.generators)": [[8, "nautilus_trader.common.generators.PositionIdGenerator"]], "taskid (class in nautilus_trader.common.executor)": [[8, "nautilus_trader.common.executor.TaskId"]], "testclock (class in nautilus_trader.common.clock)": [[8, "nautilus_trader.common.clock.TestClock"]], "threadtimer (class in nautilus_trader.common.timer)": [[8, "nautilus_trader.common.timer.ThreadTimer"]], "throttler (class in nautilus_trader.common.throttler)": [[8, "nautilus_trader.common.throttler.Throttler"]], "timeevent (class in nautilus_trader.common.timer)": [[8, "nautilus_trader.common.timer.TimeEvent"]], "timeeventhandler (class in nautilus_trader.common.timer)": [[8, "nautilus_trader.common.timer.TimeEventHandler"]], "active_task_ids() (actor method)": [[8, "nautilus_trader.common.actor.Actor.active_task_ids"]], "active_task_ids() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.active_task_ids"]], "add() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.add"]], "add_bulk() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.add_bulk"]], "add_currency() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.add_currency"]], "add_synthetic() (actor method)": [[8, "nautilus_trader.common.actor.Actor.add_synthetic"]], "advance_time() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.advance_time"]], "bracket() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.bracket"]], "cache (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.cache"]], "callback (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.callback"]], "callback (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.callback"]], "callback (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.callback"]], "cancel() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.cancel"]], "cancel() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.cancel"]], "cancel() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.cancel"]], "cancel_all_tasks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.cancel_all_tasks"]], "cancel_all_tasks() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.cancel_all_tasks"]], "cancel_task() (actor method)": [[8, "nautilus_trader.common.actor.Actor.cancel_task"]], "cancel_task() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.cancel_task"]], "cancel_timer() (clock method)": [[8, 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"nautilus_trader.common.generators.ClientOrderIdGenerator.count"]], "count (instrumentprovider property)": [[8, "nautilus_trader.common.providers.InstrumentProvider.count"]], "count (orderlistidgenerator attribute)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.count"]], "create() (taskid class method)": [[8, "nautilus_trader.common.executor.TaskId.create"]], "create_list() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.create_list"]], "critical() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.critical"]], "currencies() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currencies"]], "currency() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currency"]], "debug() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.debug"]], "degrade() (actor method)": [[8, "nautilus_trader.common.actor.Actor.degrade"]], "degrade() (component method)": [[8, "nautilus_trader.common.component.Component.degrade"]], "deregister_warning_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.deregister_warning_event"]], "dispose() (actor method)": [[8, "nautilus_trader.common.actor.Actor.dispose"]], "dispose() (component method)": [[8, "nautilus_trader.common.component.Component.dispose"]], "error() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.error"]], "event (timeeventhandler attribute)": [[8, "nautilus_trader.common.timer.TimeEventHandler.event"]], "exception() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.exception"]], "fault() (actor method)": [[8, "nautilus_trader.common.actor.Actor.fault"]], "fault() (component method)": [[8, "nautilus_trader.common.component.Component.fault"]], "find() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.find"]], "fully_qualified_name() (actor class method)": 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"nautilus_trader.common.actor.Actor.handle_historical_data"]], "handle_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_instrument"]], "handle_instrument_close() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_instrument_close"]], "handle_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_instrument_status"]], "handle_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_instruments"]], "handle_order_book() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_order_book"]], "handle_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_order_book_deltas"]], "handle_quote_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_quote_tick"]], "handle_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_quote_ticks"]], "handle_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_ticker"]], "handle_trade_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_trade_tick"]], "handle_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_trade_ticks"]], "handle_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_venue_status"]], "has_active_tasks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.has_active_tasks"]], "has_active_tasks() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.has_active_tasks"]], "has_any_tasks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.has_any_tasks"]], "has_pending_requests() (actor method)": [[8, "nautilus_trader.common.actor.Actor.has_pending_requests"]], "has_queued_tasks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.has_queued_tasks"]], "has_queued_tasks() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.has_queued_tasks"]], "id (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.id"]], "id (component attribute)": [[8, "nautilus_trader.common.component.Component.id"]], "id (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.id"]], "indicators_initialized() (actor method)": [[8, "nautilus_trader.common.actor.Actor.indicators_initialized"]], "info() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.info"]], "initialize() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.initialize"]], "instance_id (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.instance_id"]], "instance_id (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.instance_id"]], "interval (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.interval"]], "interval_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.interval_ns"]], "interval_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.interval_ns"]], "interval_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.interval_ns"]], "is_bypassed (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.is_bypassed"]], "is_bypassed (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.is_bypassed"]], "is_degraded (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_degraded"]], "is_degraded (component attribute)": [[8, "nautilus_trader.common.component.Component.is_degraded"]], "is_disposed (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_disposed"]], "is_disposed (component attribute)": [[8, "nautilus_trader.common.component.Component.is_disposed"]], "is_expired (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.is_expired"]], "is_expired (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.is_expired"]], "is_expired (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.is_expired"]], "is_faulted (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_faulted"]], "is_faulted (component attribute)": [[8, "nautilus_trader.common.component.Component.is_faulted"]], "is_initialized (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_initialized"]], "is_initialized (component attribute)": [[8, "nautilus_trader.common.component.Component.is_initialized"]], "is_limiting (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.is_limiting"]], "is_pending_request() (actor method)": [[8, "nautilus_trader.common.actor.Actor.is_pending_request"]], "is_running (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_running"]], "is_running (component attribute)": [[8, "nautilus_trader.common.component.Component.is_running"]], "is_stopped (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_stopped"]], "is_stopped (component attribute)": [[8, "nautilus_trader.common.component.Component.is_stopped"]], "iterate_next_time() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.iterate_next_time"]], "iterate_next_time() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.iterate_next_time"]], "iterate_next_time() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.iterate_next_time"]], "limit (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.limit"]], "limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.limit"]], "limit_if_touched() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.limit_if_touched"]], "list_all() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.list_all"]], "load() (actor method)": [[8, "nautilus_trader.common.actor.Actor.load"]], "load() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load"]], "load_all() 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"nautilus_trader.common.logging.log_memory"]], "machine_id (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.machine_id"]], "machine_id (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.machine_id"]], "market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market"]], "market_if_touched() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market_if_touched"]], "market_to_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market_to_limit"]], "msgbus (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.msgbus"]], "name (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.name"]], "name (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.name"]], "name (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.name"]], "name (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.name"]], "name (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.name"]], "nautilus_header() (in module nautilus_trader.common.logging)": [[8, "nautilus_trader.common.logging.nautilus_header"]], "nautilus_trader.common": [[8, "module-nautilus_trader.common"]], "nautilus_trader.common.actor": [[8, "module-nautilus_trader.common.actor"]], "nautilus_trader.common.clock": [[8, "module-nautilus_trader.common.clock"]], "nautilus_trader.common.component": [[8, "module-nautilus_trader.common.component"]], "nautilus_trader.common.executor": [[8, "module-nautilus_trader.common.executor"]], "nautilus_trader.common.factories": [[8, "module-nautilus_trader.common.factories"]], "nautilus_trader.common.generators": [[8, "module-nautilus_trader.common.generators"]], "nautilus_trader.common.logging": [[8, "module-nautilus_trader.common.logging"]], "nautilus_trader.common.providers": [[8, "module-nautilus_trader.common.providers"]], "nautilus_trader.common.throttler": [[8, "module-nautilus_trader.common.throttler"]], "nautilus_trader.common.timer": [[8, "module-nautilus_trader.common.timer"]], "next_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.next_time_ns"]], "next_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.next_time_ns"]], "next_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.next_time_ns"]], "next_time_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.next_time_ns"]], "next_time_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.next_time_ns"]], "next_time_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.next_time_ns"]], "on_bar() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_bar"]], "on_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_data"]], "on_degrade() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_degrade"]], "on_dispose() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_dispose"]], "on_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_event"]], "on_fault() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_fault"]], "on_historical_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_historical_data"]], "on_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument"]], "on_instrument_close() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument_close"]], "on_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument_status"]], "on_load() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_load"]], "on_order_book() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_order_book"]], "on_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_order_book_deltas"]], "on_quote_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_quote_tick"]], "on_reset() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_reset"]], "on_resume() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_resume"]], "on_save() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_save"]], "on_start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_start"]], "on_stop() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_stop"]], "on_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_ticker"]], "on_trade_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_trade_tick"]], "on_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_venue_status"]], "pending_requests() (actor method)": [[8, "nautilus_trader.common.actor.Actor.pending_requests"]], "pop_event() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.pop_event"]], "pop_event() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.pop_event"]], "pop_event() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.pop_event"]], "publish_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.publish_data"]], "publish_signal() (actor method)": [[8, "nautilus_trader.common.actor.Actor.publish_signal"]], "qsize (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.qsize"]], "queue_for_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.queue_for_executor"]], "queue_for_executor() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.queue_for_executor"]], "queued_task_ids() (actor method)": [[8, "nautilus_trader.common.actor.Actor.queued_task_ids"]], "queued_task_ids() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.queued_task_ids"]], "recv_count (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.recv_count"]], "register_base() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_base"]], "register_default_handler() (clock method)": [[8, "nautilus_trader.common.clock.Clock.register_default_handler"]], "register_default_handler() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.register_default_handler"]], "register_default_handler() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.register_default_handler"]], "register_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_executor"]], "register_indicator_for_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_bars"]], "register_indicator_for_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_quote_ticks"]], "register_indicator_for_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_trade_ticks"]], "register_warning_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_warning_event"]], "registered_indicators (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.registered_indicators"]], "repeat() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.repeat"]], "repeat() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.repeat"]], "repeat() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.repeat"]], "request_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_bars"]], "request_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_data"]], "request_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_instrument"]], "request_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_instruments"]], "request_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_quote_ticks"]], "request_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_trade_ticks"]], "reset() (actor method)": [[8, "nautilus_trader.common.actor.Actor.reset"]], "reset() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.reset"]], "reset() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.reset"]], "reset() (component method)": [[8, "nautilus_trader.common.component.Component.reset"]], "reset() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.reset"]], "reset() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.reset"]], "reset() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.reset"]], "resume() (actor method)": [[8, "nautilus_trader.common.actor.Actor.resume"]], "resume() (component method)": [[8, "nautilus_trader.common.component.Component.resume"]], "run_in_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.run_in_executor"]], "run_in_executor() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.run_in_executor"]], "save() (actor method)": [[8, "nautilus_trader.common.actor.Actor.save"]], "send() (throttler method)": [[8, "nautilus_trader.common.throttler.Throttler.send"]], "sent_count (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.sent_count"]], "set_client_order_id_count() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.set_client_order_id_count"]], "set_count() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.set_count"]], "set_count() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.set_count"]], "set_count() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.set_count"]], "set_order_list_id_count() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.set_order_list_id_count"]], "set_time() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time"]], "set_time_alert() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_time_alert"]], "set_time_alert() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_time_alert"]], "set_time_alert() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time_alert"]], "set_time_alert_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_time_alert_ns"]], "set_time_alert_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_time_alert_ns"]], "set_time_alert_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time_alert_ns"]], "set_timer() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_timer"]], "set_timer() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_timer"]], "set_timer() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_timer"]], "set_timer_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_timer_ns"]], "set_timer_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_timer_ns"]], "set_timer_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_timer_ns"]], "shutdown() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.shutdown"]], "start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.start"]], "start() (component method)": [[8, "nautilus_trader.common.component.Component.start"]], "start_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.start_time_ns"]], "start_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.start_time_ns"]], "start_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.start_time_ns"]], "state (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.state"]], "state (component attribute)": [[8, "nautilus_trader.common.component.Component.state"]], "stop() (actor method)": [[8, "nautilus_trader.common.actor.Actor.stop"]], "stop() (component method)": [[8, "nautilus_trader.common.component.Component.stop"]], "stop_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.stop_limit"]], "stop_market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.stop_market"]], "stop_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.stop_time_ns"]], "stop_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.stop_time_ns"]], "stop_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.stop_time_ns"]], "strategy_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.strategy_id"]], "subscribe_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_bars"]], "subscribe_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_data"]], "subscribe_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument"]], "subscribe_instrument_close() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument_close"]], "subscribe_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument_status"]], "subscribe_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instruments"]], "subscribe_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_order_book_deltas"]], "subscribe_order_book_snapshots() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_order_book_snapshots"]], "subscribe_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_quote_ticks"]], "subscribe_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_ticker"]], "subscribe_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_trade_ticks"]], "subscribe_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_venue_status"]], "timer_count (clock attribute)": [[8, "nautilus_trader.common.clock.Clock.timer_count"]], "timer_count (liveclock attribute)": [[8, "nautilus_trader.common.clock.LiveClock.timer_count"]], "timer_count (testclock attribute)": [[8, "nautilus_trader.common.clock.TestClock.timer_count"]], "timer_names (clock attribute)": [[8, "nautilus_trader.common.clock.Clock.timer_names"]], "timer_names (liveclock attribute)": [[8, "nautilus_trader.common.clock.LiveClock.timer_names"]], "timer_names (testclock attribute)": [[8, "nautilus_trader.common.clock.TestClock.timer_names"]], "timestamp() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp"]], "timestamp() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp"]], "timestamp() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp"]], "timestamp_ms() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp_ms"]], "timestamp_ms() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp_ms"]], "timestamp_ms() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp_ms"]], "timestamp_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp_ns"]], "timestamp_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp_ns"]], "timestamp_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp_ns"]], "to_importable_config() (actor method)": [[8, "nautilus_trader.common.actor.Actor.to_importable_config"]], "trader_id (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.trader_id"]], "trader_id (component attribute)": [[8, "nautilus_trader.common.component.Component.trader_id"]], "trader_id (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.trader_id"]], "trader_id (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.trader_id"]], "trader_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.trader_id"]], "trailing_stop_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.trailing_stop_limit"]], "trailing_stop_market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.trailing_stop_market"]], "ts_event (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.ts_event"]], "ts_init (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.ts_init"]], "type (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.type"]], "type (component attribute)": [[8, "nautilus_trader.common.component.Component.type"]], "unsubscribe_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_bars"]], "unsubscribe_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_data"]], "unsubscribe_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_instrument"]], "unsubscribe_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_instrument_status"]], "unsubscribe_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_instruments"]], "unsubscribe_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_order_book_deltas"]], "unsubscribe_order_book_snapshots() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_order_book_snapshots"]], "unsubscribe_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_quote_ticks"]], "unsubscribe_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_ticker"]], "unsubscribe_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_trade_ticks"]], "unsubscribe_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_venue_status"]], "update_synthetic() (actor method)": [[8, "nautilus_trader.common.actor.Actor.update_synthetic"]], "used() (throttler method)": [[8, "nautilus_trader.common.throttler.Throttler.used"]], "utc_now() (clock method)": [[8, "nautilus_trader.common.clock.Clock.utc_now"]], "utc_now() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.utc_now"]], "utc_now() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.utc_now"]], "venue (instrumentprovider property)": [[8, "nautilus_trader.common.providers.InstrumentProvider.venue"]], "warning() (loggeradapter method)": [[8, "nautilus_trader.common.logging.LoggerAdapter.warning"]], "actorconfig (class in nautilus_trader.config.common)": [[9, "nautilus_trader.config.common.ActorConfig"]], "actorfactory (class in nautilus_trader.config.common)": [[9, "nautilus_trader.config.common.ActorFactory"]], "backtestdataconfig (class in nautilus_trader.config.backtest)": 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(class in nautilus_trader.core.fsm)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine"]], "invalidstatetrigger": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger"]], "request (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Request"]], "response (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Response"]], "uuid4 (class in nautilus_trader.core.uuid)": [[10, "nautilus_trader.core.uuid.UUID4"]], "add_note() (invalidstatetrigger method)": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger.add_note"]], "as_utc_index() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.as_utc_index"]], "as_utc_timestamp() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.as_utc_timestamp"]], "basis_points_as_percentage() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.basis_points_as_percentage"]], "callback (request attribute)": [[10, "nautilus_trader.core.message.Request.callback"]], "correlation_id (response attribute)": [[10, "nautilus_trader.core.message.Response.correlation_id"]], "dt_to_unix_nanos() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.dt_to_unix_nanos"]], "fast_mad() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mad"]], "fast_mad_with_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mad_with_mean"]], "fast_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mean"]], "fast_mean_iterated() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mean_iterated"]], "fast_std() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_std"]], "fast_std_with_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_std_with_mean"]], "format_iso8601() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.format_iso8601"]], "id (command attribute)": [[10, "nautilus_trader.core.message.Command.id"]], "id (document attribute)": [[10, "nautilus_trader.core.message.Document.id"]], "id (event attribute)": [[10, "nautilus_trader.core.message.Event.id"]], "id (request attribute)": [[10, "nautilus_trader.core.message.Request.id"]], "id (response attribute)": [[10, "nautilus_trader.core.message.Response.id"]], "is_datetime_utc() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_datetime_utc"]], "is_tz_aware() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_tz_aware"]], "is_tz_naive() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_tz_naive"]], "maybe_dt_to_unix_nanos() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.maybe_dt_to_unix_nanos"]], "maybe_unix_nanos_to_dt() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.maybe_unix_nanos_to_dt"]], "nautilus_trader.core": [[10, "module-nautilus_trader.core"]], "nautilus_trader.core.datetime": [[10, "module-nautilus_trader.core.datetime"]], "nautilus_trader.core.fsm": [[10, "module-nautilus_trader.core.fsm"]], "nautilus_trader.core.message": [[10, "module-nautilus_trader.core.message"]], "nautilus_trader.core.stats": [[10, "module-nautilus_trader.core.stats"]], "nautilus_trader.core.uuid": [[10, "module-nautilus_trader.core.uuid"]], "state (finitestatemachine attribute)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.state"]], "state_string (finitestatemachine attribute)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.state_string"]], "trigger() (finitestatemachine method)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.trigger"]], "ts_event (event attribute)": [[10, "nautilus_trader.core.message.Event.ts_event"]], "ts_init (command attribute)": [[10, "nautilus_trader.core.message.Command.ts_init"]], "ts_init (document attribute)": [[10, "nautilus_trader.core.message.Document.ts_init"]], "ts_init (event attribute)": [[10, "nautilus_trader.core.message.Event.ts_init"]], "ts_init (request attribute)": [[10, "nautilus_trader.core.message.Request.ts_init"]], "ts_init (response attribute)": [[10, "nautilus_trader.core.message.Response.ts_init"]], "unix_nanos_to_dt() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.unix_nanos_to_dt"]], "value (uuid4 attribute)": [[10, "nautilus_trader.core.uuid.UUID4.value"]], "with_traceback() (invalidstatetrigger method)": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger.with_traceback"]], "baraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.BarAggregator"]], "barbuilder (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.BarBuilder"]], "dataclient (class in nautilus_trader.data.client)": [[11, "nautilus_trader.data.client.DataClient"]], "datacommand (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataCommand"]], "dataengine (class in nautilus_trader.data.engine)": [[11, "nautilus_trader.data.engine.DataEngine"]], "datarequest (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataRequest"]], "dataresponse (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataResponse"]], "marketdataclient (class in nautilus_trader.data.client)": [[11, "nautilus_trader.data.client.MarketDataClient"]], "subscribe (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.Subscribe"]], "tickbaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator"]], "timebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator"]], "unsubscribe (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.Unsubscribe"]], "valuebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator"]], "volumebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator"]], "bar_type (baraggregator attribute)": [[11, "nautilus_trader.data.aggregation.BarAggregator.bar_type"]], "bar_type (tickbaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.bar_type"]], "bar_type (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.bar_type"]], "bar_type (valuebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.bar_type"]], "bar_type (volumebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.bar_type"]], "build() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.build"]], "build_now() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.build_now"]], "callback (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.callback"]], "check_connected() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.check_connected"]], "check_disconnected() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.check_disconnected"]], "client_id (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.client_id"]], "client_id (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.client_id"]], "client_id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.client_id"]], "client_id (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.client_id"]], "client_id (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.client_id"]], "command_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.command_count"]], "connect() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.connect"]], "correlation_id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.correlation_id"]], "count (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.count"]], "data (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.data"]], "data_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.data_count"]], "data_type (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.data_type"]], "data_type (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.data_type"]], "data_type (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.data_type"]], "data_type (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.data_type"]], "data_type (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.data_type"]], "debug (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.debug"]], "default_client (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.default_client"]], "degrade() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.degrade"]], "degrade() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.degrade"]], "degrade() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.degrade"]], "deregister_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.deregister_client"]], "disconnect() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.disconnect"]], "dispose() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.dispose"]], "dispose() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.dispose"]], "dispose() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.dispose"]], "execute() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.execute"]], "fault() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.fault"]], "fault() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.fault"]], "fault() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.fault"]], "fully_qualified_name() (dataclient class method)": [[11, "nautilus_trader.data.client.DataClient.fully_qualified_name"]], "fully_qualified_name() (dataengine class method)": [[11, "nautilus_trader.data.engine.DataEngine.fully_qualified_name"]], "fully_qualified_name() (marketdataclient class method)": [[11, "nautilus_trader.data.client.MarketDataClient.fully_qualified_name"]], "get_cumulative_value() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.get_cumulative_value"]], "get_start_time() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.get_start_time"]], "handle_quote_tick() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.handle_quote_tick"]], "handle_quote_tick() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.handle_quote_tick"]], "handle_quote_tick() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.handle_quote_tick"]], "handle_quote_tick() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.handle_quote_tick"]], "handle_quote_tick() (volumebaraggregator method)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.handle_quote_tick"]], "handle_trade_tick() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.handle_trade_tick"]], "handle_trade_tick() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.handle_trade_tick"]], "handle_trade_tick() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.handle_trade_tick"]], "handle_trade_tick() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.handle_trade_tick"]], "handle_trade_tick() (volumebaraggregator method)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.handle_trade_tick"]], "id (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.id"]], "id (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.id"]], "id (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.id"]], "id (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.id"]], "id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.id"]], "id (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.id"]], "id (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.id"]], "id (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.id"]], "initialized (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.initialized"]], "interval (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.interval"]], "interval_ns (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.interval_ns"]], "is_connected (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_connected"]], "is_connected (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_connected"]], "is_degraded (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_degraded"]], "is_degraded (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_degraded"]], "is_degraded (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_degraded"]], "is_disposed (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_disposed"]], "is_disposed (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_disposed"]], "is_disposed (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_disposed"]], "is_faulted (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_faulted"]], "is_faulted (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_faulted"]], "is_faulted (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_faulted"]], "is_initialized (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_initialized"]], "is_initialized (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_initialized"]], "is_initialized (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_initialized"]], "is_running (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_running"]], "is_running (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_running"]], "is_running (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_running"]], "is_stopped (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_stopped"]], "is_stopped (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_stopped"]], "is_stopped (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_stopped"]], "nautilus_trader.data": [[11, "module-nautilus_trader.data"]], "nautilus_trader.data.aggregation": [[11, "module-nautilus_trader.data.aggregation"]], "nautilus_trader.data.client": [[11, "module-nautilus_trader.data.client"]], "nautilus_trader.data.engine": [[11, "module-nautilus_trader.data.engine"]], "nautilus_trader.data.messages": [[11, "module-nautilus_trader.data.messages"]], "next_close_ns (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.next_close_ns"]], "price_precision (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.price_precision"]], "process() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.process"]], "register_catalog() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_catalog"]], "register_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_client"]], "register_default_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_default_client"]], "register_venue_routing() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_venue_routing"]], "registered_clients (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.registered_clients"]], "request() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.request"]], "request() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.request"]], "request() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request"]], "request_bars() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_bars"]], "request_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.request_count"]], "request_instrument() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_instrument"]], "request_instruments() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_instruments"]], "request_quote_ticks() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_quote_ticks"]], "request_trade_ticks() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_trade_ticks"]], "reset() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.reset"]], "reset() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.reset"]], "reset() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.reset"]], "reset() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.reset"]], "response() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.response"]], "response_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.response_count"]], "resume() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.resume"]], "resume() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.resume"]], "resume() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.resume"]], "set_await_partial() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.set_await_partial"]], "set_await_partial() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.set_await_partial"]], "set_await_partial() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.set_await_partial"]], "set_await_partial() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.set_await_partial"]], "set_await_partial() (volumebaraggregator method)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.set_await_partial"]], "set_partial() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.set_partial"]], "set_partial() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.set_partial"]], "set_partial() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.set_partial"]], "set_partial() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.set_partial"]], "set_partial() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.set_partial"]], "set_partial() (volumebaraggregator method)": [[11, 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"stop() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.stop"]], "subscribe() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.subscribe"]], "subscribe() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe"]], "subscribe_bars() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe_bars"]], "subscribe_instrument() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe_instrument"]], "subscribe_instrument_close() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe_instrument_close"]], "subscribe_instrument_status() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe_instrument_status"]], "subscribe_instruments() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.subscribe_instruments"]], "subscribe_order_book_deltas() 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"nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_venue_status"]], "venue (livedataclient attribute)": [[16, "nautilus_trader.live.data_client.LiveDataClient.venue"]], "venue (liveexecutionclient attribute)": [[16, "nautilus_trader.live.execution_client.LiveExecutionClient.venue"]], "venue (livemarketdataclient attribute)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.venue"]], "currency (class in nautilus_trader.model.currency)": [[17, "nautilus_trader.model.currency.Currency"]], "code (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.code"]], "currency_type (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.currency_type"]], "from_internal_map() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.from_internal_map"]], "from_str() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.from_str"]], "is_crypto() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.is_crypto"]], "is_fiat() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.is_fiat"]], "iso4217 (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.iso4217"]], "name (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.name"]], "nautilus_trader.model.currency": [[17, "module-nautilus_trader.model.currency"]], "precision (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.precision"]], "register() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.register"]], "bar (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.Bar"]], "barspecification (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.BarSpecification"]], "bartype (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.BarType"]], "bookorder (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.BookOrder"]], "datatype (class in nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.DataType"]], "genericdata (class in nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.GenericData"]], "instrumentclose (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.InstrumentClose"]], "instrumentstatus (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.InstrumentStatus"]], "orderbookdelta (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.OrderBookDelta"]], "orderbookdeltas (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas"]], "quotetick (class in nautilus_trader.model.data.tick)": [[18, "nautilus_trader.model.data.tick.QuoteTick"]], "ticker (class in nautilus_trader.model.data.ticker)": [[18, "nautilus_trader.model.data.ticker.Ticker"]], "tradetick (class in nautilus_trader.model.data.tick)": [[18, "nautilus_trader.model.data.tick.TradeTick"]], "venuestatus (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.VenueStatus"]], "action (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.action"]], "aggregation (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.aggregation"]], "aggregation_source (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.aggregation_source"]], "aggressor_side (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.aggressor_side"]], "ask_price (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ask_price"]], "ask_size (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ask_size"]], "bar_type (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.bar_type"]], "bid_price (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.bid_price"]], "bid_size (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.bid_size"]], "capsule_from_list() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.capsule_from_list"]], "capsule_from_list() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.capsule_from_list"]], "capsule_from_list() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.capsule_from_list"]], "capsule_to_list() (in module nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.capsule_to_list"]], "check_information_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_information_aggregated"]], "check_threshold_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_threshold_aggregated"]], "check_time_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_time_aggregated"]], "clear() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.clear"]], "close (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.close"]], "close_price (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.close_price"]], "close_type (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.close_type"]], "data (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.data"]], "data_type (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.data_type"]], "deltas (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.deltas"]], "exposure() (bookorder method)": [[18, "nautilus_trader.model.data.book.BookOrder.exposure"]], "extract_price() (quotetick method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.extract_price"]], "extract_volume() (quotetick method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.extract_volume"]], "flags (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.flags"]], "from_dict() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.from_dict"]], "from_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.from_dict"]], "from_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.from_dict"]], "from_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.from_dict"]], "from_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_dict"]], "from_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.from_dict"]], "from_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_dict"]], "from_dict() (ticker static method)": [[18, "nautilus_trader.model.data.ticker.Ticker.from_dict"]], "from_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_dict"]], "from_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.status.VenueStatus.from_dict"]], "from_pyo3() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.from_pyo3"]], "from_pyo3() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_pyo3"]], "from_pyo3() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_pyo3"]], "from_pyo3() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_pyo3"]], "from_raw() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.from_raw"]], "from_raw() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_raw"]], "from_raw() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_raw"]], "from_raw() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_raw"]], "from_str() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.from_str"]], "from_str() (bartype static method)": [[18, "nautilus_trader.model.data.bar.BarType.from_str"]], "from_timedelta() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.from_timedelta"]], "fully_qualified_name() (bar class method)": [[18, "nautilus_trader.model.data.bar.Bar.fully_qualified_name"]], "fully_qualified_name() (genericdata class method)": [[18, "nautilus_trader.model.data.base.GenericData.fully_qualified_name"]], "fully_qualified_name() (instrumentclose class method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.fully_qualified_name"]], "fully_qualified_name() (instrumentstatus class method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.fully_qualified_name"]], "fully_qualified_name() (orderbookdelta class method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.fully_qualified_name"]], "fully_qualified_name() (orderbookdeltas class method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.fully_qualified_name"]], "fully_qualified_name() (quotetick class method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.fully_qualified_name"]], "fully_qualified_name() (ticker class method)": [[18, "nautilus_trader.model.data.ticker.Ticker.fully_qualified_name"]], "fully_qualified_name() (tradetick class method)": [[18, "nautilus_trader.model.data.tick.TradeTick.fully_qualified_name"]], "fully_qualified_name() (venuestatus class method)": [[18, "nautilus_trader.model.data.status.VenueStatus.fully_qualified_name"]], "halt_reason (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.halt_reason"]], "high (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.high"]], "instrument_id (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.instrument_id"]], "instrument_id (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.instrument_id"]], "instrument_id (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.instrument_id"]], "instrument_id (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.instrument_id"]], "instrument_id (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.instrument_id"]], "instrument_id (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.instrument_id"]], "instrument_id (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.instrument_id"]], "instrument_id (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.instrument_id"]], "is_add (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_add"]], "is_clear (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_clear"]], "is_delete (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_delete"]], "is_externally_aggregated() (bartype method)": [[18, "nautilus_trader.model.data.bar.BarType.is_externally_aggregated"]], "is_information_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_information_aggregated"]], "is_internally_aggregated() (bartype method)": [[18, "nautilus_trader.model.data.bar.BarType.is_internally_aggregated"]], "is_revision (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.is_revision"]], "is_single_price() (bar method)": [[18, "nautilus_trader.model.data.bar.Bar.is_single_price"]], "is_snapshot (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.is_snapshot"]], "is_threshold_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_threshold_aggregated"]], "is_time_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_time_aggregated"]], "is_update (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_update"]], "list_from_capsule() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.list_from_capsule"]], "list_from_capsule() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.list_from_capsule"]], "list_from_capsule() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.list_from_capsule"]], "low (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.low"]], "metadata (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.metadata"]], "nautilus_trader.model.data": [[18, "module-nautilus_trader.model.data"]], "nautilus_trader.model.data.bar": [[18, "module-nautilus_trader.model.data.bar"]], "nautilus_trader.model.data.base": [[18, "module-nautilus_trader.model.data.base"]], "nautilus_trader.model.data.book": [[18, "module-nautilus_trader.model.data.book"]], "nautilus_trader.model.data.status": [[18, "module-nautilus_trader.model.data.status"]], "nautilus_trader.model.data.tick": [[18, "module-nautilus_trader.model.data.tick"]], "nautilus_trader.model.data.ticker": [[18, "module-nautilus_trader.model.data.ticker"]], "open (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.open"]], "order (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.order"]], "order_id (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.order_id"]], "price (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.price"]], "price (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.price"]], "price_type (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.price_type"]], "sequence (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.sequence"]], "sequence (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.sequence"]], "side (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.side"]], "signed_size() (bookorder method)": [[18, "nautilus_trader.model.data.book.BookOrder.signed_size"]], "size (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.size"]], "size (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.size"]], "spec (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.spec"]], "status (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.status"]], "status (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.status"]], "step (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.step"]], "timedelta (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.timedelta"]], "to_dict() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.to_dict"]], "to_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.to_dict"]], "to_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.to_dict"]], "to_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.to_dict"]], "to_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.to_dict"]], "to_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.to_dict"]], "to_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.to_dict"]], "to_dict() (ticker static method)": [[18, "nautilus_trader.model.data.ticker.Ticker.to_dict"]], "to_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.to_dict"]], "to_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.status.VenueStatus.to_dict"]], "topic (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.topic"]], "trade_id (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.trade_id"]], "trading_session (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.trading_session"]], "ts_event (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.ts_event"]], "ts_event (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.ts_event"]], "ts_event (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.ts_event"]], "ts_event (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.ts_event"]], "ts_event (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.ts_event"]], "ts_event (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.ts_event"]], "ts_event (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ts_event"]], "ts_event (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.ts_event"]], "ts_event (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.ts_event"]], "ts_event (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.ts_event"]], "ts_init (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.ts_init"]], "ts_init (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.ts_init"]], "ts_init (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.ts_init"]], "ts_init (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.ts_init"]], "ts_init (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.ts_init"]], "ts_init (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.ts_init"]], "ts_init (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ts_init"]], "ts_init (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.ts_init"]], "ts_init (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.ts_init"]], "ts_init (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.ts_init"]], "type (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.type"]], "venue (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.venue"]], "volume (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.volume"]], "accountstate (class in nautilus_trader.model.events.account)": [[19, "nautilus_trader.model.events.account.AccountState"]], "orderaccepted (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderAccepted"]], "ordercancelrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected"]], "ordercanceled (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderCanceled"]], "orderdenied (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderDenied"]], "orderemulated (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderEmulated"]], "orderevent (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderEvent"]], "orderexpired (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderExpired"]], "orderfilled (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderFilled"]], "orderinitialized (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderInitialized"]], "ordermodifyrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected"]], "orderpendingcancel (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel"]], "orderpendingupdate (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate"]], "orderrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderRejected"]], "orderreleased (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderReleased"]], "ordersubmitted (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderSubmitted"]], "ordertriggered (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderTriggered"]], "orderupdated (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderUpdated"]], "positionchanged (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionChanged"]], "positionclosed (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionClosed"]], "positionevent (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionEvent"]], "positionopened (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionOpened"]], "account_id (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.account_id"]], "account_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.account_id"]], "account_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.account_id"]], "account_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.account_id"]], "account_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.account_id"]], "account_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.account_id"]], "account_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.account_id"]], "account_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.account_id"]], "account_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.account_id"]], "account_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.account_id"]], "account_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.account_id"]], "account_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.account_id"]], "account_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.account_id"]], "account_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.account_id"]], "account_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.account_id"]], "account_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.account_id"]], "account_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.account_id"]], "account_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.account_id"]], "account_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.account_id"]], "account_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.account_id"]], "account_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.account_id"]], "account_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.account_id"]], "account_type (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.account_type"]], "avg_px_close (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.avg_px_close"]], "avg_px_close (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.avg_px_close"]], "avg_px_close (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.avg_px_close"]], "avg_px_close (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.avg_px_close"]], "avg_px_open (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.avg_px_open"]], "avg_px_open (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.avg_px_open"]], "avg_px_open (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.avg_px_open"]], "avg_px_open (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.avg_px_open"]], "balances (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.balances"]], "base_currency (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.base_currency"]], "client_order_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.client_order_id"]], "client_order_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.client_order_id"]], "client_order_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.client_order_id"]], "client_order_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.client_order_id"]], "client_order_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.client_order_id"]], "client_order_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.client_order_id"]], "client_order_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.client_order_id"]], "client_order_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.client_order_id"]], "client_order_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.client_order_id"]], "client_order_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.client_order_id"]], "client_order_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.client_order_id"]], "client_order_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.client_order_id"]], "client_order_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.client_order_id"]], "client_order_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.client_order_id"]], "client_order_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.client_order_id"]], "client_order_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.client_order_id"]], "client_order_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.client_order_id"]], "closing_order_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.closing_order_id"]], "closing_order_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.closing_order_id"]], "closing_order_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.closing_order_id"]], "closing_order_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.closing_order_id"]], "commission (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.commission"]], "contingency_type (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.contingency_type"]], "create() (positionchanged static method)": [[19, "nautilus_trader.model.events.position.PositionChanged.create"]], "create() (positionclosed static method)": [[19, "nautilus_trader.model.events.position.PositionClosed.create"]], "create() (positionopened static method)": [[19, "nautilus_trader.model.events.position.PositionOpened.create"]], "currency (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.currency"]], "currency (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.currency"]], "currency (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.currency"]], "currency (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.currency"]], "currency (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.currency"]], "duration_ns (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.duration_ns"]], "duration_ns (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.duration_ns"]], "duration_ns (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.duration_ns"]], "duration_ns (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.duration_ns"]], "emulation_trigger (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.emulation_trigger"]], "entry (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.entry"]], "entry (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.entry"]], "entry (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.entry"]], "entry (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.entry"]], "exec_algorithm_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_id"]], "exec_algorithm_params (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_params"]], "exec_spawn_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_spawn_id"]], "from_dict() (accountstate static method)": [[19, "nautilus_trader.model.events.account.AccountState.from_dict"]], "from_dict() (orderaccepted static method)": [[19, "nautilus_trader.model.events.order.OrderAccepted.from_dict"]], "from_dict() (ordercancelrejected static method)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.from_dict"]], "from_dict() (ordercanceled static method)": [[19, "nautilus_trader.model.events.order.OrderCanceled.from_dict"]], "from_dict() (orderdenied static method)": [[19, "nautilus_trader.model.events.order.OrderDenied.from_dict"]], "from_dict() (orderemulated static method)": [[19, "nautilus_trader.model.events.order.OrderEmulated.from_dict"]], "from_dict() (orderexpired static method)": [[19, "nautilus_trader.model.events.order.OrderExpired.from_dict"]], "from_dict() (orderfilled static method)": [[19, "nautilus_trader.model.events.order.OrderFilled.from_dict"]], "from_dict() (orderinitialized static method)": [[19, "nautilus_trader.model.events.order.OrderInitialized.from_dict"]], "from_dict() (ordermodifyrejected static method)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.from_dict"]], "from_dict() (orderpendingcancel static method)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.from_dict"]], "from_dict() (orderpendingupdate static method)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.from_dict"]], "from_dict() (orderrejected static method)": [[19, "nautilus_trader.model.events.order.OrderRejected.from_dict"]], "from_dict() (orderreleased static method)": [[19, "nautilus_trader.model.events.order.OrderReleased.from_dict"]], "from_dict() (ordersubmitted static method)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.from_dict"]], "from_dict() (ordertriggered static method)": [[19, "nautilus_trader.model.events.order.OrderTriggered.from_dict"]], "from_dict() (orderupdated static method)": [[19, "nautilus_trader.model.events.order.OrderUpdated.from_dict"]], "from_dict() (positionchanged static method)": [[19, "nautilus_trader.model.events.position.PositionChanged.from_dict"]], "from_dict() (positionclosed static method)": [[19, "nautilus_trader.model.events.position.PositionClosed.from_dict"]], "from_dict() (positionopened static method)": [[19, "nautilus_trader.model.events.position.PositionOpened.from_dict"]], "id (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.id"]], "id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.id"]], "id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.id"]], "id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.id"]], "id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.id"]], "id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.id"]], "id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.id"]], "id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.id"]], "id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.id"]], "id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.id"]], "id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.id"]], "id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.id"]], "id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.id"]], "id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.id"]], "id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.id"]], "id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.id"]], "id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.id"]], "id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.id"]], "id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.id"]], "id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.id"]], "id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.id"]], "id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.id"]], "info (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.info"]], "info (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.info"]], "instrument_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.instrument_id"]], "instrument_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.instrument_id"]], "instrument_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.instrument_id"]], "instrument_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.instrument_id"]], "instrument_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.instrument_id"]], "instrument_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.instrument_id"]], "instrument_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.instrument_id"]], "instrument_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.instrument_id"]], "instrument_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.instrument_id"]], "instrument_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.instrument_id"]], "instrument_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.instrument_id"]], "instrument_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.instrument_id"]], "instrument_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.instrument_id"]], "instrument_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.instrument_id"]], "instrument_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.instrument_id"]], "instrument_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.instrument_id"]], "instrument_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.instrument_id"]], "instrument_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.instrument_id"]], "instrument_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.instrument_id"]], "instrument_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.instrument_id"]], "instrument_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.instrument_id"]], "is_buy (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.is_buy"]], "is_reported (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.is_reported"]], "is_sell (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.is_sell"]], "last_px (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.last_px"]], "last_px (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.last_px"]], "last_px (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.last_px"]], "last_px (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.last_px"]], "last_px (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.last_px"]], "last_qty (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.last_qty"]], "last_qty (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.last_qty"]], "last_qty (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.last_qty"]], "last_qty (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.last_qty"]], "last_qty (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.last_qty"]], "linked_order_ids (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.linked_order_ids"]], "liquidity_side (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.liquidity_side"]], "margins (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.margins"]], "nautilus_trader.model.events": [[19, "module-nautilus_trader.model.events"]], "nautilus_trader.model.events.account": [[19, "module-nautilus_trader.model.events.account"]], "nautilus_trader.model.events.order": [[19, "module-nautilus_trader.model.events.order"]], "nautilus_trader.model.events.position": [[19, "module-nautilus_trader.model.events.position"]], "opening_order_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.opening_order_id"]], "opening_order_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.opening_order_id"]], "opening_order_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.opening_order_id"]], "opening_order_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.opening_order_id"]], "options (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.options"]], "order_list_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.order_list_id"]], "order_side (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.order_side"]], "order_type (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.order_type"]], "order_type (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.order_type"]], "parent_order_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.parent_order_id"]], "peak_qty (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.peak_qty"]], "peak_qty (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.peak_qty"]], "peak_qty (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.peak_qty"]], "peak_qty (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.peak_qty"]], "position_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.position_id"]], "position_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.position_id"]], "position_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.position_id"]], "position_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.position_id"]], "position_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.position_id"]], "post_only (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.post_only"]], "price (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.price"]], "quantity (orderinitialized attribute)": [[19, 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(orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.strategy_id"]], "strategy_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.strategy_id"]], "strategy_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.strategy_id"]], "strategy_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.strategy_id"]], "strategy_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.strategy_id"]], "strategy_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.strategy_id"]], "strategy_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.strategy_id"]], "strategy_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.strategy_id"]], "strategy_id (positionclosed attribute)": [[19, 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(orderdenied static method)": [[19, "nautilus_trader.model.events.order.OrderDenied.to_dict"]], "to_dict() (orderemulated static method)": [[19, "nautilus_trader.model.events.order.OrderEmulated.to_dict"]], "to_dict() (orderexpired static method)": [[19, "nautilus_trader.model.events.order.OrderExpired.to_dict"]], "to_dict() (orderfilled static method)": [[19, "nautilus_trader.model.events.order.OrderFilled.to_dict"]], "to_dict() (orderinitialized static method)": [[19, "nautilus_trader.model.events.order.OrderInitialized.to_dict"]], "to_dict() (ordermodifyrejected static method)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.to_dict"]], "to_dict() (orderpendingcancel static method)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.to_dict"]], "to_dict() (orderpendingupdate static method)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.to_dict"]], "to_dict() (orderrejected static method)": [[19, 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"nautilus_trader.model.events.order.OrderModifyRejected.trader_id"]], "trader_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.trader_id"]], "trader_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.trader_id"]], "trader_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.trader_id"]], "trader_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.trader_id"]], "trader_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.trader_id"]], "trader_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.trader_id"]], "trader_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.trader_id"]], "trader_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.trader_id"]], "trader_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.trader_id"]], "trader_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.trader_id"]], "trader_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.trader_id"]], "trigger_instrument_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.trigger_instrument_id"]], "trigger_price (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.trigger_price"]], "ts_closed (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_closed"]], "ts_closed (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_closed"]], "ts_closed (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_closed"]], "ts_closed (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_closed"]], "ts_event (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.ts_event"]], "ts_event (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.ts_event"]], "ts_event (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.ts_event"]], "ts_event (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.ts_event"]], "ts_event (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.ts_event"]], "ts_event (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.ts_event"]], "ts_event (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.ts_event"]], "ts_event (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.ts_event"]], "ts_event (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.ts_event"]], "ts_event (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.ts_event"]], "ts_event (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.ts_event"]], "ts_event (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.ts_event"]], "ts_event (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.ts_event"]], "ts_event (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.ts_event"]], "ts_event (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.ts_event"]], "ts_event (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.ts_event"]], "ts_event (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.ts_event"]], "ts_event (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.ts_event"]], "ts_event (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_event"]], "ts_event (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_event"]], "ts_event (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_event"]], "ts_event (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_event"]], "ts_init (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.ts_init"]], "ts_init (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.ts_init"]], "ts_init (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.ts_init"]], "ts_init (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.ts_init"]], "ts_init (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.ts_init"]], "ts_init (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.ts_init"]], "ts_init (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.ts_init"]], "ts_init (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.ts_init"]], "ts_init (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.ts_init"]], "ts_init (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.ts_init"]], "ts_init (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.ts_init"]], "ts_init (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.ts_init"]], "ts_init (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.ts_init"]], "ts_init (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.ts_init"]], "ts_init (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.ts_init"]], "ts_init (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.ts_init"]], "ts_init (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.ts_init"]], "ts_init (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.ts_init"]], "ts_init (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_init"]], "ts_init (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_init"]], "ts_init (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_init"]], "ts_init (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_init"]], "ts_opened (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_opened"]], "ts_opened (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_opened"]], "ts_opened (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_opened"]], "ts_opened (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_opened"]], "unrealized_pnl (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.unrealized_pnl"]], "unrealized_pnl (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.unrealized_pnl"]], "unrealized_pnl (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.unrealized_pnl"]], "unrealized_pnl (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.unrealized_pnl"]], "venue_order_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.venue_order_id"]], "venue_order_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.venue_order_id"]], "venue_order_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.venue_order_id"]], "venue_order_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.venue_order_id"]], "venue_order_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.venue_order_id"]], "venue_order_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.venue_order_id"]], "venue_order_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.venue_order_id"]], "venue_order_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.venue_order_id"]], "venue_order_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.venue_order_id"]], "venue_order_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.venue_order_id"]], "venue_order_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.venue_order_id"]], "venue_order_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.venue_order_id"]], "venue_order_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.venue_order_id"]], "venue_order_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.venue_order_id"]], "venue_order_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.venue_order_id"]], "venue_order_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.venue_order_id"]], "venue_order_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.venue_order_id"]], "accountid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.AccountId"]], "clientid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ClientId"]], "clientorderid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ClientOrderId"]], "componentid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ComponentId"]], "execalgorithmid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ExecAlgorithmId"]], "identifier (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.Identifier"]], "instrumentid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.InstrumentId"]], "orderlistid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.OrderListId"]], "positionid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.PositionId"]], "strategyid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.StrategyId"]], "symbol (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.Symbol"]], "tradeid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.TradeId"]], "traderid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.TraderId"]], "venue (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.Venue"]], "venueorderid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.VenueOrderId"]], "from_str() (instrumentid static method)": [[20, "nautilus_trader.model.identifiers.InstrumentId.from_str"]], "get_id() (accountid method)": [[20, "nautilus_trader.model.identifiers.AccountId.get_id"]], "get_issuer() (accountid method)": [[20, "nautilus_trader.model.identifiers.AccountId.get_issuer"]], "get_tag() (strategyid method)": [[20, "nautilus_trader.model.identifiers.StrategyId.get_tag"]], "get_tag() (traderid method)": [[20, "nautilus_trader.model.identifiers.TraderId.get_tag"]], "is_external() (strategyid method)": [[20, "nautilus_trader.model.identifiers.StrategyId.is_external"]], "is_synthetic() (instrumentid method)": [[20, "nautilus_trader.model.identifiers.InstrumentId.is_synthetic"]], "is_synthetic() (venue method)": [[20, "nautilus_trader.model.identifiers.Venue.is_synthetic"]], "is_this_trader() (clientorderid method)": [[20, "nautilus_trader.model.identifiers.ClientOrderId.is_this_trader"]], "nautilus_trader.model.identifiers": [[20, "module-nautilus_trader.model.identifiers"]], "symbol (instrumentid attribute)": [[20, "nautilus_trader.model.identifiers.InstrumentId.symbol"]], "value (accountid attribute)": 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"nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual"]], "currencypair (class in nautilus_trader.model.instruments.currency_pair)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair"]], "equity (class in nautilus_trader.model.instruments.equity)": [[22, "nautilus_trader.model.instruments.equity.Equity"]], "futurescontract (class in nautilus_trader.model.instruments.futures_contract)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract"]], "instrument (class in nautilus_trader.model.instruments.base)": [[22, "nautilus_trader.model.instruments.base.Instrument"]], "optionscontract (class in nautilus_trader.model.instruments.options_contract)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract"]], "syntheticinstrument (class in nautilus_trader.model.instruments.synthetic)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument"]], "asset_class (bettinginstrument attribute)": [[22, 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"nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_currency"]], "base_currency (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_currency"]], "base_from_dict() (bettinginstrument static method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.base_from_dict"]], "base_from_dict() (cryptofuture static method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.base_from_dict"]], "base_from_dict() (cryptoperpetual static method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_from_dict"]], "base_from_dict() (currencypair static method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_from_dict"]], "base_from_dict() (equity static method)": [[22, "nautilus_trader.model.instruments.equity.Equity.base_from_dict"]], "base_from_dict() (futurescontract static method)": [[22, 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"nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.calculate_base_quantity"]], "calculate_base_quantity() (currencypair method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.calculate_base_quantity"]], "calculate_base_quantity() (equity method)": [[22, "nautilus_trader.model.instruments.equity.Equity.calculate_base_quantity"]], "calculate_base_quantity() (futurescontract method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.calculate_base_quantity"]], "calculate_base_quantity() (instrument method)": [[22, "nautilus_trader.model.instruments.base.Instrument.calculate_base_quantity"]], "calculate_base_quantity() (optionscontract method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.calculate_base_quantity"]], "change_formula() (syntheticinstrument method)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.change_formula"]], "components (syntheticinstrument attribute)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.components"]], "expiry_date (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.expiry_date"]], "expiry_date (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.expiry_date"]], "formula (syntheticinstrument attribute)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.formula"]], "from_dict() (bettinginstrument static method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.from_dict"]], "from_dict() (cryptofuture static method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.from_dict"]], "from_dict() (cryptoperpetual static method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.from_dict"]], "from_dict() (currencypair static method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.from_dict"]], "from_dict() (equity static method)": [[22, "nautilus_trader.model.instruments.equity.Equity.from_dict"]], "from_dict() (futurescontract static method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.from_dict"]], "from_dict() (optionscontract static method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.from_dict"]], "from_dict() (syntheticinstrument static method)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.from_dict"]], "fully_qualified_name() (bettinginstrument class method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.fully_qualified_name"]], "fully_qualified_name() (cryptofuture class method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.fully_qualified_name"]], "fully_qualified_name() (cryptoperpetual class method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.fully_qualified_name"]], "fully_qualified_name() (currencypair class method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.fully_qualified_name"]], "fully_qualified_name() (equity class method)": [[22, "nautilus_trader.model.instruments.equity.Equity.fully_qualified_name"]], "fully_qualified_name() (futurescontract class method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.fully_qualified_name"]], "fully_qualified_name() (instrument class method)": [[22, "nautilus_trader.model.instruments.base.Instrument.fully_qualified_name"]], "fully_qualified_name() (optionscontract class method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.fully_qualified_name"]], "fully_qualified_name() (syntheticinstrument class method)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.fully_qualified_name"]], "get_base_currency() (bettinginstrument method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.get_base_currency"]], "get_base_currency() (cryptofuture method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.get_base_currency"]], "get_base_currency() (cryptoperpetual method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.get_base_currency"]], "get_base_currency() (currencypair method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.get_base_currency"]], "get_base_currency() (equity method)": [[22, "nautilus_trader.model.instruments.equity.Equity.get_base_currency"]], "get_base_currency() (futurescontract method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.get_base_currency"]], "get_base_currency() (instrument method)": [[22, "nautilus_trader.model.instruments.base.Instrument.get_base_currency"]], "get_base_currency() (optionscontract method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.get_base_currency"]], "get_settlement_currency() (bettinginstrument method)": 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attribute)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.id"]], "info (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.info"]], "info (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.info"]], "info (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.info"]], "info (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.info"]], "info (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.info"]], "info (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.info"]], "info (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.info"]], "info (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.info"]], "is_inverse (bettinginstrument 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[[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.ts_init"]], "ts_init (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.ts_init"]], "ts_init (orderlist attribute)": [[25, "nautilus_trader.model.orders.list.OrderList.ts_init"]], "ts_init (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_init"]], "ts_init (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.ts_init"]], "ts_init (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_init"]], "ts_init (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.ts_init"]], "ts_last (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.ts_last"]], "ts_last (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.ts_last"]], "ts_last (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.ts_last"]], "ts_last (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.ts_last"]], "ts_last (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.ts_last"]], "ts_last (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.ts_last"]], "ts_last (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_last"]], "ts_last (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.ts_last"]], "ts_last (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_last"]], "ts_last (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.ts_last"]], "ts_triggered (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.ts_triggered"]], "ts_triggered (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_triggered"]], "ts_triggered (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_triggered"]], "type_string() (limitiftouchedorder method)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.type_string"]], "type_string() (limitorder method)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.type_string"]], "type_string() (marketiftouchedorder method)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.type_string"]], "type_string() (marketorder method)": [[25, "nautilus_trader.model.orders.market.MarketOrder.type_string"]], "type_string() (markettolimitorder method)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.type_string"]], "type_string() (order method)": [[25, "nautilus_trader.model.orders.base.Order.type_string"]], "type_string() (stoplimitorder method)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.type_string"]], "type_string() (stopmarketorder method)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.type_string"]], "type_string() (trailingstoplimitorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.type_string"]], "type_string() (trailingstopmarketorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.type_string"]], "venue (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue"]], "venue (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue"]], "venue (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue"]], "venue (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue"]], "venue (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue"]], "venue (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue"]], "venue (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue"]], "venue (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue"]], "venue (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue"]], "venue (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue"]], "venue_order_id (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue_order_id"]], "venue_order_id (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue_order_id"]], "venue_order_id (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue_order_id"]], "venue_order_id (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue_order_id"]], "venue_order_id (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue_order_id"]], "venue_order_id (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue_order_id"]], "venue_order_id (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue_order_id"]], "venue_order_id (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue_order_id"]], "venue_order_id (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue_order_id"]], "venue_order_id (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue_order_id"]], "venue_order_ids (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue_order_ids"]], "venue_order_ids (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue_order_ids"]], "venue_order_ids (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue_order_ids"]], "venue_order_ids (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue_order_ids"]], "venue_order_ids (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue_order_ids"]], "venue_order_ids (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue_order_ids"]], "venue_order_ids (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue_order_ids"]], "venue_order_ids (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue_order_ids"]], "venue_order_ids (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue_order_ids"]], "venue_order_ids (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue_order_ids"]], "would_reduce_only() (limitiftouchedorder method)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (limitorder method)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.would_reduce_only"]], "would_reduce_only() (marketiftouchedorder method)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (marketorder method)": [[25, "nautilus_trader.model.orders.market.MarketOrder.would_reduce_only"]], "would_reduce_only() (markettolimitorder method)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.would_reduce_only"]], "would_reduce_only() (order method)": [[25, "nautilus_trader.model.orders.base.Order.would_reduce_only"]], "would_reduce_only() (stoplimitorder method)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.would_reduce_only"]], "would_reduce_only() (stopmarketorder method)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.would_reduce_only"]], "would_reduce_only() (trailingstoplimitorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.would_reduce_only"]], "would_reduce_only() (trailingstopmarketorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.would_reduce_only"]], "position (class in nautilus_trader.model.position)": [[26, "nautilus_trader.model.position.Position"]], "account_id (position attribute)": [[26, "nautilus_trader.model.position.Position.account_id"]], "apply() (position method)": [[26, "nautilus_trader.model.position.Position.apply"]], "avg_px_close (position attribute)": [[26, "nautilus_trader.model.position.Position.avg_px_close"]], "avg_px_open (position attribute)": [[26, "nautilus_trader.model.position.Position.avg_px_open"]], "base_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.base_currency"]], "calculate_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.calculate_pnl"]], "client_order_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.client_order_ids"]], "closing_order_id (position attribute)": [[26, "nautilus_trader.model.position.Position.closing_order_id"]], "commissions() (position method)": [[26, "nautilus_trader.model.position.Position.commissions"]], "duration_ns (position attribute)": [[26, "nautilus_trader.model.position.Position.duration_ns"]], "entry (position attribute)": [[26, "nautilus_trader.model.position.Position.entry"]], "event_count (position attribute)": [[26, "nautilus_trader.model.position.Position.event_count"]], "events (position attribute)": [[26, "nautilus_trader.model.position.Position.events"]], "id (position attribute)": [[26, "nautilus_trader.model.position.Position.id"]], "info() (position method)": [[26, "nautilus_trader.model.position.Position.info"]], "instrument_id (position attribute)": [[26, "nautilus_trader.model.position.Position.instrument_id"]], "is_closed (position attribute)": [[26, "nautilus_trader.model.position.Position.is_closed"]], "is_inverse (position attribute)": [[26, "nautilus_trader.model.position.Position.is_inverse"]], "is_long (position attribute)": [[26, "nautilus_trader.model.position.Position.is_long"]], "is_open (position attribute)": [[26, "nautilus_trader.model.position.Position.is_open"]], "is_opposite_side() (position method)": [[26, "nautilus_trader.model.position.Position.is_opposite_side"]], "is_short (position attribute)": [[26, "nautilus_trader.model.position.Position.is_short"]], "last_event (position attribute)": [[26, "nautilus_trader.model.position.Position.last_event"]], "last_trade_id (position attribute)": [[26, "nautilus_trader.model.position.Position.last_trade_id"]], "multiplier (position attribute)": [[26, "nautilus_trader.model.position.Position.multiplier"]], "nautilus_trader.model.position": [[26, "module-nautilus_trader.model.position"]], "notional_value() (position method)": [[26, "nautilus_trader.model.position.Position.notional_value"]], "opening_order_id (position attribute)": [[26, "nautilus_trader.model.position.Position.opening_order_id"]], "peak_qty (position attribute)": [[26, "nautilus_trader.model.position.Position.peak_qty"]], "price_precision (position attribute)": [[26, "nautilus_trader.model.position.Position.price_precision"]], "quantity (position attribute)": [[26, "nautilus_trader.model.position.Position.quantity"]], "quote_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.quote_currency"]], "realized_pnl (position attribute)": [[26, "nautilus_trader.model.position.Position.realized_pnl"]], "realized_return (position attribute)": [[26, "nautilus_trader.model.position.Position.realized_return"]], "settlement_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.settlement_currency"]], "side (position attribute)": [[26, "nautilus_trader.model.position.Position.side"]], "side_from_order_side() (position static method)": [[26, "nautilus_trader.model.position.Position.side_from_order_side"]], "signed_decimal_qty() (position method)": [[26, "nautilus_trader.model.position.Position.signed_decimal_qty"]], "signed_qty (position attribute)": [[26, "nautilus_trader.model.position.Position.signed_qty"]], "size_precision (position attribute)": [[26, "nautilus_trader.model.position.Position.size_precision"]], "strategy_id (position attribute)": [[26, "nautilus_trader.model.position.Position.strategy_id"]], "symbol (position attribute)": [[26, "nautilus_trader.model.position.Position.symbol"]], "to_dict() (position method)": [[26, "nautilus_trader.model.position.Position.to_dict"]], "total_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.total_pnl"]], "trade_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.trade_ids"]], "trader_id (position attribute)": [[26, "nautilus_trader.model.position.Position.trader_id"]], "ts_closed (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_closed"]], "ts_init (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_init"]], "ts_last (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_last"]], "ts_opened (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_opened"]], "unrealized_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.unrealized_pnl"]], "venue (position attribute)": [[26, "nautilus_trader.model.position.Position.venue"]], "venue_order_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.venue_order_ids"]], "fixedtickscheme (class in nautilus_trader.model.tick_scheme.implementations.fixed)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme"]], "tickscheme (class in nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme"]], "tieredtickscheme (class in nautilus_trader.model.tick_scheme.implementations.tiered)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme"]], "find_tick_index() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.find_tick_index"]], "get_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.get_tick_scheme"]], "increment (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.increment"]], "list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.list_tick_schemes"]], "max_price (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.max_price"]], "max_price (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.max_price"]], "max_price (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.max_price"]], "min_price (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.min_price"]], "min_price (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.min_price"]], "min_price (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.min_price"]], "name (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.name"]], "name (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.name"]], "name (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.name"]], "nautilus_trader.model.tick_scheme": [[27, "module-nautilus_trader.model.tick_scheme"]], "nautilus_trader.model.tick_scheme.base": [[27, "module-nautilus_trader.model.tick_scheme.base"]], "nautilus_trader.model.tick_scheme.implementations.fixed": [[27, "module-nautilus_trader.model.tick_scheme.implementations.fixed"]], "nautilus_trader.model.tick_scheme.implementations.tiered": [[27, "module-nautilus_trader.model.tick_scheme.implementations.tiered"]], "next_ask_price() (fixedtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_ask_price"]], "next_ask_price() (tickscheme method)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.next_ask_price"]], "next_ask_price() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_ask_price"]], "next_bid_price() (fixedtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_bid_price"]], "next_bid_price() (tickscheme method)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.next_bid_price"]], "next_bid_price() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_bid_price"]], "price_precision (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.price_precision"]], "register_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.register_tick_scheme"]], "round_down() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.round_down"]], "round_up() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.round_up"]], "messagebus (class in nautilus_trader.msgbus.bus)": [[28, "nautilus_trader.msgbus.bus.MessageBus"]], "subscription (class in nautilus_trader.msgbus.subscription)": [[28, "nautilus_trader.msgbus.subscription.Subscription"]], "deregister() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.deregister"]], "endpoints() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.endpoints"]], "handler (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.handler"]], "has_subscribers() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.has_subscribers"]], "is_matching_py() (in module nautilus_trader.msgbus.bus)": [[28, "nautilus_trader.msgbus.bus.is_matching_py"]], "is_pending_request() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.is_pending_request"]], "is_subscribed() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.is_subscribed"]], "nautilus_trader.msgbus": [[28, "module-nautilus_trader.msgbus"]], "nautilus_trader.msgbus.bus": [[28, "module-nautilus_trader.msgbus.bus"]], "nautilus_trader.msgbus.subscription": [[28, "module-nautilus_trader.msgbus.subscription"]], "priority (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.priority"]], "pub_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.pub_count"]], "publish() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.publish"]], "register() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.register"]], "req_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.req_count"]], "request() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.request"]], "res_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.res_count"]], "response() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.response"]], "send() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.send"]], "sent_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.sent_count"]], "subscribe() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.subscribe"]], "subscriptions() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.subscriptions"]], "topic (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.topic"]], "topics() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.topics"]], "trader_id (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.trader_id"]], "unsubscribe() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.unsubscribe"]], "bardatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.BarDataWrangler"]], "basedatacatalog (class in nautilus_trader.persistence.catalog.base)": [[29, "nautilus_trader.persistence.catalog.base.BaseDataCatalog"]], "featherfile (class in nautilus_trader.persistence.catalog.parquet)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile"]], "orderbookdeltadatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler"]], "parquetdatacatalog (class in nautilus_trader.persistence.catalog.parquet)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog"]], "quotetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler"]], "streamingfeatherwriter (class in nautilus_trader.persistence.writer)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter"]], "tradetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler"]], "check_flush() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.check_flush"]], "class_name (featherfile attribute)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.class_name"]], "close() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.close"]], "count() (featherfile method)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.count"]], "flush() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.flush"]], "from_env() (parquetdatacatalog class method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_env"]], "from_uri() (parquetdatacatalog class method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_uri"]], "generate_signal_class() (in module nautilus_trader.persistence.writer)": [[29, "nautilus_trader.persistence.writer.generate_signal_class"]], "index() (featherfile method)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.index"]], "is_closed (streamingfeatherwriter property)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.is_closed"]], "nautilus_trader.persistence": [[29, "module-nautilus_trader.persistence"]], "nautilus_trader.persistence.catalog.base": [[29, "module-nautilus_trader.persistence.catalog.base"]], "nautilus_trader.persistence.catalog.parquet": [[29, "module-nautilus_trader.persistence.catalog.parquet"]], "nautilus_trader.persistence.wranglers": [[29, "module-nautilus_trader.persistence.wranglers"]], "nautilus_trader.persistence.writer": [[29, "module-nautilus_trader.persistence.writer"]], "path (featherfile attribute)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.path"]], "process() (bardatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.BarDataWrangler.process"]], "process() (orderbookdeltadatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler.process"]], "process() (quotetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process"]], "process() (tradetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler.process"]], "process_bar_data() (quotetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process_bar_data"]], "write() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.write"]], "write_data() (parquetdatacatalog method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.write_data"]], "portfolio (class in nautilus_trader.portfolio.portfolio)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio"]], "portfoliofacade (class in nautilus_trader.portfolio.base)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade"]], "account() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.account"]], "account() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.account"]], "analyzer (portfolio attribute)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.analyzer"]], "analyzer (portfoliofacade attribute)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.analyzer"]], "balances_locked() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.balances_locked"]], "balances_locked() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.balances_locked"]], "initialize_orders() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_orders"]], "initialize_positions() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_positions"]], "initialized (portfolio attribute)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialized"]], "initialized (portfoliofacade attribute)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.initialized"]], "is_completely_flat() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_completely_flat"]], "is_completely_flat() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_completely_flat"]], "is_flat() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_flat"]], "is_flat() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_flat"]], "is_net_long() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_long"]], "is_net_long() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_long"]], "is_net_short() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_short"]], "is_net_short() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_short"]], "margins_init() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.margins_init"]], "margins_init() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.margins_init"]], "margins_maint() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.margins_maint"]], "margins_maint() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.margins_maint"]], "nautilus_trader.portfolio": [[30, "module-nautilus_trader.portfolio"]], "nautilus_trader.portfolio.base": [[30, "module-nautilus_trader.portfolio.base"]], "nautilus_trader.portfolio.portfolio": [[30, "module-nautilus_trader.portfolio.portfolio"]], "net_exposure() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposure"]], "net_exposure() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposure"]], "net_exposures() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposures"]], "net_exposures() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposures"]], "net_position() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_position"]], "net_position() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_position"]], "reset() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.reset"]], "set_specific_venue() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.set_specific_venue"]], "unrealized_pnl() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnl"]], "unrealized_pnl() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnl"]], "unrealized_pnls() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnls"]], "unrealized_pnls() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnls"]], "update_account() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_account"]], "update_order() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_order"]], "update_position() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_position"]], "update_quote_tick() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_quote_tick"]], "fixedrisksizer (class in nautilus_trader.risk.sizing)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer"]], "positionsizer (class in nautilus_trader.risk.sizing)": [[31, "nautilus_trader.risk.sizing.PositionSizer"]], "riskengine (class in nautilus_trader.risk.engine)": [[31, "nautilus_trader.risk.engine.RiskEngine"]], "calculate() (fixedrisksizer method)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.calculate"]], "calculate() (positionsizer method)": [[31, "nautilus_trader.risk.sizing.PositionSizer.calculate"]], "command_count (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.command_count"]], "debug (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.debug"]], "degrade() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.degrade"]], "dispose() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.dispose"]], "event_count (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.event_count"]], "execute() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.execute"]], "fault() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.fault"]], "fully_qualified_name() (riskengine class method)": [[31, "nautilus_trader.risk.engine.RiskEngine.fully_qualified_name"]], "id (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.id"]], "instrument (fixedrisksizer attribute)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.instrument"]], "instrument (positionsizer attribute)": [[31, "nautilus_trader.risk.sizing.PositionSizer.instrument"]], "is_bypassed (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_bypassed"]], "is_degraded (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_degraded"]], "is_disposed (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_disposed"]], "is_faulted (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_faulted"]], "is_initialized (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_initialized"]], "is_running (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_running"]], "is_stopped (riskengine attribute)": 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"nautilus_trader.risk.engine.RiskEngine.resume"]], "set_max_notional_per_order() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.set_max_notional_per_order"]], "set_trading_state() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.set_trading_state"]], "start() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.start"]], "state (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.state"]], "stop() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.stop"]], "trader_id (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.trader_id"]], "trading_state (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.trading_state"]], "type (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.type"]], "update_instrument() (fixedrisksizer method)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.update_instrument"]], "update_instrument() (positionsizer method)": [[31, "nautilus_trader.risk.sizing.PositionSizer.update_instrument"]], "arrowserializer (class in nautilus_trader.serialization.arrow.serializer)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer"]], "msgpackserializer (class in nautilus_trader.serialization.msgpack.serializer)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer"]], "serializer (class in nautilus_trader.serialization.base)": [[32, "nautilus_trader.serialization.base.Serializer"]], "deserialize() (arrowserializer static method)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer.deserialize"]], "deserialize() (msgpackserializer method)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.deserialize"]], "deserialize() (serializer method)": [[32, "nautilus_trader.serialization.base.Serializer.deserialize"]], "nautilus_trader.serialization": [[32, "module-nautilus_trader.serialization"]], "nautilus_trader.serialization.arrow.serializer": [[32, "module-nautilus_trader.serialization.arrow.serializer"]], "nautilus_trader.serialization.base": [[32, "module-nautilus_trader.serialization.base"]], "nautilus_trader.serialization.msgpack.serializer": [[32, "module-nautilus_trader.serialization.msgpack.serializer"]], "register_arrow() (in module nautilus_trader.serialization.arrow.serializer)": [[32, "nautilus_trader.serialization.arrow.serializer.register_arrow"]], "register_serializable_object() (in module nautilus_trader.serialization.base)": [[32, "nautilus_trader.serialization.base.register_serializable_object"]], "serialize() (msgpackserializer method)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.serialize"]], "serialize() (serializer method)": [[32, "nautilus_trader.serialization.base.Serializer.serialize"]], "serialize_batch() (arrowserializer static method)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer.serialize_batch"]], "timestamps_as_iso8601 (msgpackserializer attribute)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.timestamps_as_iso8601"]], "timestamps_as_str (msgpackserializer attribute)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.timestamps_as_str"]], "nautiluskernel (class in nautilus_trader.system.kernel)": [[33, "nautilus_trader.system.kernel.NautilusKernel"]], "cache (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.cache"]], "cancel_all_tasks() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.cancel_all_tasks"]], "catalog (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.catalog"]], "clock (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.clock"]], "data_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.data_engine"]], "dispose() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.dispose"]], "emulator (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.emulator"]], "environment (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.environment"]], "exec_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.exec_engine"]], "executor (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.executor"]], "instance_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.instance_id"]], "load_state (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.load_state"]], "log (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.log"]], "logger (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.logger"]], "loop (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.loop"]], "loop_sig_callback (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.loop_sig_callback"]], "machine_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.machine_id"]], "msgbus (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.msgbus"]], "name (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.name"]], "nautilus_trader.system": [[33, "module-nautilus_trader.system"]], "nautilus_trader.system.kernel": [[33, "module-nautilus_trader.system.kernel"]], "portfolio (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.portfolio"]], "risk_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.risk_engine"]], "save_state (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.save_state"]], "start() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.start"]], "start_async() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.start_async"]], "stop() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.stop"]], "stop_async() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.stop_async"]], "trader (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.trader"]], "trader_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.trader_id"]], "ts_created (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.ts_created"]], "writer (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.writer"]], "controller (class in nautilus_trader.trading.controller)": [[34, "nautilus_trader.trading.controller.Controller"]], "economicnewseventfilter (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.EconomicNewsEventFilter"]], "forexsession (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.ForexSession"]], "forexsessionfilter (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.ForexSessionFilter"]], "newsevent (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.NewsEvent"]], "newsimpact (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.NewsImpact"]], "strategy (class in nautilus_trader.trading.strategy)": [[34, "nautilus_trader.trading.strategy.Strategy"]], "trader (class in nautilus_trader.trading.trader)": [[34, "nautilus_trader.trading.trader.Trader"]], "active_task_ids() (controller method)": [[34, "nautilus_trader.trading.controller.Controller.active_task_ids"]], "active_task_ids() (strategy method)": [[34, "nautilus_trader.trading.strategy.Strategy.active_task_ids"]], "actor_ids() (trader method)": [[34, 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43, 64, 65, 66, 67], "create_task": [1, 2, 4, 16], "coro": [1, 2, 4, 16], "coroutin": [1, 2, 4, 16], "log_msg": [1, 2, 4, 16], "action": [1, 2, 4, 6, 8, 12, 16, 18, 34, 39, 45, 46, 48, 67], "collect": [1, 2, 4, 16, 32, 33, 43, 49, 53], "abc": [1, 2, 4, 16, 29, 32, 33], "callabl": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 28, 32, 33, 34], "success": [1, 2, 4, 12, 16], "task": [1, 2, 4, 6, 8, 12, 16, 33, 34, 52, 63, 71], "run": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 16, 30, 31, 33, 34, 39, 41, 43, 44, 45, 46, 51, 52, 53, 54, 55, 59, 61, 63, 66, 67, 68, 71], "error": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 22, 24, 28, 31, 34, 35, 49, 50, 52, 53, 58, 59, 62, 67], "callback": [1, 2, 4, 6, 8, 10, 11, 12, 16, 28, 33, 34, 35, 65], "done": [1, 2, 4, 6, 8, 12, 16, 34, 37, 62, 70], "write": [1, 2, 4, 7, 8, 9, 15, 16, 29, 32, 39, 47, 52, 58, 69], "degrad": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "compon": [1, 2, 3, 4, 5, 6, 7, 9, 10, 11, 16, 20, 22, 24, 25, 28, 31, 32, 34, 35, 39, 42, 44, 45, 46, 47, 51, 52, 54, 59, 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16, 31, 34, 52, 62], "fault": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "multipl": [1, 2, 4, 6, 8, 11, 12, 14, 16, 29, 31, 33, 34, 42, 44, 45, 46, 47, 51, 53, 62, 69, 70], "time": [1, 2, 4, 5, 6, 8, 9, 10, 11, 12, 14, 16, 18, 19, 24, 25, 28, 29, 31, 33, 34, 37, 41, 42, 43, 51, 57, 58, 59, 62, 65, 68, 70], "same": [1, 2, 4, 6, 8, 9, 11, 12, 16, 18, 19, 28, 29, 31, 33, 34, 37, 39, 45, 48, 49, 51, 52, 58, 63, 67, 70], "effect": [1, 2, 4, 6, 8, 11, 12, 16, 28, 31, 33, 34, 43, 45], "onc": [1, 2, 4, 6, 8, 11, 12, 16, 20, 25, 28, 31, 33, 34, 39, 44, 46, 50, 52, 55, 69, 70], "idempot": [1, 2, 4, 6, 8, 11, 12, 16, 31, 33, 34], "cannot": [1, 2, 4, 6, 8, 9, 11, 12, 14, 16, 25, 29, 31, 32, 33, 34, 35, 42, 50, 51], "revers": [1, 2, 4, 6, 7, 8, 11, 12, 16, 31, 33, 34], "other": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 18, 19, 25, 29, 31, 32, 33, 34, 42, 43, 44, 48, 50, 51, 52, 53, 59, 62, 63, 65, 68, 70], "on_fault": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "componentid": [1, 2, 4, 6, 7, 8, 11, 12, 15, 16, 20, 31, 34], "is_connect": [1, 2, 4, 6, 11, 12, 16], "is_degrad": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "is_dispos": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "is_fault": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "is_initi": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "is_run": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "is_stop": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "stop": [1, 2, 4, 6, 8, 9, 11, 12, 16, 25, 27, 29, 31, 33, 34, 37, 52], "request": [1, 2, 4, 6, 8, 10, 11, 12, 16, 25, 28, 34, 46, 51, 52, 65, 66, 67], "datatyp": [1, 2, 4, 6, 8, 11, 12, 16, 18, 34, 35, 38, 65], "data_typ": [1, 2, 4, 6, 8, 11, 12, 16, 18, 34, 35, 38, 65], "uuid4": [1, 2, 4, 6, 8, 10, 11, 12, 16, 19, 25, 28, 33, 34, 35], "correlation_id": [1, 2, 4, 6, 10, 11, 16, 28, 35], "subscript": [1, 2, 4, 6, 8, 11, 12, 16, 28, 34, 52, 65], "correl": [1, 2, 4, 6, 10, 11, 16, 28], "respons": [1, 2, 4, 6, 8, 10, 11, 12, 16, 28, 31, 34, 58], "request_bar": [1, 2, 4, 6, 8, 11, 12, 16, 34, 52], "bartyp": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 29, 34], "bar_typ": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 29, 34, 46, 52, 69, 70], "limit": [1, 2, 4, 6, 8, 9, 11, 12, 16, 19, 25, 30, 31, 37, 39, 42, 46, 51, 52, 53, 62, 65, 70], "datetim": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 15, 16, 18, 19, 22, 25, 34, 45, 49, 69], "end": [1, 2, 4, 6, 8, 11, 12, 16, 18, 29, 34, 45, 46, 50, 51, 53, 63, 69, 70], "histor": [1, 2, 4, 6, 8, 11, 12, 16, 34, 43, 44, 51, 52, 63, 65, 67, 69, 70, 71], "bar": [1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 16, 18, 29, 34, 42, 45, 51, 52, 65], "number": [1, 2, 4, 11, 16, 18, 20, 22, 23, 24, 27, 28, 29, 31, 39, 45, 46, 48, 50, 52], "request_instru": [1, 2, 4, 6, 8, 11, 12, 16, 34, 35], "request_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "quotetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 18, 24, 29, 30, 34, 45, 51, 52, 62, 69], "tick": [1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 16, 18, 22, 24, 26, 29, 30, 34, 39, 42, 46, 48, 50, 51, 52, 62, 65, 69, 70], "request_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "tradetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 18, 24, 29, 34, 45, 51, 52, 70], "reset": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 16, 24, 30, 31, 34, 70], "field": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 14, 16, 19, 20, 29, 30, 31, 34, 38, 45, 65, 69], "on_reset": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "resum": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "on_resum": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52], "run_after_delai": [1, 2, 4, 16], "delai": [1, 2, 4, 16, 33, 52], "float": [1, 2, 4, 5, 6, 9, 12, 14, 16, 22, 23, 27, 29, 31, 41, 46, 62], "after": [1, 2, 4, 6, 8, 9, 12, 16, 33, 34], "second": [1, 2, 4, 8, 9, 12, 16, 18, 51, 62], "befor": [1, 2, 4, 8, 9, 16, 28, 29, 42, 45, 50, 63, 67, 68, 69], "on_start": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52, 62, 65], "componentst": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34], "on_stop": [1, 2, 4, 6, 8, 11, 12, 16, 31, 34, 52, 62], "subscrib": [1, 2, 4, 6, 8, 11, 12, 16, 18, 28, 34, 38, 39, 45, 46, 48, 51, 52, 65], "subscribe_bar": [1, 2, 4, 6, 8, 11, 12, 16, 34, 52], "subscribe_instru": [1, 2, 4, 6, 8, 11, 12, 16, 34, 48], "subscribe_instrument_clos": [1, 2, 4, 6, 8, 11, 12, 16, 34], "instrumentclos": [1, 2, 4, 6, 8, 11, 12, 16, 18, 34, 45, 51, 52], "subscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "instrumentstatu": [1, 2, 4, 6, 8, 11, 12, 16, 18, 34, 45, 51, 52], "subscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 16, 34], "booktyp": [1, 2, 4, 6, 8, 11, 12, 16, 24, 34], "book_typ": [1, 2, 4, 6, 8, 9, 11, 12, 16, 24, 34], "depth": [1, 2, 4, 6, 8, 11, 12, 16, 34, 44, 45], "kwarg": [1, 2, 4, 6, 8, 11, 12, 14, 16, 29, 34], "orderbookdelta": [1, 2, 4, 6, 8, 11, 12, 16, 18, 24, 29, 34, 45, 51, 52], "book": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 25, 29, 34, 45, 48, 50, 51, 52], "l1_mbp": [1, 2, 4, 6, 8, 9, 11, 12, 16, 34], "l2_mbp": [1, 2, 4, 6, 8, 11, 12, 16, 34], "l3_mbo": [1, 2, 4, 6, 8, 11, 12, 16, 34], "maximum": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 16, 22, 27, 29, 31, 34, 48, 51, 57], "keyword": [1, 2, 4, 6, 8, 11, 12, 16, 29, 34, 54], "argument": [1, 2, 4, 6, 8, 9, 11, 12, 16, 29, 34, 43, 46, 53], "subscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 16, 34], "snapshot": [1, 2, 4, 6, 7, 8, 9, 11, 12, 15, 16, 18, 34], "level": [1, 2, 3, 4, 6, 8, 9, 10, 11, 12, 13, 16, 20, 24, 27, 34, 35, 37, 40, 45, 47, 49, 50, 51, 53, 56, 58, 59, 62, 63, 65, 67], "A": [1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 16, 18, 23, 24, 25, 28, 34, 35, 42, 43, 44, 45, 48, 50, 51, 52, 57, 60, 62, 66], "subscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34, 42, 52, 62], "subscribe_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "ticker": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 20, 22, 25, 26, 34, 45, 51, 52, 65], "subscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "subscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "subscribed_bar": [1, 2, 4, 6, 11, 16], "subscribed_generic_data": [1, 2, 4, 6, 11, 16], "subscribed_instrument_clos": [1, 2, 4, 6, 11, 16], "close": [1, 2, 4, 6, 7, 8, 9, 11, 12, 14, 16, 18, 19, 25, 26, 29, 34, 37, 45, 50, 52, 53, 67], "subscribed_instrument_statu": [1, 2, 4, 6, 11, 16], "statu": [1, 2, 4, 6, 8, 9, 11, 12, 16, 18, 25, 34, 45, 52, 67], "subscribed_instru": [1, 2, 4, 6, 11, 16], "subscribed_order_book_delta": [1, 2, 4, 6, 11, 16], "delta": [1, 2, 4, 6, 8, 11, 12, 16, 18, 24, 25, 34, 45, 52], "subscribed_order_book_snapshot": [1, 2, 4, 6, 11, 16], "subscribed_quote_tick": [1, 2, 4, 6, 11, 16], "subscribed_tick": [1, 2, 4, 6, 11, 16], "subscribed_trade_tick": [1, 2, 4, 6, 11, 16], "trade": [1, 2, 4, 5, 6, 7, 8, 9, 11, 12, 13, 14, 16, 18, 19, 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 37, 38, 39, 41, 42, 43, 44, 45, 46, 47, 49, 50, 56, 60, 63, 64, 66, 67, 69, 70, 71], "subscribed_venue_statu": [1, 2, 4, 6, 11, 16], "trader_id": [1, 2, 4, 6, 8, 9, 11, 12, 15, 16, 19, 20, 25, 26, 28, 31, 33, 34, 49, 70], "trader": [1, 2, 4, 6, 8, 9, 11, 12, 14, 15, 16, 19, 20, 25, 26, 28, 30, 31, 33, 34, 37, 39, 41, 43, 49, 50, 51, 52, 62, 63, 65, 66, 70], "associ": [1, 2, 4, 6, 7, 8, 9, 11, 12, 15, 16, 19, 23, 25, 26, 28, 29, 31, 34, 50], "traderid": [1, 2, 4, 6, 8, 11, 12, 15, 16, 19, 20, 25, 26, 28, 31, 33, 34], "unsubscrib": [1, 2, 4, 6, 8, 11, 12, 16, 28, 34, 52], "unsubscribe_bar": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_instru": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_instrument_clos": [1, 2, 4, 6, 11, 16], "unsubscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34, 62], "unsubscribe_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 34], "unsubscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 16, 34], "subscriptionstatu": 1, "modul": [1, 2, 6, 9, 10, 13, 14, 34, 43, 44, 45, 51, 54, 56, 62, 63], "qualnam": [1, 2, 14, 34], "boundari": [1, 2, 14, 34, 43, 58, 65, 67], "bsporderbookdelta": 1, "bookact": [1, 18], "add": [1, 2, 4, 5, 6, 7, 8, 10, 12, 15, 16, 18, 24, 34, 42, 46, 52, 62, 64, 65, 66, 70], "delet": [1, 7, 15, 18, 24, 62], "capsule_from_list": [1, 18], "item": [1, 13, 18, 29], "uint64_t": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 16, 18, 19, 22, 23, 24, 25, 26, 32, 33, 34], "ts_event": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 18, 19, 22, 24, 34, 38, 42, 45], "ts_init": [1, 2, 6, 8, 10, 11, 12, 18, 19, 22, 24, 25, 26, 29, 34, 35, 38, 42, 44, 45], "sequenc": [1, 6, 8, 9, 18, 24, 25, 34, 46, 52], "act": [1, 18, 22, 38, 50, 56, 59, 62, 65], "flag": [1, 7, 14, 15, 18, 34], "uint8_t": [1, 17, 18, 22, 23, 24], "from_dict": [1, 2, 12, 18, 19, 22, 23, 32], "from_pyo3": [1, 2, 18], "pyo3_delta": [1, 18], "pyo3": [1, 2, 6, 18, 45, 58, 61, 68], "rustorderbookdelta": [1, 18], "rust": [1, 2, 6, 9, 18, 24, 42, 43, 45, 47, 49, 51, 55, 56, 61, 63], "from_raw": [1, 18, 23], "int64_t": [1, 18, 23, 32], "price_raw": [1, 18], "price_prec": [1, 18, 24], "size_raw": [1, 18], "size_prec": [1, 18], "order_id": [1, 18], "scale": [1, 18, 29], "fix": [1, 12, 17, 18, 19, 20, 23, 27, 29, 34, 37, 45, 50, 51, 62, 68], "precis": [1, 5, 11, 12, 15, 17, 18, 22, 23, 24, 26, 27, 29], "integ": [1, 4, 6, 10, 16, 18, 22, 23, 31, 32], "size": [1, 9, 11, 12, 14, 16, 18, 22, 24, 26, 31, 44, 45, 46, 48, 50, 51], "combin": [1, 2, 10, 18, 20, 37, 42, 48, 51, 58], "packet": [1, 18], "match": [1, 2, 4, 6, 7, 8, 9, 12, 16, 18, 19, 20, 25, 26, 28, 34, 39, 45, 48, 67, 70, 71], "engin": [1, 2, 4, 6, 9, 12, 16, 18, 30, 31, 33, 34, 35, 41, 42, 43, 44, 46, 51, 63, 69], "uniqu": [1, 4, 6, 8, 9, 10, 12, 18, 20, 24, 34, 48, 52], "unix": [1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 24, 25, 26, 33, 34, 38, 45, 52, 55, 67], "timestamp": [1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 18, 19, 22, 24, 25, 26, 29, 32, 33, 34, 38, 45, 50, 67, 69], "nanosecond": [1, 2, 4, 6, 7, 8, 9, 10, 11, 12, 15, 16, 18, 19, 22, 24, 25, 26, 29, 33, 34, 38, 45, 51, 52, 67], "occur": [1, 2, 4, 6, 8, 9, 10, 12, 16, 18, 19, 22, 24, 25, 26, 34, 38, 39, 45], "wa": [1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 15, 16, 18, 19, 22, 24, 25, 26, 33, 34, 38, 42, 43, 45, 46, 53], "is_add": [1, 18], "is_clear": [1, 18], "is_delet": [1, 18], "is_upd": [1, 18], "list_from_capsul": [1, 18], "capsul": [1, 18], "bookord": [1, 18, 24], "to_dict": [1, 2, 12, 18, 19, 22, 23, 25, 26, 32], "obj": [1, 2, 12, 18, 19, 22, 29, 32], "betfairtick": 1, "last_traded_pric": 1, "traded_volum": 1, "starting_price_near": 1, "starting_price_far": 1, "betfairstartingpric": 1, "bsp": 1, "realis": 1, "properti": [1, 2, 4, 5, 6, 8, 12, 16, 19, 22, 25, 29, 33, 34, 38, 48, 67], "betfairexecutioncli": [1, 64], "liveexecutioncli": [1, 4, 9, 16, 46], "generate_order_status_report": [1, 2, 4, 16], "client_order_id": [1, 2, 4, 6, 7, 12, 15, 16, 19, 25, 26, 46], "model": [1, 2, 4, 5, 6, 8, 9, 12, 13, 16, 27, 34, 35, 42, 43, 45, 46, 48, 50, 52, 62, 65, 68, 69, 70], "identifi": [1, 2, 4, 6, 7, 8, 9, 10, 12, 16, 19, 34, 35, 42, 46, 48, 50, 52, 62, 65, 70], "clientorderid": [1, 2, 4, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34, 46], "venue_order_id": [1, 2, 4, 6, 7, 12, 15, 16, 19, 25, 26], "venueorderid": [1, 2, 4, 6, 7, 12, 15, 16, 19, 20, 25, 26, 34], "report": [1, 2, 4, 5, 6, 9, 16, 19, 34, 59, 62, 70], "orderstatusreport": [1, 2, 4, 6, 12, 16], "": [1, 2, 4, 6, 8, 9, 12, 15, 16, 19, 25, 34, 37, 38, 39, 41, 42, 43, 44, 46, 47, 48, 50, 51, 52, 53, 54, 56, 58, 61, 62, 64, 65, 66, 67, 68, 69, 70], "panda": [1, 2, 4, 5, 10, 16, 45, 50, 52, 69, 70], "_lib": [1, 2, 4, 16], "tslib": [1, 2, 4, 16], "open_onli": [1, 2, 4, 7, 16], "mai": [1, 2, 4, 7, 9, 12, 14, 16, 18, 23, 25, 26, 28, 29, 30, 32, 34, 37, 39, 42, 43, 46, 48, 52, 59, 62, 63, 65, 70], "open": [1, 2, 4, 6, 7, 9, 11, 12, 14, 16, 18, 19, 25, 26, 29, 31, 34, 50, 51, 52, 53, 62, 63, 65], "generate_trade_report": [1, 2, 4, 16], "tradereport": [1, 2, 4, 12, 16], "assign": [1, 2, 4, 6, 7, 12, 16, 18, 19, 20, 22, 23, 25, 26, 28, 33, 34, 38, 42, 50, 52, 65], "generate_position_status_report": [1, 2, 4, 16], "positionstatusreport": [1, 2, 4, 9, 12, 16], "check_account_curr": 1, "check": [1, 4, 6, 7, 8, 9, 10, 11, 12, 16, 18, 24, 25, 28, 31, 33, 34, 38, 39, 48, 53, 55, 59, 65], "against": [1, 25, 34, 37, 50], "handle_order_stream_upd": 1, "stream": [1, 2, 6, 8, 9, 11, 12, 16, 29, 34, 38, 44, 51, 64, 65, 66, 67, 69], "wait_for_ord": 1, "timeout_second": 1, "10": [1, 4, 9, 12, 16, 25, 26, 45, 46, 50, 52, 57, 61, 62, 69, 70], "get": [1, 7, 12, 16, 45, 48, 52, 56, 65], "our": [1, 52, 62, 69, 70], "submit_ord": [1, 2, 4, 6, 12, 16, 34, 39, 42, 46, 52, 62], "come": [1, 62], "back": [1, 7, 15, 29, 32, 38, 39, 45, 51], "bet_id": 1, "As": [1, 9, 38, 46, 53, 65, 69], "precaut": 1, "wait": [1, 62], "up": [1, 6, 8, 9, 12, 14, 16, 17, 23, 29, 34, 37, 38, 44, 45, 47, 48, 52, 54, 60, 62, 63, 65, 69, 70], "ad": [1, 6, 7, 8, 12, 16, 34, 44, 45, 56, 62, 67], "order_id_to_client_order_id": 1, "batch_cancel_ord": [1, 2, 4, 6, 12, 16], "batchcancelord": [1, 2, 4, 6, 12, 16, 34], "command": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 19, 31, 34, 35, 39, 43, 46, 47, 54, 55, 59, 60], "batch": [1, 2, 4, 6, 9, 12, 16, 29, 31, 32, 34, 44, 45, 62], "cancel": [1, 2, 4, 6, 7, 8, 12, 16, 19, 24, 25, 31, 33, 34, 39, 50, 52, 67], "cancel_all_ord": [1, 2, 4, 6, 12, 16, 34, 46], "cancelallord": [1, 2, 4, 6, 12, 16, 34], "cancel_ord": [1, 2, 4, 6, 12, 16, 34, 46], "cancelord": [1, 2, 4, 6, 12, 16, 19, 34], "generate_account_st": [1, 2, 4, 6, 12, 16], "info": [1, 2, 4, 6, 8, 9, 11, 12, 16, 19, 22, 25, 26, 49, 62, 65], "publish": [1, 2, 4, 6, 8, 12, 16, 18, 28, 34, 35, 46, 47, 48, 51, 67], "directli": [1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 31, 32, 34, 39, 42, 45, 46, 51, 52, 59, 62], "addit": [1, 2, 4, 6, 8, 9, 12, 16, 19, 22, 29, 39, 46, 53, 54, 58, 62], "implement": [1, 2, 3, 4, 6, 7, 8, 11, 12, 13, 14, 15, 16, 19, 21, 30, 31, 32, 34, 35, 38, 40, 41, 44, 45, 46, 47, 49, 51, 56, 58, 59], "generate_mass_statu": [1, 2, 4, 16], "lookback_min": [1, 2, 4, 16], "executionmassstatu": [1, 2, 4, 12, 16], "lookback": [1, 2, 4, 9, 16, 52], "generate_order_accept": [1, 2, 4, 6, 12, 16], "strategyid": [1, 2, 4, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34, 46, 52], "strategy_id": [1, 2, 4, 6, 7, 8, 9, 12, 15, 16, 19, 25, 26, 34, 46], "orderaccept": [1, 2, 4, 6, 12, 16, 19, 34, 52], "send": [1, 2, 4, 6, 8, 11, 12, 16, 19, 28, 35, 38, 46], "executionengin": [1, 2, 4, 6, 9, 12, 16, 33, 34, 39, 46], "strategi": [1, 2, 4, 6, 7, 8, 9, 12, 15, 16, 19, 20, 25, 26, 30, 31, 33, 34, 35, 36, 38, 39, 42, 44, 46, 48, 50, 51, 63, 65, 67, 69], "accept": [1, 2, 4, 6, 12, 16, 19, 25, 34, 44, 59], "generate_order_cancel_reject": [1, 2, 4, 6, 12, 16], "reason": [1, 2, 4, 6, 12, 16, 18, 19, 20, 41, 45, 51, 52, 53, 58, 59, 62, 65, 67], "ordercancelreject": [1, 2, 4, 6, 12, 16, 19, 34, 52], "reject": [1, 2, 4, 6, 12, 16, 19, 25, 34, 48], "generate_order_cancel": [1, 2, 4, 6, 12, 16], "ordercancel": [1, 2, 4, 6, 12, 16, 19, 34, 52], "generate_order_expir": [1, 2, 4, 6, 12, 16], "orderexpir": [1, 2, 4, 6, 12, 16, 19, 34, 52], "expir": [1, 2, 4, 6, 8, 9, 12, 16, 19, 25, 34, 52], "generate_order_fil": [1, 2, 4, 6, 12, 16], "positionid": [1, 2, 4, 5, 6, 7, 8, 12, 15, 16, 19, 20, 25, 26, 34], "venue_position_id": [1, 2, 4, 6, 12, 16], "tradeid": [1, 2, 4, 6, 12, 16, 18, 19, 20, 25, 26], "trade_id": [1, 2, 4, 6, 12, 16, 18, 19, 25, 26], "ordertyp": [1, 2, 4, 6, 8, 12, 16, 19, 25], "order_typ": [1, 2, 4, 6, 12, 16, 19, 25], "quote_curr": [1, 2, 4, 6, 12, 16, 22, 26], "so": [1, 2, 4, 6, 8, 11, 12, 16, 17, 19, 20, 25, 34, 39, 43, 45, 46, 52, 53, 55, 56, 57, 59, 62, 63, 65, 68], "must": [1, 2, 4, 6, 8, 9, 10, 11, 12, 16, 18, 19, 20, 23, 25, 28, 29, 34, 46, 48, 52, 57, 58, 59, 65, 66, 67], "pass": [1, 2, 4, 6, 7, 8, 10, 11, 12, 16, 19, 25, 29, 31, 34, 38, 39, 41, 43, 44, 45, 46, 48, 52, 53, 62, 64, 65, 66, 69], "explicitli": [1, 2, 4, 6, 11, 12, 16, 19, 25, 35, 43, 45, 65, 67], "ticket": [1, 2, 4, 6, 12, 16, 53], "here": [1, 2, 4, 6, 8, 10, 12, 16, 34, 35, 40, 42, 46, 47, 51, 52, 53, 54, 56, 62, 69, 70], "otherwis": [1, 2, 4, 6, 8, 12, 16, 19, 29, 34, 44, 48, 52], "om": [1, 2, 4, 6, 12, 16, 26, 34], "resolut": [1, 2, 4, 6, 12, 16, 51], "averag": [1, 2, 4, 5, 6, 10, 12, 14, 16, 19, 24, 25, 26, 42], "generate_order_modify_reject": [1, 2, 4, 6, 12, 16], "ordermodifyreject": [1, 2, 4, 6, 12, 16, 19, 34, 52], "generate_order_reject": [1, 2, 4, 6, 12, 16], "orderreject": [1, 2, 4, 6, 12, 16, 19, 34, 52], "generate_order_submit": [1, 2, 4, 6, 12, 16], "ordersubmit": [1, 2, 4, 6, 12, 16, 19, 34, 52], "submit": [1, 2, 4, 6, 9, 12, 16, 19, 25, 31, 34, 42, 46, 50, 65, 67, 70], "generate_order_trigg": [1, 2, 4, 6, 12, 16], "ordertrigg": [1, 2, 4, 6, 12, 16, 19, 34, 52], "trigger": [1, 2, 4, 6, 8, 10, 12, 16, 19, 25, 34, 39, 43, 51, 52], "generate_order_upd": [1, 2, 4, 6, 12, 16], "trigger_pric": [1, 2, 4, 6, 8, 12, 16, 19, 25, 34, 50, 65], "venue_order_id_modifi": [1, 2, 4, 6, 12, 16], "orderupd": [1, 2, 4, 6, 12, 16, 19, 34, 52], "modifi": [1, 2, 4, 6, 9, 12, 16, 31, 34, 37, 39, 63, 67], "get_account": [1, 2, 4, 6, 12, 16], "modify_ord": [1, 2, 4, 6, 12, 16, 34, 46], "modifyord": [1, 2, 4, 6, 12, 16, 19, 34], "oms_typ": [1, 2, 4, 6, 7, 9, 12, 16, 34, 62, 69, 70], "omstyp": [1, 2, 4, 6, 7, 9, 12, 16, 34, 70], "query_ord": [1, 2, 4, 6, 12, 16, 34, 46], "queryord": [1, 2, 4, 6, 12, 16, 34], "reconcili": [1, 2, 4, 6, 9, 12, 16, 19], "submitord": [1, 2, 4, 6, 12, 16, 34, 39], "submit_order_list": [1, 2, 4, 6, 12, 16, 34, 46], "submitorderlist": [1, 2, 4, 6, 12, 16, 34], "get_cached_betfair_cli": 1, "credenti": 1, "exist": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 22, 24, 28, 29, 34, 42, 45, 46, 49, 50, 52, 59, 67, 69, 70], "sourc": [1, 2, 4, 13, 18, 29, 45, 47, 51, 52, 58, 63, 65, 68], "betfair_usernam": 1, "env": [1, 61], "var": 1, "betfair_password": 1, "betfair_app_kei": [1, 64], "get_cached_betfair_instrument_provid": 1, "binancehttpcli": [1, 2, 65], "betfairlivedataclientfactori": [1, 64], "livedataclientfactori": [1, 2, 4, 16], "live": [1, 2, 4, 8, 11, 12, 13, 33, 34, 37, 38, 39, 41, 43, 45, 47, 49, 50, 52, 54, 60, 63, 64, 65, 66, 67], "new": [1, 2, 4, 6, 8, 9, 11, 12, 17, 19, 22, 31, 32, 34, 42, 45, 46, 50, 52, 53, 61], "betfairliveexecclientfactori": [1, 64], "liveexecclientfactori": [1, 2, 4, 16], "betfair_float_to_pric": 1, "betfair_float_to_quant": 1, "create_betfair_order_book": 1, "frozenset": [1, 4, 9], "event_type_id": [1, 22], "event_id": [1, 8, 19, 22], "market_id": [1, 22], "country_cod": 1, "market_typ": [1, 22], "event_type_nam": [1, 22], "instrumentprovid": [1, 2, 4, 8, 9, 16, 35, 48], "mean": [1, 2, 4, 9, 10, 11, 14, 28, 29, 36, 51, 52, 62, 67, 69], "load": [1, 2, 4, 6, 7, 8, 9, 12, 15, 16, 33, 34, 35, 62, 65, 66, 71], "bettinginstru": [1, 22, 48], "apicli": [1, 2], "load_ids_async": [1, 2, 4, 8], "load_async": [1, 2, 4, 8], "asynchron": [1, 2, 4, 8, 11, 12, 16, 33, 51], "load_all_async": [1, 2, 4, 8, 35, 48], "latest": [1, 2, 4, 8, 13, 29, 42, 48, 49, 54, 61, 62, 71], "add_bulk": [1, 2, 4, 8], "bulk": [1, 2, 4, 8, 12, 18, 24, 25, 37, 43], "add_curr": [1, 2, 4, 7, 8, 15], "held": [1, 2, 4, 7, 8, 25, 31, 34, 37, 70], "string": [1, 2, 4, 7, 8, 9, 10, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 27, 28, 29, 31, 32, 33, 46, 49, 52], "find": [1, 2, 4, 8, 22, 27, 35, 40, 43, 47, 51, 52, 54, 56, 63, 69], "get_al": [1, 2, 4, 8], "map": [1, 2, 4, 8, 11, 12, 16, 17, 18, 19, 27, 32, 56], "immedi": [1, 2, 4, 6, 8, 12, 34, 37, 46, 50, 52, 64, 65, 66], "list_al": [1, 2, 4, 8], "betfairstreamcli": 1, "http_client": 1, "logger_adapt": 1, "message_handl": 1, "host": [1, 4, 9], "com": [1, 14, 25, 54, 57, 61, 62, 69], "port": [1, 4, 9, 43, 62], "crlf": 1, "post_connect": 1, "perform": [1, 5, 6, 8, 9, 10, 11, 12, 13, 16, 30, 31, 34, 41, 43, 44, 45, 46, 47, 49, 51, 52, 53, 54, 56, 58, 59, 62, 63, 65, 67, 68, 70], "post": [1, 6, 9, 31, 51, 65], "post_reconnect": 1, "post_disconnect": 1, "betfairorderstreamcli": 1, "partition_matched_by_strategy_ref": 1, "include_overall_posit": 1, "customer_strategy_ref": 1, "betfairmarketstreamcli": 1, "binancedataclientconfig": 2, "api_kei": [2, 64, 65], "api_secret": [2, 64, 65], "binanceaccounttyp": [2, 35, 65], "base_url_http": [2, 65], "base_url_w": [2, 65], "u": [2, 8, 18, 58, 61, 62, 67, 70], "testnet": [2, 35], "use_agg_trade_tick": [2, 65], "binancedatacli": 2, "public": [2, 8, 12, 25], "binance_api_kei": [2, 65], "binance_testnet_api_kei": [2, 65], "environ": [2, 9, 29, 33, 35, 39, 45, 51, 56, 60, 61, 62, 64, 65, 66], "variabl": [2, 29, 45, 53, 54, 62, 64, 65, 66, 69], "client": [2, 3, 4, 6, 7, 8, 9, 12, 15, 16, 19, 20, 25, 26, 34, 39, 43, 46, 48, 51, 52, 64, 65, 66, 67], "endpoint": [2, 11, 12, 28, 65], "websocket": [2, 3, 51, 65], "aggreg": [2, 6, 8, 9, 12, 18, 34, 45, 51], "binanceexecclientconfig": 2, "clock_sync_interval_sec": 2, "use_gtd": [2, 52], "use_reduce_onli": [2, 6, 9], "use_position_id": [2, 6, 9], "treat_expired_as_cancel": 2, "max_retri": 2, "retry_delai": 2, "binanceexecutioncli": 2, "gtd": [2, 6, 8, 9, 12, 19, 25, 34, 50, 51], "tif": 2, "forc": [2, 6, 8, 9, 12, 19, 25, 34, 51, 52], "remap": 2, "gtc": [2, 8, 12, 19, 25, 50], "reduce_onli": [2, 6, 8, 12, 19, 25, 50], "instruct": [2, 6, 8, 12, 19, 25, 34, 37, 47, 51, 62, 67], "sent": [2, 6, 8, 11, 12, 19, 25, 28, 34, 39, 52], "through": [2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 28, 31, 32, 34, 35, 39, 40, 45, 47, 48, 51, 52, 54, 56, 58, 60, 68, 69, 70, 71], "alwai": [2, 8, 9, 25, 42, 43, 48, 49, 53], "hedg": [2, 6, 7, 34, 69], "position_id": [2, 5, 7, 12, 15, 19, 25, 26, 34, 62], "virtual": [2, 7, 55, 61], "semant": 2, "treat": [2, 29, 39], "certain": [2, 23, 28, 32, 43, 46, 48, 50, 62], "you": [2, 6, 8, 9, 12, 13, 28, 34, 37, 38, 39, 40, 41, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 59, 60, 61, 62, 63, 64, 65, 66, 69, 70, 71], "uniform": 2, "positiveint": [2, 9], "retri": 2, "positivefloat": [2, 9], "get_cached_binance_http_cli": [2, 35], "secret": [2, 4, 35], "base_url": 2, "is_testnet": [2, 35], "is_u": 2, "url": 2, "get_cached_binance_spot_instrument_provid": 2, "binancespotinstrumentprovid": [2, 48], "get_cached_binance_futures_instrument_provid": 2, "binancefuturesinstrumentprovid": [2, 35], "binancelivedataclientfactori": [2, 65], "binancespotdatacli": [2, 65], "binancefuturesdatacli": [2, 65], "binanceliveexecclientfactori": [2, 65], "binancespotexecutioncli": [2, 65], "binancefuturesexecutioncli": [2, 65], "common": [2, 7, 13, 16, 29, 33, 34, 35, 37, 39, 46, 56, 64, 65, 66, 69], "doc": [2, 9, 36, 44, 47, 53, 56, 62, 65, 67, 71], "github": [2, 62], "io": [2, 15, 29, 54, 62], "apidoc": 2, "en": [2, 8, 10, 20, 25, 29, 54], "definit": [2, 4, 42, 48, 56, 58, 65], "binanceratelimittyp": 2, "binanceratelimitinterv": 2, "interv": [2, 4, 6, 8, 9, 11, 12, 16, 29, 31, 34, 46, 52], "binanceklineinterv": 2, "kline": 2, "chart": 2, "binanceexchangefiltertyp": 2, "binancesymbolfiltertyp": 2, "binanceordersid": 2, "binanceexecutiontyp": 2, "binanceorderstatu": 2, "binancetimeinforc": 2, "binanceordertyp": 2, "binancesecuritytyp": 2, "secur": [2, 4, 22, 66], "binanceneworderresptyp": 2, "neworderresptyp": 2, "binanceerrorcod": 2, "cover": [2, 38, 40, 43, 47, 58, 59, 63, 69, 70], "binanceenumpars": 2, "concret": [2, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 31, 32, 34], "subclass": [2, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 25, 29, 30, 31, 32, 34, 38, 48], "binancebar": [2, 65], "high": [2, 8, 11, 12, 14, 16, 18, 29, 31, 34, 43, 45, 47, 49, 51, 56, 58, 59, 63], "low": [2, 6, 10, 14, 18, 29, 34, 65, 67], "volum": [2, 11, 14, 18, 24, 29, 51, 65], "quote_volum": 2, "taker_buy_base_volum": 2, "taker_buy_quote_volum": 2, "candlestick": [2, 14], "pyo3_bar": [2, 18], "rustbar": [2, 18], "is_revis": [2, 18], "revis": [2, 18], "previou": [2, 14, 18, 28, 34, 42], "is_single_pric": [2, 18], "ohlc": [2, 18], "singl": [2, 6, 7, 8, 9, 12, 16, 18, 20, 28, 30, 34, 43, 44, 45, 48, 49, 51, 52, 57, 62, 65, 71], "binancetick": [2, 65], "price_chang": 2, "price_change_perc": 2, "weighted_avg_pric": 2, "last_pric": 2, "open_pric": 2, "high_pric": [2, 14], "low_pric": [2, 14], "open_time_m": 2, "close_time_m": 2, "first_id": 2, "last_id": 2, "prev_close_pric": 2, "bid_pric": [2, 18, 29, 69], "bid_qti": 2, "ask_pric": [2, 18, 29, 69], "ask_qti": 2, "24hr": [2, 65], "statist": [2, 5, 40, 43, 51, 52, 70], "percent": 2, "weight": [2, 14, 43], "millisecond": [2, 6, 8, 9, 10, 12, 29, 34, 51, 67], "first": [2, 8, 25, 28, 29, 32, 34, 38, 46, 51, 54, 60, 61, 62, 63, 65, 69, 70], "over": [2, 6, 14, 19, 44, 46, 51, 52, 53, 65, 69, 70], "usdt_futur": [2, 35, 65], "binancecommondatacli": 2, "orderbook": [2, 4, 6, 7, 8, 11, 12, 16, 18, 24, 34, 52], "binancefuturescontracttyp": 2, "deriv": [2, 6, 22, 41, 42, 46, 65], "contract": [2, 4, 22, 23, 38, 47, 48, 50, 58, 65, 66], "binancefuturescontractstatu": 2, "binancefuturespositionsid": 2, "binancefuturesworkingtyp": 2, "work": [2, 8, 9, 12, 36, 38, 43, 44, 47, 48, 49, 50, 52, 54, 56, 62, 65, 67, 71], "binancefuturesmargintyp": 2, "binancefuturespositionupdatereason": 2, "binancefutureseventtyp": 2, "binancefuturesenumpars": 2, "binancecommonexecutioncli": 2, "binancefuturesmarkpriceupd": 2, "mark": [2, 14, 28, 43, 50, 65, 67], "index": [2, 7, 8, 10, 13, 14, 15, 23, 29, 50], "estimated_settl": 2, "funding_r": 2, "ts_next_fund": 2, "fund": [2, 65], "estim": 2, "settl": [2, 22], "hour": [2, 4, 18, 51], "settlement": [2, 22, 26, 48], "next": [2, 6, 8, 10, 11, 29, 34, 53, 62, 69, 70], "binancespotpermiss": 2, "permiss": [2, 64, 65, 66], "binancespotsymbolstatu": 2, "binancespoteventtyp": 2, "binancespotenumpars": 2, "brokerag": [3, 67], "each": [3, 6, 8, 12, 16, 29, 34, 35, 37, 38, 41, 43, 44, 45, 46, 47, 49, 50, 52, 57, 62, 63, 67, 71], "lower": [3, 14, 25, 28, 50, 56, 62, 65], "rest": [3, 6, 11, 12, 51, 64, 65], "built": [3, 4, 13, 16, 17, 21, 23, 32, 41, 45, 46, 47, 50, 51, 52, 56, 58, 62, 65, 66, 68, 70, 71], "top": [3, 11, 12, 13, 18, 24, 25, 34, 35, 36, 45, 47, 53, 59], "contractid": 4, "as_integer_ratio": 4, "ratio": [4, 5, 14, 45], "whose": [4, 37, 46], "exactli": [4, 19, 39, 45, 48], "origin": [4, 7, 12, 13, 20, 25, 34, 39, 46], "denomin": [4, 8, 17, 19, 23, 25], "bit_count": 4, "ones": 4, "binari": [4, 43, 44, 45, 51, 61, 68], "absolut": [4, 10, 29], "known": [4, 37, 43, 50], "popul": [4, 45], "bin": [4, 5, 18], "13": 4, "0b1101": 4, "3": [4, 14, 24, 51, 57, 61], "bit_length": 4, "bit": [4, 6, 10, 61], "necessari": [4, 18, 28, 38, 39, 45, 46, 48, 50, 52, 56, 58, 62, 65, 66], "37": 4, "0b100101": 4, "conjug": 4, "complex": [4, 8, 10, 12, 46, 51, 54, 62, 70], "ration": 4, "lowest": [4, 14, 40, 58], "from_byt": 4, "byteord": 4, "big": 4, "sign": [4, 18, 19, 25, 26], "arrai": [4, 10, 63], "hold": [4, 10, 12, 38, 39, 43, 51], "either": [4, 6, 8, 12, 20, 23, 29, 34, 35, 37, 39, 45, 50, 51, 60, 62, 64, 65, 66, 67], "buffer": [4, 8, 9, 16], "protocol": [4, 9, 12, 20, 29, 34], "iter": [4, 6, 8, 12, 14], "produc": [4, 7, 14, 23, 28, 43, 44, 48, 49, 56], "bytearrai": 4, "exampl": [4, 18, 20, 23, 28, 38, 40, 41, 42, 45, 46, 47, 48, 49, 50, 51, 59, 62, 65, 69, 70], "most": [4, 6, 7, 8, 12, 13, 28, 34, 39, 43, 45, 48, 52, 58, 64, 65, 66], "signific": 4, 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"localsymbol": 4, "tradingclass": 4, "lasttradedateorcontractmonth": [4, 66], "multipli": [4, 14, 22, 26, 48], "strike": [4, 22], "right": [4, 13, 51, 53, 56, 59], "includeexpir": 4, "secidtyp": [4, 66], "secid": [4, 66], "descript": [4, 13, 25, 26, 42, 52, 70], "issuerid": 4, "combolegsdescrip": 4, "interactive_brok": [4, 66], "build_futures_chain": [4, 66], "build_options_chain": [4, 66], "min_expiry_dai": 4, "max_expiry_dai": 4, "describ": [4, 36, 44, 47, 53, 62], "futur": [4, 6, 8, 12, 22, 33, 34, 35, 42, 46, 47, 48, 50, 51, 52, 58, 65, 66, 67, 68, 70], "e": [4, 8, 9, 12, 25, 26, 28, 32, 45, 46, 48, 49, 51, 52, 53, 62, 65, 66], "where": [4, 7, 8, 9, 10, 19, 22, 25, 27, 28, 34, 39, 43, 45, 50, 51, 52, 53, 56, 65, 67, 69], "Will": [4, 7, 8, 9, 12, 17, 20, 28, 34, 46], "smart": [4, 66], "stock": [4, 37, 66], "search": [4, 66, 69], "full": [4, 16, 25, 37, 39, 42, 46, 48, 50, 62, 65, 67], "chain": 4, "options_chain": 4, "futures_chain": 4, "dai": [4, 5, 6, 8, 12, 14, 18, 19, 25, 34, 50, 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"errors-and-exceptions"]], "Backtesting": [[44, "backtesting"], [47, "backtesting"], [48, "backtesting"], [51, "backtesting"], [71, "backtesting"]], "Choosing an API level:": [[44, "choosing-an-api-level"]], "Low-level API:": [[44, "low-level-api"]], "High-level API:": [[44, "high-level-api"]], "Loading data": [[45, "loading-data"], [70, "loading-data"]], "Data loaders": [[45, "data-loaders"]], "Data wranglers": [[45, "data-wranglers"]], "Transformation pipeline": [[45, "transformation-pipeline"]], "Data catalog": [[45, "data-catalog"]], "Initializing": [[45, "initializing"]], "Writing data": [[45, "writing-data"]], "Reading data": [[45, "reading-data"]], "Streaming data": [[45, "streaming-data"]], "Execution flow": [[46, "execution-flow"]], "Execution algorithms": [[46, "execution-algorithms"]], "TWAP (Time-Weighted Average Price)": [[46, "twap-time-weighted-average-price"]], "Writing execution algorithms": [[46, "writing-execution-algorithms"]], "Spawned orders": [[46, 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"why-nautilustrader"]], "Use cases": [[51, "use-cases"]], "Distributed": [[51, "distributed"]], "Domain model": [[51, "domain-model"]], "Account Types": [[51, "account-types"]], "Implementation": [[52, "implementation"]], "Handlers": [[52, "handlers"]], "Stateful actions": [[52, "stateful-actions"]], "Data handling": [[52, "data-handling"]], "Order management": [[52, "order-management"]], "Position management": [[52, "position-management"]], "Generic event handling": [[52, "generic-event-handling"]], "Handler example": [[52, "handler-example"]], "Clock and timers": [[52, "clock-and-timers"]], "Current timestamps": [[52, "current-timestamps"]], "Time alerts": [[52, "time-alerts"]], "Timers": [[52, "timers"]], "Cache access": [[52, "cache-access"]], "Fetching data": [[52, "fetching-data"]], "Fetching execution objects": [[52, "fetching-execution-objects"]], "Portfolio access": [[52, "portfolio-access"]], "Account and positional information": [[52, "account-and-positional-information"]], "Reports and analysis": [[52, "reports-and-analysis"]], "Trading commands": [[52, "trading-commands"]], "Submitting orders": [[52, "submitting-orders"]], "Managed GTD expiry": [[52, "managed-gtd-expiry"]], "Multiple strategies": [[52, "multiple-strategies"]], "Coding Standards": [[53, "coding-standards"]], "Code Style": [[53, "code-style"]], "Black": [[53, "black"]], "Formatting": [[53, "formatting"]], "PEP-8": [[53, "pep-8"]], "Docstrings": [[53, "docstrings"]], "Flake8": [[53, "flake8"]], "Commit messages": [[53, "commit-messages"]], "Cython": [[54, "cython"]], "What is Cython?": [[54, "what-is-cython"]], "Function and method signatures": [[54, "function-and-method-signatures"]], "Debugging": [[54, "debugging"]], "PyCharm": [[54, "pycharm"]], "Cython Docs": [[54, "cython-docs"]], "Tips": [[54, "tips"]], "Environment Setup": [[55, "environment-setup"]], "Setup": [[55, "setup"]], "Builds": [[55, "builds"]], "Developer Guide": [[56, "developer-guide"], [63, "developer-guide"]], "Contents": [[56, "contents"]], "Packaged Data": [[57, "packaged-data"]], "Libor Rates": [[57, "libor-rates"]], "Short Term Interest Rates": [[57, "short-term-interest-rates"]], "Economic Events": [[57, "economic-events"]], "Rust": [[58, "rust"]], "Python Binding": [[58, "python-binding"]], "Unsafe Rust": [[58, "unsafe-rust"]], "Safety Policy": [[58, "safety-policy"]], "Resources": [[58, "resources"]], "Testing": [[59, "testing"]], "Mocks": [[59, "mocks"]], "Code Coverage": [[59, "code-coverage"]], "Excluded code coverage": [[59, "excluded-code-coverage"]], "Getting Started": [[60, "getting-started"], [63, "getting-started"]], "Installation": [[60, "installation"], [61, "installation"]], "Quickstart": [[60, "quickstart"], [62, "quickstart"]], "From PyPI": [[61, "from-pypi"]], "Extras": [[61, "extras"]], "From Source": [[61, "from-source"]], "From GitHub Release": [[61, "from-github-release"]], "Running in docker": [[62, "running-in-docker"]], "Getting the sample data": [[62, 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(betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.cancel_all_orders"]], "cancel_order() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.cancel_order"]], "capsule_from_list() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.capsule_from_list"]], "check_account_currency() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.check_account_currency"]], "clear() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.clear"]], "connect() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.connect"]], "connect() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.connect"]], "count (betfairinstrumentprovider property)": [[1, 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"nautilus_trader.common.timer.ThreadTimer.is_expired"]], "is_faulted (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_faulted"]], "is_faulted (component attribute)": [[8, "nautilus_trader.common.component.Component.is_faulted"]], "is_initialized (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_initialized"]], "is_initialized (component attribute)": [[8, "nautilus_trader.common.component.Component.is_initialized"]], "is_limiting (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.is_limiting"]], "is_pending_request() (actor method)": [[8, "nautilus_trader.common.actor.Actor.is_pending_request"]], "is_running (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_running"]], "is_running (component attribute)": [[8, "nautilus_trader.common.component.Component.is_running"]], "is_stopped (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.is_stopped"]], "is_stopped (component attribute)": [[8, "nautilus_trader.common.component.Component.is_stopped"]], "iterate_next_time() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.iterate_next_time"]], "iterate_next_time() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.iterate_next_time"]], "iterate_next_time() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.iterate_next_time"]], "limit (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.limit"]], "limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.limit"]], "limit_if_touched() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.limit_if_touched"]], "list_all() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.list_all"]], "load() (actor method)": [[8, "nautilus_trader.common.actor.Actor.load"]], "load() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load"]], "load_all() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load_all"]], "load_all_async() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load_all_async"]], "load_async() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load_async"]], "load_ids() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load_ids"]], "load_ids_async() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.load_ids_async"]], "local_now() (clock method)": [[8, "nautilus_trader.common.clock.Clock.local_now"]], "local_now() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.local_now"]], "local_now() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.local_now"]], "log (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.log"]], "log_memory() (in module nautilus_trader.common.logging)": [[8, "nautilus_trader.common.logging.log_memory"]], "machine_id (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.machine_id"]], "machine_id (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.machine_id"]], "market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market"]], "market_if_touched() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market_if_touched"]], "market_to_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.market_to_limit"]], "msgbus (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.msgbus"]], "name (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.name"]], "name (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.name"]], "name (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.name"]], "name (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.name"]], "name (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.name"]], "nautilus_header() (in module nautilus_trader.common.logging)": [[8, "nautilus_trader.common.logging.nautilus_header"]], "nautilus_trader.common": [[8, "module-nautilus_trader.common"]], "nautilus_trader.common.actor": [[8, "module-nautilus_trader.common.actor"]], "nautilus_trader.common.clock": [[8, "module-nautilus_trader.common.clock"]], "nautilus_trader.common.component": [[8, "module-nautilus_trader.common.component"]], "nautilus_trader.common.executor": [[8, "module-nautilus_trader.common.executor"]], "nautilus_trader.common.factories": [[8, "module-nautilus_trader.common.factories"]], "nautilus_trader.common.generators": [[8, "module-nautilus_trader.common.generators"]], "nautilus_trader.common.logging": [[8, "module-nautilus_trader.common.logging"]], "nautilus_trader.common.providers": [[8, "module-nautilus_trader.common.providers"]], "nautilus_trader.common.throttler": [[8, "module-nautilus_trader.common.throttler"]], "nautilus_trader.common.timer": [[8, "module-nautilus_trader.common.timer"]], "next_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.next_time_ns"]], "next_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.next_time_ns"]], "next_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.next_time_ns"]], "next_time_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.next_time_ns"]], "next_time_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.next_time_ns"]], "next_time_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.next_time_ns"]], "on_bar() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_bar"]], "on_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_data"]], "on_degrade() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_degrade"]], "on_dispose() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_dispose"]], "on_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_event"]], "on_fault() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_fault"]], "on_historical_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_historical_data"]], "on_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument"]], "on_instrument_close() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument_close"]], "on_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_instrument_status"]], "on_load() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_load"]], "on_order_book() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_order_book"]], "on_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_order_book_deltas"]], "on_quote_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_quote_tick"]], "on_reset() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_reset"]], "on_resume() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_resume"]], "on_save() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_save"]], "on_start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_start"]], "on_stop() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_stop"]], "on_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_ticker"]], "on_trade_tick() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_trade_tick"]], "on_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.on_venue_status"]], "pending_requests() (actor method)": [[8, "nautilus_trader.common.actor.Actor.pending_requests"]], "pop_event() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.pop_event"]], "pop_event() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.pop_event"]], "pop_event() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.pop_event"]], "publish_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.publish_data"]], "publish_signal() (actor method)": [[8, "nautilus_trader.common.actor.Actor.publish_signal"]], "qsize (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.qsize"]], "queue_for_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.queue_for_executor"]], "queue_for_executor() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.queue_for_executor"]], "queued_task_ids() (actor method)": [[8, "nautilus_trader.common.actor.Actor.queued_task_ids"]], "queued_task_ids() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.queued_task_ids"]], "recv_count (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.recv_count"]], "register_base() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_base"]], "register_default_handler() (clock method)": [[8, "nautilus_trader.common.clock.Clock.register_default_handler"]], "register_default_handler() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.register_default_handler"]], "register_default_handler() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.register_default_handler"]], "register_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_executor"]], "register_indicator_for_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_bars"]], "register_indicator_for_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_quote_ticks"]], "register_indicator_for_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_indicator_for_trade_ticks"]], "register_warning_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_warning_event"]], "registered_indicators (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.registered_indicators"]], "repeat() (livetimer method)": [[8, "nautilus_trader.common.timer.LiveTimer.repeat"]], "repeat() (looptimer method)": [[8, "nautilus_trader.common.timer.LoopTimer.repeat"]], "repeat() (threadtimer method)": [[8, "nautilus_trader.common.timer.ThreadTimer.repeat"]], "request_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_bars"]], "request_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_data"]], "request_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_instrument"]], "request_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_instruments"]], "request_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_quote_ticks"]], "request_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.request_trade_ticks"]], "reset() (actor method)": [[8, "nautilus_trader.common.actor.Actor.reset"]], "reset() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.reset"]], "reset() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.reset"]], "reset() (component method)": [[8, "nautilus_trader.common.component.Component.reset"]], "reset() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.reset"]], "reset() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.reset"]], "reset() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.reset"]], "resume() (actor method)": [[8, "nautilus_trader.common.actor.Actor.resume"]], "resume() (component method)": [[8, "nautilus_trader.common.component.Component.resume"]], "run_in_executor() (actor method)": [[8, "nautilus_trader.common.actor.Actor.run_in_executor"]], "run_in_executor() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.run_in_executor"]], "save() (actor method)": [[8, "nautilus_trader.common.actor.Actor.save"]], "send() (throttler method)": [[8, "nautilus_trader.common.throttler.Throttler.send"]], "sent_count (throttler attribute)": [[8, "nautilus_trader.common.throttler.Throttler.sent_count"]], "set_client_order_id_count() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.set_client_order_id_count"]], "set_count() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.set_count"]], "set_count() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.set_count"]], "set_count() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.set_count"]], "set_order_list_id_count() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.set_order_list_id_count"]], "set_time() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time"]], "set_time_alert() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_time_alert"]], "set_time_alert() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_time_alert"]], "set_time_alert() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time_alert"]], "set_time_alert_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_time_alert_ns"]], "set_time_alert_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_time_alert_ns"]], "set_time_alert_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_time_alert_ns"]], "set_timer() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_timer"]], "set_timer() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_timer"]], "set_timer() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_timer"]], "set_timer_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.set_timer_ns"]], "set_timer_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.set_timer_ns"]], "set_timer_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.set_timer_ns"]], "shutdown() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.shutdown"]], "start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.start"]], "start() (component method)": [[8, "nautilus_trader.common.component.Component.start"]], "start_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.start_time_ns"]], "start_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.start_time_ns"]], "start_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.start_time_ns"]], "state (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.state"]], "state (component attribute)": [[8, "nautilus_trader.common.component.Component.state"]], "stop() (actor method)": [[8, "nautilus_trader.common.actor.Actor.stop"]], "stop() (component method)": [[8, "nautilus_trader.common.component.Component.stop"]], "stop_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.stop_limit"]], "stop_market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.stop_market"]], "stop_time_ns (livetimer attribute)": [[8, "nautilus_trader.common.timer.LiveTimer.stop_time_ns"]], "stop_time_ns (looptimer attribute)": [[8, "nautilus_trader.common.timer.LoopTimer.stop_time_ns"]], "stop_time_ns (threadtimer attribute)": [[8, "nautilus_trader.common.timer.ThreadTimer.stop_time_ns"]], "strategy_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.strategy_id"]], "subscribe_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_bars"]], "subscribe_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_data"]], "subscribe_instrument() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument"]], "subscribe_instrument_close() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument_close"]], "subscribe_instrument_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instrument_status"]], "subscribe_instruments() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_instruments"]], "subscribe_order_book_deltas() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_order_book_deltas"]], "subscribe_order_book_snapshots() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_order_book_snapshots"]], "subscribe_quote_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_quote_ticks"]], "subscribe_ticker() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_ticker"]], "subscribe_trade_ticks() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_trade_ticks"]], "subscribe_venue_status() (actor method)": [[8, "nautilus_trader.common.actor.Actor.subscribe_venue_status"]], "timer_count (clock attribute)": [[8, "nautilus_trader.common.clock.Clock.timer_count"]], "timer_count (liveclock attribute)": [[8, "nautilus_trader.common.clock.LiveClock.timer_count"]], "timer_count (testclock attribute)": [[8, "nautilus_trader.common.clock.TestClock.timer_count"]], "timer_names (clock attribute)": [[8, "nautilus_trader.common.clock.Clock.timer_names"]], "timer_names (liveclock attribute)": [[8, "nautilus_trader.common.clock.LiveClock.timer_names"]], "timer_names (testclock attribute)": [[8, "nautilus_trader.common.clock.TestClock.timer_names"]], "timestamp() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp"]], "timestamp() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp"]], "timestamp() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp"]], "timestamp_ms() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp_ms"]], "timestamp_ms() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp_ms"]], "timestamp_ms() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp_ms"]], "timestamp_ns() (clock method)": [[8, "nautilus_trader.common.clock.Clock.timestamp_ns"]], "timestamp_ns() (liveclock method)": [[8, "nautilus_trader.common.clock.LiveClock.timestamp_ns"]], "timestamp_ns() (testclock method)": [[8, "nautilus_trader.common.clock.TestClock.timestamp_ns"]], "to_importable_config() (actor method)": [[8, "nautilus_trader.common.actor.Actor.to_importable_config"]], "trader_id (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.trader_id"]], "trader_id (component attribute)": [[8, "nautilus_trader.common.component.Component.trader_id"]], "trader_id (logger attribute)": [[8, "nautilus_trader.common.logging.Logger.trader_id"]], "trader_id (loggeradapter attribute)": [[8, "nautilus_trader.common.logging.LoggerAdapter.trader_id"]], "trader_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.trader_id"]], "trailing_stop_limit() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.trailing_stop_limit"]], "trailing_stop_market() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.trailing_stop_market"]], "ts_event (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.ts_event"]], "ts_init (timeevent attribute)": [[8, "nautilus_trader.common.timer.TimeEvent.ts_init"]], "type (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.type"]], "type (component attribute)": [[8, "nautilus_trader.common.component.Component.type"]], "unsubscribe_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_bars"]], "unsubscribe_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.unsubscribe_data"]], "unsubscribe_instrument() (actor method)": 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"nautilus_trader.config.common.InstrumentProviderConfig.validate"]], "validate() (livedataclientconfig method)": [[9, "nautilus_trader.config.live.LiveDataClientConfig.validate"]], "validate() (livedataengineconfig method)": [[9, "nautilus_trader.config.live.LiveDataEngineConfig.validate"]], "validate() (liveexecclientconfig method)": [[9, "nautilus_trader.config.live.LiveExecClientConfig.validate"]], "validate() (liveexecengineconfig method)": [[9, "nautilus_trader.config.live.LiveExecEngineConfig.validate"]], "validate() (liveriskengineconfig method)": [[9, "nautilus_trader.config.live.LiveRiskEngineConfig.validate"]], "validate() (loggingconfig method)": [[9, "nautilus_trader.config.common.LoggingConfig.validate"]], "validate() (nautilusconfig method)": [[9, "nautilus_trader.config.common.NautilusConfig.validate"]], "validate() (nautiluskernelconfig method)": [[9, "nautilus_trader.config.common.NautilusKernelConfig.validate"]], "validate() (orderemulatorconfig method)": [[9, "nautilus_trader.config.common.OrderEmulatorConfig.validate"]], "validate() (riskengineconfig method)": [[9, "nautilus_trader.config.common.RiskEngineConfig.validate"]], "validate() (routingconfig method)": [[9, "nautilus_trader.config.live.RoutingConfig.validate"]], "validate() (strategyconfig method)": [[9, "nautilus_trader.config.common.StrategyConfig.validate"]], "validate() (streamingconfig method)": [[9, "nautilus_trader.config.common.StreamingConfig.validate"]], "validate() (tracingconfig method)": [[9, "nautilus_trader.config.common.TracingConfig.validate"]], "validate() (tradingnodeconfig method)": [[9, "nautilus_trader.config.live.TradingNodeConfig.validate"]], "command (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Command"]], "document (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Document"]], "event (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Event"]], "finitestatemachine (class in nautilus_trader.core.fsm)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine"]], "invalidstatetrigger": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger"]], "request (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Request"]], "response (class in nautilus_trader.core.message)": [[10, "nautilus_trader.core.message.Response"]], "uuid4 (class in nautilus_trader.core.uuid)": [[10, "nautilus_trader.core.uuid.UUID4"]], "add_note() (invalidstatetrigger method)": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger.add_note"]], "as_utc_index() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.as_utc_index"]], "as_utc_timestamp() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.as_utc_timestamp"]], "basis_points_as_percentage() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.basis_points_as_percentage"]], "callback (request attribute)": [[10, "nautilus_trader.core.message.Request.callback"]], "correlation_id (response attribute)": [[10, "nautilus_trader.core.message.Response.correlation_id"]], "dt_to_unix_nanos() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.dt_to_unix_nanos"]], "fast_mad() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mad"]], "fast_mad_with_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mad_with_mean"]], "fast_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mean"]], "fast_mean_iterated() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_mean_iterated"]], "fast_std() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_std"]], "fast_std_with_mean() (in module nautilus_trader.core.stats)": [[10, "nautilus_trader.core.stats.fast_std_with_mean"]], "format_iso8601() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.format_iso8601"]], "id (command attribute)": [[10, "nautilus_trader.core.message.Command.id"]], "id (document attribute)": [[10, "nautilus_trader.core.message.Document.id"]], "id (event attribute)": [[10, "nautilus_trader.core.message.Event.id"]], "id (request attribute)": [[10, "nautilus_trader.core.message.Request.id"]], "id (response attribute)": [[10, "nautilus_trader.core.message.Response.id"]], "is_datetime_utc() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_datetime_utc"]], "is_tz_aware() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_tz_aware"]], "is_tz_naive() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.is_tz_naive"]], "maybe_dt_to_unix_nanos() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.maybe_dt_to_unix_nanos"]], "maybe_unix_nanos_to_dt() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.maybe_unix_nanos_to_dt"]], "nautilus_trader.core": [[10, "module-nautilus_trader.core"]], "nautilus_trader.core.datetime": [[10, "module-nautilus_trader.core.datetime"]], "nautilus_trader.core.fsm": [[10, "module-nautilus_trader.core.fsm"]], "nautilus_trader.core.message": [[10, "module-nautilus_trader.core.message"]], "nautilus_trader.core.stats": [[10, "module-nautilus_trader.core.stats"]], "nautilus_trader.core.uuid": [[10, "module-nautilus_trader.core.uuid"]], "state (finitestatemachine attribute)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.state"]], "state_string (finitestatemachine attribute)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.state_string"]], "trigger() (finitestatemachine method)": [[10, "nautilus_trader.core.fsm.FiniteStateMachine.trigger"]], "ts_event (event attribute)": [[10, "nautilus_trader.core.message.Event.ts_event"]], "ts_init (command attribute)": [[10, "nautilus_trader.core.message.Command.ts_init"]], "ts_init (document attribute)": [[10, "nautilus_trader.core.message.Document.ts_init"]], "ts_init (event attribute)": [[10, "nautilus_trader.core.message.Event.ts_init"]], "ts_init (request attribute)": [[10, "nautilus_trader.core.message.Request.ts_init"]], "ts_init (response attribute)": [[10, "nautilus_trader.core.message.Response.ts_init"]], "unix_nanos_to_dt() (in module nautilus_trader.core.datetime)": [[10, "nautilus_trader.core.datetime.unix_nanos_to_dt"]], "value (uuid4 attribute)": [[10, "nautilus_trader.core.uuid.UUID4.value"]], "with_traceback() (invalidstatetrigger method)": [[10, "nautilus_trader.core.fsm.InvalidStateTrigger.with_traceback"]], "baraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.BarAggregator"]], "barbuilder (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.BarBuilder"]], "dataclient (class in nautilus_trader.data.client)": [[11, "nautilus_trader.data.client.DataClient"]], "datacommand (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataCommand"]], "dataengine (class in nautilus_trader.data.engine)": [[11, "nautilus_trader.data.engine.DataEngine"]], "datarequest (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataRequest"]], "dataresponse (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.DataResponse"]], "marketdataclient (class in nautilus_trader.data.client)": [[11, "nautilus_trader.data.client.MarketDataClient"]], "subscribe (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.Subscribe"]], "tickbaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator"]], "timebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator"]], "unsubscribe (class in nautilus_trader.data.messages)": [[11, "nautilus_trader.data.messages.Unsubscribe"]], "valuebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator"]], "volumebaraggregator (class in nautilus_trader.data.aggregation)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator"]], "bar_type (baraggregator attribute)": [[11, "nautilus_trader.data.aggregation.BarAggregator.bar_type"]], "bar_type (tickbaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.bar_type"]], "bar_type (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.bar_type"]], "bar_type (valuebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.bar_type"]], "bar_type (volumebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.bar_type"]], "build() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.build"]], "build_now() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.build_now"]], "callback (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.callback"]], "check_connected() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.check_connected"]], "check_disconnected() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.check_disconnected"]], "client_id (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.client_id"]], "client_id (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.client_id"]], "client_id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.client_id"]], "client_id (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.client_id"]], "client_id (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.client_id"]], "command_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.command_count"]], "connect() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.connect"]], "correlation_id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.correlation_id"]], "count (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.count"]], "data (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.data"]], "data_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.data_count"]], "data_type (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.data_type"]], "data_type (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.data_type"]], "data_type (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.data_type"]], "data_type (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.data_type"]], "data_type (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.data_type"]], "debug (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.debug"]], "default_client (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.default_client"]], "degrade() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.degrade"]], "degrade() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.degrade"]], "degrade() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.degrade"]], "deregister_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.deregister_client"]], "disconnect() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.disconnect"]], "dispose() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.dispose"]], "dispose() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.dispose"]], "dispose() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.dispose"]], "execute() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.execute"]], "fault() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.fault"]], "fault() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.fault"]], "fault() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.fault"]], "fully_qualified_name() (dataclient class method)": [[11, "nautilus_trader.data.client.DataClient.fully_qualified_name"]], "fully_qualified_name() (dataengine class method)": [[11, "nautilus_trader.data.engine.DataEngine.fully_qualified_name"]], "fully_qualified_name() (marketdataclient class method)": [[11, "nautilus_trader.data.client.MarketDataClient.fully_qualified_name"]], "get_cumulative_value() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.get_cumulative_value"]], "get_start_time() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.get_start_time"]], "handle_quote_tick() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.handle_quote_tick"]], "handle_quote_tick() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.handle_quote_tick"]], "handle_quote_tick() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.handle_quote_tick"]], "handle_quote_tick() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.handle_quote_tick"]], "handle_quote_tick() (volumebaraggregator method)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.handle_quote_tick"]], "handle_trade_tick() (baraggregator method)": [[11, "nautilus_trader.data.aggregation.BarAggregator.handle_trade_tick"]], "handle_trade_tick() (tickbaraggregator method)": [[11, "nautilus_trader.data.aggregation.TickBarAggregator.handle_trade_tick"]], "handle_trade_tick() (timebaraggregator method)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.handle_trade_tick"]], "handle_trade_tick() (valuebaraggregator method)": [[11, "nautilus_trader.data.aggregation.ValueBarAggregator.handle_trade_tick"]], "handle_trade_tick() (volumebaraggregator method)": [[11, "nautilus_trader.data.aggregation.VolumeBarAggregator.handle_trade_tick"]], "id (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.id"]], "id (datacommand attribute)": [[11, "nautilus_trader.data.messages.DataCommand.id"]], "id (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.id"]], "id (datarequest attribute)": [[11, "nautilus_trader.data.messages.DataRequest.id"]], "id (dataresponse attribute)": [[11, "nautilus_trader.data.messages.DataResponse.id"]], "id (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.id"]], "id (subscribe attribute)": [[11, "nautilus_trader.data.messages.Subscribe.id"]], "id (unsubscribe attribute)": [[11, "nautilus_trader.data.messages.Unsubscribe.id"]], "initialized (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.initialized"]], "interval (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.interval"]], "interval_ns (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.interval_ns"]], "is_connected (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_connected"]], "is_connected (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_connected"]], "is_degraded (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_degraded"]], "is_degraded (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_degraded"]], "is_degraded (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_degraded"]], "is_disposed (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_disposed"]], "is_disposed (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_disposed"]], "is_disposed (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_disposed"]], "is_faulted (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_faulted"]], "is_faulted (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_faulted"]], "is_faulted (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_faulted"]], "is_initialized (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_initialized"]], "is_initialized (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_initialized"]], "is_initialized (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_initialized"]], "is_running (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_running"]], "is_running (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_running"]], "is_running (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_running"]], "is_stopped (dataclient attribute)": [[11, "nautilus_trader.data.client.DataClient.is_stopped"]], "is_stopped (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.is_stopped"]], "is_stopped (marketdataclient attribute)": [[11, "nautilus_trader.data.client.MarketDataClient.is_stopped"]], "nautilus_trader.data": [[11, "module-nautilus_trader.data"]], "nautilus_trader.data.aggregation": [[11, "module-nautilus_trader.data.aggregation"]], "nautilus_trader.data.client": [[11, "module-nautilus_trader.data.client"]], "nautilus_trader.data.engine": [[11, "module-nautilus_trader.data.engine"]], "nautilus_trader.data.messages": [[11, "module-nautilus_trader.data.messages"]], "next_close_ns (timebaraggregator attribute)": [[11, "nautilus_trader.data.aggregation.TimeBarAggregator.next_close_ns"]], "price_precision (barbuilder attribute)": [[11, "nautilus_trader.data.aggregation.BarBuilder.price_precision"]], "process() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.process"]], "register_catalog() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_catalog"]], "register_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_client"]], "register_default_client() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_default_client"]], "register_venue_routing() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.register_venue_routing"]], "registered_clients (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.registered_clients"]], "request() (dataclient method)": [[11, "nautilus_trader.data.client.DataClient.request"]], "request() (dataengine method)": [[11, "nautilus_trader.data.engine.DataEngine.request"]], "request() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request"]], "request_bars() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_bars"]], "request_count (dataengine attribute)": [[11, "nautilus_trader.data.engine.DataEngine.request_count"]], "request_instrument() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_instrument"]], "request_instruments() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_instruments"]], "request_quote_ticks() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_quote_ticks"]], "request_trade_ticks() (marketdataclient method)": [[11, "nautilus_trader.data.client.MarketDataClient.request_trade_ticks"]], "reset() (barbuilder method)": [[11, "nautilus_trader.data.aggregation.BarBuilder.reset"]], "reset() (dataclient method)": 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"unsubscribe_instruments() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_instruments"]], "unsubscribe_order_book_deltas() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_order_book_deltas"]], "unsubscribe_order_book_snapshots() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_order_book_snapshots"]], "unsubscribe_quote_ticks() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_quote_ticks"]], "unsubscribe_ticker() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_ticker"]], "unsubscribe_trade_ticks() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_trade_ticks"]], "unsubscribe_venue_status() (livemarketdataclient method)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.unsubscribe_venue_status"]], "venue (livedataclient attribute)": [[16, "nautilus_trader.live.data_client.LiveDataClient.venue"]], "venue (liveexecutionclient attribute)": [[16, "nautilus_trader.live.execution_client.LiveExecutionClient.venue"]], "venue (livemarketdataclient attribute)": [[16, "nautilus_trader.live.data_client.LiveMarketDataClient.venue"]], "currency (class in nautilus_trader.model.currency)": [[17, "nautilus_trader.model.currency.Currency"]], "code (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.code"]], "currency_type (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.currency_type"]], "from_internal_map() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.from_internal_map"]], "from_str() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.from_str"]], "is_crypto() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.is_crypto"]], "is_fiat() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.is_fiat"]], "iso4217 (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.iso4217"]], "name (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.name"]], "nautilus_trader.model.currency": [[17, "module-nautilus_trader.model.currency"]], "precision (currency attribute)": [[17, "nautilus_trader.model.currency.Currency.precision"]], "register() (currency static method)": [[17, "nautilus_trader.model.currency.Currency.register"]], "bar (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.Bar"]], "barspecification (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.BarSpecification"]], "bartype (class in nautilus_trader.model.data.bar)": [[18, "nautilus_trader.model.data.bar.BarType"]], "bookorder (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.BookOrder"]], "datatype (class in nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.DataType"]], "genericdata (class in nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.GenericData"]], "instrumentclose (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.InstrumentClose"]], "instrumentstatus (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.InstrumentStatus"]], "orderbookdelta (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.OrderBookDelta"]], "orderbookdeltas (class in nautilus_trader.model.data.book)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas"]], "quotetick (class in nautilus_trader.model.data.tick)": [[18, "nautilus_trader.model.data.tick.QuoteTick"]], "ticker (class in nautilus_trader.model.data.ticker)": [[18, "nautilus_trader.model.data.ticker.Ticker"]], "tradetick (class in nautilus_trader.model.data.tick)": [[18, "nautilus_trader.model.data.tick.TradeTick"]], "venuestatus (class in nautilus_trader.model.data.status)": [[18, "nautilus_trader.model.data.status.VenueStatus"]], "action (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.action"]], "aggregation (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.aggregation"]], "aggregation_source (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.aggregation_source"]], "aggressor_side (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.aggressor_side"]], "ask_price (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ask_price"]], "ask_size (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ask_size"]], "bar_type (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.bar_type"]], "bid_price (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.bid_price"]], "bid_size (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.bid_size"]], "capsule_from_list() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.capsule_from_list"]], "capsule_from_list() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.capsule_from_list"]], "capsule_from_list() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.capsule_from_list"]], "capsule_to_list() (in module nautilus_trader.model.data.base)": [[18, "nautilus_trader.model.data.base.capsule_to_list"]], "check_information_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_information_aggregated"]], "check_threshold_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_threshold_aggregated"]], "check_time_aggregated() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.check_time_aggregated"]], "clear() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.clear"]], "close (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.close"]], "close_price (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.close_price"]], "close_type (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.close_type"]], "data (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.data"]], "data_type (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.data_type"]], "deltas (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.deltas"]], "exposure() (bookorder method)": [[18, "nautilus_trader.model.data.book.BookOrder.exposure"]], "extract_price() (quotetick method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.extract_price"]], "extract_volume() (quotetick method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.extract_volume"]], "flags (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.flags"]], "from_dict() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.from_dict"]], "from_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.from_dict"]], "from_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.from_dict"]], "from_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.from_dict"]], "from_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_dict"]], "from_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.from_dict"]], "from_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_dict"]], "from_dict() (ticker static method)": [[18, "nautilus_trader.model.data.ticker.Ticker.from_dict"]], "from_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_dict"]], "from_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.status.VenueStatus.from_dict"]], "from_pyo3() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.from_pyo3"]], "from_pyo3() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_pyo3"]], "from_pyo3() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_pyo3"]], "from_pyo3() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_pyo3"]], "from_raw() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.from_raw"]], "from_raw() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.from_raw"]], "from_raw() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.from_raw"]], "from_raw() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.from_raw"]], "from_str() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.from_str"]], "from_str() (bartype static method)": [[18, "nautilus_trader.model.data.bar.BarType.from_str"]], "from_timedelta() (barspecification static method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.from_timedelta"]], "fully_qualified_name() (bar class method)": [[18, "nautilus_trader.model.data.bar.Bar.fully_qualified_name"]], "fully_qualified_name() (genericdata class method)": [[18, "nautilus_trader.model.data.base.GenericData.fully_qualified_name"]], "fully_qualified_name() (instrumentclose class method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.fully_qualified_name"]], "fully_qualified_name() (instrumentstatus class method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.fully_qualified_name"]], "fully_qualified_name() (orderbookdelta class method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.fully_qualified_name"]], "fully_qualified_name() (orderbookdeltas class method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.fully_qualified_name"]], "fully_qualified_name() (quotetick class method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.fully_qualified_name"]], "fully_qualified_name() (ticker class method)": [[18, "nautilus_trader.model.data.ticker.Ticker.fully_qualified_name"]], "fully_qualified_name() (tradetick class method)": [[18, "nautilus_trader.model.data.tick.TradeTick.fully_qualified_name"]], "fully_qualified_name() (venuestatus class method)": [[18, "nautilus_trader.model.data.status.VenueStatus.fully_qualified_name"]], "halt_reason (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.halt_reason"]], "high (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.high"]], "instrument_id (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.instrument_id"]], "instrument_id (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.instrument_id"]], "instrument_id (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.instrument_id"]], "instrument_id (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.instrument_id"]], "instrument_id (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.instrument_id"]], "instrument_id (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.instrument_id"]], "instrument_id (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.instrument_id"]], "instrument_id (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.instrument_id"]], "is_add (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_add"]], "is_clear (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_clear"]], "is_delete (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_delete"]], "is_externally_aggregated() (bartype method)": [[18, "nautilus_trader.model.data.bar.BarType.is_externally_aggregated"]], "is_information_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_information_aggregated"]], "is_internally_aggregated() (bartype method)": [[18, "nautilus_trader.model.data.bar.BarType.is_internally_aggregated"]], "is_revision (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.is_revision"]], "is_single_price() (bar method)": [[18, "nautilus_trader.model.data.bar.Bar.is_single_price"]], "is_snapshot (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.is_snapshot"]], "is_threshold_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_threshold_aggregated"]], "is_time_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.bar.BarSpecification.is_time_aggregated"]], "is_update (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.is_update"]], "list_from_capsule() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.list_from_capsule"]], "list_from_capsule() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.list_from_capsule"]], "list_from_capsule() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.list_from_capsule"]], "low (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.low"]], "metadata (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.metadata"]], "nautilus_trader.model.data": [[18, "module-nautilus_trader.model.data"]], "nautilus_trader.model.data.bar": [[18, "module-nautilus_trader.model.data.bar"]], "nautilus_trader.model.data.base": [[18, "module-nautilus_trader.model.data.base"]], "nautilus_trader.model.data.book": [[18, "module-nautilus_trader.model.data.book"]], "nautilus_trader.model.data.status": [[18, "module-nautilus_trader.model.data.status"]], "nautilus_trader.model.data.tick": [[18, "module-nautilus_trader.model.data.tick"]], "nautilus_trader.model.data.ticker": [[18, "module-nautilus_trader.model.data.ticker"]], "open (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.open"]], "order (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.order"]], "order_id (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.order_id"]], "price (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.price"]], "price (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.price"]], "price_type (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.price_type"]], "sequence (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.sequence"]], "sequence (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.sequence"]], "side (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.side"]], "signed_size() (bookorder method)": [[18, "nautilus_trader.model.data.book.BookOrder.signed_size"]], "size (bookorder attribute)": [[18, "nautilus_trader.model.data.book.BookOrder.size"]], "size (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.size"]], "spec (bartype attribute)": [[18, "nautilus_trader.model.data.bar.BarType.spec"]], "status (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.status"]], "status (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.status"]], "step (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.step"]], "timedelta (barspecification attribute)": [[18, "nautilus_trader.model.data.bar.BarSpecification.timedelta"]], "to_dict() (bar static method)": [[18, "nautilus_trader.model.data.bar.Bar.to_dict"]], "to_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.book.BookOrder.to_dict"]], "to_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.status.InstrumentClose.to_dict"]], "to_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.to_dict"]], "to_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.to_dict"]], "to_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.to_dict"]], "to_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.tick.QuoteTick.to_dict"]], "to_dict() (ticker static method)": [[18, "nautilus_trader.model.data.ticker.Ticker.to_dict"]], "to_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.tick.TradeTick.to_dict"]], "to_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.status.VenueStatus.to_dict"]], "topic (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.topic"]], "trade_id (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.trade_id"]], "trading_session (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.trading_session"]], "ts_event (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.ts_event"]], "ts_event (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.ts_event"]], "ts_event (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.ts_event"]], "ts_event (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.ts_event"]], "ts_event (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.ts_event"]], "ts_event (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.ts_event"]], "ts_event (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ts_event"]], "ts_event (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.ts_event"]], "ts_event (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.ts_event"]], "ts_event (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.ts_event"]], "ts_init (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.ts_init"]], "ts_init (genericdata attribute)": [[18, "nautilus_trader.model.data.base.GenericData.ts_init"]], "ts_init (instrumentclose attribute)": [[18, "nautilus_trader.model.data.status.InstrumentClose.ts_init"]], "ts_init (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.status.InstrumentStatus.ts_init"]], "ts_init (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDelta.ts_init"]], "ts_init (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.book.OrderBookDeltas.ts_init"]], "ts_init (quotetick attribute)": [[18, "nautilus_trader.model.data.tick.QuoteTick.ts_init"]], "ts_init (ticker attribute)": [[18, "nautilus_trader.model.data.ticker.Ticker.ts_init"]], "ts_init (tradetick attribute)": [[18, "nautilus_trader.model.data.tick.TradeTick.ts_init"]], "ts_init (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.ts_init"]], "type (datatype attribute)": [[18, "nautilus_trader.model.data.base.DataType.type"]], "venue (venuestatus attribute)": [[18, "nautilus_trader.model.data.status.VenueStatus.venue"]], "volume (bar attribute)": [[18, "nautilus_trader.model.data.bar.Bar.volume"]], "accountstate (class in nautilus_trader.model.events.account)": [[19, "nautilus_trader.model.events.account.AccountState"]], "orderaccepted (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderAccepted"]], "ordercancelrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected"]], "ordercanceled (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderCanceled"]], "orderdenied (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderDenied"]], "orderemulated (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderEmulated"]], "orderevent (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderEvent"]], "orderexpired (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderExpired"]], "orderfilled (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderFilled"]], "orderinitialized (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderInitialized"]], "ordermodifyrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected"]], "orderpendingcancel (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel"]], "orderpendingupdate (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate"]], "orderrejected (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderRejected"]], "orderreleased (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderReleased"]], "ordersubmitted (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderSubmitted"]], "ordertriggered (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderTriggered"]], "orderupdated (class in nautilus_trader.model.events.order)": [[19, "nautilus_trader.model.events.order.OrderUpdated"]], "positionchanged (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionChanged"]], "positionclosed (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionClosed"]], "positionevent (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionEvent"]], "positionopened (class in nautilus_trader.model.events.position)": [[19, "nautilus_trader.model.events.position.PositionOpened"]], "account_id (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.account_id"]], "account_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.account_id"]], "account_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.account_id"]], "account_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.account_id"]], "account_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.account_id"]], "account_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.account_id"]], "account_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.account_id"]], "account_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.account_id"]], "account_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.account_id"]], "account_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.account_id"]], "account_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.account_id"]], "account_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.account_id"]], "account_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.account_id"]], "account_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.account_id"]], "account_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.account_id"]], "account_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.account_id"]], "account_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.account_id"]], "account_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.account_id"]], "account_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.account_id"]], "account_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.account_id"]], "account_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.account_id"]], "account_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.account_id"]], "account_type (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.account_type"]], "avg_px_close (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.avg_px_close"]], "avg_px_close (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.avg_px_close"]], "avg_px_close (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.avg_px_close"]], "avg_px_close (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.avg_px_close"]], "avg_px_open (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.avg_px_open"]], "avg_px_open (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.avg_px_open"]], "avg_px_open (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.avg_px_open"]], "avg_px_open (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.avg_px_open"]], "balances (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.balances"]], "base_currency (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.base_currency"]], "client_order_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.client_order_id"]], "client_order_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.client_order_id"]], "client_order_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.client_order_id"]], "client_order_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.client_order_id"]], "client_order_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.client_order_id"]], "client_order_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.client_order_id"]], "client_order_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.client_order_id"]], "client_order_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.client_order_id"]], "client_order_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.client_order_id"]], "client_order_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.client_order_id"]], "client_order_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.client_order_id"]], "client_order_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.client_order_id"]], "client_order_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.client_order_id"]], "client_order_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.client_order_id"]], "client_order_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.client_order_id"]], "client_order_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.client_order_id"]], "client_order_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.client_order_id"]], "closing_order_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.closing_order_id"]], "closing_order_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.closing_order_id"]], "closing_order_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.closing_order_id"]], "closing_order_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.closing_order_id"]], "commission (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.commission"]], "contingency_type (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.contingency_type"]], "create() (positionchanged static method)": [[19, "nautilus_trader.model.events.position.PositionChanged.create"]], "create() (positionclosed static method)": [[19, "nautilus_trader.model.events.position.PositionClosed.create"]], "create() (positionopened static method)": [[19, "nautilus_trader.model.events.position.PositionOpened.create"]], "currency (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.currency"]], "currency (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.currency"]], "currency (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.currency"]], "currency (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.currency"]], "currency (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.currency"]], "duration_ns (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.duration_ns"]], "duration_ns (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.duration_ns"]], "duration_ns (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.duration_ns"]], "duration_ns (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.duration_ns"]], "emulation_trigger (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.emulation_trigger"]], "entry (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.entry"]], "entry (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.entry"]], "entry (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.entry"]], "entry (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.entry"]], "exec_algorithm_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_id"]], "exec_algorithm_params (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_params"]], "exec_spawn_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.exec_spawn_id"]], "from_dict() (accountstate static method)": [[19, "nautilus_trader.model.events.account.AccountState.from_dict"]], "from_dict() (orderaccepted static method)": [[19, "nautilus_trader.model.events.order.OrderAccepted.from_dict"]], "from_dict() (ordercancelrejected static method)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.from_dict"]], "from_dict() (ordercanceled static method)": [[19, "nautilus_trader.model.events.order.OrderCanceled.from_dict"]], "from_dict() (orderdenied static method)": [[19, "nautilus_trader.model.events.order.OrderDenied.from_dict"]], "from_dict() (orderemulated static method)": [[19, "nautilus_trader.model.events.order.OrderEmulated.from_dict"]], "from_dict() (orderexpired static method)": [[19, "nautilus_trader.model.events.order.OrderExpired.from_dict"]], "from_dict() (orderfilled static method)": [[19, "nautilus_trader.model.events.order.OrderFilled.from_dict"]], "from_dict() (orderinitialized static method)": [[19, "nautilus_trader.model.events.order.OrderInitialized.from_dict"]], "from_dict() (ordermodifyrejected static method)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.from_dict"]], "from_dict() (orderpendingcancel static method)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.from_dict"]], "from_dict() (orderpendingupdate static method)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.from_dict"]], "from_dict() (orderrejected static method)": [[19, "nautilus_trader.model.events.order.OrderRejected.from_dict"]], "from_dict() (orderreleased static method)": [[19, "nautilus_trader.model.events.order.OrderReleased.from_dict"]], "from_dict() (ordersubmitted static method)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.from_dict"]], "from_dict() (ordertriggered static method)": [[19, "nautilus_trader.model.events.order.OrderTriggered.from_dict"]], "from_dict() (orderupdated static method)": [[19, "nautilus_trader.model.events.order.OrderUpdated.from_dict"]], "from_dict() (positionchanged static method)": [[19, "nautilus_trader.model.events.position.PositionChanged.from_dict"]], "from_dict() (positionclosed static method)": [[19, "nautilus_trader.model.events.position.PositionClosed.from_dict"]], "from_dict() (positionopened static method)": [[19, "nautilus_trader.model.events.position.PositionOpened.from_dict"]], "id (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.id"]], "id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.id"]], "id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.id"]], "id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.id"]], "id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.id"]], "id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.id"]], "id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.id"]], "id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.id"]], "id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.id"]], "id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.id"]], "id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.id"]], "id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.id"]], "id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.id"]], "id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.id"]], "id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.id"]], "id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.id"]], "id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.id"]], "id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.id"]], "id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.id"]], "id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.id"]], "id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.id"]], "id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.id"]], "info (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.info"]], "info (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.info"]], "instrument_id (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.instrument_id"]], "instrument_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.instrument_id"]], "instrument_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.instrument_id"]], "instrument_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.instrument_id"]], "instrument_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.instrument_id"]], "instrument_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.instrument_id"]], "instrument_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.instrument_id"]], "instrument_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.instrument_id"]], "instrument_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.instrument_id"]], "instrument_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.instrument_id"]], "instrument_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.instrument_id"]], "instrument_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.instrument_id"]], "instrument_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.instrument_id"]], "instrument_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.instrument_id"]], "instrument_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.instrument_id"]], "instrument_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.instrument_id"]], "instrument_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.instrument_id"]], "instrument_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.instrument_id"]], "instrument_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.instrument_id"]], "instrument_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.instrument_id"]], "instrument_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.instrument_id"]], "is_buy (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.is_buy"]], "is_reported (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.is_reported"]], "is_sell (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.is_sell"]], "last_px (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.last_px"]], "last_px (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.last_px"]], "last_px (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.last_px"]], "last_px (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.last_px"]], "last_px (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.last_px"]], "last_qty (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.last_qty"]], "last_qty (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.last_qty"]], "last_qty (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.last_qty"]], "last_qty (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.last_qty"]], "last_qty (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.last_qty"]], "linked_order_ids (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.linked_order_ids"]], "liquidity_side (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.liquidity_side"]], "margins (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.margins"]], "nautilus_trader.model.events": [[19, "module-nautilus_trader.model.events"]], "nautilus_trader.model.events.account": [[19, "module-nautilus_trader.model.events.account"]], "nautilus_trader.model.events.order": [[19, "module-nautilus_trader.model.events.order"]], "nautilus_trader.model.events.position": [[19, "module-nautilus_trader.model.events.position"]], "opening_order_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.opening_order_id"]], "opening_order_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.opening_order_id"]], "opening_order_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.opening_order_id"]], "opening_order_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.opening_order_id"]], "options (orderinitialized attribute)": 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(positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.peak_qty"]], "position_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.position_id"]], "position_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.position_id"]], "position_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.position_id"]], "position_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.position_id"]], "position_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.position_id"]], "post_only (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.post_only"]], "price (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.price"]], "quantity (orderinitialized attribute)": [[19, 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"nautilus_trader.model.events.order.OrderModifyRejected.trader_id"]], "trader_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.trader_id"]], "trader_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.trader_id"]], "trader_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.trader_id"]], "trader_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.trader_id"]], "trader_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.trader_id"]], "trader_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.trader_id"]], "trader_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.trader_id"]], "trader_id (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.trader_id"]], "trader_id (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.trader_id"]], "trader_id (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.trader_id"]], "trader_id (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.trader_id"]], "trigger_instrument_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.trigger_instrument_id"]], "trigger_price (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.trigger_price"]], "ts_closed (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_closed"]], "ts_closed (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_closed"]], "ts_closed (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_closed"]], "ts_closed (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_closed"]], "ts_event (accountstate attribute)": [[19, "nautilus_trader.model.events.account.AccountState.ts_event"]], "ts_event (orderaccepted attribute)": [[19, "nautilus_trader.model.events.order.OrderAccepted.ts_event"]], "ts_event (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.ts_event"]], "ts_event (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.ts_event"]], "ts_event (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.ts_event"]], "ts_event (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.ts_event"]], "ts_event (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.ts_event"]], "ts_event (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.ts_event"]], "ts_event (orderfilled attribute)": [[19, 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"nautilus_trader.model.events.order.OrderDenied.ts_init"]], "ts_init (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.ts_init"]], "ts_init (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.ts_init"]], "ts_init (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.ts_init"]], "ts_init (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.ts_init"]], "ts_init (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.ts_init"]], "ts_init (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.ts_init"]], "ts_init (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.ts_init"]], "ts_init (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.ts_init"]], "ts_init (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.ts_init"]], "ts_init (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.ts_init"]], "ts_init (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.ts_init"]], "ts_init (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.ts_init"]], "ts_init (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.ts_init"]], "ts_init (positionchanged attribute)": [[19, "nautilus_trader.model.events.position.PositionChanged.ts_init"]], "ts_init (positionclosed attribute)": [[19, "nautilus_trader.model.events.position.PositionClosed.ts_init"]], "ts_init (positionevent attribute)": [[19, "nautilus_trader.model.events.position.PositionEvent.ts_init"]], "ts_init (positionopened attribute)": [[19, "nautilus_trader.model.events.position.PositionOpened.ts_init"]], "ts_opened (positionchanged attribute)": [[19, 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"nautilus_trader.model.events.order.OrderAccepted.venue_order_id"]], "venue_order_id (ordercancelrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderCancelRejected.venue_order_id"]], "venue_order_id (ordercanceled attribute)": [[19, "nautilus_trader.model.events.order.OrderCanceled.venue_order_id"]], "venue_order_id (orderdenied attribute)": [[19, "nautilus_trader.model.events.order.OrderDenied.venue_order_id"]], "venue_order_id (orderemulated attribute)": [[19, "nautilus_trader.model.events.order.OrderEmulated.venue_order_id"]], "venue_order_id (orderevent attribute)": [[19, "nautilus_trader.model.events.order.OrderEvent.venue_order_id"]], "venue_order_id (orderexpired attribute)": [[19, "nautilus_trader.model.events.order.OrderExpired.venue_order_id"]], "venue_order_id (orderfilled attribute)": [[19, "nautilus_trader.model.events.order.OrderFilled.venue_order_id"]], "venue_order_id (orderinitialized attribute)": [[19, "nautilus_trader.model.events.order.OrderInitialized.venue_order_id"]], "venue_order_id (ordermodifyrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderModifyRejected.venue_order_id"]], "venue_order_id (orderpendingcancel attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingCancel.venue_order_id"]], "venue_order_id (orderpendingupdate attribute)": [[19, "nautilus_trader.model.events.order.OrderPendingUpdate.venue_order_id"]], "venue_order_id (orderrejected attribute)": [[19, "nautilus_trader.model.events.order.OrderRejected.venue_order_id"]], "venue_order_id (orderreleased attribute)": [[19, "nautilus_trader.model.events.order.OrderReleased.venue_order_id"]], "venue_order_id (ordersubmitted attribute)": [[19, "nautilus_trader.model.events.order.OrderSubmitted.venue_order_id"]], "venue_order_id (ordertriggered attribute)": [[19, "nautilus_trader.model.events.order.OrderTriggered.venue_order_id"]], "venue_order_id (orderupdated attribute)": [[19, "nautilus_trader.model.events.order.OrderUpdated.venue_order_id"]], "accountid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.AccountId"]], "clientid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ClientId"]], "clientorderid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ClientOrderId"]], "componentid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ComponentId"]], "execalgorithmid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.ExecAlgorithmId"]], "identifier (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.Identifier"]], "instrumentid (class in nautilus_trader.model.identifiers)": [[20, "nautilus_trader.model.identifiers.InstrumentId"]], "orderlistid (class in nautilus_trader.model.identifiers)": [[20, 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attribute)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.id"]], "info (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.info"]], "info (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.info"]], "info (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.info"]], "info (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.info"]], "info (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.info"]], "info (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.info"]], "info (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.info"]], "info (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.info"]], "is_inverse (bettinginstrument 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[[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.ts_init"]], "ts_init (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.ts_init"]], "ts_init (orderlist attribute)": [[25, "nautilus_trader.model.orders.list.OrderList.ts_init"]], "ts_init (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_init"]], "ts_init (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.ts_init"]], "ts_init (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_init"]], "ts_init (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.ts_init"]], "ts_last (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.ts_last"]], "ts_last (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.ts_last"]], "ts_last (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.ts_last"]], "ts_last (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.ts_last"]], "ts_last (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.ts_last"]], "ts_last (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.ts_last"]], "ts_last (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_last"]], "ts_last (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.ts_last"]], "ts_last (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_last"]], "ts_last (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.ts_last"]], "ts_triggered (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.ts_triggered"]], "ts_triggered (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.ts_triggered"]], "ts_triggered (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.ts_triggered"]], "type_string() (limitiftouchedorder method)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.type_string"]], "type_string() (limitorder method)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.type_string"]], "type_string() (marketiftouchedorder method)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.type_string"]], "type_string() (marketorder method)": [[25, "nautilus_trader.model.orders.market.MarketOrder.type_string"]], "type_string() (markettolimitorder method)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.type_string"]], "type_string() (order method)": [[25, "nautilus_trader.model.orders.base.Order.type_string"]], "type_string() (stoplimitorder method)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.type_string"]], "type_string() (stopmarketorder method)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.type_string"]], "type_string() (trailingstoplimitorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.type_string"]], "type_string() (trailingstopmarketorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.type_string"]], "venue (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue"]], "venue (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue"]], "venue (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue"]], "venue (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue"]], "venue (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue"]], "venue (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue"]], "venue (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue"]], "venue (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue"]], "venue (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue"]], "venue (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue"]], "venue_order_id (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue_order_id"]], "venue_order_id (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue_order_id"]], "venue_order_id (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue_order_id"]], "venue_order_id (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue_order_id"]], "venue_order_id (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue_order_id"]], "venue_order_id (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue_order_id"]], "venue_order_id (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue_order_id"]], "venue_order_id (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue_order_id"]], "venue_order_id (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue_order_id"]], "venue_order_id (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue_order_id"]], "venue_order_ids (limitiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.venue_order_ids"]], "venue_order_ids (limitorder attribute)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.venue_order_ids"]], "venue_order_ids (marketiftouchedorder attribute)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue_order_ids"]], "venue_order_ids (marketorder attribute)": [[25, "nautilus_trader.model.orders.market.MarketOrder.venue_order_ids"]], "venue_order_ids (markettolimitorder attribute)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue_order_ids"]], "venue_order_ids (order attribute)": [[25, "nautilus_trader.model.orders.base.Order.venue_order_ids"]], "venue_order_ids (stoplimitorder attribute)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue_order_ids"]], "venue_order_ids (stopmarketorder attribute)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue_order_ids"]], "venue_order_ids (trailingstoplimitorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue_order_ids"]], "venue_order_ids (trailingstopmarketorder attribute)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue_order_ids"]], "would_reduce_only() (limitiftouchedorder method)": [[25, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (limitorder method)": [[25, "nautilus_trader.model.orders.limit.LimitOrder.would_reduce_only"]], "would_reduce_only() (marketiftouchedorder method)": [[25, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (marketorder method)": [[25, "nautilus_trader.model.orders.market.MarketOrder.would_reduce_only"]], "would_reduce_only() (markettolimitorder method)": [[25, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.would_reduce_only"]], "would_reduce_only() (order method)": [[25, "nautilus_trader.model.orders.base.Order.would_reduce_only"]], "would_reduce_only() (stoplimitorder method)": [[25, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.would_reduce_only"]], "would_reduce_only() (stopmarketorder method)": [[25, "nautilus_trader.model.orders.stop_market.StopMarketOrder.would_reduce_only"]], "would_reduce_only() (trailingstoplimitorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.would_reduce_only"]], "would_reduce_only() (trailingstopmarketorder method)": [[25, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.would_reduce_only"]], "position (class in nautilus_trader.model.position)": [[26, "nautilus_trader.model.position.Position"]], "account_id (position attribute)": [[26, "nautilus_trader.model.position.Position.account_id"]], "apply() (position method)": [[26, "nautilus_trader.model.position.Position.apply"]], "avg_px_close (position attribute)": [[26, "nautilus_trader.model.position.Position.avg_px_close"]], "avg_px_open (position attribute)": [[26, "nautilus_trader.model.position.Position.avg_px_open"]], "base_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.base_currency"]], "calculate_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.calculate_pnl"]], "client_order_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.client_order_ids"]], "closing_order_id (position attribute)": [[26, "nautilus_trader.model.position.Position.closing_order_id"]], "commissions() (position method)": [[26, "nautilus_trader.model.position.Position.commissions"]], "duration_ns (position attribute)": [[26, "nautilus_trader.model.position.Position.duration_ns"]], "entry (position attribute)": [[26, "nautilus_trader.model.position.Position.entry"]], "event_count (position attribute)": [[26, "nautilus_trader.model.position.Position.event_count"]], "events (position attribute)": [[26, "nautilus_trader.model.position.Position.events"]], "id (position attribute)": [[26, "nautilus_trader.model.position.Position.id"]], "info() (position method)": [[26, "nautilus_trader.model.position.Position.info"]], "instrument_id (position attribute)": [[26, "nautilus_trader.model.position.Position.instrument_id"]], "is_closed (position attribute)": [[26, "nautilus_trader.model.position.Position.is_closed"]], "is_inverse (position attribute)": [[26, "nautilus_trader.model.position.Position.is_inverse"]], "is_long (position attribute)": [[26, "nautilus_trader.model.position.Position.is_long"]], "is_open (position attribute)": [[26, "nautilus_trader.model.position.Position.is_open"]], "is_opposite_side() (position method)": [[26, "nautilus_trader.model.position.Position.is_opposite_side"]], "is_short (position attribute)": [[26, "nautilus_trader.model.position.Position.is_short"]], "last_event (position attribute)": [[26, "nautilus_trader.model.position.Position.last_event"]], "last_trade_id (position attribute)": [[26, "nautilus_trader.model.position.Position.last_trade_id"]], "multiplier (position attribute)": [[26, "nautilus_trader.model.position.Position.multiplier"]], "nautilus_trader.model.position": [[26, "module-nautilus_trader.model.position"]], "notional_value() (position method)": [[26, "nautilus_trader.model.position.Position.notional_value"]], "opening_order_id (position attribute)": [[26, "nautilus_trader.model.position.Position.opening_order_id"]], "peak_qty (position attribute)": [[26, "nautilus_trader.model.position.Position.peak_qty"]], "price_precision (position attribute)": [[26, "nautilus_trader.model.position.Position.price_precision"]], "quantity (position attribute)": [[26, "nautilus_trader.model.position.Position.quantity"]], "quote_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.quote_currency"]], "realized_pnl (position attribute)": [[26, "nautilus_trader.model.position.Position.realized_pnl"]], "realized_return (position attribute)": [[26, "nautilus_trader.model.position.Position.realized_return"]], "settlement_currency (position attribute)": [[26, "nautilus_trader.model.position.Position.settlement_currency"]], "side (position attribute)": [[26, "nautilus_trader.model.position.Position.side"]], "side_from_order_side() (position static method)": [[26, "nautilus_trader.model.position.Position.side_from_order_side"]], "signed_decimal_qty() (position method)": [[26, "nautilus_trader.model.position.Position.signed_decimal_qty"]], "signed_qty (position attribute)": [[26, "nautilus_trader.model.position.Position.signed_qty"]], "size_precision (position attribute)": [[26, "nautilus_trader.model.position.Position.size_precision"]], "strategy_id (position attribute)": [[26, "nautilus_trader.model.position.Position.strategy_id"]], "symbol (position attribute)": [[26, "nautilus_trader.model.position.Position.symbol"]], "to_dict() (position method)": [[26, "nautilus_trader.model.position.Position.to_dict"]], "total_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.total_pnl"]], "trade_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.trade_ids"]], "trader_id (position attribute)": [[26, "nautilus_trader.model.position.Position.trader_id"]], "ts_closed (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_closed"]], "ts_init (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_init"]], "ts_last (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_last"]], "ts_opened (position attribute)": [[26, "nautilus_trader.model.position.Position.ts_opened"]], "unrealized_pnl() (position method)": [[26, "nautilus_trader.model.position.Position.unrealized_pnl"]], "venue (position attribute)": [[26, "nautilus_trader.model.position.Position.venue"]], "venue_order_ids (position attribute)": [[26, "nautilus_trader.model.position.Position.venue_order_ids"]], "fixedtickscheme (class in nautilus_trader.model.tick_scheme.implementations.fixed)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme"]], "tickscheme (class in nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme"]], "tieredtickscheme (class in nautilus_trader.model.tick_scheme.implementations.tiered)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme"]], "find_tick_index() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.find_tick_index"]], "get_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.get_tick_scheme"]], "increment (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.increment"]], "list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.list_tick_schemes"]], "max_price (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.max_price"]], "max_price (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.max_price"]], "max_price (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.max_price"]], "min_price (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.min_price"]], "min_price (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.min_price"]], "min_price (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.min_price"]], "name (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.name"]], "name (tickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.name"]], "name (tieredtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.name"]], "nautilus_trader.model.tick_scheme": [[27, "module-nautilus_trader.model.tick_scheme"]], "nautilus_trader.model.tick_scheme.base": [[27, "module-nautilus_trader.model.tick_scheme.base"]], "nautilus_trader.model.tick_scheme.implementations.fixed": [[27, "module-nautilus_trader.model.tick_scheme.implementations.fixed"]], "nautilus_trader.model.tick_scheme.implementations.tiered": [[27, "module-nautilus_trader.model.tick_scheme.implementations.tiered"]], "next_ask_price() (fixedtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_ask_price"]], "next_ask_price() (tickscheme method)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.next_ask_price"]], "next_ask_price() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_ask_price"]], "next_bid_price() (fixedtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_bid_price"]], "next_bid_price() (tickscheme method)": [[27, "nautilus_trader.model.tick_scheme.base.TickScheme.next_bid_price"]], "next_bid_price() (tieredtickscheme method)": [[27, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_bid_price"]], "price_precision (fixedtickscheme attribute)": [[27, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.price_precision"]], "register_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.register_tick_scheme"]], "round_down() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.round_down"]], "round_up() (in module nautilus_trader.model.tick_scheme.base)": [[27, "nautilus_trader.model.tick_scheme.base.round_up"]], "messagebus (class in nautilus_trader.msgbus.bus)": [[28, "nautilus_trader.msgbus.bus.MessageBus"]], "subscription (class in nautilus_trader.msgbus.subscription)": [[28, "nautilus_trader.msgbus.subscription.Subscription"]], "deregister() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.deregister"]], "endpoints() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.endpoints"]], "handler (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.handler"]], "has_subscribers() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.has_subscribers"]], "is_matching_py() (in module nautilus_trader.msgbus.bus)": [[28, "nautilus_trader.msgbus.bus.is_matching_py"]], "is_pending_request() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.is_pending_request"]], "is_subscribed() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.is_subscribed"]], "nautilus_trader.msgbus": [[28, "module-nautilus_trader.msgbus"]], "nautilus_trader.msgbus.bus": [[28, "module-nautilus_trader.msgbus.bus"]], "nautilus_trader.msgbus.subscription": [[28, "module-nautilus_trader.msgbus.subscription"]], "priority (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.priority"]], "pub_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.pub_count"]], "publish() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.publish"]], "register() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.register"]], "req_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.req_count"]], "request() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.request"]], "res_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.res_count"]], "response() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.response"]], "send() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.send"]], "sent_count (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.sent_count"]], "subscribe() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.subscribe"]], "subscriptions() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.subscriptions"]], "topic (subscription attribute)": [[28, "nautilus_trader.msgbus.subscription.Subscription.topic"]], "topics() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.topics"]], "trader_id (messagebus attribute)": [[28, "nautilus_trader.msgbus.bus.MessageBus.trader_id"]], "unsubscribe() (messagebus method)": [[28, "nautilus_trader.msgbus.bus.MessageBus.unsubscribe"]], "bardatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.BarDataWrangler"]], "basedatacatalog (class in nautilus_trader.persistence.catalog.base)": [[29, "nautilus_trader.persistence.catalog.base.BaseDataCatalog"]], "featherfile (class in nautilus_trader.persistence.catalog.parquet)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile"]], "orderbookdeltadatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler"]], "parquetdatacatalog (class in nautilus_trader.persistence.catalog.parquet)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog"]], "quotetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler"]], "streamingfeatherwriter (class in nautilus_trader.persistence.writer)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter"]], "tradetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[29, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler"]], "check_flush() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.check_flush"]], "class_name (featherfile attribute)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.class_name"]], "close() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.close"]], "count() (featherfile method)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.count"]], "flush() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.flush"]], "from_env() (parquetdatacatalog class method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_env"]], "from_uri() (parquetdatacatalog class method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_uri"]], "generate_signal_class() (in module nautilus_trader.persistence.writer)": [[29, "nautilus_trader.persistence.writer.generate_signal_class"]], "index() (featherfile method)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.index"]], "is_closed (streamingfeatherwriter property)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.is_closed"]], "nautilus_trader.persistence": [[29, "module-nautilus_trader.persistence"]], "nautilus_trader.persistence.catalog.base": [[29, "module-nautilus_trader.persistence.catalog.base"]], "nautilus_trader.persistence.catalog.parquet": [[29, "module-nautilus_trader.persistence.catalog.parquet"]], "nautilus_trader.persistence.wranglers": [[29, "module-nautilus_trader.persistence.wranglers"]], "nautilus_trader.persistence.writer": [[29, "module-nautilus_trader.persistence.writer"]], "path (featherfile attribute)": [[29, "nautilus_trader.persistence.catalog.parquet.FeatherFile.path"]], "process() (bardatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.BarDataWrangler.process"]], "process() (orderbookdeltadatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler.process"]], "process() (quotetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process"]], "process() (tradetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler.process"]], "process_bar_data() (quotetickdatawrangler method)": [[29, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process_bar_data"]], "write() (streamingfeatherwriter method)": [[29, "nautilus_trader.persistence.writer.StreamingFeatherWriter.write"]], "write_data() (parquetdatacatalog method)": [[29, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.write_data"]], "portfolio (class in nautilus_trader.portfolio.portfolio)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio"]], "portfoliofacade (class in nautilus_trader.portfolio.base)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade"]], "account() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.account"]], "account() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.account"]], "analyzer (portfolio attribute)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.analyzer"]], "analyzer (portfoliofacade attribute)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.analyzer"]], "balances_locked() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.balances_locked"]], "balances_locked() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.balances_locked"]], "initialize_orders() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_orders"]], "initialize_positions() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_positions"]], "initialized (portfolio attribute)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.initialized"]], "initialized (portfoliofacade attribute)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.initialized"]], "is_completely_flat() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_completely_flat"]], "is_completely_flat() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_completely_flat"]], "is_flat() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_flat"]], "is_flat() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_flat"]], "is_net_long() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_long"]], "is_net_long() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_long"]], "is_net_short() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_short"]], "is_net_short() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_short"]], "margins_init() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.margins_init"]], "margins_init() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.margins_init"]], "margins_maint() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.margins_maint"]], "margins_maint() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.margins_maint"]], "nautilus_trader.portfolio": [[30, "module-nautilus_trader.portfolio"]], "nautilus_trader.portfolio.base": [[30, "module-nautilus_trader.portfolio.base"]], "nautilus_trader.portfolio.portfolio": [[30, "module-nautilus_trader.portfolio.portfolio"]], "net_exposure() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposure"]], "net_exposure() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposure"]], "net_exposures() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposures"]], "net_exposures() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposures"]], "net_position() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.net_position"]], "net_position() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.net_position"]], "reset() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.reset"]], "set_specific_venue() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.set_specific_venue"]], "unrealized_pnl() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnl"]], "unrealized_pnl() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnl"]], "unrealized_pnls() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnls"]], "unrealized_pnls() (portfoliofacade method)": [[30, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnls"]], "update_account() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_account"]], "update_order() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_order"]], "update_position() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_position"]], "update_quote_tick() (portfolio method)": [[30, "nautilus_trader.portfolio.portfolio.Portfolio.update_quote_tick"]], "fixedrisksizer (class in nautilus_trader.risk.sizing)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer"]], "positionsizer (class in nautilus_trader.risk.sizing)": [[31, "nautilus_trader.risk.sizing.PositionSizer"]], "riskengine (class in nautilus_trader.risk.engine)": [[31, "nautilus_trader.risk.engine.RiskEngine"]], "calculate() (fixedrisksizer method)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.calculate"]], "calculate() (positionsizer method)": [[31, "nautilus_trader.risk.sizing.PositionSizer.calculate"]], "command_count (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.command_count"]], "debug (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.debug"]], "degrade() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.degrade"]], "dispose() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.dispose"]], "event_count (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.event_count"]], "execute() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.execute"]], "fault() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.fault"]], "fully_qualified_name() (riskengine class method)": [[31, "nautilus_trader.risk.engine.RiskEngine.fully_qualified_name"]], "id (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.id"]], "instrument (fixedrisksizer attribute)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.instrument"]], "instrument (positionsizer attribute)": [[31, "nautilus_trader.risk.sizing.PositionSizer.instrument"]], "is_bypassed (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_bypassed"]], "is_degraded (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_degraded"]], "is_disposed (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_disposed"]], "is_faulted (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_faulted"]], "is_initialized (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_initialized"]], "is_running (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.is_running"]], "is_stopped (riskengine attribute)": 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"nautilus_trader.risk.engine.RiskEngine.resume"]], "set_max_notional_per_order() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.set_max_notional_per_order"]], "set_trading_state() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.set_trading_state"]], "start() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.start"]], "state (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.state"]], "stop() (riskengine method)": [[31, "nautilus_trader.risk.engine.RiskEngine.stop"]], "trader_id (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.trader_id"]], "trading_state (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.trading_state"]], "type (riskengine attribute)": [[31, "nautilus_trader.risk.engine.RiskEngine.type"]], "update_instrument() (fixedrisksizer method)": [[31, "nautilus_trader.risk.sizing.FixedRiskSizer.update_instrument"]], "update_instrument() (positionsizer method)": [[31, "nautilus_trader.risk.sizing.PositionSizer.update_instrument"]], "arrowserializer (class in nautilus_trader.serialization.arrow.serializer)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer"]], "msgpackserializer (class in nautilus_trader.serialization.msgpack.serializer)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer"]], "serializer (class in nautilus_trader.serialization.base)": [[32, "nautilus_trader.serialization.base.Serializer"]], "deserialize() (arrowserializer static method)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer.deserialize"]], "deserialize() (msgpackserializer method)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.deserialize"]], "deserialize() (serializer method)": [[32, "nautilus_trader.serialization.base.Serializer.deserialize"]], "nautilus_trader.serialization": [[32, "module-nautilus_trader.serialization"]], "nautilus_trader.serialization.arrow.serializer": [[32, "module-nautilus_trader.serialization.arrow.serializer"]], "nautilus_trader.serialization.base": [[32, "module-nautilus_trader.serialization.base"]], "nautilus_trader.serialization.msgpack.serializer": [[32, "module-nautilus_trader.serialization.msgpack.serializer"]], "register_arrow() (in module nautilus_trader.serialization.arrow.serializer)": [[32, "nautilus_trader.serialization.arrow.serializer.register_arrow"]], "register_serializable_object() (in module nautilus_trader.serialization.base)": [[32, "nautilus_trader.serialization.base.register_serializable_object"]], "serialize() (msgpackserializer method)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.serialize"]], "serialize() (serializer method)": [[32, "nautilus_trader.serialization.base.Serializer.serialize"]], "serialize_batch() (arrowserializer static method)": [[32, "nautilus_trader.serialization.arrow.serializer.ArrowSerializer.serialize_batch"]], "timestamps_as_iso8601 (msgpackserializer attribute)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.timestamps_as_iso8601"]], "timestamps_as_str (msgpackserializer attribute)": [[32, "nautilus_trader.serialization.msgpack.serializer.MsgPackSerializer.timestamps_as_str"]], "nautiluskernel (class in nautilus_trader.system.kernel)": [[33, "nautilus_trader.system.kernel.NautilusKernel"]], "cache (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.cache"]], "cancel_all_tasks() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.cancel_all_tasks"]], "catalog (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.catalog"]], "clock (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.clock"]], "data_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.data_engine"]], "dispose() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.dispose"]], "emulator (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.emulator"]], "environment (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.environment"]], "exec_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.exec_engine"]], "executor (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.executor"]], "instance_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.instance_id"]], "load_state (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.load_state"]], "log (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.log"]], "logger (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.logger"]], "loop (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.loop"]], "loop_sig_callback (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.loop_sig_callback"]], "machine_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.machine_id"]], "msgbus (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.msgbus"]], "name (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.name"]], "nautilus_trader.system": [[33, "module-nautilus_trader.system"]], "nautilus_trader.system.kernel": [[33, "module-nautilus_trader.system.kernel"]], "portfolio (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.portfolio"]], "risk_engine (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.risk_engine"]], "save_state (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.save_state"]], "start() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.start"]], "start_async() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.start_async"]], "stop() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.stop"]], "stop_async() (nautiluskernel method)": [[33, "nautilus_trader.system.kernel.NautilusKernel.stop_async"]], "trader (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.trader"]], "trader_id (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.trader_id"]], "ts_created (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.ts_created"]], "writer (nautiluskernel property)": [[33, "nautilus_trader.system.kernel.NautilusKernel.writer"]], "controller (class in nautilus_trader.trading.controller)": [[34, "nautilus_trader.trading.controller.Controller"]], "economicnewseventfilter (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.EconomicNewsEventFilter"]], "forexsession (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.ForexSession"]], "forexsessionfilter (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.ForexSessionFilter"]], "newsevent (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.NewsEvent"]], "newsimpact (class in nautilus_trader.trading.filters)": [[34, "nautilus_trader.trading.filters.NewsImpact"]], "strategy (class in nautilus_trader.trading.strategy)": [[34, "nautilus_trader.trading.strategy.Strategy"]], "trader (class in nautilus_trader.trading.trader)": [[34, "nautilus_trader.trading.trader.Trader"]], "active_task_ids() (controller method)": [[34, "nautilus_trader.trading.controller.Controller.active_task_ids"]], "active_task_ids() (strategy method)": [[34, "nautilus_trader.trading.strategy.Strategy.active_task_ids"]], "actor_ids() (trader method)": [[34, 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