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78374ebdcc6e..cb3dec0e7b4c 100644 Binary files a/nightly/.doctrees/integrations/ib.doctree and b/nightly/.doctrees/integrations/ib.doctree differ diff --git a/nightly/.doctrees/integrations/index.doctree b/nightly/.doctrees/integrations/index.doctree index fbb1ec9e003b..7078fc17e5c1 100644 Binary files a/nightly/.doctrees/integrations/index.doctree and b/nightly/.doctrees/integrations/index.doctree differ diff --git a/nightly/_sources/api_reference/common.md.txt b/nightly/_sources/api_reference/common.md.txt index 64cce70b87a8..42a464b4394f 100644 --- a/nightly/_sources/api_reference/common.md.txt +++ b/nightly/_sources/api_reference/common.md.txt @@ -57,20 +57,3 @@ :members: :member-order: bysource ``` - -```{eval-rst} -.. automodule:: nautilus_trader.common.throttler - :show-inheritance: - :inherited-members: - :members: - :member-order: bysource -``` - -## Message Bus -```{eval-rst} -.. automodule:: nautilus_trader.common.msgbus - :show-inheritance: - :inherited-members: - :members: - :member-order: bysource -``` diff --git a/nightly/_sources/api_reference/index.md.txt b/nightly/_sources/api_reference/index.md.txt index bad661d9288c..8356e1699549 100644 --- a/nightly/_sources/api_reference/index.md.txt +++ b/nightly/_sources/api_reference/index.md.txt @@ -16,7 +16,6 @@ data.md execution.md indicators.md - infrastructure.md live.md model/index.md persistence.md diff --git a/nightly/_sources/api_reference/infrastructure.md.txt b/nightly/_sources/api_reference/infrastructure.md.txt deleted file mode 100644 index 743d611d4f54..000000000000 --- a/nightly/_sources/api_reference/infrastructure.md.txt +++ /dev/null @@ -1,13 +0,0 @@ -# Infrastructure - -```{eval-rst} -.. automodule:: nautilus_trader.infrastructure -``` - -```{eval-rst} -.. automodule:: nautilus_trader.infrastructure.cache - :show-inheritance: - :inherited-members: - :members: - :member-order: bysource -``` diff --git a/nightly/_sources/integrations/binance.md.txt b/nightly/_sources/integrations/binance.md.txt index d37a745931db..49fe65fa57d7 100644 --- a/nightly/_sources/integrations/binance.md.txt +++ b/nightly/_sources/integrations/binance.md.txt @@ -6,24 +6,26 @@ derivative products. This integration supports live market data ingest and order execution with Binance. ## Overview + The following documentation assumes a trader is setting up for both live market data feeds, and trade execution. The full Binance integration consists of an assortment of components, which can be used together or separately depending on the users needs. -- `BinanceHttpClient` provides low-level HTTP API connectivity -- `BinanceWebSocketClient` provides low-level WebSocket API connectivity -- `BinanceInstrumentProvider` provides instrument parsing and loading functionality -- `BinanceSpotDataClient`/ `BinanceFuturesDataClient` provide a market data feed manager -- `BinanceSpotExecutionClient`/`BinanceFuturesExecutionClient` provide an account management and trade execution gateway -- `BinanceLiveDataClientFactory` creation factory for Binance data clients (used by the trading node builder) -- `BinanceLiveExecClientFactory` creation factory for Binance execution clients (used by the trading node builder) +- `BinanceHttpClient` - Low-level HTTP API connectivity +- `BinanceWebSocketClient` - Low-level WebSocket API connectivity +- `BinanceInstrumentProvider` - Instrument parsing and loading functionality +- `BinanceSpotDataClient`/ `BinanceFuturesDataClient` - A market data feed manager +- `BinanceSpotExecutionClient`/`BinanceFuturesExecutionClient` - An account management and trade execution gateway +- `BinanceLiveDataClientFactory` - Factory for Binance data clients (used by the trading node builder) +- `BinanceLiveExecClientFactory` - Factory for Binance execution clients (used by the trading node builder) ```{note} Most users will simply define a configuration for a live trading node (as below), -and won't need to necessarily work with these lower level components individually. +and won't need to necessarily work with these lower level components directly. ``` ## Data types + To provide complete API functionality to traders, the integration includes several custom data types: - `BinanceTicker` returned when subscribing to Binance 24hr tickers (contains many prices and stats). @@ -33,6 +35,7 @@ custom data types: See the Binance [API Reference](../api_reference/adapters/binance.md) for full definitions. ## Symbology + As per the Nautilus unification policy for symbols, the native Binance symbols are used where possible including for spot assets and futures contracts. However, because NautilusTrader is capable of multi-venue + multi-account trading, it's necessary to explicitly clarify the difference between `BTCUSDT` as the spot and margin traded @@ -51,6 +54,7 @@ E.g. for Binance Futures, the said instruments symbol is `BTCUSDT-PERP` within t | `TRAILING_STOP_MARKET` | | | ✓ | ### Trailing stops + Binance use the concept of an *activation price* for trailing stops ([see docs](https://www.binance.com/en-AU/support/faq/what-is-a-trailing-stop-order-360042299292)). To get trailing stop orders working for Binance we need to use the `trigger_price` value to set the *activation price*. @@ -65,6 +69,7 @@ You must also have at least *one* of the following: - You have subscribed to trade ticks for the instrument you're submitting the order for (used to infer activation price) ## Configuration + The most common use case is to configure a live `TradingNode` to include Binance data and execution clients. To achieve this, add a `BINANCE` section to your client configuration(s): @@ -116,6 +121,7 @@ node.build() ``` ### API credentials + There are two options for supplying your credentials to the Binance clients. Either pass the corresponding `api_key` and `api_secret` values to the configuration objects, or set the following environment variables: @@ -140,6 +146,7 @@ When starting the trading node, you'll receive immediate confirmation of whether credentials are valid and have trading permissions. ### Account Type + All the Binance account types will be supported for live trading. Set the `account_type` using the `BinanceAccountType` enum. The account type options are: - `SPOT` @@ -149,16 +156,19 @@ using the `BinanceAccountType` enum. The account type options are: - `COIN_FUTURE` (other cryptocurrency as collateral) ### Base URL overrides + It's possible to override the default base URLs for both HTTP Rest and WebSocket APIs. This is useful for configuring API clusters for performance reasons, or when Binance has provided you with specialized endpoints. ### Binance US + There is support for Binance US accounts by setting the `us` option in the configs to `True` (this is `False` by default). All functionality available to US accounts should behave identically to standard Binance. ### Testnets + It's also possible to configure one or both clients to connect to the Binance testnet. Simply set the `testnet` option to `True` (this is `False` by default): @@ -185,6 +195,7 @@ config = TradingNodeConfig( ``` ### Aggregated Trades + Binance provide aggregated trade data endpoints as an alternative source of trade ticks. In comparison to the default trade endpoints, aggregated trade data endpoints can return all ticks between a `start_time` and `end_time`. @@ -193,6 +204,7 @@ To use aggregated trades and the endpoint features, set the `use_agg_trade_ticks to `True` (this is `False` by default.) ### Parser warnings + Some Binance instruments are unable to be parsed into Nautilus objects if they contain enormous field values beyond what can be handled by the platform. In these cases, a _warn and continue_ approach is taken (the instrument will not @@ -212,6 +224,7 @@ instrument_provider=InstrumentProviderConfig( ``` ## Binance specific data + It's possible to subscribe to Binance specific data streams as they become available to the adapter over time. @@ -222,6 +235,7 @@ methods may eventually become first-class (not requiring custom/generic subscrip ``` ### BinanceFuturesMarkPriceUpdate + You can subscribe to `BinanceFuturesMarkPriceUpdate` (included funding rating info) data streams by subscribing in the following way from your actor or strategy: diff --git a/nightly/_sources/integrations/databento.md.txt b/nightly/_sources/integrations/databento.md.txt index 7ebcdd0f3064..5af0cba1ed8c 100644 --- a/nightly/_sources/integrations/databento.md.txt +++ b/nightly/_sources/integrations/databento.md.txt @@ -1,15 +1,17 @@ # Databento ```{warning} -We are currently working on this integration guide - consider it incomplete. +We are currently working on this integration guide - consider it incomplete for now. ``` NautilusTrader provides an adapter for integrating with the Databento API and [Databento Binary Encoding (DBN)](https://docs.databento.com/knowledge-base/new-users/dbn-encoding) format data. +As Databento is purely a market data provider, there is no execution client provided - although a sandbox environment with simulated execution could still be set up. +It's also possible to match Databento data with Interactive Brokers execution, or to calculate traditional asset class signals for crypto trading. The capabilities of this adapter include: -- Loading historical data from DBN files on disk into Nautilus objects for backtesting and writing to the data catalog -- Requesting historical data which is converted to Nautilus objects to support live trading and backtesting -- Subscribing to real-time data feeds which is converted to Nautilus objects to support live trading and sandbox environments +- Loading historical data from DBN files and decoding into Nautilus objects for backtesting or writing to the data catalog +- Requesting historical data which is decoded to Nautilus objects to support live trading and backtesting +- Subscribing to real-time data feeds which are decoded to Nautilus objects to support live trading and sandbox environments ```{tip} [Databento](https://databento.com/signup) currently offers 125 USD in free data credits (historical data only) for new account sign-ups. @@ -20,40 +22,45 @@ It's recommended you make use of the [/metadata.get_cost](https://docs.databento ## Overview -The integrations implementation takes the [databento-rs](https://crates.io/crates/databento) crate as a dependency, -which is the official Rust client library provided by Databento. There are actually no Databento Python dependencies. - -The following adapter classes are available: -- `DatabentoDataLoader` which allows loading Databento Binary Encoding (DBN) data from disk -- `DatabentoInstrumentProvider` which integrates with the Databento API (HTTP) to provide latest or historical instrument definitions -- `DatabentoHistoricalClient` which integrates with the Databento API (HTTP) for historical market data requests -- `DatabentoLiveClient` which integrates with the Databento API (raw TCP) for subscribing to real-time data feeds -- `DatabentoDataClient` providing a `LiveMarketDataClient` implementation for running a trading node in real time +The adapter implementation takes the [databento-rs](https://crates.io/crates/databento) crate as a dependency, +which is the official Rust client library provided by Databento 🦀. There are actually no Databento Python dependencies. ```{note} There is no optional extra installation for `databento`, at this stage the core components of the adapter are compiled as static libraries and linked during the build by default. ``` +The following adapter classes are available: +- `DatabentoDataLoader` - Loads Databento Binary Encoding (DBN) data from files +- `DatabentoInstrumentProvider` - Integrates with the Databento API (HTTP) to provide latest or historical instrument definitions +- `DatabentoHistoricalClient` - Integrates with the Databento API (HTTP) for historical market data requests +- `DatabentoLiveClient` - Integrates with the Databento API (raw TCP) for subscribing to real-time data feeds +- `DatabentoDataClient` - Provides a `LiveMarketDataClient` implementation for running a trading node in real time + +```{note} +As with the other integration adapters, most users will simply define a configuration for a live trading node (covered below), +and won't need to necessarily work with these lower level components directly. +``` + ## Documentation -Databento provides extensive documentation for users https://docs.databento.com/knowledge-base/new-users. -It's recommended you also refer to this documentation in conjunction with this Nautilus integration guide. +Databento provides extensive documentation for users which can be found in the knowledge base https://docs.databento.com/knowledge-base/new-users. +It's recommended you also refer to the Databento documentation in conjunction with this Nautilus integration guide. ## Databento Binary Encoding (DBN) The integration provides a decoder which can convert DBN format data to Nautilus objects. You can read more about the DBN format [here](https://docs.databento.com/knowledge-base/new-users/dbn-encoding). -The same Rust implemented decoder is used for: +The same Rust implemented Nautilus decoder is used for: - Loading and decoding DBN files from disk -- Decoding historical and live data in real-time +- Decoding historical and live data in real time ## Supported schemas The following Databento schemas are supported by NautilusTrader: -| Databento schema | Nautilus type | +| Databento schema | Nautilus data type | |------------------|------------------------------| | MBO | `OrderBookDelta` | | MBP_1 | `QuoteTick` + `TradeTick` | @@ -65,27 +72,56 @@ The following Databento schemas are supported by NautilusTrader: | OHLCV_1H | `Bar` | | OHLCV_1D | `Bar` | | DEFINITION | `Instrument` (various types) | -| IMBALANCE | `DatabentoImbalance` (under development) | -| STATISTICS | `DatabentoStatistics` (under development) | -| STATUS | Not yet available | +| IMBALANCE | `DatabentoImbalance` | +| STATISTICS | `DatabentoStatistics` | +| STATUS | Not yet available | -## Performance considerations +## Instrument IDs and symbology -When backtesting with Databento DBN data, there are two options: -- Store the data in DBN (`.dbn.zst`) format files and decode to Nautilus objects on every run -- Convert the DBN files to Nautilus Parquet format and write to the data catalog once (stored as Parquet on disk) +Databento market data includes an `instrument_id` field which is an integer assigned +by either the original source venue, or internally by Databento during normalization. -Whilst the DBN -> Nautilus decoder is implemented in Rust and has been optimized, -the best performance for backtesting will be achieved by writing the Nautilus -objects to the data catalog, which performs the decoding step once. +It's important to realize that this is different to the Nautilus `InstrumentId` +which is a string made up of a symbol + venue with a period separator i.e. `"{symbol}.{venue}"`. -[DataFusion](https://arrow.apache.org/datafusion/) provides a query engine which is leveraged as a backend to load -the Nautilus Parquet data from disk, which achieves extremely high through-put (at least an order of magnitude faster -than converting DBN -> Nautilus on the fly for every backtest run). +The Nautilus decoder will use the Databento `raw_symbol` for the Nautilus `symbol` and an [ISO 10383 MIC (Market Identification Code)](https://www.iso20022.org/market-identifier-codes) +from the Databento instrument definition message for the Nautilus `venue`. -```{note} -Performance benchmarks are under development. -``` +Databento datasets are identified with a *dataset code* which is not the same +as a venue identifier. You can read more about Databento dataset naming conventions [here](https://docs.databento.com/api-reference-historical/basics/datasets). + +Of particular note is for CME Globex MDP 3.0 data (`GLBX.MDP3` dataset code), the `venue` that +Nautilus will use is the CME exchange code provided by instrument definition messages (which the Interactive Brokers adapter can map): +- `CBCM` - XCME-XCBT inter-exchange spread +- `NYUM` - XNYM-DUMX inter-exchange spread +- `XCBT` - Chicago Board of Trade (CBOT) +- `XCEC` - Commodities Exchange Center (COMEX) +- `XCME` - Chicago Mercantile Exchange (CME) +- `XFXS` - CME FX Link spread +- `XNYM` - New York Mercantile Exchange (NYMEX) + +Other venue MICs can be found in the `venue` field of responses from the [metadata.list_publishers](https://docs.databento.com/api-reference-historical/metadata/metadata-list-publishers?historical=http&live=python) endpoint. + +## Timestamps + +Databento data includes various timestamp fields including (but not limited to): + +- `ts_event` - The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch +- `ts_in_delta` - The matching-engine-sending timestamp expressed as the number of nanoseconds before `ts_recv` +- `ts_recv` - The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch +- `ts_out` - The Databento sending timestamp + +Nautilus data includes at *least* two timestamps (required by the `Data` contract): + +- `ts_event` - The UNIX timestamp (nanoseconds) when the data event occurred +- `ts_init` - The UNIX timestamp (nanoseconds) when the data object was initialized + +When decoding and normalizing Databento to Nautilus we generally assign the Databento `ts_recv` value to the Nautilus +`ts_event` field, as this timestamp is much more reliable and consistent, and is guaranteed to be monotonically increasing per symbol. + +See the following Databento docs for further information: +- [Databento standards and conventions - timestamps](https://docs.databento.com/knowledge-base/new-users/standards-conventions/timestamps) +- [Databento timestamping guide](https://docs.databento.com/knowledge-base/data-integrity/timestamping/timestamps-on-databento-and-how-to-use-them) ## Data types @@ -101,19 +137,19 @@ The following Databento instrument classes are supported by NautilusTrader: | Databento instrument class | Nautilus instrument type | |----------------------------|------------------------------| -| BOND | Not yet available | -| CALL | `OptionsContract` | -| FUTURE | `FuturesContract` | | STOCK | `Equity` | -| MIXEDSPREAD | `OptionsSpread` | +| FUTURE | `FuturesContract` | +| CALL | `OptionsContract` | | PUT | `OptionsContract` | | FUTURESPREAD | `FuturesSpread` | | OPTIONSPREAD | `OptionsSpread` | +| MIXEDSPREAD | `OptionsSpread` | | FXSPOT | `CurrencyPair` | +| BOND | Not yet available | ### MBO (market by order) -This schema is the highest granularity offered by Databento, and represents +This schema is the highest granularity data offered by Databento, and represents full order book depth. Some messages also provide trade information, and so when decoding MBO messages Nautilus will produce an `OrderBookDelta` and optionally a `TradeTick`. @@ -125,7 +161,7 @@ registered handler. Order book snapshots are also buffered into a discrete `OrderBookDeltas` container object, which occurs during the replay startup sequence. -### MBP-1 (market by price, top-level) +### MBP-1 (market by price, top-of-book) This schema represents the top-of-book only. Like with MBO messages, some messages carry trade information, and so when decoding MBP-1 messages Nautilus @@ -133,4 +169,93 @@ will produce a `QuoteTick` and optionally a `TradeTick`. ### OHLCV (bar aggregates) -The `ts_event` timestamps are normalized to bar close during Nautilus decoding. +The Databento bar aggregation schemas are timestamped at the **open** of the bar interval. +The Nautilus decoder will normalize the `ts_event` timestamps to the **close** of the bar +(original `ts_event` + bar interval). + +## Performance considerations + +When backtesting with Databento DBN data, there are two options: +- Store the data in DBN (`.dbn.zst`) format files and decode to Nautilus objects on every run +- Convert the DBN files to Nautilus objects and then write to the data catalog once (stored as Nautilus Parquet format on disk) + +Whilst the DBN -> Nautilus decoder is implemented in Rust and has been optimized, +the best performance for backtesting will be achieved by writing the Nautilus +objects to the data catalog, which performs the decoding step once. + +[DataFusion](https://arrow.apache.org/datafusion/) provides a query engine backend to efficiently load and stream +the Nautilus Parquet data from disk, which achieves extremely high through-put (at least an order of magnitude faster +than converting DBN -> Nautilus on the fly for every backtest run). + +```{note} +Performance benchmarks are under development. +``` + +## Real-time client architecture + +The `DatabentoDataClient` is a Python class which contains other Databento adapter classes. +There are two `DatabentoLiveClient`s per Databento dataset: +- One for MBO (order book deltas) real-time feeds +- One for all other real-time feeds + +```{note} +There is currently a limitation that all MBO (order book deltas) subscriptions for a dataset have to be made at +node startup, to then be able to replay data from the beginning of the session. If subsequent subscriptions +arrive after start, then they will be ignored and an error logged. + +There is no such limitation for any of the other Databento schemas. +``` + +A single `DatabentoHistoricalClient` instance is reused between the `DatabentoInstrumentProvider` and `DatabentoDataClient`, +which makes historical instrument definitions and data requests. + +## Configuration + +The most common use case is to configure a live `TradingNode` to include a +Databento data client. To achieve this, add a `DATABENTO` section to your client +configuration(s): + +```python +from nautilus_trader.adapters.databento import DATABENTO +from nautilus_trader.live.node import TradingNode + +config = TradingNodeConfig( + ..., # Omitted + data_clients={ + DATABENTO: { + "api_key": None, # 'DATABENTO_API_KEY' env var + "http_gateway": None, # Override for the default HTTP gateway + "instrument_provider": InstrumentProviderConfig(load_all=True), + "instrument_ids": None, # Nautilus instrument IDs to load on start + "parent_symbols": None, # Databento parent symbols to load on start + }, + }, + ..., # Omitted +) +``` + +Then, create a `TradingNode` and add the client factory: + +```python +from nautilus_trader.adapters.databento.factories import DatabentoLiveDataClientFactory +from nautilus_trader.live.node import TradingNode + +# Instantiate the live trading node with a configuration +node = TradingNode(config=config) + +# Register the client factory with the node +node.add_data_client_factory(DATABENTO, DatabentoLiveDataClientFactory) + +# Finally build the node +node.build() +``` + +### Configuration parameters + +- `api_key` - The Databento API secret key. If ``None`` then will source the `DATABENTO_API_KEY` environment variable +- `http_gateway` - The historical HTTP client gateway override (useful for testing and typically not needed by most users) +- `live_gateway` - The live client gateway override (useful for testing and typically not needed by most users) +- `parent_symbols` - The Databento parent symbols to subscribe to instrument definitions for on start. This is a map of Databento dataset keys -> to a sequence of the parent symbols, e.g. {'GLBX.MDP3', ['ES.FUT', 'ES.OPT']} (for all E-mini S&P 500 futures and options products) +- `instrument_ids` - The instrument IDs to request instrument definitions for on start +- `timeout_initial_load` - The timeout (seconds) to wait for instruments to load (concurrently per dataset). +- `mbo_subscriptions_delay` - The timeout (seconds) to wait for MBO/L3 subscriptions (concurrently per dataset). After the timeout the MBO order book feed will start and replay messages from the start of the week which encompasses the initial snapshot and then all deltas diff --git a/nightly/_sources/integrations/ib.md.txt b/nightly/_sources/integrations/ib.md.txt index b54d275b4162..e1c97e96b661 100644 --- a/nightly/_sources/integrations/ib.md.txt +++ b/nightly/_sources/integrations/ib.md.txt @@ -63,23 +63,23 @@ print(gateway.container.logs()) ## Overview The adapter includes several major components: -- `InteractiveBrokersClient`: Executes TWS API requests using `ibapi`. -- `HistoricInteractiveBrokersClient`: Provides methods for retrieving instruments and historical data, useful for backtesting. -- `InteractiveBrokersInstrumentProvider`: Retrieves or queries instruments for trading. -- `InteractiveBrokersDataClient`: Connects to the Gateway for streaming market data. -- `InteractiveBrokersExecutionClient`: Handles account information and executes trades. +- `InteractiveBrokersClient` - Executes TWS API requests using `ibapi`. +- `HistoricInteractiveBrokersClient` - Provides methods for retrieving instruments and historical data, useful for backtesting. +- `InteractiveBrokersInstrumentProvider` - Retrieves or queries instruments for trading. +- `InteractiveBrokersDataClient` - Connects to the Gateway for streaming market data. +- `InteractiveBrokersExecutionClient` - Handles account information and executes trades. ## The Interactive Brokers Client The `InteractiveBrokersClient` serves as the central component of the IB adapter, overseeing a range of critical functions. These include establishing and maintaining connections, handling API errors, executing trades, and gathering various types of data such as market data, contract/instrument data, and account details. To ensure efficient management of these diverse responsibilities, the `InteractiveBrokersClient` is divided into several specialized mixin classes. This modular approach enhances manageability and clarity. The key subcomponents are: -- `InteractiveBrokersClientConnectionMixin`: This class is dedicated to managing the connection with TWS/Gateway. -- `InteractiveBrokersClientErrorMixin`: It focuses on addressing all encountered errors and warnings. -- `InteractiveBrokersClientAccountMixin`: Responsible for handling requests related to account information and positions. -- `InteractiveBrokersClientContractMixin`: Handles retrieving contracts (instruments) data -- `InteractiveBrokersClientMarketDataMixin`: Handles market data requests, subscriptions and data processing -- `InteractiveBrokersClientOrderMixin`: Oversees all aspects of order placement and management. +- `InteractiveBrokersClientConnectionMixin` - This class is dedicated to managing the connection with TWS/Gateway. +- `InteractiveBrokersClientErrorMixin` - It focuses on addressing all encountered errors and warnings. +- `InteractiveBrokersClientAccountMixin` - Responsible for handling requests related to account information and positions. +- `InteractiveBrokersClientContractMixin` - Handles retrieving contracts (instruments) data +- `InteractiveBrokersClientMarketDataMixin` - Handles market data requests, subscriptions and data processing +- `InteractiveBrokersClientOrderMixin` - Oversees all aspects of order placement and management. ```{tip} To troubleshoot TWS API incoming message issues, consider starting at the `InteractiveBrokersClient._process_message` method, which acts as the primary gateway for processing all messages received from the API. diff --git a/nightly/_sources/integrations/index.md.txt b/nightly/_sources/integrations/index.md.txt index 5d08b498190d..3bbcf69628d4 100644 --- a/nightly/_sources/integrations/index.md.txt +++ b/nightly/_sources/integrations/index.md.txt @@ -24,15 +24,15 @@ It's advised to conduct some of your own testing with small amounts of capital b running strategies which are able to access larger capital allocations. ``` -| Name | ID | Type | Status | Docs | -| :-------------------------------------------------------- | :---------- | :---------------------- | :------------------------------------------------------ | :---------------------------------------------------------------- | -| [Betfair](https://betfair.com) | `BETFAIR` | Sports Betting Exchange | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/betfair.html) | -| [Binance](https://binance.com) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | -| [Binance US](https://binance.us) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | -| [Binance Futures](https://www.binance.com/en/futures) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | -| [Bybit](https://www.bybit.com) | `BYBIT` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/building-orange) | | -| [Databento](https://databento.com) | `DATABENTO` | Data provider | ![status](https://img.shields.io/badge/building-orange) | | -| [Interactive Brokers](https://www.interactivebrokers.com) | `IB` | Brokerage (multi-venue) | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/ib.html) | +| Name | ID | Type | Status | Docs | +| :-------------------------------------------------------- | :---------- | :---------------------- | :------------------------------------------------------ | :------------------------------------------------------------------ | +| [Betfair](https://betfair.com) | `BETFAIR` | Sports Betting Exchange | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/betfair.html) | +| [Binance](https://binance.com) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | +| [Binance US](https://binance.us) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | +| [Binance Futures](https://www.binance.com/en/futures) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | +| [Bybit](https://www.bybit.com) | `BYBIT` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/building-orange) | | +| [Databento](https://databento.com) | `DATABENTO` | Data provider | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/databento.html) | +| [Interactive Brokers](https://www.interactivebrokers.com) | `IB` | Brokerage (multi-venue) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/ib.html) | ## Implementation goals @@ -60,5 +60,5 @@ a warning or error when a user attempts to perform said action All integrations must be compatible with the NautilusTrader API at the system boundary, this means there is some normalization and standardization needed. -- All symbols will match the native/local symbol for the exchange, unless there are conflicts (such as Binance using the same symbol for both Spot and Perpetual Futures markets). -- All timestamps will be either normalized to UNIX nanoseconds, or clearly marked as UNIX milliseconds by appending `_ms` to param and property names. +- All symbols will match the raw/native/local symbol for the exchange, unless there are conflicts (such as Binance using the same symbol for both Spot and Perpetual Futures markets) +- All timestamps will be either normalized to UNIX nanoseconds, or clearly marked as UNIX milliseconds by appending `_ms` to param and property names diff --git a/nightly/api_reference/accounting.html b/nightly/api_reference/accounting.html index ff061aee255b..869431333ab5 100644 --- a/nightly/api_reference/accounting.html +++ b/nightly/api_reference/accounting.html @@ -541,11 +541,6 @@ Indicators -
  • - - Infrastructure - -
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  • Live diff --git a/nightly/api_reference/adapters/interactive_brokers.html b/nightly/api_reference/adapters/interactive_brokers.html index be3a9fdfa620..0a8cb51a1447 100644 --- a/nightly/api_reference/adapters/interactive_brokers.html +++ b/nightly/api_reference/adapters/interactive_brokers.html @@ -546,11 +546,6 @@ Indicators
    • -
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  • Live @@ -12085,7 +12080,7 @@

    at - 0x7f8fd5bd3350> + 0x7fbbbadb5650> = diff --git a/nightly/api_reference/analysis.html b/nightly/api_reference/analysis.html index b76863998bce..6c007d454d0a 100644 --- a/nightly/api_reference/analysis.html +++ b/nightly/api_reference/analysis.html @@ -541,11 +541,6 @@ Indicators

    • -
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  • Live diff --git a/nightly/api_reference/backtest.html b/nightly/api_reference/backtest.html index b4a6a52370ec..c0fd6c81fcc1 100644 --- a/nightly/api_reference/backtest.html +++ b/nightly/api_reference/backtest.html @@ -541,11 +541,6 @@ Indicators
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  • Live @@ -2811,84 +2806,6 @@
    • -
  • - - - - FXRolloverInterestConfig - - - - - - - -
      -
    • - - - - FXRolloverInterestConfig.dict() - - - -
      • -
    • - - - - FXRolloverInterestConfig.fully_qualified_name() - - - -
      • -
    • - - - - FXRolloverInterestConfig.id - - - -
      • -
    • - - - - FXRolloverInterestConfig.json() - - - -
      • -
    • - - - - FXRolloverInterestConfig.json_primitives() - - - -
      • -
    • - - - - FXRolloverInterestConfig.parse() - - - -
      • -
    • - - - - FXRolloverInterestConfig.validate() - - - -
      • -
    -
  • @@ -5079,84 +4996,6 @@
    • -
  • - - - - SimulationModuleConfig - - - - - - - -
      -
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  • @@ -22457,7 +22296,7 @@

    -
    +
    class @@ -22467,7 +22306,7 @@

    - FXRolloverInterestConfig + FXRolloverInterestModule @@ -22476,35 +22315,7 @@

    - rate_data - - - - - : - - - - - - - DataFrame - - - - , - - - - * - - - - , - - - - component_id + config @@ -22515,54 +22326,28 @@

    - - - nautilus_trader.model.identifiers.ComponentId - - - - - - - | - - - - - - None - - - - - - - = - - - - - - None + FXRolloverInterestConfig ) - + ¶

    Bases: - - - ActorConfig - - + + + + SimulationModule + + +

    Provides an FX rollover interest simulation module. @@ -22577,26 +22362,33 @@

    - rate_data + config ( - pd.DataFrame + FXRolloverInterestConfig - ) – The interest rate data for the internal rollover interest calculator. + ) –

    -
    +
    - dict + active_task_ids ( + + + + self + + + ) @@ -22606,40 +22398,17 @@

    - dict - - - - [ - - - - str - - - - , - - - - - - Any - - - - ] - + list - + ¶

    - Return a dictionary representation of the configuration. + Return the active task identifiers.

    @@ -22651,7 +22420,7 @@

    - dict[str, Any] + list[TaskId]

    @@ -22659,22 +22428,33 @@

    -
    - - - classmethod - - - - +
    - fully_qualified_name + add_synthetic ( + + + + self + + + + , + + + + SyntheticInstrument + + + synthetic + + + ) @@ -22684,80 +22464,84 @@

    - str + void - + ¶

    - Return the fully qualified name for the - - NautilusConfig - - class. + Add the created synthetic instrument to the cache.

    - Returns + Parameters :

    - - str - + + synthetic + + ( + + + SyntheticInstrument + + + ) – The synthetic instrument to add to the cache. +

    +
    +
    + Raises + + : + +
    +
    +

    + + KeyError + + – If + + synthetic + + is already in the cache.

    - References + Notes

    - - https://www.python.org/dev/peps/pep-3155/ - + If you are updating the synthetic instrument then you should use the + + update_synthetic + + method.

    -
    -
    - - - property - - - - +
    +
    - id + cache - - - - : - - - - - - str - - - + ¶

    - Return the hashed identifier for the configuration. + The read-only cache for the actor.

    @@ -22768,24 +22552,31 @@

    - - str - + + CacheFacade +

    -
    +
    - json + cancel_all_tasks ( + + + + self + + + ) @@ -22795,128 +22586,42 @@

    - bytes + void - + ¶

    - Return serialized JSON encoded bytes. + Cancel all queued and active tasks.

    -
    -
    - Returns - - : - -
    -
    -

    - - bytes - -

    -
    -
    -
    +
    - json_primitives + cancel_task ( - - ) - - - - → - - - - dict - - - - [ - - - - str - - - - , - - - - + + - Any - - - - ] - - - - - - ¶ - -
    -
    -

    - Return a dictionary representation of the configuration with JSON primitive -types as values. -

    -
    -
    - Returns - - : + self -
    -
    -

    - - dict[str, Any] - -

    -
    -
    -
    -
    -
    -
    - - - classmethod - - - - - parse - - - - ( - + , - raw + task_id @@ -22927,21 +22632,11 @@

    - - bytes - - - - + - | + TaskId - - - - - str - + @@ -22953,504 +22648,24 @@

    - Any + void - + ¶

    - Return a decoded object of the given + Cancel the task with the given - cls + task_id - . -

    -
    -
    - Parameters - - : - -
    -
    -
      -
    • -

      - - cls - - ( - - type - - ) – The type to decode to. -

      -
      • -
    • -

      - - raw - - ( - - bytes - - - or - - - str - - ) – The raw bytes or JSON string to decode. -

      -
      • -
    -
    -
    - Returns - - : - -
    -
    -

    - - Any - -

    -
    -
    -
    -
    -
    -
    - - - validate - - - - ( - - - ) - - - - → - - - - bool - - - - - ¶ - -
    -
    -

    - Return whether the configuration can be represented as valid JSON. -

    -
    -
    - Returns - - : - -
    -
    -

    - - bool - -

    -
    -
    -
    -
    - -
    -
    -
    - - - class - - - - - - - FXRolloverInterestModule - - - - ( - - - - - config - - - - - : - - - - - - - - FXRolloverInterestConfig - - - - - - ) - - - ¶ - -
    -
    -

    - Bases: - - - - SimulationModule - - - -

    -

    - Provides an FX rollover interest simulation module. -

    -
    -
    - Parameters - - : - -
    -
    -

    - - config - - ( - - - FXRolloverInterestConfig - - - ) – -

    -
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    -
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    - Return the active task identifiers. -

    -
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    - Returns - - : - -
    -
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    - - list[TaskId] - -

    -
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    - - - add_synthetic - - - - ( - - - - - self - - - - , - - - - SyntheticInstrument - - - synthetic - - - - - ) - - - - → - - - - void - - - - - ¶ - -
    -
    -

    - Add the created synthetic instrument to the cache. -

    -
    -
    - Parameters - - : - -
    -
    -

    - - synthetic - - ( - - - SyntheticInstrument - - - ) – The synthetic instrument to add to the cache. -

    -
    -
    - Raises - - : - -
    -
    -

    - - KeyError - - – If - - synthetic - - is already in the cache. -

    -
    -
    -

    - Notes -

    -

    - If you are updating the synthetic instrument then you should use the - - update_synthetic - - method. -

    -
    -
    -
    -
    - - - cache - - - - ¶ - -
    -
    -

    - The read-only cache for the actor. -

    -
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    - - CacheFacade - -

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    - Cancel all queued and active tasks. -

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    - Cancel the task with the given - - task_id - - (if queued or active). -

    -

    - If the task is not found then a warning is logged. + (if queued or active). +

    +

    + If the task is not found then a warning is logged.

    @@ -34653,11 +33868,9 @@

    - - - SimulationModuleConfig - - + + SimulationModuleConfig + @@ -46111,583 +45324,6 @@

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    - References -

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    - - https://www.python.org/dev/peps/pep-3155/ - -

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    -
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  • Live diff --git a/nightly/concepts/advanced/synthetic_instruments.html b/nightly/concepts/advanced/synthetic_instruments.html index 771910193ac1..677a6249511b 100644 --- a/nightly/concepts/advanced/synthetic_instruments.html +++ b/nightly/concepts/advanced/synthetic_instruments.html @@ -546,11 +546,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/architecture.html b/nightly/concepts/architecture.html index b531362b20e3..608887341757 100644 --- a/nightly/concepts/architecture.html +++ b/nightly/concepts/architecture.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/backtesting.html b/nightly/concepts/backtesting.html index c489c0609067..01129d148837 100644 --- a/nightly/concepts/backtesting.html +++ b/nightly/concepts/backtesting.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/execution.html b/nightly/concepts/execution.html index dda53cdc50e9..58af7f39e9f7 100644 --- a/nightly/concepts/execution.html +++ b/nightly/concepts/execution.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/index.html b/nightly/concepts/index.html index 8bd5aa55cc86..b1ee4ceaa6d1 100644 --- a/nightly/concepts/index.html +++ b/nightly/concepts/index.html @@ -536,11 +536,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/instruments.html b/nightly/concepts/instruments.html index 4d9440320991..7436e9774aa7 100644 --- a/nightly/concepts/instruments.html +++ b/nightly/concepts/instruments.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/logging.html b/nightly/concepts/logging.html index f9ec2ad6c035..88d1275b1ee1 100644 --- a/nightly/concepts/logging.html +++ b/nightly/concepts/logging.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/orders.html b/nightly/concepts/orders.html index b57557f68174..456f6793a256 100644 --- a/nightly/concepts/orders.html +++ b/nightly/concepts/orders.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/overview.html b/nightly/concepts/overview.html index 9d42c295232f..6aa2dbe8ca60 100644 --- a/nightly/concepts/overview.html +++ b/nightly/concepts/overview.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/concepts/strategies.html b/nightly/concepts/strategies.html index 737857cc9695..f1b08f74601c 100644 --- a/nightly/concepts/strategies.html +++ b/nightly/concepts/strategies.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/coding_standards.html b/nightly/developer_guide/coding_standards.html index 15ebd2dfb3aa..eeadca6e429f 100644 --- a/nightly/developer_guide/coding_standards.html +++ b/nightly/developer_guide/coding_standards.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/cython.html b/nightly/developer_guide/cython.html index af8d95190b87..d41c886837e2 100644 --- a/nightly/developer_guide/cython.html +++ b/nightly/developer_guide/cython.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/environment_setup.html b/nightly/developer_guide/environment_setup.html index 6d06411c8bc3..6d6b4a4ad358 100644 --- a/nightly/developer_guide/environment_setup.html +++ b/nightly/developer_guide/environment_setup.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/index.html b/nightly/developer_guide/index.html index e66c243b449a..707669b5cbe8 100644 --- a/nightly/developer_guide/index.html +++ b/nightly/developer_guide/index.html @@ -536,11 +536,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/packaged_data.html b/nightly/developer_guide/packaged_data.html index cc78383c2870..64c47cd6a90a 100644 --- a/nightly/developer_guide/packaged_data.html +++ b/nightly/developer_guide/packaged_data.html @@ -540,11 +540,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/rust.html b/nightly/developer_guide/rust.html index 2ffe6b147e73..3eabe86e6d77 100644 --- a/nightly/developer_guide/rust.html +++ b/nightly/developer_guide/rust.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/developer_guide/testing.html b/nightly/developer_guide/testing.html index 7a6eb0a8fa8c..51e44e27207e 100644 --- a/nightly/developer_guide/testing.html +++ b/nightly/developer_guide/testing.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/genindex.html b/nightly/genindex.html index 5ffc942f380f..e860ed24b494 100644 --- a/nightly/genindex.html +++ b/nightly/genindex.html @@ -533,11 +533,6 @@ Indicators
    • -
  • - - Infrastructure - -
  • Live @@ -6084,11 +6079,6 @@

    (DeltaNeutralContract method)

    • -
  • - - (FXRolloverInterestConfig method) - -
  • (IBContract method) @@ -6124,11 +6114,6 @@

    (InteractiveBrokersInstrumentProviderConfig method)

    • -
  • - - (SimulationModuleConfig method) - -
  • @@ -7996,15 +7981,15 @@

    • + + + +
    • from_env() (ParquetDataCatalog class method)
      • -
    - - -
    • from_int() (Price static method) @@ -8405,11 +8390,6 @@

      (FuturesContract class method)

      • -
    • - - (FXRolloverInterestConfig class method) - -
    • (FXRolloverInterestModule class method) @@ -8625,11 +8605,6 @@

      (SimulationModule class method)

      • -
    • - - (SimulationModuleConfig class method) - -
    • (SortinoRatio class method) @@ -8682,11 +8657,6 @@

      FuzzyCandlesticks (class in nautilus_trader.indicators.fuzzy_candlesticks)

      • -
    • - - FXRolloverInterestConfig (class in nautilus_trader.backtest.modules) - -
    • FXRolloverInterestModule (class in nautilus_trader.backtest.modules) @@ -11639,11 +11609,6 @@

      (FuturesContract attribute)

      • -
    • - - (FXRolloverInterestConfig property) - -
    • (FXRolloverInterestModule attribute) @@ -11909,11 +11874,6 @@

      (SimulationModule attribute)

      • -
    • - - (SimulationModuleConfig property) - -
    • (Strategy attribute) @@ -15667,11 +15627,6 @@

      (DeltaNeutralContract method)

      • -
    • - - (FXRolloverInterestConfig method) - -
    • (IBContract method) @@ -15707,11 +15662,6 @@

      (InteractiveBrokersInstrumentProviderConfig method)

      • -
    • - - (SimulationModuleConfig method) - -
    @@ -15753,11 +15703,6 @@

    (DeltaNeutralContract method) -
  • - - (FXRolloverInterestConfig method) - -
  • (IBContract method) @@ -15793,11 +15738,6 @@

    (InteractiveBrokersInstrumentProviderConfig method)

    • -
  • - - (SimulationModuleConfig method) - -
    • @@ -23317,11 +23257,6 @@

    (DeltaNeutralContract class method) -
  • - - (FXRolloverInterestConfig class method) - -
  • (IBContract class method) @@ -23357,11 +23292,6 @@

    (InteractiveBrokersInstrumentProviderConfig class method)

    • -
  • - - (SimulationModuleConfig class method) - -
  • @@ -23859,15 +23789,15 @@

    PositionIdGenerator (class in nautilus_trader.common.generators)

    • - - - -
    • PositionOpened (class in nautilus_trader.model.events.position)
      • +
    + + +
    • positions() (Cache method) @@ -27698,11 +27628,6 @@

      SimulationModule (class in nautilus_trader.backtest.modules)

      • -
    • - - SimulationModuleConfig (class in nautilus_trader.backtest.modules) - -
    • since_high (Swings attribute) @@ -34601,11 +34526,6 @@

      (DeltaNeutralContract method)

      • -
    • - - (FXRolloverInterestConfig method) - -
    • (IBContract method) @@ -34641,11 +34561,6 @@

      (InteractiveBrokersInstrumentProviderConfig method)

      • -
    • - - (SimulationModuleConfig method) - -
  • diff --git a/nightly/getting_started/index.html b/nightly/getting_started/index.html index bc26a996c846..c2d4bb47c934 100644 --- a/nightly/getting_started/index.html +++ b/nightly/getting_started/index.html @@ -536,11 +536,6 @@ Indicators
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  • Live diff --git a/nightly/getting_started/quickstart.html b/nightly/getting_started/quickstart.html index 35d4f1398f39..9bc696210947 100644 --- a/nightly/getting_started/quickstart.html +++ b/nightly/getting_started/quickstart.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/index.html b/nightly/index.html index 38e57e7c8092..6bcaf4bf6b4f 100644 --- a/nightly/index.html +++ b/nightly/index.html @@ -535,11 +535,6 @@ Indicators
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  • Live diff --git a/nightly/integrations/betfair.html b/nightly/integrations/betfair.html index 2a439a58d8b1..7d85d2dc71d2 100644 --- a/nightly/integrations/betfair.html +++ b/nightly/integrations/betfair.html @@ -541,11 +541,6 @@ Indicators
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  • Live diff --git a/nightly/integrations/binance.html b/nightly/integrations/binance.html index 1815fd85b64f..97155d070f2a 100644 --- a/nightly/integrations/binance.html +++ b/nightly/integrations/binance.html @@ -541,11 +541,6 @@ Indicators
    • -
  • - - Infrastructure - -
  • Live @@ -843,7 +838,7 @@

    BinanceHttpClient - provides low-level HTTP API connectivity + - Low-level HTTP API connectivity

  • @@ -853,7 +848,7 @@

    BinanceWebSocketClient - provides low-level WebSocket API connectivity + - Low-level WebSocket API connectivity

  • @@ -863,7 +858,7 @@

    BinanceInstrumentProvider - provides instrument parsing and loading functionality + - Instrument parsing and loading functionality

  • @@ -879,7 +874,7 @@

    BinanceFuturesDataClient - provide a market data feed manager + - A market data feed manager

  • @@ -895,7 +890,7 @@

    BinanceFuturesExecutionClient - provide an account management and trade execution gateway + - An account management and trade execution gateway

  • @@ -905,7 +900,7 @@

    BinanceLiveDataClientFactory - creation factory for Binance data clients (used by the trading node builder) + - Factory for Binance data clients (used by the trading node builder)

  • @@ -915,7 +910,7 @@

    BinanceLiveExecClientFactory - creation factory for Binance execution clients (used by the trading node builder) + - Factory for Binance execution clients (used by the trading node builder)

    • @@ -925,7 +920,7 @@

    Most users will simply define a configuration for a live trading node (as below), -and won’t need to necessarily work with these lower level components individually. +and won’t need to necessarily work with these lower level components directly.

    diff --git a/nightly/integrations/databento.html b/nightly/integrations/databento.html index 4a2c0cc345ae..93f519f5cf90 100644 --- a/nightly/integrations/databento.html +++ b/nightly/integrations/databento.html @@ -541,11 +541,6 @@ Indicators     -
  • - - Infrastructure - -
  • Live @@ -729,8 +724,13 @@
  • - - Performance considerations + + Instrument IDs and symbology + +
    • +
  • + + Timestamps
  • @@ -753,8 +753,8 @@
  • - - MBP-1 (market by price, top-level) + + MBP-1 (market by price, top-of-book)
  • @@ -764,6 +764,32 @@
    • +
  • + + Performance considerations + +
    • +
  • + + Real-time client architecture + +
    • +
  • + + Configuration + + + + + +
      +
    • + + Configuration parameters + +
      • +
    +
    • @@ -785,7 +811,7 @@

    Warning

    - We are currently working on this integration guide - consider it incomplete. + We are currently working on this integration guide - consider it incomplete for now.

    @@ -794,6 +820,8 @@

    Databento Binary Encoding (DBN) format data. +As Databento is purely a market data provider, there is no execution client provided - although a sandbox environment with simulated execution could still be set up. +It’s also possible to match Databento data with Interactive Brokers execution, or to calculate traditional asset class signals for crypto trading.

    The capabilities of this adapter include: @@ -801,17 +829,17 @@

    • - Loading historical data from DBN files on disk into Nautilus objects for backtesting and writing to the data catalog + Loading historical data from DBN files and decoding into Nautilus objects for backtesting or writing to the data catalog

    • - Requesting historical data which is converted to Nautilus objects to support live trading and backtesting + Requesting historical data which is decoded to Nautilus objects to support live trading and backtesting

    • - Subscribing to real-time data feeds which is converted to Nautilus objects to support live trading and sandbox environments + Subscribing to real-time data feeds which are decoded to Nautilus objects to support live trading and sandbox environments

    @@ -842,13 +870,28 @@

    - The integrations implementation takes the + The adapter implementation takes the databento-rs crate as a dependency, -which is the official Rust client library provided by Databento. There are actually no Databento Python dependencies. +which is the official Rust client library provided by Databento 🦀. There are actually no Databento Python dependencies.

    +
    +

    + Note +

    +

    + There is no optional extra installation for + + + databento + + + , at this stage the core components of the adapter are compiled +as static libraries and linked during the build by default. +

    +

    The following adapter classes are available:

    @@ -860,7 +903,7 @@

    DatabentoDataLoader - which allows loading Databento Binary Encoding (DBN) data from disk + - Loads Databento Binary Encoding (DBN) data from files

  • @@ -870,7 +913,7 @@

    DatabentoInstrumentProvider - which integrates with the Databento API (HTTP) to provide latest or historical instrument definitions + - Integrates with the Databento API (HTTP) to provide latest or historical instrument definitions

  • @@ -880,7 +923,7 @@

    DatabentoHistoricalClient - which integrates with the Databento API (HTTP) for historical market data requests + - Integrates with the Databento API (HTTP) for historical market data requests

  • @@ -890,7 +933,7 @@

    DatabentoLiveClient - which integrates with the Databento API (raw TCP) for subscribing to real-time data feeds + - Integrates with the Databento API (raw TCP) for subscribing to real-time data feeds

  • @@ -900,7 +943,7 @@

    DatabentoDataClient - providing a + - Provides a LiveMarketDataClient @@ -915,14 +958,8 @@

    Note

    - There is no optional extra installation for - - - databento - - - , at this stage the core components of the adapter are compiled -as static libraries and linked during the build by default. + As with the other integration adapters, most users will simply define a configuration for a live trading node (covered below), +and won’t need to necessarily work with these lower level components directly.

    @@ -934,12 +971,12 @@

    - Databento provides extensive documentation for users + Databento provides extensive documentation for users which can be found in the knowledge base https://docs.databento.com/knowledge-base/new-users . -It’s recommended you also refer to this documentation in conjunction with this Nautilus integration guide. +It’s recommended you also refer to the Databento documentation in conjunction with this Nautilus integration guide.

    @@ -958,7 +995,7 @@

    .

    - The same Rust implemented decoder is used for: + The same Rust implemented Nautilus decoder is used for:

    • @@ -968,7 +1005,7 @@

    • - Decoding historical and live data in real-time + Decoding historical and live data in real time

    @@ -993,7 +1030,7 @@

    - Nautilus type + Nautilus data type

    @@ -1185,7 +1222,6 @@

    DatabentoImbalance - (under development)

    @@ -1202,7 +1238,6 @@

    DatabentoStatistics - (under development)

    @@ -1221,55 +1256,303 @@

    -
    -

    - Performance considerations - +
    +

    + Instrument IDs and symbology + ¶

    - When backtesting with Databento DBN data, there are two options: + Databento market data includes an + + + instrument_id + + + field which is an integer assigned +by either the original source venue, or internally by Databento during normalization. +

    +

    + It’s important to realize that this is different to the Nautilus + + + InstrumentId + + + which is a string made up of a symbol + venue with a period separator i.e. + + + "{symbol}.{venue}" + + + . +

    +

    + The Nautilus decoder will use the Databento + + + raw_symbol + + + for the Nautilus + + + symbol + + + and an + + ISO 10383 MIC (Market Identification Code) + + from the Databento instrument definition message for the Nautilus + + + venue + + + . +

    +

    + Databento datasets are identified with a + + dataset code + + which is not the same +as a venue identifier. You can read more about Databento dataset naming conventions + + here + + . +

    +

    + Of particular note is for CME Globex MDP 3.0 data ( + + + GLBX.MDP3 + + + dataset code), the + + + venue + + + that +Nautilus will use is the CME exchange code provided by instrument definition messages (which the Interactive Brokers adapter can map):

    • - Store the data in DBN ( - .dbn.zst + CBCM - ) format files and decode to Nautilus objects on every run + - XCME-XCBT inter-exchange spread +

      +
      • +
    • +

      + + + NYUM + + + - XNYM-DUMX inter-exchange spread

    • - Convert the DBN files to Nautilus Parquet format and write to the data catalog once (stored as Parquet on disk) + + + XCBT + + + - Chicago Board of Trade (CBOT) +

      +
      • +
    • +

      + + + XCEC + + + - Commodities Exchange Center (COMEX) +

      +
      • +
    • +

      + + + XCME + + + - Chicago Mercantile Exchange (CME) +

      +
      • +
    • +

      + + + XFXS + + + - CME FX Link spread +

      +
      • +
    • +

      + + + XNYM + + + - New York Mercantile Exchange (NYMEX)

    - Whilst the DBN -> Nautilus decoder is implemented in Rust and has been optimized, -the best performance for backtesting will be achieved by writing the Nautilus -objects to the data catalog, which performs the decoding step once. + Other venue MICs can be found in the + + + venue + + + field of responses from the + + metadata.list_publishers + + endpoint.

    -

    - - DataFusion +

    +
    +

    + Timestamps + + ¶ - provides a query engine which is leveraged as a backend to load -the Nautilus Parquet data from disk, which achieves extremely high through-put (at least an order of magnitude faster -than converting DBN -> Nautilus on the fly for every backtest run). +

    +

    + Databento data includes various timestamp fields including (but not limited to):

    -
    -

    - Note -

    -

    - Performance benchmarks are under development. -

    -
    +
      +
    • +

      + + + ts_event + + + - The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch +

      +
      • +
    • +

      + + + ts_in_delta + + + - The matching-engine-sending timestamp expressed as the number of nanoseconds before + + + ts_recv + + +

      +
      • +
    • +

      + + + ts_recv + + + - The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch +

      +
      • +
    • +

      + + + ts_out + + + - The Databento sending timestamp +

      +
      • +
    +

    + Nautilus data includes at + + least + + two timestamps (required by the + + + Data + + + contract): +

    +
      +
    • +

      + + + ts_event + + + - The UNIX timestamp (nanoseconds) when the data event occurred +

      +
      • +
    • +

      + + + ts_init + + + - The UNIX timestamp (nanoseconds) when the data object was initialized +

      +
      • +
    +

    + When decoding and normalizing Databento to Nautilus we generally assign the Databento + + + ts_recv + + + value to the Nautilus + + + ts_event + + + field, as this timestamp is much more reliable and consistent, and is guaranteed to be monotonically increasing per symbol. +

    +

    + See the following Databento docs for further information: +

    +
      +
    • +

      + + Databento standards and conventions - timestamps + +

      +
      • +
    • +

      + + Databento timestamping guide + +

      +
      • +

    @@ -1321,26 +1604,30 @@

    - BOND + STOCK

    - Not yet available + + + Equity + +

    - CALL + FUTURE

    - OptionsContract + FuturesContract

    @@ -1349,14 +1636,14 @@

    - FUTURE + CALL

    - FuturesContract + OptionsContract

    @@ -1365,14 +1652,14 @@

    - STOCK + PUT

    - Equity + OptionsContract

    @@ -1381,14 +1668,14 @@

    - MIXEDSPREAD + FUTURESPREAD

    - OptionsSpread + FuturesSpread

    @@ -1397,14 +1684,14 @@

    - PUT + OPTIONSPREAD

    - OptionsContract + OptionsSpread

    @@ -1413,14 +1700,14 @@

    - FUTURESPREAD + MIXEDSPREAD

    - FuturesSpread + OptionsSpread

    @@ -1429,14 +1716,14 @@

    - OPTIONSPREAD + FXSPOT

    - OptionsSpread + CurrencyPair

    @@ -1445,16 +1732,12 @@

    - FXSPOT + BOND

    - - - CurrencyPair - - + Not yet available

    @@ -1469,7 +1752,7 @@

    - This schema is the highest granularity offered by Databento, and represents + This schema is the highest granularity data offered by Databento, and represents full order book depth. Some messages also provide trade information, and so when decoding MBO messages Nautilus will produce an @@ -1513,10 +1796,10 @@

    object, which occurs during the replay startup sequence.

    -
    -

    - MBP-1 (market by price, top-level) - +
    +

    + MBP-1 (market by price, top-of-book) + ¶

    @@ -1546,16 +1829,316 @@

    - The + The Databento bar aggregation schemas are timestamped at the + + open + + of the bar interval. +The Nautilus decoder will normalize the ts_event - timestamps are normalized to bar close during Nautilus decoding. + timestamps to the + + close + + of the bar +(original + + + ts_event + + + + bar interval).

    +
    +

    + Performance considerations + + ¶ + +

    +

    + When backtesting with Databento DBN data, there are two options: +

    +
      +
    • +

      + Store the data in DBN ( + + + .dbn.zst + + + ) format files and decode to Nautilus objects on every run +

      +
      • +
    • +

      + Convert the DBN files to Nautilus objects and then write to the data catalog once (stored as Nautilus Parquet format on disk) +

      +
      • +
    +

    + Whilst the DBN -> Nautilus decoder is implemented in Rust and has been optimized, +the best performance for backtesting will be achieved by writing the Nautilus +objects to the data catalog, which performs the decoding step once. +

    +

    + + DataFusion + + provides a query engine backend to efficiently load and stream +the Nautilus Parquet data from disk, which achieves extremely high through-put (at least an order of magnitude faster +than converting DBN -> Nautilus on the fly for every backtest run). +

    +
    +

    + Note +

    +

    + Performance benchmarks are under development. +

    +
    +
    +
    +

    + Real-time client architecture + + ¶ + +

    +

    + The + + + DatabentoDataClient + + + is a Python class which contains other Databento adapter classes. +There are two + + + DatabentoLiveClient + + + s per Databento dataset: +

    +
      +
    • +

      + One for MBO (order book deltas) real-time feeds +

      +
      • +
    • +

      + One for all other real-time feeds +

      +
      • +
    +
    +

    + Note +

    +

    + There is currently a limitation that all MBO (order book deltas) subscriptions for a dataset have to be made at +node startup, to then be able to replay data from the beginning of the session. If subsequent subscriptions +arrive after start, then they will be ignored and an error logged. +

    +

    + There is no such limitation for any of the other Databento schemas. +

    +
    +

    + A single + + + DatabentoHistoricalClient + + + instance is reused between the + + + DatabentoInstrumentProvider + + + and + + + DatabentoDataClient + + + , +which makes historical instrument definitions and data requests. +

    +
    +
    +

    + Configuration + + ¶ + +

    +

    + The most common use case is to configure a live + + + TradingNode + + + to include a +Databento data client. To achieve this, add a + + + DATABENTO + + + section to your client +configuration(s): +

    +
    +
    + 
    from nautilus_trader.adapters.databento import DATABENTO
+from nautilus_trader.live.node import TradingNode
+
+config = TradingNodeConfig(
+    ...,  # Omitted
+    data_clients={
+        DATABENTO: {
+            "api_key": None,  # 'DATABENTO_API_KEY' env var
+            "http_gateway": None,  # Override for the default HTTP gateway
+            "instrument_provider": InstrumentProviderConfig(load_all=True),
+            "instrument_ids": None,  # Nautilus instrument IDs to load on start
+            "parent_symbols": None,  # Databento parent symbols to load on start
+        },
+    },
+    ..., # Omitted
+)
+
    +
    +
    +

    + Then, create a + + + TradingNode + + + and add the client factory: +

    +
    +
    + 
    from nautilus_trader.adapters.databento.factories import DatabentoLiveDataClientFactory
+from nautilus_trader.live.node import TradingNode
+
+# Instantiate the live trading node with a configuration
+node = TradingNode(config=config)
+
+# Register the client factory with the node
+node.add_data_client_factory(DATABENTO, DatabentoLiveDataClientFactory)
+
+# Finally build the node
+node.build()
+
    +
    +
    +
    +

    + Configuration parameters + + ¶ + +

    +
      +
    • +

      + + + api_key + + + - The Databento API secret key. If + + + None + + + then will source the + + + DATABENTO_API_KEY + + + environment variable +

      +
      • +
    • +

      + + + http_gateway + + + - The historical HTTP client gateway override (useful for testing and typically not needed by most users) +

      +
      • +
    • +

      + + + live_gateway + + + - The live client gateway override (useful for testing and typically not needed by most users) +

      +
      • +
    • +

      + + + parent_symbols + + + - The Databento parent symbols to subscribe to instrument definitions for on start. This is a map of Databento dataset keys -> to a sequence of the parent symbols, e.g. {‘GLBX.MDP3’, [‘ES.FUT’, ‘ES.OPT’]} (for all E-mini S&P 500 futures and options products) +

      +
      • +
    • +

      + + + instrument_ids + + + - The instrument IDs to request instrument definitions for on start +

      +
      • +
    • +

      + + + timeout_initial_load + + + - The timeout (seconds) to wait for instruments to load (concurrently per dataset). +

      +
      • +
    • +

      + + + mbo_subscriptions_delay + + + - The timeout (seconds) to wait for MBO/L3 subscriptions (concurrently per dataset). After the timeout the MBO order book feed will start and replay messages from the start of the week which encompasses the initial snapshot and then all deltas +

      +
      • +
    +
    +

    diff --git a/nightly/integrations/ib.html b/nightly/integrations/ib.html index bce532c5d94a..ce0b0bf24d4d 100644 --- a/nightly/integrations/ib.html +++ b/nightly/integrations/ib.html @@ -541,11 +541,6 @@ Indicators

    • -
  • - - Infrastructure - -
  • Live @@ -986,7 +981,7 @@

    InteractiveBrokersClient - : Executes TWS API requests using + - Executes TWS API requests using ibapi @@ -1002,7 +997,7 @@

    HistoricInteractiveBrokersClient - : Provides methods for retrieving instruments and historical data, useful for backtesting. + - Provides methods for retrieving instruments and historical data, useful for backtesting.

  • @@ -1012,7 +1007,7 @@

    InteractiveBrokersInstrumentProvider - : Retrieves or queries instruments for trading. + - Retrieves or queries instruments for trading.

  • @@ -1022,7 +1017,7 @@

    InteractiveBrokersDataClient - : Connects to the Gateway for streaming market data. + - Connects to the Gateway for streaming market data.

  • @@ -1032,7 +1027,7 @@

    InteractiveBrokersExecutionClient - : Handles account information and executes trades. + - Handles account information and executes trades.

    • @@ -1070,7 +1065,7 @@

    InteractiveBrokersClientConnectionMixin - : This class is dedicated to managing the connection with TWS/Gateway. + - This class is dedicated to managing the connection with TWS/Gateway.

  • @@ -1080,7 +1075,7 @@

    InteractiveBrokersClientErrorMixin - : It focuses on addressing all encountered errors and warnings. + - It focuses on addressing all encountered errors and warnings.

  • @@ -1090,7 +1085,7 @@

    InteractiveBrokersClientAccountMixin - : Responsible for handling requests related to account information and positions. + - Responsible for handling requests related to account information and positions.

  • @@ -1100,7 +1095,7 @@

    InteractiveBrokersClientContractMixin - : Handles retrieving contracts (instruments) data + - Handles retrieving contracts (instruments) data

  • @@ -1110,7 +1105,7 @@

    InteractiveBrokersClientMarketDataMixin - : Handles market data requests, subscriptions and data processing + - Handles market data requests, subscriptions and data processing

  • @@ -1120,7 +1115,7 @@

    InteractiveBrokersClientOrderMixin - : Oversees all aspects of order placement and management. + - Oversees all aspects of order placement and management.

    • diff --git a/nightly/integrations/index.html b/nightly/integrations/index.html index a6b7d387d4ec..da6d4cc3d46e 100644 --- a/nightly/integrations/index.html +++ b/nightly/integrations/index.html @@ -536,11 +536,6 @@ Indicators     -
  • - - Infrastructure - -
  • Live @@ -973,11 +968,14 @@

    - status + status

    + + Guide +

    @@ -1005,7 +1003,7 @@

    - status + status

    @@ -1108,7 +1106,7 @@

    • - All symbols will match the native/local symbol for the exchange, unless there are conflicts (such as Binance using the same symbol for both Spot and Perpetual Futures markets). + All symbols will match the raw/native/local symbol for the exchange, unless there are conflicts (such as Binance using the same symbol for both Spot and Perpetual Futures markets)

    • @@ -1119,7 +1117,7 @@

      _ms - to param and property names. + to param and property names

    diff --git a/nightly/objects.inv b/nightly/objects.inv index 35e9f25ed773..a0ed0b236b15 100644 Binary files a/nightly/objects.inv and b/nightly/objects.inv differ diff --git a/nightly/py-modindex.html b/nightly/py-modindex.html index ed80d94f7c9d..bede70948903 100644 --- a/nightly/py-modindex.html +++ b/nightly/py-modindex.html @@ -533,11 +533,6 @@ Indicators

    • -
  • - - Infrastructure - -
  • Live diff --git a/nightly/rust.html b/nightly/rust.html index 72d5b38662f8..e7a7b98b874f 100644 --- a/nightly/rust.html +++ b/nightly/rust.html @@ -536,11 +536,6 @@ Indicators
    • -
  • - - Infrastructure - -
  • Live diff --git a/nightly/search.html b/nightly/search.html index 71b87a72e87e..c1cc48bdeb13 100644 --- a/nightly/search.html +++ b/nightly/search.html @@ -539,11 +539,6 @@ Indicators
    • -
  • - - Infrastructure - -
  • Live diff --git a/nightly/searchindex.js b/nightly/searchindex.js index 9830b4a949bb..2bbfed9ff05d 100644 --- a/nightly/searchindex.js +++ b/nightly/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/book", "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/orders", "api_reference/model/position", "api_reference/model/tick_scheme", 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1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 19, 22, 24, 25, 28, 29, 32, 37, 40, 43, 46, 48, 50, 61, 64, 66, 69], "standard": [0, 10, 14, 22, 24, 25, 41, 46, 49, 55, 57, 61, 62, 64, 66, 67], "invers": [0, 22, 25], "bui": [0, 1, 2, 4, 6, 8, 12, 16, 18, 19, 24, 25, 40, 49, 51, 61], "sell": [0, 1, 2, 4, 6, 8, 12, 16, 18, 19, 24, 25, 49, 61], "instead": [0, 2, 22, 47, 53], "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, 24], "liquidity_sid": [0, 1, 2, 4, 6, 12, 16, 19, 24], "commiss": [0, 1, 2, 4, 6, 12, 16, 19, 24, 25, 29], "gener": [0, 1, 2, 3, 4, 5, 6, 7, 10, 11, 12, 13, 14, 16, 19, 21, 22, 24, 25, 27, 32, 33, 38, 39, 40, 41, 43, 44, 46, 47, 49, 52, 55, 57, 58, 64, 66, 68, 70, 71], "transact": 0, "maker": [0, 1, 2, 4, 6, 12, 16, 19, 22, 49], "taker": [0, 1, 2, 4, 6, 12, 16, 19, 22], "liquid": [0, 1, 2, 4, 6, 8, 12, 16, 19, 22, 24, 46, 49], "no_liquidity_sid": [0, 1, 2, 4, 6, 12, 16, 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7, 8, 11, 12, 14, 16, 17, 18, 19, 22, 23, 24, 25, 27, 28, 29, 32, 33, 40, 43, 44, 46, 49, 51, 61, 64, 69, 70], "clear": [0, 1, 6, 7, 12, 17, 18, 28, 32, 49, 52, 69], "event_count": [0, 12, 16, 24, 25, 29], "count": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 22, 24, 25, 27, 29], "int": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 16, 17, 18, 19, 22, 23, 24, 25, 26, 27, 29, 31, 32, 36, 44, 48, 51, 53, 61], "all": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 16, 17, 18, 19, 20, 22, 24, 27, 28, 29, 30, 31, 32, 33, 36, 37, 40, 43, 44, 46, 48, 49, 50, 51, 52, 53, 54, 57, 58, 60, 64, 65, 66, 67, 68, 69, 70], "accountid": [0, 1, 2, 4, 6, 7, 12, 16, 19, 20, 24, 25], "is_cash_account": 0, "is_margin_account": 0, "margin": [0, 1, 2, 4, 6, 12, 16, 19, 22, 23, 28, 35, 49, 50, 61, 64, 69], "is_unleverag": 0, "last_ev": [0, 24, 25], "last": [0, 2, 5, 6, 7, 8, 11, 12, 14, 17, 18, 19, 22, 24, 25, 32, 37, 44, 49, 50, 51, 58, 66, 70], "starting_bal": [0, 6, 61, 69, 70], "start": [0, 1, 2, 4, 6, 8, 10, 11, 12, 14, 16, 18, 26, 27, 29, 31, 32, 33, 43, 51, 60, 61, 63, 64, 69, 70], "accounttyp": [0, 1, 2, 4, 6, 12, 16, 19, 70], "update_balance_lock": 0, "updat": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 19, 28, 29, 32, 37, 43, 46, 49, 51, 56, 61, 63, 64], "margin_init": [0, 22, 23, 46], "neg": [0, 4, 6, 8, 12, 14, 18, 19, 22, 23, 24, 25, 27, 29, 32], "0": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 32, 35, 39, 44, 46, 49, 61, 69, 70], "update_bal": 0, "allow_zero": 0, "true": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 20, 23, 25, 27, 28, 31, 32, 33, 48, 49, 51, 64, 66, 69], "guarante": [0, 7, 24, 25, 41, 57, 68], "everi": [0, 4, 6, 41, 49, 51, 65], "therefor": [0, 7, 32, 58, 64], "we": [0, 1, 36, 40, 43, 45, 48, 49, 50, 51, 52, 53, 54, 55, 57, 60, 61, 64, 65, 68, 69, 70], "onli": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 14, 16, 17, 18, 19, 20, 24, 27, 28, 29, 31, 32, 33, 37, 40, 41, 43, 46, 47, 50, 51, 54, 60, 64, 65, 69, 70], "ar": [0, 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16, 22, 28, 29, 31, 32, 37, 40, 41, 44, 46, 61], "logger": [0, 6, 8, 12, 16, 31, 32, 45, 51, 53], "clock": [0, 1, 2, 4, 6, 8, 11, 12, 16, 28, 29, 31, 32, 33, 40, 44, 48], "function": [0, 6, 8, 10, 12, 13, 14, 27, 28, 32, 36, 38, 41, 42, 45, 48, 49, 50, 51, 52, 55, 57, 62, 64, 66, 67], "read": [0, 4, 6, 7, 8, 12, 16, 17, 28, 31, 32, 35, 38, 41, 46, 51, 53, 61, 65, 70], "api": [1, 2, 3, 4, 8, 12, 16, 32, 33, 35, 37, 40, 41, 43, 45, 46, 47, 49, 50, 51, 55, 65, 66], "spot": [1, 12, 16, 22, 33, 40, 46, 49, 64, 67, 70], "bet": [1, 22, 46, 50, 63, 67], "betfairhttpcli": 1, "usernam": [1, 4, 63, 66], "password": [1, 4, 63, 66], "app_kei": [1, 63], "http": [1, 2, 3, 4, 5, 6, 8, 10, 11, 12, 14, 16, 17, 18, 19, 20, 22, 23, 24, 27, 29, 32, 35, 53, 56, 60, 61, 64, 65, 69], "async": [1, 2, 4, 8, 12, 16, 31, 66], "keep_al": 1, "renew": 1, "authent": 1, "list_navig": 1, "navig": [1, 13, 41, 60], "tree": 1, "market": [1, 4, 6, 7, 8, 11, 12, 14, 17, 18, 19, 20, 22, 23, 24, 25, 28, 32, 35, 37, 40, 44, 46, 50, 51, 61, 63, 64, 66, 67, 70], "list_market_catalogu": 1, "filter_": 1, "marketfilt": 1, "market_project": 1, "betfair_pars": 1, "spec": [1, 18, 27, 52], "enum": [1, 4, 8, 10, 14, 32, 33, 49, 51, 61, 64, 70], "marketproject": 1, "sort": [1, 6, 8, 17, 27, 42, 69], "marketsort": 1, "max_result": 1, "1000": [1, 6, 8, 12, 32, 51], "local": [1, 2, 7, 8, 12, 19, 22, 24, 27, 32, 37, 40, 48, 49, 51, 55, 67], "type_definit": 1, "marketcatalogu": 1, "about": [1, 6, 18, 27, 41, 43, 45, 49, 61, 65], "betfairdataclientconfig": 1, "handle_revised_bar": [1, 2, 4, 66], "instrument_provid": [1, 2, 4, 16, 64, 66], "instrumentproviderconfig": [1, 2, 4, 8, 33, 64], "load_al": [1, 2, 4, 8, 33, 64], "load_id": [1, 2, 4, 8, 33, 66], "filter": [1, 2, 4, 6, 7, 8, 14, 16, 28, 32, 44, 51, 56], "filter_cal": [1, 2, 4], "log_warn": [1, 2, 4, 64], "rout": [1, 2, 4, 6, 7, 11, 12, 16, 32, 35, 66], "routingconfig": [1, 2, 4, 66], "venu": [1, 2, 3, 4, 6, 7, 8, 11, 12, 16, 18, 19, 20, 22, 24, 25, 28, 32, 33, 37, 40, 41, 42, 43, 44, 45, 46, 50, 51, 64, 67], "account_curr": 1, "cert_dir": [1, 63], "instrument_config": 1, "nautilus_trad": [1, 2, 4, 5, 6, 8, 12, 16, 27, 31, 32, 33, 36, 39, 40, 41, 43, 44, 46, 47, 48, 49, 51, 59, 60, 61, 63, 64, 66, 69, 70], "adapt": [1, 2, 4, 7, 8, 13, 14, 36, 41, 46, 50, 60, 62, 63, 64, 65, 66, 67], "betfairinstrumentproviderconfig": 1, "livedataclientconfig": [1, 2, 4, 16], "configur": [1, 2, 4, 6, 7, 8, 9, 11, 12, 16, 29, 31, 32, 33, 37, 39, 42, 43, 44, 50, 53, 60, 62, 70], "betfairdatacli": [1, 63], "instanc": [1, 2, 4, 6, 7, 8, 11, 12, 16, 20, 27, 28, 29, 31, 32, 36, 37, 41, 43, 44, 45, 47, 51, 61, 69], "account": [1, 2, 4, 5, 6, 7, 12, 13, 14, 16, 19, 20, 23, 24, 25, 28, 29, 32, 41, 61, 63, 65, 66, 70], "kei": [1, 2, 4, 7, 8, 10, 18, 33, 43, 44, 50, 66], "directori": [1, 8, 41, 43, 47, 58, 60, 69], "contain": [1, 2, 4, 5, 6, 7, 8, 10, 12, 16, 18, 19, 20, 22, 23, 24, 25, 32, 35, 38, 41, 44, 48, 50, 53, 56, 61, 64, 65, 66, 69], "certif": 1, "represent": [1, 2, 4, 6, 12, 17, 18, 19, 22, 23, 24, 25], "classmethod": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 27, 29, 32], "fully_qualified_nam": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32], "fulli": [1, 2, 4, 5, 6, 8, 11, 12, 13, 16, 17, 18, 22, 29, 32, 34, 42, 55, 58], "qualifi": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32], "name": [1, 2, 4, 5, 6, 8, 11, 12, 14, 16, 17, 18, 20, 22, 23, 26, 27, 29, 31, 32, 33, 43, 47, 48, 50, 51, 52, 60, 61, 67, 69], "nautilusconfig": [1, 2, 4, 6, 8, 11, 12, 16, 32], "refer": [1, 2, 4, 5, 6, 8, 10, 11, 12, 13, 14, 16, 17, 18, 19, 20, 22, 23, 24, 26, 29, 32, 37, 40, 41, 43, 45, 46, 47, 48, 49, 51, 52, 57, 61, 64, 65, 66, 68, 70, 71], "www": [1, 2, 4, 5, 6, 8, 11, 12, 14, 16, 17, 18, 19, 20, 22, 23, 24, 29, 32, 35, 56, 69], "python": [1, 2, 4, 5, 6, 8, 10, 11, 12, 16, 17, 18, 22, 29, 32, 38, 41, 42, 43, 46, 47, 48, 50, 52, 53, 54, 55, 59, 60, 61, 62, 65, 66, 68], "org": [1, 2, 4, 5, 6, 8, 10, 11, 12, 16, 17, 18, 20, 22, 29, 32, 56, 60], "dev": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32, 54, 60], "pep": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32], "3155": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32], "properti": [1, 2, 4, 5, 6, 8, 12, 16, 19, 22, 24, 27, 31, 32, 36, 46, 67], "hash": [1, 2, 4, 6, 18], "identifi": [1, 2, 4, 6, 7, 8, 10, 12, 16, 19, 32, 33, 40, 44, 46, 48, 49, 51, 61, 64, 70], "json": [1, 2, 4, 5, 6, 8, 30, 43, 46, 47, 48, 50], "byte": [1, 2, 4, 6, 7, 8, 12, 18, 30, 32, 48, 51], "serial": [1, 2, 4, 6, 7, 8, 13, 41, 43, 44, 46, 50, 51], "encod": [1, 2, 4, 6, 30, 43], "json_primit": [1, 2, 4, 6], "primit": [1, 2, 4, 5, 6, 30, 44, 48, 53, 55, 57], "pars": [1, 2, 4, 6, 18, 20, 23, 33, 36, 64], "raw": [1, 2, 4, 5, 6, 14, 18, 22, 23, 32, 33, 42, 43, 46, 47, 61, 65, 67, 70, 71], "decod": [1, 2, 4, 6, 65], "cl": [1, 2, 4, 6, 8, 11, 12, 16, 17, 18, 22, 29, 32], "string": [1, 2, 4, 6, 7, 8, 10, 16, 17, 18, 19, 20, 22, 23, 24, 26, 27, 29, 30, 31, 44, 47, 48, 51], "valid": [1, 2, 4, 6, 7, 8, 10, 11, 12, 16, 18, 19, 20, 22, 23, 24, 26, 29, 31, 32, 40, 44, 46, 51, 63, 64], "whether": [1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 20, 23, 24, 25, 27, 28, 29, 32, 37, 41, 45, 49, 52, 63, 64], "betfairexecclientconfig": 1, "request_account_state_period": 1, "liveexecclientconfig": [1, 2, 4, 16], "betfairexeccli": 1, "loop": [1, 2, 4, 6, 8, 12, 16, 31, 32, 33, 50], "abstracteventloop": [1, 2, 4, 6, 8, 12, 16, 31, 32], "msgbu": [1, 2, 4, 6, 8, 11, 12, 16, 28, 29, 31, 32, 41, 48], "messagebu": [1, 2, 4, 6, 8, 11, 12, 16, 28, 29, 31, 32, 41, 43, 48], "liveclock": [1, 2, 4, 8, 16, 33], "betfairinstrumentprovid": [1, 63], "livemarketdatacli": [1, 4, 16, 65], "asyncio": [1, 2, 4, 6, 8, 12, 16, 31, 32, 33, 50], "betfaircli": 1, "httpclient": [1, 33], "messag": [1, 2, 4, 6, 7, 16, 19, 27, 28, 29, 30, 31, 32, 44, 47, 49, 50, 51, 61, 65, 66], "bu": [1, 2, 4, 6, 11, 12, 16, 28, 29, 30, 31, 32, 41, 44, 50], "on_market_upd": 1, "handl": [1, 2, 4, 6, 8, 11, 12, 14, 16, 17, 23, 27, 31, 32, 33, 44, 45, 50, 54, 55, 58, 64, 66, 68], "stream": [1, 2, 4, 6, 8, 11, 12, 16, 27, 32, 36, 42, 50, 63, 64, 66, 67, 69], "connect": [1, 2, 4, 6, 11, 12, 16, 33, 41, 63, 64, 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, 32, 37, 44, 46, 67], "collect": [1, 2, 4, 16, 31, 41, 47, 52], "abc": [1, 2, 4, 16, 27, 31], "callabl": [1, 2, 4, 6, 8, 10, 11, 12, 16, 30, 31, 32, 48], "success": [1, 2, 4, 12, 16], "task": [1, 2, 4, 6, 8, 12, 16, 31, 32, 48, 51, 62, 71], "run": [1, 2, 4, 5, 6, 7, 8, 11, 12, 16, 28, 29, 31, 32, 37, 39, 41, 42, 43, 44, 50, 51, 52, 53, 54, 58, 60, 62, 65, 66, 67, 68, 71], "error": [1, 2, 4, 6, 7, 8, 11, 12, 16, 22, 29, 32, 33, 47, 49, 51, 52, 57, 58, 61, 66, 67], "callback": [1, 2, 4, 6, 8, 10, 11, 12, 16, 31, 32, 33, 64], "done": [1, 2, 4, 6, 8, 12, 16, 32, 35, 61, 70], "log": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 29, 31, 32, 49, 51, 53, 61, 64, 66, 67, 70], "write": [1, 2, 4, 7, 8, 16, 27, 37, 45, 47, 48, 51, 57, 65, 69], "degrad": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "compon": [1, 2, 3, 4, 5, 6, 7, 10, 11, 16, 20, 22, 24, 29, 30, 32, 33, 37, 40, 42, 43, 44, 45, 48, 50, 51, 53, 58, 61, 62, 64, 65, 66, 67, 68, 70], "while": [1, 2, 4, 6, 8, 11, 12, 14, 16, 29, 32, 42, 43, 44, 48, 50, 51, 66], "on_degrad": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51], "except": [1, 2, 4, 6, 8, 10, 11, 12, 16, 24, 29, 32, 40, 51, 53, 58], "rerais": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "remain": [1, 2, 4, 6, 8, 11, 12, 16, 24, 29, 32, 35, 43, 44, 48, 49, 53], "do": [1, 2, 4, 6, 8, 11, 12, 16, 20, 29, 32, 33, 36, 41, 47, 51, 52, 61, 62, 64, 68, 69, 70, 71], "overrid": [1, 2, 4, 6, 7, 8, 11, 12, 16, 23, 29, 32, 46], "thi": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 27, 29, 30, 31, 32, 33, 34, 35, 36, 37, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 57, 58, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71], "chang": [1, 2, 4, 5, 6, 8, 11, 12, 13, 14, 16, 18, 19, 22, 24, 26, 29, 32, 46, 50, 51, 52, 54, 57, 58, 62, 68, 71], "disconnect": [1, 2, 4, 11, 12, 16], "dispos": [1, 2, 4, 6, 8, 11, 12, 16, 28, 29, 31, 32, 66, 70], "on_dispos": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51, 61], "fault": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "multipl": [1, 2, 4, 6, 8, 11, 12, 14, 16, 27, 29, 31, 32, 40, 42, 43, 44, 45, 48, 50, 52, 61, 69, 70], "time": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 24, 27, 29, 31, 32, 35, 39, 40, 41, 48, 50, 56, 57, 58, 61, 64, 65, 66, 68, 70], "same": [1, 2, 4, 6, 8, 11, 12, 16, 18, 19, 27, 29, 31, 32, 35, 37, 43, 46, 47, 50, 51, 57, 62, 65, 67, 70], "effect": [1, 2, 4, 6, 8, 11, 12, 16, 29, 31, 32, 41, 43], "onc": [1, 2, 4, 6, 8, 11, 12, 16, 20, 24, 29, 31, 32, 37, 42, 44, 48, 49, 51, 54, 65, 69, 70], "idempot": [1, 2, 4, 6, 8, 11, 12, 16, 29, 31, 32], "cannot": [1, 2, 4, 6, 8, 11, 12, 14, 16, 24, 27, 29, 30, 31, 32, 33, 40, 49, 50, 51, 66], "revers": [1, 2, 4, 6, 7, 8, 11, 12, 16, 29, 31, 32], "other": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 19, 24, 27, 29, 30, 31, 32, 40, 41, 42, 46, 48, 49, 50, 51, 52, 58, 61, 62, 64, 68, 70], "on_fault": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51], "componentid": [1, 2, 4, 6, 7, 8, 11, 12, 16, 20, 29, 32], "is_connect": [1, 2, 4, 6, 11, 12, 16], "is_degrad": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "is_dispos": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "is_fault": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "is_initi": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "is_run": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "is_stop": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "stop": [1, 2, 4, 6, 8, 11, 12, 16, 24, 26, 27, 29, 31, 32, 35, 51, 66], "request": [1, 2, 4, 6, 8, 10, 11, 12, 16, 18, 24, 32, 44, 45, 50, 51, 64, 65, 66, 67], "datatyp": [1, 2, 4, 6, 8, 11, 12, 16, 18, 32, 33, 36, 48, 64], "data_typ": [1, 2, 4, 6, 8, 11, 12, 16, 18, 32, 33, 36, 48, 64], "uuid4": [1, 2, 4, 6, 7, 8, 10, 11, 12, 16, 19, 24, 31, 32, 33], "correlation_id": [1, 2, 4, 6, 8, 10, 11, 16, 33], "subscript": [1, 2, 4, 6, 8, 11, 12, 16, 32, 51, 64, 66], "correl": [1, 2, 4, 6, 8, 10, 11, 16], "respons": [1, 2, 4, 6, 8, 10, 11, 12, 16, 29, 32, 45, 57, 66], "request_bar": [1, 2, 4, 6, 8, 11, 12, 16, 32, 51, 66], "bartyp": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 27, 32, 44, 51, 70], "bar_typ": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 27, 32, 44, 51, 69, 70], "limit": [1, 2, 4, 6, 8, 11, 12, 16, 19, 24, 28, 29, 35, 37, 40, 44, 50, 51, 52, 61, 64, 70], "datetim": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 16, 18, 19, 22, 24, 32, 43, 47, 66, 69], "end": [1, 2, 4, 6, 8, 11, 12, 16, 18, 27, 32, 43, 44, 49, 50, 52, 62, 69, 70], "histor": [1, 2, 4, 6, 8, 11, 12, 16, 32, 41, 42, 50, 51, 62, 64, 65, 67, 69, 70, 71], "bar": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 18, 27, 32, 40, 43, 50, 51, 64, 66], "number": [1, 2, 4, 8, 11, 16, 17, 18, 20, 22, 23, 26, 27, 29, 37, 43, 44, 46, 49, 51], "utc": [1, 2, 4, 6, 8, 10, 11, 12, 16, 22, 24, 32, 43, 47, 49, 51, 69], "inclus": [1, 2, 4, 6, 8, 11, 12, 16, 32], "depend": [1, 2, 4, 6, 8, 11, 12, 16, 22, 23, 25, 32, 44, 46, 48, 50, 51, 54, 60, 64, 65, 66, 69], "individu": [1, 2, 4, 5, 6, 8, 11, 12, 16, 17, 32, 42, 44, 47, 48, 51, 64, 70], "implement": [1, 2, 3, 4, 6, 7, 8, 11, 12, 13, 14, 16, 19, 21, 28, 29, 30, 32, 33, 36, 38, 39, 42, 43, 44, 45, 47, 48, 50, 55, 57, 58, 65, 66], "request_instru": [1, 2, 4, 6, 8, 11, 12, 16, 32, 33, 66], "request_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 32], "quotetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 27, 28, 32, 43, 48, 50, 51, 61, 65, 69], "tick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 22, 25, 27, 28, 32, 37, 40, 43, 44, 46, 49, 50, 51, 61, 64, 66, 69, 70], "request_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 32], "tradetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 17, 18, 27, 32, 43, 48, 50, 51, 65, 70], "reset": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 16, 17, 28, 29, 32, 70], "field": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 16, 19, 20, 27, 28, 29, 32, 36, 43, 64, 69], "on_reset": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51], "resum": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "on_resum": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51], "run_after_delai": [1, 2, 4, 16], "delai": [1, 2, 4, 16, 31, 51], "float": [1, 2, 4, 5, 6, 12, 14, 16, 22, 23, 26, 27, 29, 39, 44, 48, 61], "after": [1, 2, 4, 6, 8, 12, 16, 27, 31, 32, 51], "second": [1, 2, 4, 8, 12, 16, 18, 50, 61], "befor": [1, 2, 4, 8, 16, 27, 40, 49, 62, 66, 67, 68, 69], "on_start": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51, 61, 64], "componentst": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32], "on_stop": [1, 2, 4, 6, 8, 11, 12, 16, 29, 32, 51, 61], "subscrib": [1, 2, 4, 6, 8, 11, 12, 16, 18, 32, 36, 37, 43, 44, 45, 46, 50, 51, 64, 65, 66], "subscribe_bar": [1, 2, 4, 6, 8, 11, 12, 16, 32, 51], "subscribe_instru": [1, 2, 4, 6, 8, 11, 12, 16, 32, 46], "subscribe_instrument_clos": [1, 2, 4, 6, 8, 11, 12, 16, 32], "instrumentclos": [1, 2, 4, 6, 8, 11, 12, 16, 18, 32, 43, 50, 51], "subscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 16, 32], "instrumentstatu": [1, 2, 4, 6, 8, 11, 12, 16, 18, 32, 43, 50, 51], "subscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 16, 32], "booktyp": [1, 2, 4, 6, 8, 11, 12, 16, 17, 32], "book_typ": [1, 2, 4, 6, 8, 11, 12, 16, 17, 32], "depth": [1, 2, 4, 6, 8, 11, 12, 16, 17, 18, 32, 42, 43, 50, 65], "kwarg": [1, 2, 4, 6, 8, 11, 12, 14, 16, 27, 32], "orderbookdelta": [1, 2, 4, 6, 8, 11, 12, 16, 17, 18, 27, 32, 43, 50, 51, 65], "book": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 24, 27, 32, 43, 46, 49, 50, 51, 65], "l1_mbp": [1, 2, 4, 6, 8, 11, 12, 16, 17, 32], "l2_mbp": [1, 2, 4, 6, 8, 11, 12, 16, 32], "l3_mbo": [1, 2, 4, 6, 8, 11, 12, 16, 32], "maximum": [1, 2, 4, 5, 6, 7, 8, 11, 12, 16, 20, 22, 26, 27, 29, 32, 46, 48, 50, 56], "keyword": [1, 2, 4, 6, 8, 11, 12, 16, 27, 32, 43, 53], "argument": [1, 2, 4, 6, 8, 11, 12, 16, 18, 27, 32, 41, 43, 44, 52], "subscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 16, 32], "snapshot": [1, 2, 4, 6, 7, 8, 11, 12, 16, 18, 32, 65], "level": [1, 2, 3, 4, 6, 8, 10, 11, 12, 13, 16, 17, 18, 20, 26, 32, 33, 35, 38, 43, 45, 47, 48, 49, 50, 52, 55, 57, 58, 61, 62, 64, 67], "A": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 16, 17, 18, 23, 24, 27, 32, 33, 40, 41, 42, 43, 46, 48, 49, 50, 51, 56, 59, 61, 65, 66], "subscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 16, 32, 40, 51, 61], "subscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 16, 32], "subscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 16, 32], "subscribed_bar": [1, 2, 4, 6, 11, 16], "subscribed_custom_data": [1, 2, 4, 6, 11, 16], "subscribed_instrument_clos": [1, 2, 4, 6, 11, 16], "close": [1, 2, 4, 6, 7, 8, 11, 12, 14, 16, 18, 19, 24, 25, 27, 32, 35, 43, 49, 51, 52, 65, 67], "subscribed_instrument_statu": [1, 2, 4, 6, 11, 16], "statu": [1, 2, 4, 6, 8, 11, 12, 16, 18, 24, 32, 43, 49, 51, 65, 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, 17, 18, 24, 32, 43, 51], "subscribed_order_book_snapshot": [1, 2, 4, 6, 11, 16], "subscribed_quote_tick": [1, 2, 4, 6, 11, 16], "subscribed_trade_tick": 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32, 39, 41, 42, 43, 44, 45, 47, 48, 50, 51, 52, 53, 55, 57, 58, 61, 62, 64, 67, 68, 70], "post": [1, 6, 29, 50, 64], "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, 63, 64], "api_secret": [2, 63, 64], "binanceaccounttyp": [2, 33, 64], "base_url_http": [2, 64], "base_url_w": [2, 64], "u": [2, 7, 8, 11, 18, 57, 60, 61, 66, 67, 70], "testnet": [2, 33], "use_agg_trade_tick": [2, 64], "binancedatacli": 2, "public": [2, 8, 12, 24, 48], "binance_api_kei": [2, 64], "binance_testnet_api_kei": [2, 64], "environ": [2, 7, 27, 31, 33, 37, 43, 47, 50, 55, 59, 60, 61, 63, 64, 65, 66], "variabl": [2, 27, 43, 52, 53, 61, 63, 64, 66, 69], "client": [2, 3, 4, 6, 7, 8, 12, 16, 19, 20, 24, 25, 32, 37, 41, 44, 46, 48, 50, 51, 63, 64, 65, 67], "endpoint": [2, 8, 11, 12, 64, 65], "websocket": [2, 3, 50, 64], "aggreg": [2, 6, 8, 12, 18, 32, 43, 50], "binanceexecclientconfig": 2, "clock_sync_interval_sec": 2, "use_gtd": [2, 51], "use_reduce_onli": [2, 6], "use_position_id": [2, 6], "treat_expired_as_cancel": 2, "max_retri": 2, "retry_delai": 2, "binanceexecutioncli": 2, "gtd": [2, 6, 8, 12, 19, 24, 32, 49, 50], "tif": 2, "forc": [2, 6, 8, 12, 19, 24, 32, 50, 51], "remap": 2, "gtc": [2, 8, 12, 19, 24, 49], "reduce_onli": [2, 6, 8, 12, 19, 24, 49], "instruct": [2, 6, 8, 12, 19, 24, 32, 35, 45, 50, 61, 67], "sent": [2, 6, 8, 11, 12, 19, 24, 32, 37, 51], "through": [2, 4, 6, 8, 10, 11, 12, 14, 16, 19, 24, 29, 30, 32, 33, 37, 38, 43, 45, 46, 48, 50, 51, 53, 55, 57, 59, 65, 66, 68, 69, 70, 71], "alwai": [2, 8, 24, 40, 41, 46, 47, 52], "hedg": [2, 6, 7, 32, 69], "position_id": [2, 5, 7, 12, 19, 24, 25, 32, 61], "virtual": [2, 7, 54, 60], "semant": 2, "treat": [2, 27, 37], "certain": [2, 8, 23, 41, 44, 46, 48, 49, 61], "you": [2, 6, 8, 12, 13, 32, 35, 36, 37, 38, 39, 41, 42, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 58, 59, 60, 61, 62, 63, 64, 65, 66, 69, 70, 71], "uniform": 2, "positiveint": 2, "retri": 2, "positivefloat": 2, "get_cached_binance_http_cli": [2, 33], "secret": [2, 4, 33], "base_url": 2, "is_testnet": [2, 33], "is_u": 2, "url": 2, "get_cached_binance_spot_instrument_provid": 2, "binancespotinstrumentprovid": [2, 46], "get_cached_binance_futures_instrument_provid": 2, "binancefuturesinstrumentprovid": [2, 33], "binancelivedataclientfactori": [2, 64], "binancespotdatacli": [2, 64], "binancefuturesdatacli": [2, 64], "binanceliveexecclientfactori": [2, 64], "binancespotexecutioncli": [2, 64], "binancefuturesexecutioncli": [2, 64], "common": [2, 7, 13, 16, 27, 31, 32, 33, 35, 37, 44, 47, 55, 63, 64, 66], "doc": [2, 34, 42, 45, 52, 55, 61, 64, 65, 67, 71], "github": [2, 61], "io": [2, 27, 53, 61], "apidoc": 2, "en": [2, 8, 10, 20, 24, 27, 53], "definit": [2, 4, 40, 46, 55, 57, 64], "binanceratelimittyp": 2, "binanceratelimitinterv": 2, "interv": [2, 4, 6, 8, 11, 12, 16, 27, 29, 32, 44, 51], "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], "binanceneworderresptyp": 2, "neworderresptyp": 2, "binanceerrorcod": 2, "cover": [2, 36, 38, 41, 45, 57, 58, 62, 65, 69, 70], "binanceenumpars": 2, "concret": [2, 6, 8, 10, 11, 12, 14, 16, 19, 24, 29, 30, 32], "subclass": [2, 6, 7, 8, 10, 11, 12, 14, 16, 18, 19, 24, 27, 28, 29, 30, 32, 36, 46], "binancebar": [2, 64], "high": [2, 7, 8, 11, 12, 14, 16, 18, 27, 29, 32, 41, 43, 45, 47, 48, 50, 55, 57, 58, 62, 65], "low": [2, 6, 10, 14, 18, 27, 32, 64, 67], "volum": [2, 11, 14, 17, 18, 27, 50, 64], "quote_volum": 2, "taker_buy_base_volum": 2, "taker_buy_quote_volum": 2, "candlestick": [2, 14], "pyo3_bar": [2, 18], "is_revis": [2, 18], "revis": [2, 18, 66], "previou": [2, 8, 14, 18, 32, 40], "is_single_pric": [2, 18], "ohlc": [2, 18], "singl": [2, 6, 7, 8, 12, 16, 18, 20, 28, 32, 41, 42, 43, 46, 47, 48, 50, 51, 56, 61, 64, 65, 71], "binancetick": [2, 64], "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, 27, 69], "bid_qti": 2, "ask_pric": [2, 18, 27, 69], "ask_qti": 2, "24hr": [2, 64], "statist": [2, 5, 38, 41, 50, 51, 65, 70], "percent": 2, "weight": [2, 14, 41], "millisecond": [2, 6, 8, 10, 12, 27, 32, 50, 67], "first": [2, 8, 24, 27, 32, 36, 44, 48, 50, 53, 59, 60, 61, 62, 64, 66, 69, 70], "over": [2, 6, 14, 19, 42, 44, 50, 51, 52, 64, 69, 70], "usdt_futur": [2, 33, 64], "binancecommondatacli": 2, "orderbook": [2, 4, 6, 7, 8, 11, 12, 16, 17, 18, 32, 51], "binancefuturescontracttyp": 2, "deriv": [2, 6, 22, 39, 40, 43, 44, 64], "contract": [2, 4, 22, 23, 36, 45, 46, 49, 57, 64], "binancefuturescontractstatu": 2, "binancefuturespositionsid": 2, "binancefuturesworkingtyp": 2, "work": [2, 8, 12, 34, 36, 41, 42, 45, 46, 47, 49, 51, 53, 55, 61, 64, 65, 67, 71], "binancefuturesmargintyp": 2, "binancefuturespositionupdatereason": 2, "binancefutureseventtyp": 2, "binancefuturesenumpars": 2, "binancecommonexecutioncli": 2, "binancefuturesmarkpriceupd": 2, "mark": [2, 8, 14, 41, 49, 64, 67], "index": [2, 7, 8, 10, 13, 14, 23, 27, 49], "estimated_settl": 2, "funding_r": 2, "ts_next_fund": 2, "fund": [2, 64, 66], "estim": 2, "settl": [2, 22], "hour": [2, 4, 18, 50, 66], "settlement": [2, 22, 25, 46], "next": [2, 6, 8, 10, 11, 27, 32, 52, 61, 69, 70], "binancespotpermiss": 2, "permiss": [2, 63, 64], "binancespotsymbolstatu": 2, "binancespoteventtyp": 2, "binancespotenumpars": 2, "brokerag": [3, 67], "each": [3, 6, 8, 12, 16, 27, 32, 33, 35, 36, 39, 41, 42, 43, 44, 45, 47, 48, 49, 51, 56, 61, 62, 67, 71], "lower": [3, 8, 14, 24, 48, 49, 55, 61, 64], "rest": [3, 6, 11, 12, 50, 63, 64], "built": [3, 4, 13, 16, 18, 20, 21, 23, 30, 39, 43, 44, 45, 47, 48, 49, 50, 51, 55, 57, 61, 64, 66, 68, 70, 71], "top": [3, 11, 12, 13, 17, 18, 24, 32, 33, 34, 43, 45, 48, 52, 58], "contractid": 4, "as_integer_ratio": [4, 18], "ratio": [4, 5, 14, 18, 43], "whose": [4, 18, 35, 44], "exactli": [4, 18, 19, 37, 43, 46], "origin": [4, 7, 12, 13, 18, 20, 24, 32, 37, 44, 51], "denomin": [4, 8, 18, 19, 23, 24], "bit_count": [4, 18], "ones": [4, 18, 66], "binari": [4, 18, 41, 42, 43, 50, 60, 68], "absolut": [4, 10, 18, 27], "known": [4, 18, 35, 41, 49], "popul": [4, 18, 43], "bin": [4, 5, 18], "13": [4, 18], "0b1101": [4, 18], "3": [4, 14, 17, 18, 50, 56, 60], "bit_length": [4, 18], "bit": [4, 6, 10, 18, 60], "necessari": [4, 8, 18, 36, 37, 43, 44, 46, 49, 51, 55, 57, 64], "37": [4, 18], "0b100101": [4, 18], "conjug": [4, 18], "complex": [4, 8, 10, 12, 18, 44, 50, 53, 70], "ration": [4, 18], "lowest": [4, 14, 18, 38, 57], "from_byt": [4, 18], "byteord": [4, 18], "big": [4, 18], "sign": [4, 18, 19, 24, 25, 65], "arrai": [4, 10, 18, 62], "hold": [4, 10, 12, 18, 36, 37, 41, 50], "either": [4, 6, 8, 12, 18, 20, 23, 27, 30, 32, 33, 35, 37, 43, 49, 50, 59, 61, 63, 64, 66, 67], "buffer": [4, 8, 16, 18, 65], "protocol": [4, 12, 18, 20, 27, 32], "iter": [4, 6, 12, 14, 18], "produc": [4, 7, 8, 14, 18, 23, 41, 42, 46, 47, 48, 55, 65], "bytearrai": [4, 18], "exampl": [4, 8, 18, 20, 23, 36, 38, 39, 40, 43, 44, 45, 46, 47, 48, 49, 50, 58, 61, 64, 66, 69, 70], "most": [4, 6, 7, 8, 12, 13, 18, 32, 37, 41, 43, 46, 48, 51, 57, 63, 64], "signific": [4, 18], "begin": [4, 8, 18, 48, 61, 71], "littl": [4, 18, 58], "To": [4, 18, 24, 27, 41, 43, 44, 47, 48, 50, 51, 52, 57, 59, 60, 61, 63, 64, 66, 67], "nativ": [4, 18, 22, 32, 46, 50, 64, 67], "sy": [4, 18], "indic": [4, 6, 7, 8, 10, 12, 13, 18, 25, 28, 32, 41, 44, 49, 51, 61], "two": [4, 14, 18, 20, 22, 24, 26, 33, 35, 36, 40, 42, 43, 44, 47, 48, 49, 51, 52, 63, 64, 65, 68], "complement": [4, 18], "imag": [4, 18, 61], "imaginari": [4, 18], "part": [4, 8, 18, 24, 27, 41, 43, 46, 47, 51, 52, 53, 70], "numer": [4, 8, 18, 20], "real": [4, 6, 8, 12, 18, 32, 41, 50, 65], "to_byt": [4, 18], "overflowerror": [4, 18, 22, 23], "determin": [4, 8, 11, 14, 18, 22, 27, 32, 44, 50], "comboleg": 4, "conid": 4, "openclos": 4, "shortsaleslot": 4, "designatedloc": 4, "exemptcod": 4, "leg": 4, "within": [4, 6, 7, 8, 12, 14, 16, 19, 20, 29, 32, 33, 36, 40, 41, 42, 48, 49, 50, 51, 57, 64], "combo": 4, "deltaneutralcontract": 4, "neutral": 4, "ibcontract": [4, 66], "sectyp": [4, 66], "liter": 4, "stk": [4, 66], "opt": [4, 51], "fut": 4, "fop": 4, "contfut": [4, 66], "primaryexchang": [4, 66], "localsymbol": 4, "tradingclass": 4, "lasttradedateorcontractmonth": [4, 66], "multipli": [4, 14, 22, 25, 46], "strike": [4, 22], "right": [4, 11, 13, 50, 52, 55, 58], "includeexpir": 4, "secidtyp": [4, 66], "secid": [4, 66], "descript": [4, 13, 24, 25, 40, 51, 70], "issuerid": 4, "combolegsdescrip": 4, "interactive_brok": [4, 66], "build_futures_chain": [4, 66], "build_options_chain": [4, 66], "min_expiry_dai": [4, 66], "max_expiry_dai": [4, 66], "describ": [4, 34, 42, 45, 48, 52, 61], "futur": [4, 6, 8, 12, 22, 31, 32, 33, 40, 44, 45, 46, 49, 50, 51, 57, 64, 65, 66, 67, 68, 70], "e": [4, 8, 12, 24, 25, 43, 44, 46, 47, 50, 51, 52, 61, 64, 66], "where": [4, 7, 8, 10, 19, 22, 24, 26, 32, 37, 41, 43, 47, 48, 49, 50, 51, 52, 55, 64, 67, 69], "Will": [4, 7, 8, 12, 20, 23, 32, 44], "smart": [4, 66], "stock": [4, 35, 65, 66], "search": [4, 66, 69], "full": [4, 16, 24, 35, 37, 40, 44, 46, 49, 61, 64, 65, 67], "chain": [4, 66], "options_chain": 4, "futures_chain": 4, "dai": [4, 5, 6, 8, 12, 14, 18, 19, 24, 32, 49, 50, 68], "y": [4, 36, 47, 61, 69], "m": [4, 8, 47, 69], "d": [4, 14, 47, 66, 69, 70], "expiri": [4, 24, 32], "ibordertag": 4, "whatif": 4, "ocagroup": 4, "ocatyp": 4, "allornon": 4, "activestarttim": 4, "activestoptim": 4, "goodaftertim": 4, "outsiderth": 4, "attach": [4, 37, 49], "tag": [4, 8, 12, 19, 20, 24, 32, 35, 49], "ib": [4, 20, 60, 66, 67], "ibcontractdetail": [4, 66], "marketnam": 4, "mintick": 4, "validexchang": 4, "pricemagnifi": 4, "underconid": 4, "longnam": 4, "contractmonth": 4, "industri": 4, "categori": [4, 51, 58], "subcategori": 4, "timezoneid": 4, "tradinghour": 4, "liquidhour": 4, "evrul": 4, "evmultipli": 4, "mdsizemultipli": 4, "agggroup": 4, "undersymbol": 4, "undersectyp": 4, "marketruleid": 4, "secidlist": 4, "ibapi": [4, 66], "tag_valu": 4, "tagvalu": 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, 66], "intern": [4, 6, 8, 11, 12, 14, 16, 18, 20, 22, 23, 29, 31, 44, 51, 56, 61, 69, 70], "eas": 4, "interactivebrokersgatewayconfig": [4, 66], "127": 4, "4001": 4, "4002": [4, 66], "trading_mod": [4, 66], "paper": [4, 41, 50, 66], "read_only_api": 4, "timeout": [4, 12, 16], "interactivebrokersgatewai": [4, 66], "setup": [4, 6, 8, 12, 32, 43, 48, 51, 55, 61, 66, 69, 70], "tws_usernam": [4, 66], "tws_password": [4, 66], "hostnam": 4, "ip": 4, "address": [4, 6, 8, 12, 13, 32, 44, 50, 66], "gatewai": [4, 60, 64, 66], "tw": [4, 66], "server": [4, 51, 60, 61], "docker": [4, 50, 60, 66], "try": [4, 61, 66], "interactivebrokersinstrumentproviderconfig": [4, 66], "strict_symbologi": 4, "load_contract": [4, 66], "cache_validity_dai": 4, "pickle_path": 4, "interactivebrokersinstrumentprovid": [4, 66], "symbologi": 4, "format": [4, 5, 8, 10, 17, 18, 20, 23, 27, 42, 43, 47, 61, 65, 69], "strict": [4, 23], "interactivebrok": [4, 24], "detail": [4, 13, 27, 37, 38, 40, 42, 43, 45, 47, 49, 51, 61, 66, 68, 69, 70], "g": [4, 8, 12, 24, 25, 43, 44, 46, 47, 51, 52, 61, 64, 66], "eur": [4, 61, 66, 69], "usd": [4, 20, 23, 43, 46, 49, 56, 61, 65, 66, 69], "idealpro": [4, 20, 49, 66], "simplifi": [4, 58], "notat": 4, "like": [4, 23, 27, 42, 43, 44, 49, 51, 53, 54, 61, 65, 66, 70], "favor": [4, 24, 35], "unless": [4, 8, 30, 41, 55, 58, 67], "global": [4, 20, 29, 30], "fresh": [4, 69, 70], "pull": [4, 61, 69], "upon": [4, 40, 46, 51, 66], "tradingnod": [4, 7, 16, 33, 47, 50, 63, 64, 66], "mani": [4, 7, 8, 11, 12, 21, 41, 42, 51, 53, 57, 61, 64, 68, 69, 70], "make": [4, 6, 8, 12, 19, 22, 24, 37, 41, 43, 44, 45, 47, 50, 51, 54, 57, 60, 61, 65, 68, 70, 71], "even": [4, 24, 51, 52], "restart": 4, "path": [4, 8, 27, 37, 43, 47, 61, 69], "store": [4, 7, 14, 23, 40, 42, 43, 65, 69], "pickl": [4, 6], "dure": [4, 19, 39, 52, 55, 61, 65], "cache_valid": 4, "period": [4, 5, 14, 20, 44, 46, 52], "interactivebrokersdataclientconfig": [4, 66], "ibg_host": 4, "ibg_port": [4, 66], "ibg_client_id": 4, "use_regular_trading_hour": [4, 66], "market_data_typ": [4, 66], "enum_implem": 4, "0x7f8fd5bd3350": 4, "interactivebrokersdatacli": [4, 66], "client_id": [4, 6, 7, 8, 11, 12, 16, 32, 33, 36, 64], "regular": [4, 18, 37, 44, 51], "mostli": [4, 53], "rth": 4, "realtim": [4, 66], "ibmarketdatatypeenum": [4, 66], "interactivebrokerscli": [4, 66], "delayed_frozen": [4, 66], "without": [4, 6, 8, 13, 20, 32, 48, 61], "interactivebrokersexecclientconfig": [4, 66], "interactivebrokersexeccli": 4, "ibg_account_id": 4, "tws_account": 4, "interactivebrokersexecutioncli": [4, 66], "retriev": [4, 27, 41, 63, 66], "get_cached_ib_cli": 4, "get_cached_interactive_brokers_instrument_provid": 4, "interactivebrokerslivedataclientfactori": [4, 66], "interactivebrokersliveexecclientfactori": [4, 66], "interactivebrokersspotexecutioncli": 4, "It": [4, 6, 8, 12, 13, 16, 18, 20, 27, 32, 36, 37, 39, 40, 42, 43, 44, 45, 46, 47, 48, 51, 55, 57, 60, 62, 64, 65, 66, 67, 68, 69, 70], "import": [4, 6, 8, 12, 32, 33, 36, 39, 40, 41, 43, 44, 45, 46, 47, 48, 49, 51, 52, 55, 61, 63, 64, 66], "shall": 4, "have": [4, 6, 7, 8, 12, 19, 23, 27, 28, 32, 35, 37, 41, 42, 43, 44, 46, 50, 51, 52, 61, 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"nautilus_trader.adapters.betfair.factories.BetfairLiveDataClientFactory"]], "betfairliveexecclientfactory (class in nautilus_trader.adapters.betfair.factories)": [[1, "nautilus_trader.adapters.betfair.factories.BetfairLiveExecClientFactory"]], "betfairmarketstreamclient (class in nautilus_trader.adapters.betfair.sockets)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairMarketStreamClient"]], "betfairorderstreamclient (class in nautilus_trader.adapters.betfair.sockets)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairOrderStreamClient"]], "betfairstartingprice (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairStartingPrice"]], "betfairstreamclient (class in nautilus_trader.adapters.betfair.sockets)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairStreamClient"]], "betfairticker (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker"]], "subscriptionstatus (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.SubscriptionStatus"]], "account_id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.account_id"]], "account_type (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.account_type"]], "action (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.action"]], "add() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add"]], "add_bulk() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add_bulk"]], "add_currency() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add_currency"]], "base_currency (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.base_currency"]], "batch_cancel_orders() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.batch_cancel_orders"]], "betfair_float_to_price() (in module nautilus_trader.adapters.betfair.orderbook)": [[1, "nautilus_trader.adapters.betfair.orderbook.betfair_float_to_price"]], "betfair_float_to_quantity() (in module nautilus_trader.adapters.betfair.orderbook)": [[1, "nautilus_trader.adapters.betfair.orderbook.betfair_float_to_quantity"]], "cancel_all_orders() (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, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.currency"]], "degrade() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.degrade"]], "degrade() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.degrade"]], "dict() (betfairdataclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.dict"]], "dict() (betfairexecclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.dict"]], "dict() (betfairinstrumentproviderconfig method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.dict"]], "disconnect() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.disconnect"]], "disconnect() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.disconnect"]], "dispose() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.dispose"]], "dispose() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.dispose"]], "fault() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.fault"]], "fault() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.fault"]], "find() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.find"]], "flags (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.flags"]], "from_dict() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_dict"]], "from_pyo3() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_pyo3"]], "from_pyo3_list() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_pyo3_list"]], "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_fill_reports() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_fill_reports"]], "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"]], "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 (betfairdataclientconfig property)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.id"]], "id (betfairexecclientconfig property)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.id"]], "id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.id"]], "id (betfairinstrumentproviderconfig property)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.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"]], "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"]], "json_primitives() (betfairdataclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.json_primitives"]], "json_primitives() (betfairexecclientconfig method)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.json_primitives"]], "json_primitives() (betfairinstrumentproviderconfig method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.json_primitives"]], "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"]], "on_market_update() (betfairdataclient method)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient.on_market_update"]], "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, 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"load_instrument() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.load_instrument"]], "load_instrument() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.load_instrument"]], "load_instruments() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.load_instruments"]], "load_order() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.load_order"]], "load_order() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.load_order"]], "load_orders() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.load_orders"]], "load_position() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.load_position"]], "load_position() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.load_position"]], "load_positions() (cachedatabaseadapter method)": [[7, 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"nautilus_trader.cache.cache.Cache.order"]], "order() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order"]], "order_book() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_book"]], "order_book() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_book"]], "order_exists() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_exists"]], "order_exists() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_exists"]], "order_list() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_list"]], "order_list() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_list"]], "order_list_exists() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_list_exists"]], "order_list_exists() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_list_exists"]], "order_list_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_list_ids"]], "order_list_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_list_ids"]], "order_lists() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.order_lists"]], "order_lists() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.order_lists"]], "orders() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders"]], "orders() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders"]], "orders_closed() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_closed"]], "orders_closed() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_closed"]], "orders_closed_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_closed_count"]], "orders_closed_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_closed_count"]], "orders_emulated() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_emulated"]], "orders_emulated() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_emulated"]], "orders_emulated_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_emulated_count"]], "orders_emulated_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_emulated_count"]], "orders_for_exec_algorithm() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_for_exec_algorithm"]], "orders_for_exec_algorithm() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_for_exec_algorithm"]], "orders_for_exec_spawn() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_for_exec_spawn"]], "orders_for_exec_spawn() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_for_exec_spawn"]], "orders_for_position() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_for_position"]], "orders_for_position() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_for_position"]], "orders_inflight() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_inflight"]], "orders_inflight() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_inflight"]], "orders_inflight_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_inflight_count"]], "orders_inflight_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_inflight_count"]], "orders_open() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_open"]], "orders_open() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_open"]], "orders_open_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_open_count"]], "orders_open_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_open_count"]], "orders_total_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.orders_total_count"]], "orders_total_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.orders_total_count"]], "position() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position"]], "position() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position"]], "position_closed_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_closed_ids"]], "position_closed_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_closed_ids"]], "position_exists() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_exists"]], "position_exists() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_exists"]], "position_for_order() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_for_order"]], "position_for_order() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_for_order"]], "position_id() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_id"]], "position_id() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_id"]], "position_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_ids"]], "position_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_ids"]], "position_open_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_open_ids"]], "position_open_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_open_ids"]], "position_snapshots() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.position_snapshots"]], "position_snapshots() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.position_snapshots"]], "positions() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions"]], "positions() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions"]], "positions_closed() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions_closed"]], "positions_closed() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions_closed"]], "positions_closed_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions_closed_count"]], "positions_closed_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions_closed_count"]], "positions_open() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions_open"]], "positions_open() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions_open"]], "positions_open_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions_open_count"]], "positions_open_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions_open_count"]], "positions_total_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.positions_total_count"]], "positions_total_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.positions_total_count"]], "price() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.price"]], "price() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.price"]], "quote_tick() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.quote_tick"]], "quote_tick() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.quote_tick"]], "quote_tick_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.quote_tick_count"]], "quote_tick_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.quote_tick_count"]], "quote_ticks() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.quote_ticks"]], "quote_ticks() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.quote_ticks"]], "reset() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.reset"]], "snapshot_order_state() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.snapshot_order_state"]], "snapshot_order_state() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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, "nautilus_trader.cache.cache.Cache.strategy_id_for_position"]], "strategy_id_for_position() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.strategy_id_for_position"]], "strategy_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.strategy_ids"]], "strategy_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.strategy_ids"]], "synthetic() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.synthetic"]], "synthetic() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.synthetic"]], "synthetic_ids() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.synthetic_ids"]], "synthetic_ids() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.synthetic_ids"]], "synthetics() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.synthetics"]], "synthetics() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.synthetics"]], "tick_capacity (cache attribute)": [[7, "nautilus_trader.cache.cache.Cache.tick_capacity"]], "trade_tick() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.trade_tick"]], "trade_tick() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.trade_tick"]], "trade_tick_count() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.trade_tick_count"]], "trade_tick_count() (cachefacade method)": [[7, "nautilus_trader.cache.base.CacheFacade.trade_tick_count"]], "trade_ticks() (cache 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() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.update_account"]], "update_actor() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_actor"]], "update_actor() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.update_actor"]], "update_order() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_order"]], "update_order() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.update_position"]], "update_strategy() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_strategy"]], "update_strategy() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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.component)": [[8, "nautilus_trader.common.component.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.component)": [[8, "nautilus_trader.common.component.LiveClock"]], "logger (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Logger"]], "messagebus (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.MessageBus"]], "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"]], "subscription (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Subscription"]], "taskid (class in nautilus_trader.common.executor)": [[8, "nautilus_trader.common.executor.TaskId"]], "testclock (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.TestClock"]], "throttler (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Throttler"]], "timeevent (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.TimeEvent"]], "timeeventhandler (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.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.component.TestClock.advance_time"]], "bracket() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.bracket"]], "cache (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.cache"]], "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, "nautilus_trader.common.component.Clock.cancel_timer"]], "cancel_timer() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.cancel_timer"]], "cancel_timer() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.cancel_timer"]], "cancel_timers() (clock method)": [[8, "nautilus_trader.common.component.Clock.cancel_timers"]], "cancel_timers() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.cancel_timers"]], "cancel_timers() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.cancel_timers"]], "clock (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.clock"]], "component_state_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_state_from_str"]], "component_state_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_state_to_str"]], "component_trigger_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_trigger_from_str"]], "component_trigger_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_trigger_to_str"]], "config (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.config"]], "count (clientorderidgenerator attribute)": [[8, "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"]], "create_pyo3_conversion_wrapper() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.create_pyo3_conversion_wrapper"]], "currencies() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currencies"]], "currency() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currency"]], "debug() (logger method)": [[8, "nautilus_trader.common.component.Logger.debug"]], "degrade() (actor method)": [[8, "nautilus_trader.common.actor.Actor.degrade"]], "degrade() (component method)": [[8, "nautilus_trader.common.component.Component.degrade"]], "deregister() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.deregister"]], "deregister_component_clock() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.deregister_component_clock"]], "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"]], "endpoints() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.endpoints"]], "error() (logger method)": [[8, "nautilus_trader.common.component.Logger.error"]], "event (timeeventhandler attribute)": [[8, "nautilus_trader.common.component.TimeEventHandler.event"]], "exception() (logger method)": [[8, "nautilus_trader.common.component.Logger.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)": [[8, "nautilus_trader.common.actor.Actor.fully_qualified_name"]], "fully_qualified_name() (component class method)": [[8, "nautilus_trader.common.component.Component.fully_qualified_name"]], "generate() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.generate"]], "generate() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.generate"]], "generate() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.generate"]], "generate_client_order_id() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.generate_client_order_id"]], "generate_order_list_id() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.generate_order_list_id"]], "get_all() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.get_all"]], "get_count() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.get_count"]], "get_future() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.get_future"]], "get_state_transition_table() (componentfsmfactory static method)": [[8, "nautilus_trader.common.component.ComponentFSMFactory.get_state_transition_table"]], "handle() (timeeventhandler method)": [[8, "nautilus_trader.common.component.TimeEventHandler.handle"]], "handle_bar() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_bar"]], "handle_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_bars"]], "handle_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_data"]], "handle_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_event"]], "handle_historical_data() (actor method)": [[8, "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_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"]], "handler (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.handler"]], "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_backing (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.has_backing"]], "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"]], "has_subscribers() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.has_subscribers"]], "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.component.TimeEvent.id"]], "indicators_initialized() (actor method)": [[8, "nautilus_trader.common.actor.Actor.indicators_initialized"]], "info() (logger method)": [[8, "nautilus_trader.common.component.Logger.info"]], "init_logging() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.init_logging"]], "init_tracing() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.init_tracing"]], "initialize() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.initialize"]], "interval (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.interval"]], "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_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.component.Throttler.is_limiting"]], "is_logging_initialized() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_logging_initialized"]], "is_matching_py() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_matching_py"]], "is_pending_request() (actor method)": [[8, "nautilus_trader.common.actor.Actor.is_pending_request"]], "is_pending_request() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.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"]], "is_subscribed() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.is_subscribed"]], "limit (throttler attribute)": [[8, "nautilus_trader.common.component.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.component.Clock.local_now"]], "local_now() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.local_now"]], "local_now() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.local_now"]], "log (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.log"]], "log_color_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_color_from_str"]], "log_color_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_color_to_str"]], "log_header() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_header"]], "log_level_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_level_from_str"]], "log_level_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_level_to_str"]], "log_sysinfo() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_sysinfo"]], "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 (logger attribute)": [[8, "nautilus_trader.common.component.Logger.name"]], "name (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.name"]], "name (timeevent attribute)": [[8, "nautilus_trader.common.component.TimeEvent.name"]], "nautilus_trader.common": [[8, "module-nautilus_trader.common"]], "nautilus_trader.common.actor": [[8, "module-nautilus_trader.common.actor"]], "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.providers": [[8, "module-nautilus_trader.common.providers"]], "next_time_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.next_time_ns"]], "next_time_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.next_time_ns"]], "next_time_ns() (testclock method)": [[8, "nautilus_trader.common.component.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_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"]], "portfolio (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.portfolio"]], "priority (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.priority"]], "pub_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.pub_count"]], "publish() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.publish"]], "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.component.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.component.Throttler.recv_count"]], "register() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.register"]], "register_base() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_base"]], "register_component_clock() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.register_component_clock"]], "register_default_handler() (clock method)": [[8, "nautilus_trader.common.component.Clock.register_default_handler"]], "register_default_handler() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.register_default_handler"]], "register_default_handler() (testclock method)": [[8, "nautilus_trader.common.component.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"]], "remove_instance_component_clocks() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.remove_instance_component_clocks"]], "req_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.req_count"]], "request() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.request"]], "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"]], "res_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.res_count"]], "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"]], "reset() (throttler method)": [[8, "nautilus_trader.common.component.Throttler.reset"]], "response() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.response"]], "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() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.send"]], "send() (throttler method)": [[8, "nautilus_trader.common.component.Throttler.send"]], "sent_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.sent_count"]], "sent_count (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.sent_count"]], "serializer (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.serializer"]], "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.component.TestClock.set_time"]], "set_time_alert() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_time_alert"]], "set_time_alert() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_time_alert"]], "set_time_alert() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_time_alert"]], "set_time_alert_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_time_alert_ns"]], "set_time_alert_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_time_alert_ns"]], "set_time_alert_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_time_alert_ns"]], "set_timer() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_timer"]], "set_timer() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_timer"]], "set_timer() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_timer"]], "set_timer_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_timer_ns"]], "set_timer_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_timer_ns"]], "set_timer_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_timer_ns"]], "shutdown() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.shutdown"]], "snapshot_orders (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.snapshot_orders"]], "snapshot_positions (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.snapshot_positions"]], "start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.start"]], "start() (component method)": [[8, "nautilus_trader.common.component.Component.start"]], "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"]], "strategy_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.strategy_id"]], "subscribe() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.subscribe"]], "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_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"]], "subscriptions() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.subscriptions"]], "timer_count (clock attribute)": [[8, "nautilus_trader.common.component.Clock.timer_count"]], "timer_count (liveclock attribute)": [[8, "nautilus_trader.common.component.LiveClock.timer_count"]], "timer_count (testclock attribute)": [[8, "nautilus_trader.common.component.TestClock.timer_count"]], "timer_names (clock attribute)": [[8, "nautilus_trader.common.component.Clock.timer_names"]], "timer_names (liveclock attribute)": [[8, "nautilus_trader.common.component.LiveClock.timer_names"]], "timer_names (testclock attribute)": [[8, "nautilus_trader.common.component.TestClock.timer_names"]], "timestamp() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp"]], "timestamp() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp"]], "timestamp() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp"]], "timestamp_ms() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp_ms"]], "timestamp_ms() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp_ms"]], "timestamp_ms() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp_ms"]], "timestamp_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp_ns"]], "timestamp_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp_ns"]], "timestamp_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp_ns"]], "to_importable_config() (actor method)": [[8, "nautilus_trader.common.actor.Actor.to_importable_config"]], "topic (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.topic"]], "topics() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.topics"]], "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 (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.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.component.TimeEvent.ts_event"]], "ts_init (timeevent attribute)": [[8, "nautilus_trader.common.component.TimeEvent.ts_init"]], "type (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.type"]], "type (component attribute)": [[8, "nautilus_trader.common.component.Component.type"]], "unsubscribe() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.unsubscribe"]], "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_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.component.Throttler.used"]], "utc_now() (clock method)": [[8, "nautilus_trader.common.component.Clock.utc_now"]], "utc_now() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.utc_now"]], "utc_now() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.utc_now"]], "warning() (logger method)": [[8, "nautilus_trader.common.component.Logger.warning"]], "nautilus_trader.config": [[9, "module-nautilus_trader.config"]], "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, 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(orderbook method)": [[17, "nautilus_trader.model.book.OrderBook.update"]], "update_quote_tick() (orderbook method)": [[17, "nautilus_trader.model.book.OrderBook.update_quote_tick"]], "update_trade_tick() (orderbook method)": [[17, "nautilus_trader.model.book.OrderBook.update_trade_tick"]], "bar (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.Bar"]], "baraggregation (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.BarAggregation"]], "barspecification (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.BarSpecification"]], "bartype (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.BarType"]], "bookorder (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.BookOrder"]], "customdata (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.CustomData"]], "datatype (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.DataType"]], "instrumentclose (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.InstrumentClose"]], "instrumentstatus (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.InstrumentStatus"]], "orderbookdelta (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.OrderBookDelta"]], "orderbookdeltas (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.OrderBookDeltas"]], "orderbookdepth10 (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.OrderBookDepth10"]], "quotetick (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.QuoteTick"]], "tradetick (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.TradeTick"]], "venuestatus (class in nautilus_trader.model.data)": [[18, "nautilus_trader.model.data.VenueStatus"]], "action (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.action"]], "aggregation (barspecification attribute)": 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attribute)": [[18, "nautilus_trader.model.data.QuoteTick.bid_price"]], "bid_size (quotetick attribute)": [[18, "nautilus_trader.model.data.QuoteTick.bid_size"]], "bids (orderbookdepth10 attribute)": [[18, "nautilus_trader.model.data.OrderBookDepth10.bids"]], "bit_count() (baraggregation method)": [[18, "nautilus_trader.model.data.BarAggregation.bit_count"]], "bit_length() (baraggregation method)": [[18, "nautilus_trader.model.data.BarAggregation.bit_length"]], "capsule_from_list() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.capsule_from_list"]], "capsule_from_list() (orderbookdepth10 static method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.capsule_from_list"]], "capsule_from_list() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.capsule_from_list"]], "capsule_from_list() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.capsule_from_list"]], "capsule_to_data() (in module 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"nautilus_trader.model.data.InstrumentClose.close_type"]], "conjugate() (baraggregation method)": [[18, "nautilus_trader.model.data.BarAggregation.conjugate"]], "data (customdata attribute)": [[18, "nautilus_trader.model.data.CustomData.data"]], "data_type (customdata attribute)": [[18, "nautilus_trader.model.data.CustomData.data_type"]], "deltas (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.deltas"]], "denominator (baraggregation attribute)": [[18, "nautilus_trader.model.data.BarAggregation.denominator"]], "exposure() (bookorder method)": [[18, "nautilus_trader.model.data.BookOrder.exposure"]], "extract_price() (quotetick method)": [[18, "nautilus_trader.model.data.QuoteTick.extract_price"]], "extract_volume() (quotetick method)": [[18, "nautilus_trader.model.data.QuoteTick.extract_volume"]], "flags (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.flags"]], "flags (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.flags"]], "flags (orderbookdepth10 attribute)": [[18, "nautilus_trader.model.data.OrderBookDepth10.flags"]], "from_bytes() (baraggregation method)": [[18, "nautilus_trader.model.data.BarAggregation.from_bytes"]], "from_dict() (bar static method)": [[18, "nautilus_trader.model.data.Bar.from_dict"]], "from_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.BookOrder.from_dict"]], "from_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.InstrumentClose.from_dict"]], "from_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.InstrumentStatus.from_dict"]], "from_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.from_dict"]], "from_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.OrderBookDeltas.from_dict"]], "from_dict() (orderbookdepth10 static method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.from_dict"]], "from_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.from_dict"]], "from_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.from_dict"]], "from_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.VenueStatus.from_dict"]], "from_pyo3() (bar static method)": [[18, "nautilus_trader.model.data.Bar.from_pyo3"]], "from_pyo3() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.from_pyo3"]], "from_pyo3() (orderbookdepth10 static method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.from_pyo3"]], "from_pyo3() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.from_pyo3"]], "from_pyo3() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.from_pyo3"]], "from_pyo3_list() (bar static method)": [[18, "nautilus_trader.model.data.Bar.from_pyo3_list"]], "from_pyo3_list() (orderbookdelta static method)": [[18, 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"nautilus_trader.model.data.BarType.from_str"]], "from_timedelta() (barspecification static method)": [[18, "nautilus_trader.model.data.BarSpecification.from_timedelta"]], "fully_qualified_name() (bar class method)": [[18, "nautilus_trader.model.data.Bar.fully_qualified_name"]], "fully_qualified_name() (customdata class method)": [[18, "nautilus_trader.model.data.CustomData.fully_qualified_name"]], "fully_qualified_name() (instrumentclose class method)": [[18, "nautilus_trader.model.data.InstrumentClose.fully_qualified_name"]], "fully_qualified_name() (instrumentstatus class method)": [[18, "nautilus_trader.model.data.InstrumentStatus.fully_qualified_name"]], "fully_qualified_name() (orderbookdelta class method)": [[18, "nautilus_trader.model.data.OrderBookDelta.fully_qualified_name"]], "fully_qualified_name() (orderbookdeltas class method)": [[18, "nautilus_trader.model.data.OrderBookDeltas.fully_qualified_name"]], "fully_qualified_name() (orderbookdepth10 class method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.fully_qualified_name"]], "fully_qualified_name() (quotetick class method)": [[18, "nautilus_trader.model.data.QuoteTick.fully_qualified_name"]], "fully_qualified_name() (tradetick class method)": [[18, "nautilus_trader.model.data.TradeTick.fully_qualified_name"]], "fully_qualified_name() (venuestatus class method)": [[18, "nautilus_trader.model.data.VenueStatus.fully_qualified_name"]], "halt_reason (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.InstrumentStatus.halt_reason"]], "high (bar attribute)": [[18, "nautilus_trader.model.data.Bar.high"]], "imag (baraggregation attribute)": [[18, "nautilus_trader.model.data.BarAggregation.imag"]], "instrument_id (bartype attribute)": [[18, "nautilus_trader.model.data.BarType.instrument_id"]], "instrument_id (instrumentclose attribute)": [[18, "nautilus_trader.model.data.InstrumentClose.instrument_id"]], "instrument_id (instrumentstatus attribute)": [[18, 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"nautilus_trader.model.data.BarType.is_externally_aggregated"]], "is_information_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.BarSpecification.is_information_aggregated"]], "is_internally_aggregated() (bartype method)": [[18, "nautilus_trader.model.data.BarType.is_internally_aggregated"]], "is_revision (bar attribute)": [[18, "nautilus_trader.model.data.Bar.is_revision"]], "is_single_price() (bar method)": [[18, "nautilus_trader.model.data.Bar.is_single_price"]], "is_snapshot (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.is_snapshot"]], "is_threshold_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.BarSpecification.is_threshold_aggregated"]], "is_time_aggregated() (barspecification method)": [[18, "nautilus_trader.model.data.BarSpecification.is_time_aggregated"]], "is_update (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.is_update"]], "list_from_capsule() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.list_from_capsule"]], "list_from_capsule() (orderbookdepth10 static method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.list_from_capsule"]], "list_from_capsule() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.list_from_capsule"]], "list_from_capsule() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.list_from_capsule"]], "low (bar attribute)": [[18, "nautilus_trader.model.data.Bar.low"]], "metadata (datatype attribute)": [[18, "nautilus_trader.model.data.DataType.metadata"]], "nautilus_trader.model.data": [[18, "module-nautilus_trader.model.data"]], "numerator (baraggregation attribute)": [[18, "nautilus_trader.model.data.BarAggregation.numerator"]], "open (bar attribute)": [[18, "nautilus_trader.model.data.Bar.open"]], "order (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.order"]], "order_id (bookorder attribute)": [[18, "nautilus_trader.model.data.BookOrder.order_id"]], "price (bookorder attribute)": [[18, "nautilus_trader.model.data.BookOrder.price"]], "price (tradetick attribute)": [[18, "nautilus_trader.model.data.TradeTick.price"]], "price_type (barspecification attribute)": [[18, "nautilus_trader.model.data.BarSpecification.price_type"]], "real (baraggregation attribute)": [[18, "nautilus_trader.model.data.BarAggregation.real"]], "sequence (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.sequence"]], "sequence (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.sequence"]], "sequence (orderbookdepth10 attribute)": [[18, "nautilus_trader.model.data.OrderBookDepth10.sequence"]], "side (bookorder attribute)": [[18, "nautilus_trader.model.data.BookOrder.side"]], "signed_size() (bookorder method)": [[18, "nautilus_trader.model.data.BookOrder.signed_size"]], "size (bookorder attribute)": [[18, "nautilus_trader.model.data.BookOrder.size"]], "size (tradetick attribute)": [[18, "nautilus_trader.model.data.TradeTick.size"]], "spec (bartype attribute)": [[18, "nautilus_trader.model.data.BarType.spec"]], "status (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.InstrumentStatus.status"]], "status (venuestatus attribute)": [[18, "nautilus_trader.model.data.VenueStatus.status"]], "step (barspecification attribute)": [[18, "nautilus_trader.model.data.BarSpecification.step"]], "timedelta (barspecification attribute)": [[18, "nautilus_trader.model.data.BarSpecification.timedelta"]], "to_bytes() (baraggregation method)": [[18, "nautilus_trader.model.data.BarAggregation.to_bytes"]], "to_capsule() (orderbookdeltas method)": [[18, "nautilus_trader.model.data.OrderBookDeltas.to_capsule"]], "to_dict() (bar static method)": [[18, "nautilus_trader.model.data.Bar.to_dict"]], "to_dict() (bookorder static method)": [[18, "nautilus_trader.model.data.BookOrder.to_dict"]], "to_dict() (instrumentclose static method)": [[18, "nautilus_trader.model.data.InstrumentClose.to_dict"]], "to_dict() (instrumentstatus static method)": [[18, "nautilus_trader.model.data.InstrumentStatus.to_dict"]], "to_dict() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.to_dict"]], "to_dict() (orderbookdeltas static method)": [[18, "nautilus_trader.model.data.OrderBookDeltas.to_dict"]], "to_dict() (orderbookdepth10 static method)": [[18, "nautilus_trader.model.data.OrderBookDepth10.to_dict"]], "to_dict() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.to_dict"]], "to_dict() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.to_dict"]], "to_dict() (venuestatus static method)": [[18, "nautilus_trader.model.data.VenueStatus.to_dict"]], "to_pyo3() (orderbookdeltas method)": [[18, "nautilus_trader.model.data.OrderBookDeltas.to_pyo3"]], "to_pyo3_list() (bar static method)": [[18, "nautilus_trader.model.data.Bar.to_pyo3_list"]], "to_pyo3_list() (orderbookdelta static method)": [[18, "nautilus_trader.model.data.OrderBookDelta.to_pyo3_list"]], "to_pyo3_list() (quotetick static method)": [[18, "nautilus_trader.model.data.QuoteTick.to_pyo3_list"]], "to_pyo3_list() (tradetick static method)": [[18, "nautilus_trader.model.data.TradeTick.to_pyo3_list"]], "topic (datatype attribute)": [[18, "nautilus_trader.model.data.DataType.topic"]], "trade_id (tradetick attribute)": [[18, "nautilus_trader.model.data.TradeTick.trade_id"]], "trading_session (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.InstrumentStatus.trading_session"]], "ts_event (bar attribute)": [[18, "nautilus_trader.model.data.Bar.ts_event"]], "ts_event (customdata attribute)": [[18, "nautilus_trader.model.data.CustomData.ts_event"]], "ts_event (instrumentclose attribute)": [[18, "nautilus_trader.model.data.InstrumentClose.ts_event"]], "ts_event (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.InstrumentStatus.ts_event"]], "ts_event (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.ts_event"]], "ts_event (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.ts_event"]], "ts_event (orderbookdepth10 attribute)": [[18, "nautilus_trader.model.data.OrderBookDepth10.ts_event"]], "ts_event (quotetick attribute)": [[18, "nautilus_trader.model.data.QuoteTick.ts_event"]], "ts_event (tradetick attribute)": [[18, "nautilus_trader.model.data.TradeTick.ts_event"]], "ts_event (venuestatus attribute)": [[18, "nautilus_trader.model.data.VenueStatus.ts_event"]], "ts_init (bar attribute)": [[18, "nautilus_trader.model.data.Bar.ts_init"]], "ts_init (customdata attribute)": [[18, "nautilus_trader.model.data.CustomData.ts_init"]], "ts_init (instrumentclose attribute)": [[18, "nautilus_trader.model.data.InstrumentClose.ts_init"]], "ts_init (instrumentstatus attribute)": [[18, "nautilus_trader.model.data.InstrumentStatus.ts_init"]], "ts_init (orderbookdelta attribute)": [[18, "nautilus_trader.model.data.OrderBookDelta.ts_init"]], "ts_init (orderbookdeltas attribute)": [[18, "nautilus_trader.model.data.OrderBookDeltas.ts_init"]], "ts_init (orderbookdepth10 attribute)": [[18, "nautilus_trader.model.data.OrderBookDepth10.ts_init"]], "ts_init (quotetick attribute)": [[18, "nautilus_trader.model.data.QuoteTick.ts_init"]], "ts_init (tradetick attribute)": [[18, "nautilus_trader.model.data.TradeTick.ts_init"]], "ts_init (venuestatus attribute)": [[18, "nautilus_trader.model.data.VenueStatus.ts_init"]], "type (datatype attribute)": [[18, "nautilus_trader.model.data.DataType.type"]], "venue (venuestatus attribute)": [[18, "nautilus_trader.model.data.VenueStatus.venue"]], "volume (bar attribute)": [[18, "nautilus_trader.model.data.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, 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"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, 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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_code() (venue static method)": [[20, "nautilus_trader.model.identifiers.Venue.from_code"]], "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)": [[20, "nautilus_trader.model.identifiers.AccountId.value"]], "value (clientid attribute)": [[20, "nautilus_trader.model.identifiers.ClientId.value"]], "value (clientorderid attribute)": [[20, "nautilus_trader.model.identifiers.ClientOrderId.value"]], "value (componentid attribute)": [[20, "nautilus_trader.model.identifiers.ComponentId.value"]], "value (execalgorithmid attribute)": [[20, "nautilus_trader.model.identifiers.ExecAlgorithmId.value"]], "value (identifier attribute)": [[20, "nautilus_trader.model.identifiers.Identifier.value"]], "value (instrumentid attribute)": [[20, "nautilus_trader.model.identifiers.InstrumentId.value"]], "value (orderlistid attribute)": [[20, "nautilus_trader.model.identifiers.OrderListId.value"]], "value (positionid attribute)": [[20, "nautilus_trader.model.identifiers.PositionId.value"]], "value (strategyid attribute)": [[20, "nautilus_trader.model.identifiers.StrategyId.value"]], "value (symbol attribute)": [[20, "nautilus_trader.model.identifiers.Symbol.value"]], "value (tradeid attribute)": [[20, "nautilus_trader.model.identifiers.TradeId.value"]], "value (traderid attribute)": [[20, "nautilus_trader.model.identifiers.TraderId.value"]], "value (venue attribute)": [[20, "nautilus_trader.model.identifiers.Venue.value"]], "value (venueorderid attribute)": [[20, "nautilus_trader.model.identifiers.VenueOrderId.value"]], "venue (instrumentid attribute)": [[20, "nautilus_trader.model.identifiers.InstrumentId.venue"]], "nautilus_trader.model": [[21, "module-nautilus_trader.model"]], "bettinginstrument (class in nautilus_trader.model.instruments.betting)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument"]], "cryptofuture (class in nautilus_trader.model.instruments.crypto_future)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture"]], "cryptoperpetual (class in nautilus_trader.model.instruments.crypto_perpetual)": [[22, "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"]], "activation_ns (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.activation_ns"]], "activation_ns (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.activation_ns"]], "activation_ns (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.activation_ns"]], "activation_utc (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.activation_utc"]], "activation_utc (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.activation_utc"]], "activation_utc (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.activation_utc"]], "asset_class (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.asset_class"]], "asset_class (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.asset_class"]], "asset_class (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.asset_class"]], "asset_class (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.asset_class"]], "asset_class (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.asset_class"]], "asset_class (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.asset_class"]], "asset_class (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.asset_class"]], "asset_class (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.asset_class"]], "base_currency (cryptoperpetual attribute)": [[22, "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, "nautilus_trader.model.instruments.futures_contract.FuturesContract.base_from_dict"]], "base_from_dict() (instrument static method)": [[22, "nautilus_trader.model.instruments.base.Instrument.base_from_dict"]], "base_from_dict() (optionscontract static method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.base_from_dict"]], "base_to_dict() (bettinginstrument static method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.base_to_dict"]], "base_to_dict() (cryptofuture static method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.base_to_dict"]], "base_to_dict() (cryptoperpetual static method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_to_dict"]], "base_to_dict() (currencypair static method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_to_dict"]], "base_to_dict() (equity static method)": [[22, "nautilus_trader.model.instruments.equity.Equity.base_to_dict"]], "base_to_dict() (futurescontract static method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.base_to_dict"]], "base_to_dict() (instrument static method)": [[22, "nautilus_trader.model.instruments.base.Instrument.base_to_dict"]], "base_to_dict() (optionscontract static method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.base_to_dict"]], "calculate() (syntheticinstrument method)": [[22, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.calculate"]], "calculate_base_quantity() (bettinginstrument method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.calculate_base_quantity"]], "calculate_base_quantity() (cryptofuture method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.calculate_base_quantity"]], "calculate_base_quantity() (cryptoperpetual method)": [[22, "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"]], "expiration_ns (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.expiration_ns"]], "expiration_ns (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.expiration_ns"]], "expiration_ns (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.expiration_ns"]], "expiration_utc (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.expiration_utc"]], "expiration_utc (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.expiration_utc"]], "expiration_utc (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.expiration_utc"]], "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"]], "from_pyo3() (equity static method)": [[22, "nautilus_trader.model.instruments.equity.Equity.from_pyo3"]], "from_pyo3() (futurescontract static method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.from_pyo3"]], "from_pyo3() (optionscontract static method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.from_pyo3"]], "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)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.get_settlement_currency"]], "get_settlement_currency() (cryptofuture method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.get_settlement_currency"]], "get_settlement_currency() (cryptoperpetual method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.get_settlement_currency"]], "get_settlement_currency() (currencypair method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.get_settlement_currency"]], "get_settlement_currency() (equity method)": [[22, "nautilus_trader.model.instruments.equity.Equity.get_settlement_currency"]], "get_settlement_currency() (futurescontract method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.get_settlement_currency"]], "get_settlement_currency() (instrument method)": [[22, "nautilus_trader.model.instruments.base.Instrument.get_settlement_currency"]], "get_settlement_currency() (optionscontract method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.get_settlement_currency"]], "id (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.id"]], "id (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.id"]], "id (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.id"]], "id (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.id"]], "id (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.id"]], "id (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.id"]], "id (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.id"]], "id (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.id"]], "id (syntheticinstrument 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"]], "instrument_class (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.instrument_class"]], "instrument_class (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.instrument_class"]], "instrument_class (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.instrument_class"]], "instrument_class (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.instrument_class"]], "instrument_class (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.instrument_class"]], "instrument_class (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.instrument_class"]], "instrument_class (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.instrument_class"]], "instrument_class (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.instrument_class"]], "instruments_from_pyo3() (in module nautilus_trader.model.instruments.base)": [[22, "nautilus_trader.model.instruments.base.instruments_from_pyo3"]], "is_inverse (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.is_inverse"]], "is_inverse (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.is_inverse"]], "is_inverse (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.is_inverse"]], "is_inverse (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.is_inverse"]], "is_inverse (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.is_inverse"]], "is_inverse (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.is_inverse"]], "is_inverse (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.is_inverse"]], "is_inverse (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.is_inverse"]], "is_quanto (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.is_quanto"]], "lot_size (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.lot_size"]], "lot_size (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.lot_size"]], "lot_size (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.lot_size"]], "lot_size (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.lot_size"]], "lot_size (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.lot_size"]], "lot_size (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.lot_size"]], "lot_size (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.lot_size"]], "lot_size (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.lot_size"]], "make_price() (bettinginstrument method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.make_price"]], "make_price() (cryptofuture method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.make_price"]], "make_price() (cryptoperpetual method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.make_price"]], "make_price() (currencypair method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.make_price"]], "make_price() (equity method)": [[22, "nautilus_trader.model.instruments.equity.Equity.make_price"]], "make_price() (futurescontract method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.make_price"]], "make_price() (instrument method)": [[22, "nautilus_trader.model.instruments.base.Instrument.make_price"]], "make_price() (optionscontract method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.make_price"]], "make_qty() (bettinginstrument method)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.make_qty"]], "make_qty() (cryptofuture method)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.make_qty"]], "make_qty() (cryptoperpetual method)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.make_qty"]], "make_qty() (currencypair method)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.make_qty"]], "make_qty() (equity method)": [[22, "nautilus_trader.model.instruments.equity.Equity.make_qty"]], "make_qty() (futurescontract method)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.make_qty"]], "make_qty() (instrument method)": [[22, "nautilus_trader.model.instruments.base.Instrument.make_qty"]], "make_qty() (optionscontract method)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.make_qty"]], "make_symbol() (in module nautilus_trader.model.instruments.betting)": [[22, "nautilus_trader.model.instruments.betting.make_symbol"]], "maker_fee (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.maker_fee"]], "maker_fee (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.maker_fee"]], "maker_fee (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.maker_fee"]], "maker_fee (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.maker_fee"]], "maker_fee (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.maker_fee"]], "maker_fee (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.maker_fee"]], "maker_fee (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.maker_fee"]], "maker_fee (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.maker_fee"]], "margin_init (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_init"]], "margin_init (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_init"]], "margin_init (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_init"]], "margin_init (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_init"]], "margin_init (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.margin_init"]], "margin_init (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_init"]], "margin_init (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.margin_init"]], "margin_init (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_init"]], "margin_maint (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_maint"]], "margin_maint (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_maint"]], "margin_maint (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_maint"]], "margin_maint (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_maint"]], "margin_maint (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.margin_maint"]], "margin_maint (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_maint"]], "margin_maint (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.margin_maint"]], "margin_maint (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_maint"]], "max_notional (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.max_notional"]], "max_notional (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_notional"]], "max_notional (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_notional"]], "max_notional (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_notional"]], "max_notional (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.max_notional"]], "max_notional (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_notional"]], "max_notional (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.max_notional"]], "max_notional (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_notional"]], "max_price (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.max_price"]], "max_price (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_price"]], "max_price (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_price"]], "max_price (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_price"]], "max_price (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.max_price"]], "max_price (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_price"]], "max_price (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.max_price"]], "max_price (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_price"]], "max_quantity (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.max_quantity"]], "max_quantity (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_quantity"]], "max_quantity (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_quantity"]], "max_quantity (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_quantity"]], "max_quantity (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.max_quantity"]], "max_quantity (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_quantity"]], "max_quantity (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.max_quantity"]], "max_quantity (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_quantity"]], "min_notional (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.min_notional"]], "min_notional (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.min_notional"]], "min_notional (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.min_notional"]], "min_notional (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.min_notional"]], "min_notional (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.min_notional"]], "min_notional (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.min_notional"]], "min_notional (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.min_notional"]], "min_notional (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.min_notional"]], "min_price (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.min_price"]], "min_price (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.min_price"]], "min_price (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.min_price"]], "min_price (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.min_price"]], "min_price (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.min_price"]], "min_price (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.min_price"]], "min_price (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.min_price"]], "min_price (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.min_price"]], "min_quantity (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.min_quantity"]], "min_quantity (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.min_quantity"]], "min_quantity (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.min_quantity"]], "min_quantity (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.min_quantity"]], "min_quantity (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.min_quantity"]], "min_quantity (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.min_quantity"]], "min_quantity (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.min_quantity"]], "min_quantity (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.min_quantity"]], "multiplier (bettinginstrument attribute)": [[22, "nautilus_trader.model.instruments.betting.BettingInstrument.multiplier"]], "multiplier (cryptofuture attribute)": [[22, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.multiplier"]], "multiplier (cryptoperpetual attribute)": [[22, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.multiplier"]], "multiplier (currencypair attribute)": [[22, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.multiplier"]], "multiplier (equity attribute)": [[22, "nautilus_trader.model.instruments.equity.Equity.multiplier"]], "multiplier (futurescontract attribute)": [[22, "nautilus_trader.model.instruments.futures_contract.FuturesContract.multiplier"]], "multiplier (instrument attribute)": [[22, "nautilus_trader.model.instruments.base.Instrument.multiplier"]], "multiplier (optionscontract attribute)": [[22, "nautilus_trader.model.instruments.options_contract.OptionsContract.multiplier"]], "nautilus_trader.model.instruments": [[22, "module-nautilus_trader.model.instruments"]], "nautilus_trader.model.instruments.base": [[22, "module-nautilus_trader.model.instruments.base"]], "nautilus_trader.model.instruments.betting": [[22, "module-nautilus_trader.model.instruments.betting"]], "nautilus_trader.model.instruments.crypto_future": [[22, "module-nautilus_trader.model.instruments.crypto_future"]], "nautilus_trader.model.instruments.crypto_perpetual": [[22, "module-nautilus_trader.model.instruments.crypto_perpetual"]], "nautilus_trader.model.instruments.currency_pair": [[22, "module-nautilus_trader.model.instruments.currency_pair"]], 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nautilus_trader.model.tick_scheme.implementations.fixed)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme"]], "tickscheme (class in nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme"]], "tieredtickscheme (class in nautilus_trader.model.tick_scheme.implementations.tiered)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme"]], "find_tick_index() (tieredtickscheme method)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.find_tick_index"]], "get_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.get_tick_scheme"]], "increment (fixedtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.increment"]], "list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.list_tick_schemes"]], "max_price (fixedtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.max_price"]], "max_price (tickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme.max_price"]], "max_price (tieredtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.max_price"]], "min_price (fixedtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.min_price"]], "min_price (tickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme.min_price"]], "min_price (tieredtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.min_price"]], "name (fixedtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.name"]], "name (tickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme.name"]], "name (tieredtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.name"]], "nautilus_trader.model.tick_scheme": [[26, "module-nautilus_trader.model.tick_scheme"]], "nautilus_trader.model.tick_scheme.base": [[26, "module-nautilus_trader.model.tick_scheme.base"]], "nautilus_trader.model.tick_scheme.implementations.fixed": [[26, "module-nautilus_trader.model.tick_scheme.implementations.fixed"]], "nautilus_trader.model.tick_scheme.implementations.tiered": [[26, "module-nautilus_trader.model.tick_scheme.implementations.tiered"]], "next_ask_price() (fixedtickscheme method)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_ask_price"]], "next_ask_price() (tickscheme method)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme.next_ask_price"]], "next_ask_price() (tieredtickscheme method)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_ask_price"]], "next_bid_price() (fixedtickscheme method)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_bid_price"]], "next_bid_price() (tickscheme method)": [[26, "nautilus_trader.model.tick_scheme.base.TickScheme.next_bid_price"]], "next_bid_price() (tieredtickscheme method)": [[26, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_bid_price"]], "price_precision (fixedtickscheme attribute)": [[26, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.price_precision"]], "register_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.register_tick_scheme"]], "round_down() (in module nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.round_down"]], "round_up() (in module nautilus_trader.model.tick_scheme.base)": [[26, "nautilus_trader.model.tick_scheme.base.round_up"]], "bardatawrangler (class in nautilus_trader.persistence.wranglers)": [[27, "nautilus_trader.persistence.wranglers.BarDataWrangler"]], "basedatacatalog (class in nautilus_trader.persistence.catalog.base)": [[27, "nautilus_trader.persistence.catalog.base.BaseDataCatalog"]], "featherfile (class in nautilus_trader.persistence.catalog.parquet)": [[27, "nautilus_trader.persistence.catalog.parquet.FeatherFile"]], "orderbookdeltadatawrangler (class in nautilus_trader.persistence.wranglers)": [[27, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler"]], "parquetdatacatalog (class in nautilus_trader.persistence.catalog.parquet)": [[27, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog"]], "quotetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[27, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler"]], "streamingfeatherwriter (class in nautilus_trader.persistence.writer)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter"]], "tradetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[27, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler"]], "check_flush() (streamingfeatherwriter method)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter.check_flush"]], "class_name (featherfile attribute)": [[27, "nautilus_trader.persistence.catalog.parquet.FeatherFile.class_name"]], "close() (streamingfeatherwriter method)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter.close"]], "count() (featherfile method)": [[27, "nautilus_trader.persistence.catalog.parquet.FeatherFile.count"]], "flush() (streamingfeatherwriter method)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter.flush"]], "from_env() (parquetdatacatalog class method)": [[27, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_env"]], "from_uri() (parquetdatacatalog class method)": [[27, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_uri"]], "generate_signal_class() (in module nautilus_trader.persistence.writer)": [[27, "nautilus_trader.persistence.writer.generate_signal_class"]], "index() (featherfile method)": [[27, "nautilus_trader.persistence.catalog.parquet.FeatherFile.index"]], "is_closed (streamingfeatherwriter property)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter.is_closed"]], "nautilus_trader.persistence": [[27, "module-nautilus_trader.persistence"]], "nautilus_trader.persistence.catalog.base": [[27, "module-nautilus_trader.persistence.catalog.base"]], "nautilus_trader.persistence.catalog.parquet": [[27, "module-nautilus_trader.persistence.catalog.parquet"]], "nautilus_trader.persistence.wranglers": [[27, "module-nautilus_trader.persistence.wranglers"]], "nautilus_trader.persistence.writer": [[27, "module-nautilus_trader.persistence.writer"]], "path (featherfile attribute)": [[27, "nautilus_trader.persistence.catalog.parquet.FeatherFile.path"]], "process() (bardatawrangler method)": [[27, "nautilus_trader.persistence.wranglers.BarDataWrangler.process"]], "process() (orderbookdeltadatawrangler method)": [[27, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler.process"]], "process() (quotetickdatawrangler method)": [[27, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process"]], "process() (tradetickdatawrangler method)": [[27, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler.process"]], "process_bar_data() (quotetickdatawrangler method)": [[27, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process_bar_data"]], "write() (streamingfeatherwriter method)": [[27, "nautilus_trader.persistence.writer.StreamingFeatherWriter.write"]], "write_data() (parquetdatacatalog method)": [[27, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.write_data"]], "portfolio (class in nautilus_trader.portfolio.portfolio)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio"]], "portfoliofacade (class in nautilus_trader.portfolio.base)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade"]], "account() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.account"]], "account() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.account"]], "analyzer (portfolio attribute)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.analyzer"]], "analyzer (portfoliofacade attribute)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.analyzer"]], "balances_locked() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.balances_locked"]], "balances_locked() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.balances_locked"]], "dispose() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.dispose"]], "initialize_orders() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_orders"]], "initialize_positions() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_positions"]], "initialized (portfolio attribute)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.initialized"]], "initialized (portfoliofacade attribute)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.initialized"]], "is_completely_flat() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.is_completely_flat"]], "is_completely_flat() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.is_completely_flat"]], "is_flat() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.is_flat"]], "is_flat() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.is_flat"]], "is_net_long() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_long"]], "is_net_long() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_long"]], "is_net_short() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_short"]], "is_net_short() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_short"]], "margins_init() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.margins_init"]], "margins_init() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.margins_init"]], "margins_maint() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.margins_maint"]], "margins_maint() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.margins_maint"]], "nautilus_trader.portfolio": [[28, "module-nautilus_trader.portfolio"]], "nautilus_trader.portfolio.base": [[28, "module-nautilus_trader.portfolio.base"]], "nautilus_trader.portfolio.portfolio": [[28, "module-nautilus_trader.portfolio.portfolio"]], "net_exposure() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposure"]], "net_exposure() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposure"]], "net_exposures() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposures"]], "net_exposures() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposures"]], "net_position() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.net_position"]], "net_position() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.net_position"]], "reset() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.reset"]], "set_specific_venue() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.set_specific_venue"]], "unrealized_pnl() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnl"]], "unrealized_pnl() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnl"]], "unrealized_pnls() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnls"]], "unrealized_pnls() (portfoliofacade method)": [[28, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnls"]], "update_account() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.update_account"]], "update_order() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.update_order"]], "update_position() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.update_position"]], "update_quote_tick() (portfolio method)": [[28, "nautilus_trader.portfolio.portfolio.Portfolio.update_quote_tick"]], "fixedrisksizer (class in nautilus_trader.risk.sizing)": [[29, "nautilus_trader.risk.sizing.FixedRiskSizer"]], "positionsizer (class in nautilus_trader.risk.sizing)": [[29, "nautilus_trader.risk.sizing.PositionSizer"]], "riskengine (class in nautilus_trader.risk.engine)": [[29, "nautilus_trader.risk.engine.RiskEngine"]], "calculate() (fixedrisksizer method)": [[29, "nautilus_trader.risk.sizing.FixedRiskSizer.calculate"]], "calculate() (positionsizer method)": [[29, "nautilus_trader.risk.sizing.PositionSizer.calculate"]], "command_count (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.command_count"]], "debug (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.debug"]], "degrade() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.degrade"]], "dispose() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.dispose"]], "event_count (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.event_count"]], "execute() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.execute"]], "fault() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.fault"]], "fully_qualified_name() (riskengine class method)": [[29, "nautilus_trader.risk.engine.RiskEngine.fully_qualified_name"]], "id (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.id"]], "instrument (fixedrisksizer attribute)": [[29, "nautilus_trader.risk.sizing.FixedRiskSizer.instrument"]], "instrument (positionsizer attribute)": [[29, "nautilus_trader.risk.sizing.PositionSizer.instrument"]], "is_bypassed (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_bypassed"]], "is_degraded (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_degraded"]], "is_disposed (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_disposed"]], "is_faulted (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_faulted"]], "is_initialized (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_initialized"]], "is_running (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_running"]], "is_stopped (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.is_stopped"]], "max_notional_per_order() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.max_notional_per_order"]], "max_notionals_per_order() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.max_notionals_per_order"]], "max_order_modify_rate() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.max_order_modify_rate"]], "max_order_submit_rate() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.max_order_submit_rate"]], "nautilus_trader.risk": [[29, "module-nautilus_trader.risk"]], "nautilus_trader.risk.engine": [[29, "module-nautilus_trader.risk.engine"]], "nautilus_trader.risk.sizing": [[29, "module-nautilus_trader.risk.sizing"]], "process() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.process"]], "reset() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.reset"]], "resume() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.resume"]], "set_max_notional_per_order() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.set_max_notional_per_order"]], "set_trading_state() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.set_trading_state"]], "start() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.start"]], "state (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.state"]], "stop() (riskengine method)": [[29, "nautilus_trader.risk.engine.RiskEngine.stop"]], "trader_id (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.trader_id"]], "trading_state (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.trading_state"]], "type (riskengine attribute)": [[29, "nautilus_trader.risk.engine.RiskEngine.type"]], "update_instrument() (fixedrisksizer method)": [[29, "nautilus_trader.risk.sizing.FixedRiskSizer.update_instrument"]], "update_instrument() (positionsizer method)": [[29, "nautilus_trader.risk.sizing.PositionSizer.update_instrument"]], "msgspecserializer (class in nautilus_trader.serialization.serializer)": [[30, "nautilus_trader.serialization.serializer.MsgSpecSerializer"]], "serializer (class in nautilus_trader.serialization.base)": [[30, "nautilus_trader.serialization.base.Serializer"]], "deserialize() (msgspecserializer method)": [[30, "nautilus_trader.serialization.serializer.MsgSpecSerializer.deserialize"]], "deserialize() (serializer method)": [[30, "nautilus_trader.serialization.base.Serializer.deserialize"]], "nautilus_trader.serialization": [[30, "module-nautilus_trader.serialization"]], "nautilus_trader.serialization.base": [[30, "module-nautilus_trader.serialization.base"]], "nautilus_trader.serialization.serializer": [[30, "module-nautilus_trader.serialization.serializer"]], "register_serializable_object() (in module nautilus_trader.serialization.base)": [[30, "nautilus_trader.serialization.base.register_serializable_object"]], "serialize() (msgspecserializer method)": [[30, "nautilus_trader.serialization.serializer.MsgSpecSerializer.serialize"]], "serialize() (serializer method)": [[30, "nautilus_trader.serialization.base.Serializer.serialize"]], "timestamps_as_iso8601 (msgspecserializer attribute)": [[30, "nautilus_trader.serialization.serializer.MsgSpecSerializer.timestamps_as_iso8601"]], "timestamps_as_str (msgspecserializer attribute)": [[30, "nautilus_trader.serialization.serializer.MsgSpecSerializer.timestamps_as_str"]], "nautiluskernel (class in nautilus_trader.system.kernel)": [[31, "nautilus_trader.system.kernel.NautilusKernel"]], "cache (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.cache"]], "cancel_all_tasks() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.cancel_all_tasks"]], "catalog (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.catalog"]], "clock (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.clock"]], "data_engine (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.data_engine"]], "dispose() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.dispose"]], "emulator (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.emulator"]], "environment (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.environment"]], "exec_engine (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.exec_engine"]], "executor (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.executor"]], "instance_id (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.instance_id"]], "load_state (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.load_state"]], "logger (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.logger"]], "loop (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.loop"]], "loop_sig_callback (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.loop_sig_callback"]], "machine_id (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.machine_id"]], "msgbus (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.msgbus"]], "name (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.name"]], "nautilus_trader.system": [[31, "module-nautilus_trader.system"]], "nautilus_trader.system.kernel": [[31, "module-nautilus_trader.system.kernel"]], "portfolio (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.portfolio"]], "risk_engine (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.risk_engine"]], "save_state (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.save_state"]], "start() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.start"]], "start_async() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.start_async"]], "stop() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.stop"]], "stop_async() (nautiluskernel method)": [[31, "nautilus_trader.system.kernel.NautilusKernel.stop_async"]], "trader (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.trader"]], "trader_id (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.trader_id"]], "ts_created (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.ts_created"]], "writer (nautiluskernel property)": [[31, "nautilus_trader.system.kernel.NautilusKernel.writer"]], "controller (class in nautilus_trader.trading.controller)": [[32, "nautilus_trader.trading.controller.Controller"]], "economicnewseventfilter (class in nautilus_trader.trading.filters)": [[32, "nautilus_trader.trading.filters.EconomicNewsEventFilter"]], "forexsession (class in nautilus_trader.trading.filters)": [[32, "nautilus_trader.trading.filters.ForexSession"]], "forexsessionfilter (class in nautilus_trader.trading.filters)": [[32, "nautilus_trader.trading.filters.ForexSessionFilter"]], "newsevent (class in nautilus_trader.trading.filters)": [[32, "nautilus_trader.trading.filters.NewsEvent"]], "newsimpact (class in nautilus_trader.trading.filters)": [[32, "nautilus_trader.trading.filters.NewsImpact"]], "strategy (class in nautilus_trader.trading.strategy)": [[32, "nautilus_trader.trading.strategy.Strategy"]], "trader (class in nautilus_trader.trading.trader)": [[32, "nautilus_trader.trading.trader.Trader"]], "active_task_ids() (controller method)": [[32, 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15, 17, 28, 29, 30, 31, 40], "1": [0, 1, 2, 4, 6, 8, 10, 14, 17, 21, 26, 28, 31, 35, 38, 39, 48, 49, 50, 55, 60, 63, 65], "set_leverag": 0, "update_margin": 0, "update_margin_init": 0, "update_margin_maint": 0, "object": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 35, 36, 41, 42, 45, 46, 47, 48, 49, 51, 57, 60, 63, 64, 68, 69], "one": [0, 4, 6, 7, 8, 12, 16, 23, 26, 27, 31, 34, 39, 43, 45, 46, 48, 50, 60, 63, 65, 67, 68, 69], "versu": 0, "anoth": [0, 7, 19, 34], "get_rat": 0, "from_curr": [0, 7], "to_curr": [0, 7], "pricetyp": [0, 7, 14, 17, 49, 60], "price_typ": [0, 7, 14, 17, 60], "bid_quot": 0, "ask_quot": 0, "doubl": [0, 1, 5, 6, 7, 8, 10, 12, 14, 15, 16, 17, 18, 21, 22, 23, 24, 25, 26, 52], "dictionari": [0, 1, 2, 4, 6, 7, 8, 12, 17, 18, 19, 21, 22, 23, 24, 31, 34, 43, 45, 46, 47, 50, 62, 65], "bid": [0, 2, 6, 12, 16, 17, 21, 23, 25, 26, 42, 48, 49, 68], "ask": [0, 2, 6, 12, 16, 17, 21, 23, 25, 26, 42, 48, 49], 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45, 46, 47, 49, 51, 52, 53, 54, 58, 59, 60, 61, 64, 65, 67], "org": [1, 2, 4, 5, 6, 8, 10, 11, 12, 15, 16, 17, 19, 21, 28, 31, 55, 59], "dev": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31, 53, 59], "pep": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31], "3155": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31], "properti": [1, 2, 4, 5, 6, 8, 12, 15, 18, 21, 23, 26, 30, 31, 35, 45, 66], "hash": [1, 2, 4, 17], "identifi": [1, 2, 4, 6, 7, 8, 10, 12, 15, 18, 31, 32, 39, 43, 45, 47, 48, 50, 60, 63, 64, 69], "json": [1, 2, 4, 5, 8, 29, 42, 45, 46, 47, 49], "byte": [1, 2, 4, 6, 7, 8, 12, 17, 29, 31, 47, 50], "serial": [1, 2, 4, 7, 8, 13, 40, 42, 43, 45, 49, 50], "encod": [1, 2, 4, 29, 42], "json_primit": [1, 2, 4], "primit": [1, 2, 4, 5, 29, 43, 47, 52, 54, 56], "pars": [1, 2, 4, 17, 19, 22, 32, 35, 63], "raw": [1, 2, 4, 5, 6, 14, 17, 21, 22, 31, 32, 41, 42, 45, 46, 60, 64, 66, 69, 70], "decod": [1, 2, 4, 64], "cl": [1, 2, 4, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31], "string": [1, 2, 4, 7, 8, 10, 15, 16, 17, 18, 19, 21, 22, 23, 25, 26, 28, 29, 30, 43, 46, 47, 50, 64], "valid": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 17, 18, 19, 21, 22, 23, 25, 28, 30, 31, 39, 43, 45, 50, 62, 63], "whether": [1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 17, 18, 19, 22, 23, 24, 26, 27, 28, 31, 36, 40, 44, 48, 51, 62, 63], "betfairexecclientconfig": 1, "request_account_state_period": 1, "liveexecclientconfig": [1, 2, 4, 15], "betfairexeccli": 1, "loop": [1, 2, 4, 6, 8, 12, 15, 30, 31, 32, 49], "abstracteventloop": [1, 2, 4, 6, 8, 12, 15, 30, 31], "msgbu": [1, 2, 4, 6, 8, 11, 12, 15, 27, 28, 30, 31, 40, 47], "messagebu": [1, 2, 4, 6, 8, 11, 12, 15, 27, 28, 30, 31, 40, 42, 47], "liveclock": [1, 2, 4, 8, 15, 32], "betfairinstrumentprovid": [1, 62], "livemarketdatacli": [1, 4, 15, 64], "asyncio": [1, 2, 4, 6, 8, 12, 15, 30, 31, 32, 49], "betfaircli": 1, "httpclient": [1, 32], "messag": [1, 2, 4, 6, 7, 8, 15, 18, 26, 27, 28, 29, 30, 31, 43, 46, 48, 49, 50, 60, 64, 65], "bu": [1, 2, 4, 6, 8, 11, 12, 15, 27, 28, 29, 30, 31, 40, 43, 49], "on_market_upd": 1, "handl": [1, 2, 4, 6, 8, 11, 12, 14, 15, 16, 22, 26, 30, 31, 32, 43, 44, 49, 53, 54, 57, 63, 65, 67], "stream": [1, 2, 4, 6, 8, 11, 12, 15, 26, 31, 35, 41, 49, 62, 63, 64, 65, 66, 68], "connect": [1, 2, 4, 6, 11, 12, 15, 32, 40, 62, 63, 65, 66], "create_task": [1, 2, 4, 15], "coro": [1, 2, 4, 15], "coroutin": [1, 2, 4, 15], "log_msg": [1, 2, 4, 15], "action": [1, 2, 4, 6, 8, 12, 15, 17, 31, 36, 43, 45, 66], "collect": [1, 2, 4, 15, 30, 40, 46, 51], "abc": [1, 2, 4, 15, 26, 30], "callabl": [1, 2, 4, 6, 8, 10, 11, 12, 15, 29, 30, 31, 47], "success": [1, 2, 4, 12, 15], "task": [1, 2, 4, 6, 8, 12, 15, 30, 31, 47, 50, 61, 70], "run": [1, 2, 4, 5, 6, 7, 8, 11, 12, 15, 27, 28, 30, 31, 36, 38, 40, 41, 42, 43, 49, 50, 51, 52, 53, 57, 59, 61, 64, 65, 66, 67, 70], "error": [1, 2, 4, 6, 7, 8, 11, 12, 15, 21, 28, 31, 32, 46, 48, 50, 51, 56, 57, 60, 64, 65, 66], "callback": [1, 2, 4, 6, 8, 10, 11, 12, 15, 30, 31, 32, 63], "done": [1, 2, 4, 6, 8, 12, 15, 31, 34, 60, 69], "log": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 28, 30, 31, 48, 50, 52, 60, 63, 64, 65, 66, 69], "write": [1, 2, 4, 7, 8, 15, 26, 36, 44, 46, 47, 50, 56, 64, 68], "degrad": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "compon": [1, 2, 3, 4, 5, 6, 7, 10, 11, 15, 19, 21, 23, 28, 29, 31, 32, 36, 39, 41, 42, 43, 44, 47, 49, 50, 52, 57, 60, 61, 63, 64, 65, 66, 67, 69], "while": [1, 2, 4, 6, 8, 11, 12, 14, 15, 28, 31, 41, 42, 43, 47, 49, 50, 65], "on_degrad": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50], "except": [1, 2, 4, 6, 8, 10, 11, 12, 15, 23, 28, 31, 39, 50, 52, 57], "rerais": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "remain": [1, 2, 4, 6, 8, 11, 12, 15, 23, 28, 31, 34, 42, 43, 47, 48, 52], "do": [1, 2, 4, 6, 8, 11, 12, 15, 19, 28, 31, 32, 35, 40, 46, 50, 51, 60, 61, 63, 67, 68, 69, 70], "overrid": [1, 2, 4, 6, 7, 8, 11, 12, 15, 22, 28, 31, 45, 64], "thi": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 26, 28, 29, 30, 31, 32, 33, 34, 35, 36, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 56, 57, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70], "chang": [1, 2, 4, 5, 6, 8, 11, 12, 13, 14, 15, 17, 18, 21, 23, 25, 28, 31, 45, 49, 50, 51, 53, 56, 57, 61, 67, 70], "disconnect": [1, 2, 4, 11, 12, 15], "dispos": [1, 2, 4, 6, 8, 11, 12, 15, 27, 28, 30, 31, 65, 69], "on_dispos": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50, 60], "fault": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "multipl": [1, 2, 4, 6, 8, 11, 12, 14, 15, 26, 28, 30, 31, 39, 41, 42, 43, 44, 47, 49, 51, 60, 68, 69], "time": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 17, 18, 23, 26, 28, 30, 31, 34, 38, 39, 40, 47, 49, 55, 56, 57, 60, 63, 65, 67, 69], "same": [1, 2, 4, 6, 8, 11, 12, 15, 17, 18, 26, 28, 30, 31, 34, 36, 42, 45, 46, 49, 50, 56, 61, 64, 66, 69], "effect": [1, 2, 4, 6, 8, 11, 12, 15, 28, 30, 31, 40, 42], "onc": [1, 2, 4, 6, 8, 11, 12, 15, 19, 23, 28, 30, 31, 36, 41, 43, 47, 48, 50, 53, 64, 68, 69], "idempot": [1, 2, 4, 6, 8, 11, 12, 15, 28, 30, 31], "cannot": [1, 2, 4, 6, 8, 11, 12, 14, 15, 23, 26, 28, 29, 30, 31, 32, 39, 48, 49, 50, 65], "revers": [1, 2, 4, 6, 7, 8, 11, 12, 15, 28, 30, 31], "other": [1, 2, 4, 6, 7, 8, 11, 12, 15, 17, 18, 23, 26, 28, 29, 30, 31, 39, 40, 41, 45, 47, 48, 49, 50, 51, 57, 60, 61, 63, 64, 67, 69], "on_fault": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50], "componentid": [1, 2, 4, 6, 7, 8, 11, 12, 15, 19, 28, 31], "is_connect": [1, 2, 4, 6, 11, 12, 15], "is_degrad": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "is_dispos": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "is_fault": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "is_initi": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "is_run": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "is_stop": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "stop": [1, 2, 4, 6, 8, 11, 12, 15, 23, 25, 26, 28, 30, 31, 34, 50, 65], "request": [1, 2, 4, 6, 8, 10, 11, 12, 15, 17, 23, 31, 43, 44, 49, 50, 63, 64, 65, 66], "datatyp": [1, 2, 4, 6, 8, 11, 12, 15, 17, 31, 32, 35, 47, 63], "data_typ": [1, 2, 4, 6, 8, 11, 12, 15, 17, 31, 32, 35, 47, 63], "uuid4": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 18, 23, 30, 31, 32], "correlation_id": [1, 2, 4, 6, 8, 10, 11, 15, 32], "subscript": [1, 2, 4, 6, 8, 11, 12, 15, 31, 50, 63, 64, 65], "correl": [1, 2, 4, 6, 8, 10, 11, 15], "respons": [1, 2, 4, 6, 8, 10, 11, 12, 15, 28, 31, 44, 56, 64, 65], "request_bar": [1, 2, 4, 6, 8, 11, 12, 15, 31, 50, 65], "bartyp": [1, 2, 4, 6, 7, 8, 11, 12, 15, 17, 26, 31, 43, 50, 69], "bar_typ": [1, 2, 4, 6, 7, 8, 11, 12, 15, 17, 26, 31, 43, 50, 68, 69], "limit": [1, 2, 4, 6, 8, 11, 12, 15, 18, 23, 27, 28, 34, 36, 39, 43, 49, 50, 51, 60, 63, 64, 69], "datetim": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 15, 17, 18, 21, 23, 31, 42, 46, 65, 68], "end": [1, 2, 4, 6, 8, 11, 12, 15, 17, 26, 31, 42, 43, 48, 49, 51, 61, 68, 69], "histor": [1, 2, 4, 6, 8, 11, 12, 15, 31, 40, 41, 49, 50, 61, 63, 64, 66, 68, 69, 70], "bar": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 17, 26, 31, 39, 42, 49, 50, 63, 65], "number": [1, 2, 4, 8, 11, 15, 16, 17, 19, 21, 22, 25, 26, 28, 36, 42, 43, 45, 48, 50, 64], "utc": [1, 2, 4, 6, 8, 10, 11, 12, 15, 21, 23, 31, 42, 46, 48, 50, 68], "inclus": [1, 2, 4, 6, 8, 11, 12, 15, 31], "depend": [1, 2, 4, 6, 8, 11, 12, 15, 21, 22, 24, 31, 43, 45, 47, 49, 50, 53, 59, 63, 64, 65, 68], "individu": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 31, 41, 43, 46, 47, 50, 69], "implement": [1, 2, 3, 4, 6, 7, 8, 11, 12, 13, 14, 15, 18, 20, 27, 28, 29, 31, 32, 35, 37, 38, 41, 42, 43, 44, 46, 47, 49, 54, 56, 57, 64, 65], "request_instru": [1, 2, 4, 6, 8, 11, 12, 15, 31, 32, 65], "request_quote_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31], "quotetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 26, 27, 31, 42, 47, 49, 50, 60, 64, 68], "tick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 21, 24, 26, 27, 31, 36, 39, 42, 43, 45, 48, 49, 50, 60, 63, 65, 68, 69], "request_trade_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31], "tradetick": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 26, 31, 42, 47, 49, 50, 64, 69], "reset": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 15, 16, 27, 28, 31, 69], "field": [1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 15, 18, 19, 26, 27, 28, 31, 35, 42, 63, 64, 68], "on_reset": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50], "resum": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "on_resum": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50], "run_after_delai": [1, 2, 4, 15], "delai": [1, 2, 4, 15, 30, 50], "float": [1, 2, 4, 5, 6, 12, 14, 15, 21, 22, 25, 26, 28, 38, 43, 47, 60], "after": [1, 2, 4, 6, 8, 12, 15, 26, 30, 31, 50, 64], "second": [1, 2, 4, 8, 12, 15, 17, 49, 60, 64], "befor": [1, 2, 4, 8, 15, 26, 39, 48, 61, 64, 65, 66, 67, 68], "on_start": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50, 60, 63], "componentst": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31], "on_stop": [1, 2, 4, 6, 8, 11, 12, 15, 28, 31, 50, 60], "subscrib": [1, 2, 4, 6, 8, 11, 12, 15, 17, 31, 35, 36, 42, 43, 44, 45, 49, 50, 63, 64, 65], "subscribe_bar": [1, 2, 4, 6, 8, 11, 12, 15, 31, 50], "subscribe_instru": [1, 2, 4, 6, 8, 11, 12, 15, 31, 45], "subscribe_instrument_clos": [1, 2, 4, 6, 8, 11, 12, 15, 31], "instrumentclos": [1, 2, 4, 6, 8, 11, 12, 15, 17, 31, 42, 49, 50], "subscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 15, 31], "instrumentstatu": [1, 2, 4, 6, 8, 11, 12, 15, 17, 31, 42, 49, 50], "subscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 15, 31], "booktyp": [1, 2, 4, 6, 8, 11, 12, 15, 16, 31], "book_typ": [1, 2, 4, 6, 8, 11, 12, 15, 16, 31], "depth": [1, 2, 4, 6, 8, 11, 12, 15, 16, 17, 31, 41, 42, 49, 64], "kwarg": [1, 2, 4, 6, 8, 11, 12, 14, 15, 26, 31], "orderbookdelta": [1, 2, 4, 6, 8, 11, 12, 15, 16, 17, 26, 31, 42, 49, 50, 64], "book": [1, 2, 4, 6, 7, 8, 11, 12, 15, 17, 23, 26, 31, 42, 45, 48, 49, 50], "l1_mbp": [1, 2, 4, 6, 8, 11, 12, 15, 16, 31], "l2_mbp": [1, 2, 4, 6, 8, 11, 12, 15, 31], "l3_mbo": [1, 2, 4, 6, 8, 11, 12, 15, 31], "maximum": [1, 2, 4, 5, 6, 7, 8, 11, 12, 15, 19, 21, 25, 26, 28, 31, 45, 47, 49, 55], "keyword": [1, 2, 4, 6, 8, 11, 12, 15, 26, 31, 42, 52], "argument": [1, 2, 4, 6, 8, 11, 12, 15, 17, 26, 31, 40, 42, 43, 51], "subscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 15, 31], "snapshot": [1, 2, 4, 6, 7, 8, 11, 12, 15, 17, 31, 64], "level": [1, 2, 3, 4, 6, 8, 10, 11, 12, 13, 15, 16, 17, 19, 25, 31, 32, 34, 37, 42, 44, 46, 47, 48, 49, 51, 54, 56, 57, 60, 61, 63, 64, 66], "A": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 22, 23, 26, 31, 32, 39, 40, 41, 42, 45, 47, 48, 49, 50, 55, 58, 60, 63, 64, 65], "subscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31, 39, 50, 60], "subscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31], "subscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 15, 31], "subscribed_bar": [1, 2, 4, 6, 11, 15], "subscribed_custom_data": [1, 2, 4, 6, 11, 15], "subscribed_instrument_clos": [1, 2, 4, 6, 11, 15], "close": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 17, 18, 23, 24, 26, 31, 34, 42, 48, 50, 51, 64, 66], "subscribed_instrument_statu": [1, 2, 4, 6, 11, 15], "statu": [1, 2, 4, 6, 8, 11, 12, 15, 17, 23, 31, 42, 48, 50, 64, 66], "subscribed_instru": [1, 2, 4, 6, 11, 15], "subscribed_order_book_delta": [1, 2, 4, 6, 11, 15], "delta": [1, 2, 4, 6, 8, 11, 12, 15, 16, 17, 23, 31, 42, 50, 64], "subscribed_order_book_snapshot": [1, 2, 4, 6, 11, 15], "subscribed_quote_tick": [1, 2, 4, 6, 11, 15], "subscribed_trade_tick": [1, 2, 4, 6, 11, 15], "trade": [1, 2, 4, 5, 6, 7, 8, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 26, 27, 28, 34, 35, 36, 38, 39, 40, 41, 42, 43, 44, 46, 47, 48, 54, 58, 61, 62, 64, 66, 68, 69, 70], "subscribed_venue_statu": [1, 2, 4, 6, 11, 15], "trader_id": [1, 2, 4, 6, 7, 8, 11, 12, 15, 18, 19, 23, 24, 28, 30, 31, 46, 47, 65, 69], "trader": [1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 18, 19, 23, 24, 27, 28, 30, 31, 34, 36, 38, 40, 46, 48, 49, 50, 60, 61, 63, 65, 69], "associ": [1, 2, 4, 6, 7, 8, 11, 12, 15, 18, 22, 23, 24, 26, 28, 31, 48], "traderid": [1, 2, 4, 6, 7, 8, 11, 12, 15, 18, 19, 23, 24, 28, 30, 31, 69], "unsubscrib": [1, 2, 4, 6, 8, 11, 12, 15, 31, 50, 65], "unsubscribe_bar": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_instru": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_instrument_clos": [1, 2, 4, 6, 11, 15], "unsubscribe_instrument_statu": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_order_book_delta": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_order_book_snapshot": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_quote_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31, 60], "unsubscribe_trade_tick": [1, 2, 4, 6, 8, 11, 12, 15, 31], "unsubscribe_venue_statu": [1, 2, 4, 6, 8, 11, 12, 15, 31], "subscriptionstatu": 1, "modul": [1, 2, 6, 10, 13, 14, 17, 31, 40, 41, 42, 49, 52, 54, 60, 61], "qualnam": [1, 2, 14, 17, 31], "boundari": [1, 2, 14, 17, 31, 40, 48, 56, 63, 66], "bsporderbookdelta": 1, "bookact": [1, 17], "add": [1, 2, 4, 5, 6, 7, 8, 10, 12, 15, 16, 17, 31, 39, 43, 50, 60, 62, 63, 64, 65, 69], "delet": [1, 7, 16, 17, 60], "capsule_from_list": [1, 17], "item": [1, 13, 17, 26], "uint64_t": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 16, 17, 18, 21, 22, 23, 24, 29, 30, 31], "ts_event": [1, 2, 4, 6, 8, 10, 11, 12, 15, 16, 17, 18, 21, 31, 35, 39, 42, 47, 64, 65], "ts_init": [1, 2, 6, 8, 10, 11, 12, 16, 17, 18, 21, 23, 24, 26, 31, 32, 35, 39, 41, 42, 64], "sequenc": [1, 6, 8, 16, 17, 23, 43, 50, 64, 65], "act": [1, 8, 17, 21, 35, 48, 54, 57, 60, 63, 65], "flag": [1, 6, 7, 8, 12, 14, 17, 31, 64], "uint8_t": [1, 16, 17, 21, 22], "from_dict": [1, 2, 12, 17, 18, 21, 22, 29, 47], "from_pyo3": [1, 2, 17, 21], "pyo3_delta": [1, 17], "legaci": [1, 2, 17, 21, 42], "cython": [1, 2, 13, 17, 21, 37, 40, 42, 49, 51, 53, 54, 56, 67], "pyo3": [1, 2, 6, 17, 21, 42, 56, 59, 67], "rust": [1, 2, 6, 8, 17, 21, 39, 40, 42, 44, 46, 47, 49, 53, 54, 59, 61, 64], "nautilus_pyo3": [1, 2, 6, 8, 12, 17, 21, 26, 31], "from_pyo3_list": [1, 2, 17], "from_raw": [1, 17, 22], "int64_t": [1, 17, 22, 29], "price_raw": [1, 17], "price_prec": [1, 16, 17], "size_raw": [1, 17], "size_prec": [1, 17], "order_id": [1, 17], "scale": [1, 17, 26], "fix": [1, 12, 17, 18, 19, 22, 25, 26, 31, 34, 42, 48, 49, 60, 67], "precis": [1, 5, 7, 11, 12, 16, 17, 21, 22, 24, 25, 26], "integ": [1, 4, 6, 10, 15, 17, 21, 22, 26, 28, 29, 47, 64], "size": [1, 11, 12, 14, 15, 16, 17, 21, 24, 28, 41, 42, 43, 45, 47, 48, 49, 50], "combin": [1, 2, 10, 17, 19, 34, 39, 45, 49, 56], "packet": [1, 17], "match": [1, 2, 4, 6, 7, 8, 12, 15, 17, 18, 19, 23, 24, 31, 36, 42, 45, 46, 47, 64, 65, 66, 69, 70], "engin": [1, 2, 4, 6, 8, 12, 15, 17, 27, 28, 30, 31, 32, 38, 39, 40, 41, 43, 49, 61, 64, 68], "uniqu": [1, 4, 6, 8, 10, 12, 16, 17, 19, 26, 31, 42, 45, 47, 50], "unix": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 16, 17, 18, 21, 23, 24, 30, 31, 35, 42, 47, 50, 53, 64, 66], "timestamp": [1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 21, 23, 24, 26, 29, 30, 31, 35, 42, 48, 66, 68], "nanosecond": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 16, 17, 18, 21, 23, 24, 26, 30, 31, 35, 42, 47, 49, 50, 64, 66], "occur": [1, 2, 4, 6, 8, 10, 12, 15, 16, 17, 18, 21, 23, 24, 31, 35, 36, 42, 64], "wa": [1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 15, 16, 17, 18, 21, 23, 24, 30, 31, 35, 39, 40, 42, 43, 51, 64], "is_add": [1, 17], "is_clear": [1, 17], "is_delet": [1, 17], "is_upd": [1, 17], "list_from_capsul": [1, 17], "capsul": [1, 17], "bookord": [1, 16, 17], "to_dict": [1, 2, 12, 17, 18, 21, 22, 23, 24, 29, 47], "obj": [1, 2, 12, 17, 18, 21, 26, 29, 47], "to_pyo3_list": [1, 2, 17], "betfairtick": 1, "last_traded_pric": 1, "traded_volum": 1, "starting_price_near": 1, "starting_price_far": 1, "ticker": [1, 2, 19, 21, 23, 24, 42, 63], "betfairstartingpric": 1, "bsp": 1, "realis": 1, "betfairexecutioncli": [1, 62], "300": [1, 4, 69], "liveexecutioncli": [1, 4, 15, 43], "generate_order_status_report": [1, 2, 4, 15], "client_order_id": [1, 2, 4, 6, 7, 12, 15, 18, 23, 24, 43], "model": [1, 2, 4, 5, 6, 8, 12, 13, 15, 25, 26, 31, 32, 39, 40, 42, 43, 45, 48, 50, 60, 63, 65, 67, 68, 69], "clientorderid": [1, 2, 4, 6, 7, 8, 12, 15, 18, 19, 23, 24, 31, 43], "venue_order_id": [1, 2, 4, 6, 7, 12, 15, 18, 23, 24], "venueorderid": [1, 2, 4, 6, 7, 12, 15, 18, 19, 23, 24, 31], "report": [1, 2, 4, 5, 6, 15, 18, 31, 57, 60, 65, 69], "orderstatusreport": [1, 2, 4, 6, 12, 15], "": [1, 2, 4, 6, 7, 8, 12, 15, 17, 18, 23, 31, 34, 35, 36, 38, 39, 40, 41, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 54, 56, 59, 60, 62, 63, 64, 65, 66, 67, 68, 69], "panda": [1, 2, 4, 5, 10, 15, 42, 48, 50, 68, 69], "_lib": [1, 2, 4, 15], "tslib": [1, 2, 4, 15], "open_onli": [1, 2, 4, 7, 15], "mai": [1, 2, 4, 7, 8, 12, 14, 15, 17, 22, 23, 24, 26, 27, 31, 34, 36, 39, 40, 42, 43, 45, 46, 47, 50, 57, 61, 63, 65, 69], "open": [1, 2, 4, 6, 7, 11, 12, 14, 15, 17, 18, 23, 24, 26, 28, 31, 48, 49, 50, 51, 60, 61, 63, 64, 65], "generate_fill_report": [1, 2, 4, 15], "fillreport": [1, 2, 4, 12, 15], "assign": [1, 2, 4, 6, 7, 8, 12, 15, 17, 18, 19, 21, 22, 23, 24, 30, 31, 35, 39, 47, 48, 50, 63, 64], "generate_position_status_report": [1, 2, 4, 15], "positionstatusreport": [1, 2, 4, 12, 15], "check_account_curr": 1, "check": [1, 4, 6, 7, 8, 10, 11, 12, 15, 16, 17, 23, 28, 30, 31, 35, 36, 45, 51, 53, 57, 63], "against": [1, 7, 23, 31, 34, 48], "handle_order_stream_upd": 1, "wait_for_ord": 1, 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50], "cancel_ord": [1, 2, 4, 6, 12, 15, 31, 43, 50], "cancelord": [1, 2, 4, 6, 12, 15, 18, 31, 50], "generate_account_st": [1, 2, 4, 6, 12, 15], "info": [1, 2, 4, 6, 8, 11, 12, 15, 18, 21, 23, 24, 46, 60, 63, 65], "publish": [1, 2, 4, 6, 8, 12, 15, 29, 31, 32, 43, 44, 45], "directli": [1, 2, 4, 6, 8, 10, 11, 12, 14, 15, 17, 18, 23, 28, 29, 31, 36, 39, 42, 43, 47, 49, 50, 57, 60, 63, 64], "addit": [1, 2, 4, 6, 8, 12, 15, 18, 21, 26, 36, 42, 43, 46, 47, 51, 52, 56, 60, 65], "generate_mass_statu": [1, 2, 4, 15], "lookback_min": [1, 2, 4, 15], "executionmassstatu": [1, 2, 4, 12, 15], "lookback": [1, 2, 4, 15, 47, 50], "generate_order_accept": [1, 2, 4, 6, 12, 15], "strategyid": [1, 2, 4, 6, 7, 8, 12, 15, 18, 19, 23, 24, 31, 43, 50], "strategy_id": [1, 2, 4, 6, 7, 8, 12, 15, 18, 23, 24, 31, 43], "orderaccept": [1, 2, 4, 6, 12, 15, 18, 31, 50], "send": [1, 2, 4, 6, 8, 11, 12, 15, 18, 32, 35, 43, 64], "executionengin": [1, 2, 4, 6, 12, 15, 30, 31, 36, 43, 50], "strategi": [1, 2, 4, 6, 7, 8, 12, 15, 18, 19, 23, 24, 27, 28, 30, 31, 32, 33, 35, 36, 39, 41, 43, 45, 47, 48, 49, 61, 63, 65, 66, 68], "accept": [1, 2, 4, 6, 12, 15, 18, 23, 31, 41, 48, 57], "generate_order_cancel_reject": [1, 2, 4, 6, 12, 15], "reason": [1, 2, 4, 6, 12, 15, 17, 18, 19, 38, 42, 49, 50, 51, 56, 57, 60, 63, 66], "ordercancelreject": [1, 2, 4, 6, 12, 15, 18, 31, 50], "reject": [1, 2, 4, 6, 12, 15, 18, 23, 31, 45, 48], "generate_order_cancel": [1, 2, 4, 6, 12, 15], "ordercancel": [1, 2, 4, 6, 12, 15, 18, 31, 50], "generate_order_expir": [1, 2, 4, 6, 12, 15], "orderexpir": [1, 2, 4, 6, 12, 15, 18, 31, 50], "expir": [1, 2, 4, 6, 8, 12, 15, 18, 21, 23, 31, 50, 65], "generate_order_fil": [1, 2, 4, 6, 12, 15], "positionid": [1, 2, 4, 5, 6, 7, 8, 12, 15, 18, 19, 23, 24, 31], "venue_position_id": [1, 2, 4, 6, 12, 15], "tradeid": [1, 2, 4, 6, 12, 15, 17, 18, 19, 23, 24], "trade_id": [1, 2, 4, 6, 12, 15, 17, 18, 23, 24], "ordertyp": [1, 2, 4, 6, 8, 12, 15, 18, 23], "order_typ": [1, 2, 4, 6, 12, 15, 18, 23], "quote_curr": [1, 2, 4, 6, 12, 15, 21, 24], "so": [1, 2, 4, 6, 8, 11, 12, 15, 17, 18, 19, 22, 23, 31, 36, 40, 42, 43, 50, 51, 53, 54, 55, 57, 61, 63, 64, 67], "must": [1, 2, 4, 6, 8, 10, 11, 12, 15, 17, 18, 19, 22, 23, 26, 31, 43, 45, 47, 50, 55, 56, 57, 63, 65, 66], "pass": [1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 17, 18, 23, 26, 28, 31, 35, 36, 38, 40, 41, 42, 43, 45, 47, 50, 51, 60, 62, 63, 64, 65, 68], "explicitli": [1, 2, 4, 6, 11, 12, 15, 17, 18, 23, 32, 40, 42, 63, 66], "ticket": [1, 2, 4, 6, 12, 15, 51], "here": [1, 2, 4, 6, 8, 10, 12, 15, 31, 32, 37, 39, 43, 44, 49, 50, 51, 52, 54, 60, 64, 65, 68, 69], "otherwis": [1, 2, 4, 6, 8, 12, 15, 18, 26, 31, 41, 45, 50], "om": [1, 2, 4, 6, 12, 15, 24, 31], "resolut": [1, 2, 4, 6, 12, 15, 49], "averag": [1, 2, 4, 5, 6, 10, 12, 14, 15, 16, 18, 23, 24, 39], "generate_order_modify_reject": [1, 2, 4, 6, 12, 15], "ordermodifyreject": [1, 2, 4, 6, 12, 15, 18, 31, 50], "generate_order_reject": [1, 2, 4, 6, 12, 15], "orderreject": [1, 2, 4, 6, 12, 15, 18, 31, 50], "generate_order_submit": [1, 2, 4, 6, 12, 15], "ordersubmit": [1, 2, 4, 6, 12, 15, 18, 31, 50], "submit": [1, 2, 4, 6, 12, 15, 18, 23, 28, 31, 39, 43, 48, 63, 66, 69], "generate_order_trigg": [1, 2, 4, 6, 12, 15], "ordertrigg": [1, 2, 4, 6, 12, 15, 18, 31, 50], "trigger": [1, 2, 4, 6, 8, 10, 12, 15, 18, 23, 31, 36, 40, 49, 50], "generate_order_upd": [1, 2, 4, 6, 12, 15], "trigger_pric": [1, 2, 4, 6, 8, 12, 15, 18, 23, 31, 48, 63], "venue_order_id_modifi": [1, 2, 4, 6, 12, 15], "orderupd": [1, 2, 4, 6, 12, 15, 18, 31, 50], "modifi": [1, 2, 4, 6, 12, 15, 28, 31, 34, 36, 61, 65, 66], "get_account": [1, 2, 4, 6, 12, 15], "modify_ord": [1, 2, 4, 6, 12, 15, 31, 43, 50], "modifyord": [1, 2, 4, 6, 12, 15, 18, 31, 50], "oms_typ": [1, 2, 4, 6, 7, 12, 15, 31, 60, 68, 69], "omstyp": [1, 2, 4, 6, 7, 12, 15, 31, 69], "query_ord": [1, 2, 4, 6, 12, 15, 31, 43], "queryord": [1, 2, 4, 6, 12, 15, 31], "reconcili": [1, 2, 4, 6, 12, 15, 18], "submitord": [1, 2, 4, 6, 12, 15, 31, 36, 50], "submit_order_list": [1, 2, 4, 6, 12, 15, 31, 43], "submitorderlist": [1, 2, 4, 6, 12, 15, 31, 50], "get_cached_betfair_cli": 1, "credenti": [1, 65], "exist": [1, 2, 4, 6, 7, 8, 11, 12, 15, 16, 21, 26, 31, 39, 42, 43, 46, 48, 50, 57, 65, 66, 68, 69], "sourc": [1, 2, 4, 13, 17, 26, 42, 44, 49, 50, 56, 61, 63, 64, 67], "betfair_usernam": 1, "env": [1, 59, 64], "var": [1, 64], "betfair_password": 1, "betfair_app_kei": [1, 62], "get_cached_betfair_instrument_provid": 1, "binancehttpcli": [1, 2, 63], "betfairlivedataclientfactori": [1, 62], "livedataclientfactori": [1, 2, 4, 15], "live": [1, 2, 4, 8, 11, 12, 13, 30, 31, 34, 35, 36, 38, 40, 42, 44, 46, 48, 50, 52, 58, 61, 62, 63, 64, 66], "new": [1, 2, 4, 6, 8, 11, 12, 18, 21, 22, 28, 31, 39, 42, 43, 48, 50, 51, 59, 64, 65], "betfairliveexecclientfactori": [1, 62], "liveexecclientfactori": [1, 2, 4, 15], "betfair_float_to_pric": 1, "betfair_float_to_quant": 1, "create_betfair_order_book": 1, "frozenset": [1, 4, 65], "event_type_id": [1, 21], "event_id": [1, 8, 18, 21], "market_id": [1, 21], "country_cod": 1, "market_typ": [1, 21], "event_type_nam": [1, 21], "instrumentprovid": [1, 2, 4, 8, 15, 32, 45], "mean": [1, 2, 4, 8, 10, 11, 14, 26, 33, 49, 50, 60, 66, 68], "load": [1, 2, 4, 6, 7, 8, 12, 15, 30, 31, 32, 60, 63, 64, 65, 70], "bettinginstru": [1, 21, 45], "apicli": [1, 2], "load_ids_async": [1, 2, 4, 8], "load_async": [1, 2, 4, 8], "asynchron": [1, 2, 4, 8, 11, 12, 15, 30, 49], "load_all_async": [1, 2, 4, 8, 32, 45], "latest": [1, 2, 4, 8, 13, 26, 39, 45, 52, 59, 60, 64, 65, 70], "add_bulk": [1, 2, 4, 8], "bulk": [1, 2, 4, 8, 12, 16, 23, 34, 40], "add_curr": [1, 2, 4, 7, 8], "held": [1, 2, 4, 7, 8, 23, 28, 31, 34, 69], "find": [1, 2, 4, 8, 21, 25, 32, 37, 40, 44, 49, 50, 52, 54, 61, 68], "get_al": [1, 2, 4, 8], "map": [1, 2, 4, 8, 11, 12, 15, 17, 18, 19, 22, 25, 29, 54, 64], "immedi": [1, 2, 4, 6, 8, 12, 31, 34, 43, 48, 50, 62, 63], "list_al": [1, 2, 4, 8], "betfairstreamcli": 1, "http_client": 1, "message_handl": 1, "host": [1, 4, 17, 65], "com": [1, 14, 23, 52, 55, 59, 60, 64, 68], "port": [1, 4, 40, 60], "crlf": 1, "post_connect": 1, "perform": [1, 5, 6, 7, 8, 10, 11, 12, 13, 15, 27, 28, 31, 38, 40, 41, 42, 43, 44, 46, 47, 49, 50, 51, 52, 54, 56, 57, 60, 61, 63, 66, 67, 69], "post": [1, 6, 28, 49, 63], "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, 62, 63, 64], "api_secret": [2, 62, 63], "binanceaccounttyp": [2, 32, 63], "base_url_http": [2, 63], "base_url_w": [2, 63], "u": [2, 7, 8, 11, 17, 56, 59, 60, 65, 66, 69], "testnet": [2, 32], "use_agg_trade_tick": [2, 63], "binancedatacli": 2, "public": [2, 8, 12, 23, 47], "binance_api_kei": [2, 63], "binance_testnet_api_kei": [2, 63], "environ": [2, 7, 26, 30, 32, 36, 42, 46, 49, 54, 58, 59, 60, 62, 63, 64, 65], "variabl": [2, 26, 42, 51, 52, 60, 62, 63, 64, 65, 68], "client": [2, 3, 4, 6, 7, 8, 12, 15, 18, 19, 23, 24, 31, 36, 40, 43, 45, 47, 49, 50, 62, 63, 66], "endpoint": [2, 8, 11, 12, 63, 64], "websocket": [2, 3, 49, 63], "aggreg": [2, 6, 8, 12, 17, 31, 42, 49], "binanceexecclientconfig": 2, "clock_sync_interval_sec": 2, "use_gtd": [2, 50], "use_reduce_onli": [2, 6], "use_position_id": [2, 6], "treat_expired_as_cancel": 2, "max_retri": 2, "retry_delai": 2, "binanceexecutioncli": 2, "gtd": [2, 6, 8, 12, 18, 23, 31, 48, 49], "tif": 2, "forc": [2, 6, 8, 12, 18, 23, 31, 49, 50], "remap": 2, "gtc": [2, 8, 12, 18, 23, 48], "reduce_onli": [2, 6, 8, 12, 18, 23, 48], "instruct": [2, 6, 8, 12, 18, 23, 31, 34, 44, 49, 60, 66], "sent": [2, 6, 8, 11, 12, 18, 23, 31, 36, 50], "through": [2, 4, 6, 8, 10, 11, 12, 14, 15, 18, 23, 28, 29, 31, 32, 36, 37, 42, 44, 45, 47, 49, 50, 52, 54, 56, 58, 64, 65, 67, 68, 69, 70], "alwai": [2, 8, 23, 39, 40, 45, 46, 51], "hedg": [2, 6, 7, 31, 68], "position_id": [2, 5, 7, 12, 18, 23, 24, 31, 60], "virtual": [2, 7, 53, 59], "semant": 2, "treat": [2, 26, 36], "certain": [2, 8, 22, 40, 43, 45, 47, 48, 60], "you": [2, 6, 8, 12, 13, 31, 34, 35, 36, 37, 38, 40, 41, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 57, 58, 59, 60, 61, 62, 63, 64, 65, 68, 69, 70], "uniform": 2, "positiveint": 2, "retri": 2, "positivefloat": 2, "get_cached_binance_http_cli": [2, 32], "secret": [2, 4, 32, 64], "base_url": 2, "is_testnet": [2, 32], "is_u": 2, "url": 2, "get_cached_binance_spot_instrument_provid": 2, "binancespotinstrumentprovid": [2, 45], "get_cached_binance_futures_instrument_provid": 2, "binancefuturesinstrumentprovid": [2, 32], "binancelivedataclientfactori": [2, 63], "binancespotdatacli": [2, 63], "binancefuturesdatacli": [2, 63], "binanceliveexecclientfactori": [2, 63], "binancespotexecutioncli": [2, 63], "binancefuturesexecutioncli": [2, 63], "common": [2, 7, 13, 15, 26, 30, 31, 32, 34, 36, 43, 46, 54, 62, 63, 64, 65], "doc": [2, 33, 41, 44, 51, 54, 60, 63, 64, 66, 70], "github": [2, 60], "io": [2, 26, 52, 60], "apidoc": 2, "en": [2, 8, 10, 19, 23, 26, 52], "definit": [2, 4, 39, 45, 54, 56, 63], "binanceratelimittyp": 2, "binanceratelimitinterv": 2, "interv": [2, 4, 6, 8, 11, 12, 15, 26, 28, 31, 43, 50, 64], "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, 21], "binanceneworderresptyp": 2, "neworderresptyp": 2, "binanceerrorcod": 2, "cover": [2, 35, 37, 40, 44, 56, 57, 61, 64, 68, 69], "binanceenumpars": 2, "concret": [2, 6, 8, 10, 11, 12, 14, 15, 18, 23, 28, 29, 31], "subclass": [2, 6, 7, 8, 10, 11, 12, 14, 15, 17, 18, 23, 26, 27, 28, 29, 31, 35, 45], "binancebar": [2, 63], "high": [2, 7, 8, 11, 12, 14, 15, 17, 26, 28, 31, 40, 42, 44, 46, 47, 49, 54, 56, 57, 61, 64], "low": [2, 6, 10, 14, 17, 26, 31, 63, 66], "volum": [2, 11, 14, 16, 17, 26, 49, 63], "quote_volum": 2, "taker_buy_base_volum": 2, "taker_buy_quote_volum": 2, "candlestick": [2, 14], "pyo3_bar": [2, 17], "is_revis": [2, 17], "revis": [2, 17, 65], "previou": [2, 8, 14, 17, 31, 39], "is_single_pric": [2, 17], "ohlc": [2, 17], "singl": [2, 6, 7, 8, 12, 15, 17, 19, 27, 31, 40, 41, 42, 45, 46, 47, 49, 50, 55, 60, 63, 64, 70], "binancetick": [2, 63], "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, 17, 26, 68], "bid_qti": 2, "ask_pric": [2, 17, 26, 68], "ask_qti": 2, "24hr": [2, 63], "statist": [2, 5, 37, 40, 49, 50, 64, 69], "percent": 2, "weight": [2, 14, 40], "millisecond": [2, 6, 8, 10, 12, 26, 31, 49, 66], "first": [2, 8, 23, 26, 31, 35, 43, 47, 49, 52, 58, 59, 60, 61, 63, 65, 68, 69], "over": [2, 6, 14, 18, 41, 43, 49, 50, 51, 63, 68, 69], "usdt_futur": [2, 32, 63], "binancecommondatacli": 2, "orderbook": [2, 4, 6, 7, 8, 11, 12, 15, 16, 17, 31, 50], "binancefuturescontracttyp": 2, "deriv": [2, 6, 21, 38, 39, 42, 43, 63], "contract": [2, 4, 21, 22, 35, 44, 45, 48, 56, 63, 64], "binancefuturescontractstatu": 2, "binancefuturespositionsid": 2, "binancefuturesworkingtyp": 2, "work": [2, 8, 12, 33, 35, 40, 41, 44, 45, 46, 48, 50, 52, 54, 60, 63, 64, 66, 70], "binancefuturesmargintyp": 2, "binancefuturespositionupdatereason": 2, "binancefutureseventtyp": 2, "binancefuturesenumpars": 2, "binancecommonexecutioncli": 2, "binancefuturesmarkpriceupd": 2, "mark": [2, 8, 14, 40, 48, 63, 66], "index": [2, 7, 8, 10, 13, 14, 22, 26, 48], "estimated_settl": 2, "funding_r": 2, "ts_next_fund": 2, "fund": [2, 63, 65], "estim": 2, "settl": [2, 21], "hour": [2, 4, 17, 49, 65], "settlement": [2, 21, 24, 45], "next": [2, 6, 8, 10, 11, 26, 31, 51, 60, 68, 69], "binancespotpermiss": 2, "permiss": [2, 62, 63], "binancespotsymbolstatu": 2, "binancespoteventtyp": 2, 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48, 50, 54, 56, 63], "37": [4, 17], "0b100101": [4, 17], "conjug": [4, 17], "complex": [4, 8, 10, 12, 17, 43, 49, 52, 69], "ration": [4, 17], "lowest": [4, 14, 17, 37, 56], "from_byt": [4, 17], "byteord": [4, 17], "big": [4, 17], "sign": [4, 17, 18, 23, 24, 64], "arrai": [4, 10, 17, 61], "hold": [4, 10, 12, 17, 35, 36, 40, 49], "either": [4, 6, 8, 12, 17, 19, 22, 26, 29, 31, 32, 34, 36, 42, 48, 49, 58, 60, 62, 63, 64, 65, 66], "buffer": [4, 8, 15, 17, 64], "protocol": [4, 12, 17, 19, 26, 31], "iter": [4, 6, 12, 14, 17], "produc": [4, 7, 8, 14, 17, 22, 40, 41, 45, 46, 47, 54, 64], "bytearrai": [4, 17], "exampl": [4, 8, 17, 19, 22, 35, 37, 38, 39, 42, 43, 44, 45, 46, 47, 48, 49, 57, 60, 63, 65, 68, 69], "most": [4, 6, 7, 8, 12, 13, 17, 31, 36, 40, 42, 45, 47, 50, 56, 62, 63, 64], "signific": [4, 17], "begin": [4, 8, 17, 47, 60, 64, 70], "littl": [4, 17, 57], "To": [4, 17, 23, 26, 40, 42, 43, 46, 47, 49, 50, 51, 56, 58, 59, 60, 62, 63, 64, 65, 66], "nativ": [4, 17, 21, 31, 45, 49, 63, 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"packaged-data"]], "Libor Rates": [[55, "libor-rates"]], "Short Term Interest Rates": [[55, "short-term-interest-rates"]], "Economic Events": [[55, "economic-events"]], "Rust": [[56, "rust"]], "Python Binding": [[56, "python-binding"]], "Unsafe Rust": [[56, "unsafe-rust"]], "Safety Policy": [[56, "safety-policy"]], "Resources": [[56, "resources"]], "Testing": [[57, "testing"]], "Mocks": [[57, "mocks"]], "Code Coverage": [[57, "code-coverage"]], "Excluded code coverage": [[57, "excluded-code-coverage"]], "Getting Started": [[58, "getting-started"], [61, "getting-started"], [65, "getting-started"]], "Installation": [[58, "installation"], [59, "installation"], [65, "installation"]], "Quickstart": [[58, "quickstart"], [60, "quickstart"]], "From PyPI": [[59, "from-pypi"]], "Extras": [[59, "extras"]], "From Source": [[59, "from-source"]], "From GitHub Release": [[59, "from-github-release"]], "Running in docker": [[60, "running-in-docker"]], "Getting the sample data": [[60, "getting-the-sample-data"]], "Connecting to the ParquetDataCatalog": [[60, "connecting-to-the-parquetdatacatalog"]], "Writing a trading strategy": [[60, "writing-a-trading-strategy"]], "Configuring Backtests": [[60, "configuring-backtests"]], "Venue": [[60, "venue"]], "Running a backtest": [[60, "running-a-backtest"]], "NautilusTrader Documentation": [[61, "nautilustrader-documentation"]], "Tutorials": [[61, "tutorials"], [70, "tutorials"]], "Integrations": [[61, "integrations"], [66, "integrations"]], "API Reference": [[61, "api-reference"]], "API credentials": [[62, "api-credentials"], [63, "api-credentials"]], "Data types": [[63, "data-types"], [64, "data-types"]], "Trailing stops": [[63, "trailing-stops"]], "Account Type": [[63, "account-type"]], "Base URL overrides": [[63, "base-url-overrides"]], "Binance US": [[63, "binance-us"]], "Testnets": [[63, "testnets"]], "Aggregated Trades": [[63, "aggregated-trades"]], "Parser warnings": [[63, "parser-warnings"]], "Binance specific 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(marginaccount method)": [[0, "nautilus_trader.accounting.accounts.margin.MarginAccount.update_margin_maint"]], "bsporderbookdelta (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta"]], "betfairdataclient (class in nautilus_trader.adapters.betfair.data)": [[1, "nautilus_trader.adapters.betfair.data.BetfairDataClient"]], "betfairdataclientconfig (class in nautilus_trader.adapters.betfair.config)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig"]], "betfairexecclientconfig (class in nautilus_trader.adapters.betfair.config)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig"]], "betfairexecutionclient (class in nautilus_trader.adapters.betfair.execution)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient"]], "betfairhttpclient (class in nautilus_trader.adapters.betfair.client)": [[1, "nautilus_trader.adapters.betfair.client.BetfairHttpClient"]], 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"betfairstartingprice (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairStartingPrice"]], "betfairstreamclient (class in nautilus_trader.adapters.betfair.sockets)": [[1, "nautilus_trader.adapters.betfair.sockets.BetfairStreamClient"]], "betfairticker (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.BetfairTicker"]], "subscriptionstatus (class in nautilus_trader.adapters.betfair.data_types)": [[1, "nautilus_trader.adapters.betfair.data_types.SubscriptionStatus"]], "account_id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.account_id"]], "account_type (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.account_type"]], "action (bsporderbookdelta attribute)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.action"]], "add() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add"]], "add_bulk() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add_bulk"]], "add_currency() (betfairinstrumentprovider method)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProvider.add_currency"]], "base_currency (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.base_currency"]], "batch_cancel_orders() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.batch_cancel_orders"]], "betfair_float_to_price() (in module nautilus_trader.adapters.betfair.orderbook)": [[1, "nautilus_trader.adapters.betfair.orderbook.betfair_float_to_price"]], "betfair_float_to_quantity() (in module nautilus_trader.adapters.betfair.orderbook)": [[1, "nautilus_trader.adapters.betfair.orderbook.betfair_float_to_quantity"]], "cancel_all_orders() (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, 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(bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_pyo3"]], "from_pyo3_list() (bsporderbookdelta static method)": [[1, "nautilus_trader.adapters.betfair.data_types.BSPOrderBookDelta.from_pyo3_list"]], "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_fill_reports() (betfairexecutionclient method)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.generate_fill_reports"]], "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, 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[[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"]], "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 (betfairdataclientconfig property)": [[1, "nautilus_trader.adapters.betfair.config.BetfairDataClientConfig.id"]], "id (betfairexecclientconfig property)": [[1, "nautilus_trader.adapters.betfair.config.BetfairExecClientConfig.id"]], "id (betfairexecutionclient attribute)": [[1, "nautilus_trader.adapters.betfair.execution.BetfairExecutionClient.id"]], "id (betfairinstrumentproviderconfig property)": [[1, "nautilus_trader.adapters.betfair.providers.BetfairInstrumentProviderConfig.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"]], "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, 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"nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.generate_order_modify_rejected"]], "generate_order_rejected() (binancefuturesexecutionclient method)": [[2, "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, 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"nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.id"]], "initialize() (binancefuturesinstrumentprovider method)": [[2, "nautilus_trader.adapters.binance.futures.providers.BinanceFuturesInstrumentProvider.initialize"]], "initialize() (binancespotinstrumentprovider method)": [[2, "nautilus_trader.adapters.binance.spot.providers.BinanceSpotInstrumentProvider.initialize"]], "is_connected (binancefuturesdataclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient.is_connected"]], "is_connected (binancefuturesexecutionclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.is_connected"]], "is_connected (binancespotdataclient attribute)": [[2, "nautilus_trader.adapters.binance.spot.data.BinanceSpotDataClient.is_connected"]], "is_connected (binancespotexecutionclient attribute)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.is_connected"]], "is_degraded (binancefuturesdataclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient.is_degraded"]], "is_degraded (binancefuturesexecutionclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.is_degraded"]], "is_degraded (binancespotdataclient attribute)": [[2, "nautilus_trader.adapters.binance.spot.data.BinanceSpotDataClient.is_degraded"]], "is_degraded (binancespotexecutionclient attribute)": [[2, "nautilus_trader.adapters.binance.spot.execution.BinanceSpotExecutionClient.is_degraded"]], "is_disposed (binancefuturesdataclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.data.BinanceFuturesDataClient.is_disposed"]], "is_disposed (binancefuturesexecutionclient attribute)": [[2, "nautilus_trader.adapters.binance.futures.execution.BinanceFuturesExecutionClient.is_disposed"]], "is_disposed (binancespotdataclient attribute)": [[2, 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(cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.update_position"]], "update_strategy() (cache method)": [[7, "nautilus_trader.cache.cache.Cache.update_strategy"]], "update_strategy() (cachedatabaseadapter method)": [[7, "nautilus_trader.cache.database.CacheDatabaseAdapter.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.component)": [[8, "nautilus_trader.common.component.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.component)": [[8, "nautilus_trader.common.component.LiveClock"]], "logger (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Logger"]], "messagebus (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.MessageBus"]], "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"]], "subscription (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Subscription"]], "taskid (class in nautilus_trader.common.executor)": [[8, "nautilus_trader.common.executor.TaskId"]], "testclock (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.TestClock"]], "throttler (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.Throttler"]], "timeevent (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.TimeEvent"]], "timeeventhandler (class in nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.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.component.TestClock.advance_time"]], "bracket() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.bracket"]], "cache (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.cache"]], "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, "nautilus_trader.common.component.Clock.cancel_timer"]], "cancel_timer() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.cancel_timer"]], "cancel_timer() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.cancel_timer"]], "cancel_timers() (clock method)": [[8, "nautilus_trader.common.component.Clock.cancel_timers"]], "cancel_timers() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.cancel_timers"]], "cancel_timers() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.cancel_timers"]], "clock (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.clock"]], "component_state_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_state_from_str"]], "component_state_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_state_to_str"]], "component_trigger_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_trigger_from_str"]], "component_trigger_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.component_trigger_to_str"]], "config (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.config"]], "count (clientorderidgenerator attribute)": [[8, "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"]], "create_pyo3_conversion_wrapper() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.create_pyo3_conversion_wrapper"]], "currencies() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currencies"]], "currency() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.currency"]], "debug() (logger method)": [[8, "nautilus_trader.common.component.Logger.debug"]], "degrade() (actor method)": [[8, "nautilus_trader.common.actor.Actor.degrade"]], "degrade() (component method)": [[8, "nautilus_trader.common.component.Component.degrade"]], "deregister() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.deregister"]], "deregister_component_clock() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.deregister_component_clock"]], "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"]], "endpoints() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.endpoints"]], "error() (logger method)": [[8, "nautilus_trader.common.component.Logger.error"]], "event (timeeventhandler attribute)": [[8, "nautilus_trader.common.component.TimeEventHandler.event"]], "exception() (logger method)": [[8, "nautilus_trader.common.component.Logger.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)": [[8, "nautilus_trader.common.actor.Actor.fully_qualified_name"]], "fully_qualified_name() (component class method)": [[8, "nautilus_trader.common.component.Component.fully_qualified_name"]], "generate() (clientorderidgenerator method)": [[8, "nautilus_trader.common.generators.ClientOrderIdGenerator.generate"]], "generate() (orderlistidgenerator method)": [[8, "nautilus_trader.common.generators.OrderListIdGenerator.generate"]], "generate() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.generate"]], "generate_client_order_id() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.generate_client_order_id"]], "generate_order_list_id() (orderfactory method)": [[8, "nautilus_trader.common.factories.OrderFactory.generate_order_list_id"]], "get_all() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.get_all"]], "get_count() (positionidgenerator method)": [[8, "nautilus_trader.common.generators.PositionIdGenerator.get_count"]], "get_future() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.get_future"]], "get_state_transition_table() (componentfsmfactory static method)": [[8, "nautilus_trader.common.component.ComponentFSMFactory.get_state_transition_table"]], "handle() (timeeventhandler method)": [[8, "nautilus_trader.common.component.TimeEventHandler.handle"]], "handle_bar() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_bar"]], "handle_bars() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_bars"]], "handle_data() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_data"]], "handle_event() (actor method)": [[8, "nautilus_trader.common.actor.Actor.handle_event"]], "handle_historical_data() (actor method)": [[8, "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_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"]], "handler (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.handler"]], "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_backing (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.has_backing"]], "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"]], "has_subscribers() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.has_subscribers"]], "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.component.TimeEvent.id"]], "indicators_initialized() (actor method)": [[8, "nautilus_trader.common.actor.Actor.indicators_initialized"]], "info() (logger method)": [[8, "nautilus_trader.common.component.Logger.info"]], "init_logging() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.init_logging"]], "init_tracing() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.init_tracing"]], "initialize() (instrumentprovider method)": [[8, "nautilus_trader.common.providers.InstrumentProvider.initialize"]], "interval (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.interval"]], "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_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.component.Throttler.is_limiting"]], "is_logging_initialized() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_logging_initialized"]], "is_matching_py() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_matching_py"]], "is_pending_request() (actor method)": [[8, "nautilus_trader.common.actor.Actor.is_pending_request"]], "is_pending_request() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.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"]], "is_subscribed() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.is_subscribed"]], "limit (throttler attribute)": [[8, "nautilus_trader.common.component.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.component.Clock.local_now"]], "local_now() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.local_now"]], "local_now() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.local_now"]], "log (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.log"]], "log_color_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_color_from_str"]], "log_color_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_color_to_str"]], "log_header() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_header"]], "log_level_from_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_level_from_str"]], "log_level_to_str() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_level_to_str"]], "log_sysinfo() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.log_sysinfo"]], "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 (logger attribute)": [[8, "nautilus_trader.common.component.Logger.name"]], "name (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.name"]], "name (timeevent attribute)": [[8, "nautilus_trader.common.component.TimeEvent.name"]], "nautilus_trader.common": [[8, "module-nautilus_trader.common"]], "nautilus_trader.common.actor": [[8, "module-nautilus_trader.common.actor"]], "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.providers": [[8, "module-nautilus_trader.common.providers"]], "next_time_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.next_time_ns"]], "next_time_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.next_time_ns"]], "next_time_ns() (testclock method)": [[8, "nautilus_trader.common.component.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_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"]], "portfolio (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.portfolio"]], "priority (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.priority"]], "pub_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.pub_count"]], "publish() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.publish"]], "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.component.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.component.Throttler.recv_count"]], "register() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.register"]], "register_base() (actor method)": [[8, "nautilus_trader.common.actor.Actor.register_base"]], "register_component_clock() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.register_component_clock"]], "register_default_handler() (clock method)": [[8, "nautilus_trader.common.component.Clock.register_default_handler"]], "register_default_handler() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.register_default_handler"]], "register_default_handler() (testclock method)": [[8, "nautilus_trader.common.component.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"]], "remove_instance_component_clocks() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.remove_instance_component_clocks"]], "req_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.req_count"]], "request() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.request"]], "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"]], "res_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.res_count"]], "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"]], "reset() (throttler method)": [[8, "nautilus_trader.common.component.Throttler.reset"]], "response() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.response"]], "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() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.send"]], "send() (throttler method)": [[8, "nautilus_trader.common.component.Throttler.send"]], "sent_count (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.sent_count"]], "sent_count (throttler attribute)": [[8, "nautilus_trader.common.component.Throttler.sent_count"]], "serializer (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.serializer"]], "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.component.TestClock.set_time"]], "set_time_alert() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_time_alert"]], "set_time_alert() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_time_alert"]], "set_time_alert() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_time_alert"]], "set_time_alert_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_time_alert_ns"]], "set_time_alert_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_time_alert_ns"]], "set_time_alert_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_time_alert_ns"]], "set_timer() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_timer"]], "set_timer() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_timer"]], "set_timer() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_timer"]], "set_timer_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.set_timer_ns"]], "set_timer_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.set_timer_ns"]], "set_timer_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.set_timer_ns"]], "shutdown() (actorexecutor method)": [[8, "nautilus_trader.common.executor.ActorExecutor.shutdown"]], "snapshot_orders (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.snapshot_orders"]], "snapshot_positions (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.snapshot_positions"]], "start() (actor method)": [[8, "nautilus_trader.common.actor.Actor.start"]], "start() (component method)": [[8, "nautilus_trader.common.component.Component.start"]], "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"]], "strategy_id (orderfactory attribute)": [[8, "nautilus_trader.common.factories.OrderFactory.strategy_id"]], "subscribe() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.subscribe"]], "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_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"]], "subscriptions() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.subscriptions"]], "timer_count (clock attribute)": [[8, "nautilus_trader.common.component.Clock.timer_count"]], "timer_count (liveclock attribute)": [[8, "nautilus_trader.common.component.LiveClock.timer_count"]], "timer_count (testclock attribute)": [[8, "nautilus_trader.common.component.TestClock.timer_count"]], "timer_names (clock attribute)": [[8, "nautilus_trader.common.component.Clock.timer_names"]], "timer_names (liveclock attribute)": [[8, "nautilus_trader.common.component.LiveClock.timer_names"]], "timer_names (testclock attribute)": [[8, "nautilus_trader.common.component.TestClock.timer_names"]], "timestamp() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp"]], "timestamp() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp"]], "timestamp() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp"]], "timestamp_ms() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp_ms"]], "timestamp_ms() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp_ms"]], "timestamp_ms() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp_ms"]], "timestamp_ns() (clock method)": [[8, "nautilus_trader.common.component.Clock.timestamp_ns"]], "timestamp_ns() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.timestamp_ns"]], "timestamp_ns() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.timestamp_ns"]], "to_importable_config() (actor method)": [[8, "nautilus_trader.common.actor.Actor.to_importable_config"]], "topic (subscription attribute)": [[8, "nautilus_trader.common.component.Subscription.topic"]], "topics() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.topics"]], "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 (messagebus attribute)": [[8, "nautilus_trader.common.component.MessageBus.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.component.TimeEvent.ts_event"]], "ts_init (timeevent attribute)": [[8, "nautilus_trader.common.component.TimeEvent.ts_init"]], "type (actor attribute)": [[8, "nautilus_trader.common.actor.Actor.type"]], "type (component attribute)": [[8, "nautilus_trader.common.component.Component.type"]], "unsubscribe() (messagebus method)": [[8, "nautilus_trader.common.component.MessageBus.unsubscribe"]], "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_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.component.Throttler.used"]], "utc_now() (clock method)": [[8, "nautilus_trader.common.component.Clock.utc_now"]], "utc_now() (liveclock method)": [[8, "nautilus_trader.common.component.LiveClock.utc_now"]], "utc_now() (testclock method)": [[8, "nautilus_trader.common.component.TestClock.utc_now"]], "warning() (logger method)": [[8, "nautilus_trader.common.component.Logger.warning"]], "nautilus_trader.config": [[9, "module-nautilus_trader.config"]], "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, 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"module-nautilus_trader.model.book"]], "orders() (level method)": [[16, "nautilus_trader.model.book.Level.orders"]], "pprint() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.pprint"]], "price (level attribute)": [[16, "nautilus_trader.model.book.Level.price"]], "reset() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.reset"]], "sequence (orderbook attribute)": [[16, "nautilus_trader.model.book.OrderBook.sequence"]], "simulate_fills() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.simulate_fills"]], "size() (level method)": [[16, "nautilus_trader.model.book.Level.size"]], "spread() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.spread"]], "ts_event (orderbook attribute)": [[16, "nautilus_trader.model.book.OrderBook.ts_event"]], "ts_init (orderbook attribute)": [[16, "nautilus_trader.model.book.OrderBook.ts_init"]], "ts_last (orderbook attribute)": [[16, "nautilus_trader.model.book.OrderBook.ts_last"]], "update() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.update"]], "update_quote_tick() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.update_quote_tick"]], "update_trade_tick() (orderbook method)": [[16, "nautilus_trader.model.book.OrderBook.update_trade_tick"]], "bar (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.Bar"]], "baraggregation (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.BarAggregation"]], "barspecification (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.BarSpecification"]], "bartype (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.BarType"]], "bookorder (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.BookOrder"]], "customdata (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.CustomData"]], "datatype (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.DataType"]], "instrumentclose (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.InstrumentClose"]], "instrumentstatus (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.InstrumentStatus"]], "orderbookdelta (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.OrderBookDelta"]], "orderbookdeltas (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.OrderBookDeltas"]], "orderbookdepth10 (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.OrderBookDepth10"]], "quotetick (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.QuoteTick"]], "tradetick (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.TradeTick"]], "venuestatus (class in nautilus_trader.model.data)": [[17, "nautilus_trader.model.data.VenueStatus"]], "action (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.action"]], "aggregation (barspecification attribute)": 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"nautilus_trader.model.data.BarType.is_externally_aggregated"]], "is_information_aggregated() (barspecification method)": [[17, "nautilus_trader.model.data.BarSpecification.is_information_aggregated"]], "is_internally_aggregated() (bartype method)": [[17, "nautilus_trader.model.data.BarType.is_internally_aggregated"]], "is_revision (bar attribute)": [[17, "nautilus_trader.model.data.Bar.is_revision"]], "is_single_price() (bar method)": [[17, "nautilus_trader.model.data.Bar.is_single_price"]], "is_snapshot (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.is_snapshot"]], "is_threshold_aggregated() (barspecification method)": [[17, "nautilus_trader.model.data.BarSpecification.is_threshold_aggregated"]], "is_time_aggregated() (barspecification method)": [[17, "nautilus_trader.model.data.BarSpecification.is_time_aggregated"]], "is_update (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_update"]], "list_from_capsule() (orderbookdelta static method)": [[17, "nautilus_trader.model.data.OrderBookDelta.list_from_capsule"]], "list_from_capsule() (orderbookdepth10 static method)": [[17, "nautilus_trader.model.data.OrderBookDepth10.list_from_capsule"]], "list_from_capsule() (quotetick static method)": [[17, "nautilus_trader.model.data.QuoteTick.list_from_capsule"]], "list_from_capsule() (tradetick static method)": [[17, "nautilus_trader.model.data.TradeTick.list_from_capsule"]], "low (bar attribute)": [[17, "nautilus_trader.model.data.Bar.low"]], "metadata (datatype attribute)": [[17, "nautilus_trader.model.data.DataType.metadata"]], "nautilus_trader.model.data": [[17, "module-nautilus_trader.model.data"]], "numerator (baraggregation attribute)": [[17, "nautilus_trader.model.data.BarAggregation.numerator"]], "open (bar attribute)": [[17, "nautilus_trader.model.data.Bar.open"]], "order (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.order"]], "order_id (bookorder attribute)": [[17, "nautilus_trader.model.data.BookOrder.order_id"]], "price (bookorder attribute)": [[17, "nautilus_trader.model.data.BookOrder.price"]], "price (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.price"]], "price_type (barspecification attribute)": [[17, "nautilus_trader.model.data.BarSpecification.price_type"]], "real (baraggregation attribute)": [[17, "nautilus_trader.model.data.BarAggregation.real"]], "sequence (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.sequence"]], "sequence (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.sequence"]], "sequence (orderbookdepth10 attribute)": [[17, "nautilus_trader.model.data.OrderBookDepth10.sequence"]], "side (bookorder attribute)": [[17, "nautilus_trader.model.data.BookOrder.side"]], "signed_size() (bookorder method)": [[17, "nautilus_trader.model.data.BookOrder.signed_size"]], "size (bookorder attribute)": [[17, "nautilus_trader.model.data.BookOrder.size"]], "size (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.size"]], "spec (bartype attribute)": [[17, "nautilus_trader.model.data.BarType.spec"]], "status (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.status"]], "status (venuestatus attribute)": [[17, "nautilus_trader.model.data.VenueStatus.status"]], "step (barspecification attribute)": [[17, "nautilus_trader.model.data.BarSpecification.step"]], "timedelta (barspecification attribute)": [[17, "nautilus_trader.model.data.BarSpecification.timedelta"]], "to_bytes() (baraggregation method)": [[17, "nautilus_trader.model.data.BarAggregation.to_bytes"]], "to_capsule() (orderbookdeltas method)": [[17, "nautilus_trader.model.data.OrderBookDeltas.to_capsule"]], "to_dict() (bar static method)": [[17, "nautilus_trader.model.data.Bar.to_dict"]], "to_dict() (bookorder static method)": [[17, "nautilus_trader.model.data.BookOrder.to_dict"]], "to_dict() (instrumentclose static method)": [[17, "nautilus_trader.model.data.InstrumentClose.to_dict"]], "to_dict() (instrumentstatus static method)": [[17, "nautilus_trader.model.data.InstrumentStatus.to_dict"]], "to_dict() (orderbookdelta static method)": [[17, "nautilus_trader.model.data.OrderBookDelta.to_dict"]], "to_dict() (orderbookdeltas static method)": [[17, "nautilus_trader.model.data.OrderBookDeltas.to_dict"]], "to_dict() (orderbookdepth10 static method)": [[17, "nautilus_trader.model.data.OrderBookDepth10.to_dict"]], "to_dict() (quotetick static method)": [[17, "nautilus_trader.model.data.QuoteTick.to_dict"]], "to_dict() (tradetick static method)": [[17, "nautilus_trader.model.data.TradeTick.to_dict"]], "to_dict() (venuestatus static method)": [[17, "nautilus_trader.model.data.VenueStatus.to_dict"]], "to_pyo3() (orderbookdeltas method)": [[17, "nautilus_trader.model.data.OrderBookDeltas.to_pyo3"]], "to_pyo3_list() (bar static method)": [[17, "nautilus_trader.model.data.Bar.to_pyo3_list"]], "to_pyo3_list() (orderbookdelta static method)": [[17, "nautilus_trader.model.data.OrderBookDelta.to_pyo3_list"]], "to_pyo3_list() (quotetick static method)": [[17, "nautilus_trader.model.data.QuoteTick.to_pyo3_list"]], "to_pyo3_list() (tradetick static method)": [[17, "nautilus_trader.model.data.TradeTick.to_pyo3_list"]], "topic (datatype attribute)": [[17, "nautilus_trader.model.data.DataType.topic"]], "trade_id (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.trade_id"]], "trading_session (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.trading_session"]], "ts_event (bar attribute)": [[17, "nautilus_trader.model.data.Bar.ts_event"]], "ts_event (customdata attribute)": [[17, "nautilus_trader.model.data.CustomData.ts_event"]], "ts_event (instrumentclose attribute)": [[17, "nautilus_trader.model.data.InstrumentClose.ts_event"]], "ts_event (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.ts_event"]], "ts_event (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.ts_event"]], "ts_event (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.ts_event"]], "ts_event (orderbookdepth10 attribute)": [[17, "nautilus_trader.model.data.OrderBookDepth10.ts_event"]], "ts_event (quotetick attribute)": [[17, "nautilus_trader.model.data.QuoteTick.ts_event"]], "ts_event (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.ts_event"]], "ts_event (venuestatus attribute)": [[17, "nautilus_trader.model.data.VenueStatus.ts_event"]], "ts_init (bar attribute)": [[17, "nautilus_trader.model.data.Bar.ts_init"]], "ts_init (customdata attribute)": [[17, "nautilus_trader.model.data.CustomData.ts_init"]], "ts_init (instrumentclose attribute)": [[17, "nautilus_trader.model.data.InstrumentClose.ts_init"]], "ts_init (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.ts_init"]], "ts_init (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.ts_init"]], "ts_init (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.ts_init"]], "ts_init (orderbookdepth10 attribute)": [[17, "nautilus_trader.model.data.OrderBookDepth10.ts_init"]], "ts_init (quotetick attribute)": [[17, "nautilus_trader.model.data.QuoteTick.ts_init"]], "ts_init (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.ts_init"]], "ts_init (venuestatus attribute)": [[17, "nautilus_trader.model.data.VenueStatus.ts_init"]], "type (datatype attribute)": [[17, "nautilus_trader.model.data.DataType.type"]], "venue (venuestatus attribute)": [[17, "nautilus_trader.model.data.VenueStatus.venue"]], "volume (bar attribute)": [[17, "nautilus_trader.model.data.Bar.volume"]], "accountstate (class in nautilus_trader.model.events.account)": [[18, "nautilus_trader.model.events.account.AccountState"]], "orderaccepted (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderAccepted"]], "ordercancelrejected (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected"]], "ordercanceled (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderCanceled"]], "orderdenied (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderDenied"]], "orderemulated (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderEmulated"]], "orderevent (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderEvent"]], "orderexpired (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderExpired"]], "orderfilled (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderFilled"]], "orderinitialized (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderInitialized"]], "ordermodifyrejected (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected"]], "orderpendingcancel (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel"]], "orderpendingupdate (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate"]], "orderrejected (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderRejected"]], "orderreleased (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderReleased"]], "ordersubmitted (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderSubmitted"]], "ordertriggered (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderTriggered"]], "orderupdated (class in nautilus_trader.model.events.order)": [[18, "nautilus_trader.model.events.order.OrderUpdated"]], "positionchanged (class in nautilus_trader.model.events.position)": [[18, "nautilus_trader.model.events.position.PositionChanged"]], "positionclosed (class in nautilus_trader.model.events.position)": [[18, "nautilus_trader.model.events.position.PositionClosed"]], "positionevent (class in nautilus_trader.model.events.position)": [[18, "nautilus_trader.model.events.position.PositionEvent"]], "positionopened (class in nautilus_trader.model.events.position)": [[18, "nautilus_trader.model.events.position.PositionOpened"]], "account_id (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.account_id"]], "account_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.account_id"]], "account_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.account_id"]], "account_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.account_id"]], "account_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.account_id"]], "account_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.account_id"]], "account_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.account_id"]], "account_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.account_id"]], "account_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.account_id"]], "account_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.account_id"]], "account_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.account_id"]], "account_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.account_id"]], "account_id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.account_id"]], "account_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.account_id"]], "account_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.account_id"]], "account_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.account_id"]], "account_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.account_id"]], "account_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.account_id"]], "account_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.account_id"]], "account_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.account_id"]], "account_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.account_id"]], "account_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.account_id"]], "account_type (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.account_type"]], "avg_px_close (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.avg_px_close"]], "avg_px_close (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.avg_px_close"]], "avg_px_close (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.avg_px_close"]], "avg_px_close (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.avg_px_close"]], "avg_px_open (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.avg_px_open"]], "avg_px_open (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.avg_px_open"]], "avg_px_open (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.avg_px_open"]], "avg_px_open (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.avg_px_open"]], "balances (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.balances"]], "base_currency (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.base_currency"]], "client_order_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.client_order_id"]], "client_order_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.client_order_id"]], "client_order_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.client_order_id"]], "client_order_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.client_order_id"]], "client_order_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.client_order_id"]], "client_order_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.client_order_id"]], "client_order_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.client_order_id"]], "client_order_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.client_order_id"]], "client_order_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.client_order_id"]], "client_order_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.client_order_id"]], "client_order_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.client_order_id"]], "client_order_id (orderpendingupdate attribute)": [[18, 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"currency (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.currency"]], "currency (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.currency"]], "currency (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.currency"]], "duration_ns (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.duration_ns"]], "duration_ns (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.duration_ns"]], "duration_ns (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.duration_ns"]], "duration_ns (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.duration_ns"]], "emulation_trigger (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.emulation_trigger"]], "entry (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.entry"]], "entry (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.entry"]], "entry (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.entry"]], "entry (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.entry"]], "exec_algorithm_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_id"]], "exec_algorithm_params (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.exec_algorithm_params"]], "exec_spawn_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.exec_spawn_id"]], "from_dict() (accountstate static method)": [[18, "nautilus_trader.model.events.account.AccountState.from_dict"]], "from_dict() (orderaccepted static method)": [[18, "nautilus_trader.model.events.order.OrderAccepted.from_dict"]], "from_dict() (ordercancelrejected static method)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.from_dict"]], "from_dict() (ordercanceled static method)": [[18, "nautilus_trader.model.events.order.OrderCanceled.from_dict"]], "from_dict() (orderdenied static method)": [[18, "nautilus_trader.model.events.order.OrderDenied.from_dict"]], "from_dict() (orderemulated static method)": [[18, "nautilus_trader.model.events.order.OrderEmulated.from_dict"]], "from_dict() (orderexpired static method)": [[18, "nautilus_trader.model.events.order.OrderExpired.from_dict"]], "from_dict() (orderfilled static method)": [[18, "nautilus_trader.model.events.order.OrderFilled.from_dict"]], "from_dict() (orderinitialized static method)": [[18, "nautilus_trader.model.events.order.OrderInitialized.from_dict"]], "from_dict() (ordermodifyrejected static method)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.from_dict"]], "from_dict() (orderpendingcancel static method)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.from_dict"]], "from_dict() (orderpendingupdate static method)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.from_dict"]], "from_dict() (orderrejected static method)": [[18, "nautilus_trader.model.events.order.OrderRejected.from_dict"]], "from_dict() (orderreleased static method)": [[18, "nautilus_trader.model.events.order.OrderReleased.from_dict"]], "from_dict() (ordersubmitted static method)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.from_dict"]], "from_dict() (ordertriggered static method)": [[18, "nautilus_trader.model.events.order.OrderTriggered.from_dict"]], "from_dict() (orderupdated static method)": [[18, "nautilus_trader.model.events.order.OrderUpdated.from_dict"]], "from_dict() (positionchanged static method)": [[18, "nautilus_trader.model.events.position.PositionChanged.from_dict"]], "from_dict() (positionclosed static method)": [[18, "nautilus_trader.model.events.position.PositionClosed.from_dict"]], "from_dict() (positionopened static method)": [[18, "nautilus_trader.model.events.position.PositionOpened.from_dict"]], "id (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.id"]], "id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.id"]], "id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.id"]], "id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.id"]], "id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.id"]], "id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.id"]], "id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.id"]], "id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.id"]], "id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.id"]], "id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.id"]], "id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.id"]], "id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.id"]], "id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.id"]], "id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.id"]], "id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.id"]], "id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.id"]], "id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.id"]], "id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.id"]], "id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.id"]], "id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.id"]], "id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.id"]], "id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.id"]], "info (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.info"]], "info (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.info"]], "instrument_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.instrument_id"]], "instrument_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.instrument_id"]], "instrument_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.instrument_id"]], "instrument_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.instrument_id"]], "instrument_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.instrument_id"]], "instrument_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.instrument_id"]], "instrument_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.instrument_id"]], "instrument_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.instrument_id"]], "instrument_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.instrument_id"]], "instrument_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.instrument_id"]], "instrument_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.instrument_id"]], "instrument_id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.instrument_id"]], "instrument_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.instrument_id"]], "instrument_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.instrument_id"]], "instrument_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.instrument_id"]], "instrument_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.instrument_id"]], "instrument_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.instrument_id"]], "instrument_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.instrument_id"]], "instrument_id (positionclosed attribute)": [[18, 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"nautilus_trader.model.events.position.PositionEvent.last_px"]], "last_px (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.last_px"]], "last_qty (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.last_qty"]], "last_qty (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.last_qty"]], "last_qty (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.last_qty"]], "last_qty (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.last_qty"]], "last_qty (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.last_qty"]], "linked_order_ids (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.linked_order_ids"]], "liquidity_side (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.liquidity_side"]], "margins (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.margins"]], "nautilus_trader.model.events": [[18, "module-nautilus_trader.model.events"]], "nautilus_trader.model.events.account": [[18, "module-nautilus_trader.model.events.account"]], "nautilus_trader.model.events.order": [[18, "module-nautilus_trader.model.events.order"]], "nautilus_trader.model.events.position": [[18, "module-nautilus_trader.model.events.position"]], "opening_order_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.opening_order_id"]], "opening_order_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.opening_order_id"]], "opening_order_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.opening_order_id"]], "opening_order_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.opening_order_id"]], "options (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.options"]], "order_list_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.order_list_id"]], "order_side (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.order_side"]], "order_type (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.order_type"]], "order_type (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.order_type"]], "parent_order_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.parent_order_id"]], "peak_qty (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.peak_qty"]], "peak_qty (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.peak_qty"]], "peak_qty (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.peak_qty"]], "peak_qty (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.peak_qty"]], "position_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.position_id"]], "position_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.position_id"]], "position_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.position_id"]], "position_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.position_id"]], "position_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.position_id"]], "post_only (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.post_only"]], "price (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.price"]], "quantity (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.quantity"]], "quantity (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.quantity"]], "quantity (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.quantity"]], "quantity (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.quantity"]], "quantity (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.quantity"]], "quantity (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.quantity"]], "quote_quantity (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.quote_quantity"]], "realized_pnl (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.realized_pnl"]], "realized_pnl (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.realized_pnl"]], "realized_pnl (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.realized_pnl"]], "realized_pnl (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.realized_pnl"]], "realized_return (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.realized_return"]], "realized_return (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.realized_return"]], "realized_return (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.realized_return"]], "realized_return (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.realized_return"]], "reason (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.reason"]], "reason (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.reason"]], "reason (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.reason"]], "reason (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.reason"]], "reconciliation (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.reconciliation"]], "reconciliation (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.reconciliation"]], "reconciliation (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.reconciliation"]], "reconciliation (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.reconciliation"]], "reconciliation (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.reconciliation"]], "reconciliation (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.reconciliation"]], "reconciliation (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.reconciliation"]], "reconciliation (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.reconciliation"]], "reconciliation (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.reconciliation"]], "reconciliation (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.reconciliation"]], "reconciliation (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.reconciliation"]], "reconciliation (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.reconciliation"]], "reconciliation (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.reconciliation"]], "reconciliation (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.reconciliation"]], "reconciliation (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.reconciliation"]], "reconciliation (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.reconciliation"]], "reconciliation (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.reconciliation"]], "reduce_only (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.reduce_only"]], "released_price (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.released_price"]], "set_client_order_id() (orderaccepted method)": [[18, "nautilus_trader.model.events.order.OrderAccepted.set_client_order_id"]], "set_client_order_id() (ordercancelrejected method)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.set_client_order_id"]], "set_client_order_id() (ordercanceled method)": [[18, "nautilus_trader.model.events.order.OrderCanceled.set_client_order_id"]], "set_client_order_id() (orderdenied method)": [[18, "nautilus_trader.model.events.order.OrderDenied.set_client_order_id"]], "set_client_order_id() (orderemulated method)": [[18, "nautilus_trader.model.events.order.OrderEmulated.set_client_order_id"]], "set_client_order_id() (orderevent method)": [[18, "nautilus_trader.model.events.order.OrderEvent.set_client_order_id"]], "set_client_order_id() (orderexpired method)": [[18, "nautilus_trader.model.events.order.OrderExpired.set_client_order_id"]], "set_client_order_id() (orderfilled method)": [[18, "nautilus_trader.model.events.order.OrderFilled.set_client_order_id"]], "set_client_order_id() (orderinitialized method)": [[18, "nautilus_trader.model.events.order.OrderInitialized.set_client_order_id"]], "set_client_order_id() (ordermodifyrejected method)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.set_client_order_id"]], "set_client_order_id() (orderpendingcancel method)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.set_client_order_id"]], "set_client_order_id() (orderpendingupdate method)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.set_client_order_id"]], "set_client_order_id() (orderrejected method)": [[18, "nautilus_trader.model.events.order.OrderRejected.set_client_order_id"]], "set_client_order_id() (orderreleased method)": [[18, "nautilus_trader.model.events.order.OrderReleased.set_client_order_id"]], "set_client_order_id() (ordersubmitted method)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.set_client_order_id"]], "set_client_order_id() (ordertriggered method)": [[18, "nautilus_trader.model.events.order.OrderTriggered.set_client_order_id"]], "set_client_order_id() (orderupdated method)": [[18, "nautilus_trader.model.events.order.OrderUpdated.set_client_order_id"]], "side (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.side"]], "side (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.side"]], "side (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.side"]], "side (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.side"]], "side (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.side"]], "signed_qty (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.signed_qty"]], "signed_qty (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.signed_qty"]], "signed_qty (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.signed_qty"]], "signed_qty (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.signed_qty"]], "strategy_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.strategy_id"]], "strategy_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.strategy_id"]], "strategy_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.strategy_id"]], "strategy_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.strategy_id"]], "strategy_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.strategy_id"]], "strategy_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.strategy_id"]], "strategy_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.strategy_id"]], "strategy_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.strategy_id"]], "strategy_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.strategy_id"]], "strategy_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.strategy_id"]], "strategy_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.strategy_id"]], "strategy_id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.strategy_id"]], "strategy_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.strategy_id"]], "strategy_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.strategy_id"]], "strategy_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.strategy_id"]], "strategy_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.strategy_id"]], "strategy_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.strategy_id"]], "strategy_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.strategy_id"]], "strategy_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.strategy_id"]], "strategy_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.strategy_id"]], "strategy_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.strategy_id"]], "tags (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.tags"]], "time_in_force (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.time_in_force"]], "to_dict() (accountstate static method)": [[18, "nautilus_trader.model.events.account.AccountState.to_dict"]], "to_dict() (orderaccepted static method)": [[18, "nautilus_trader.model.events.order.OrderAccepted.to_dict"]], "to_dict() (ordercancelrejected static method)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.to_dict"]], "to_dict() (ordercanceled static method)": [[18, "nautilus_trader.model.events.order.OrderCanceled.to_dict"]], "to_dict() (orderdenied static method)": [[18, "nautilus_trader.model.events.order.OrderDenied.to_dict"]], "to_dict() (orderemulated static method)": [[18, "nautilus_trader.model.events.order.OrderEmulated.to_dict"]], "to_dict() (orderexpired static method)": [[18, "nautilus_trader.model.events.order.OrderExpired.to_dict"]], "to_dict() (orderfilled static method)": [[18, "nautilus_trader.model.events.order.OrderFilled.to_dict"]], "to_dict() (orderinitialized static method)": [[18, "nautilus_trader.model.events.order.OrderInitialized.to_dict"]], "to_dict() (ordermodifyrejected static method)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.to_dict"]], "to_dict() (orderpendingcancel static method)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.to_dict"]], "to_dict() (orderpendingupdate static method)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.to_dict"]], "to_dict() (orderrejected static method)": [[18, "nautilus_trader.model.events.order.OrderRejected.to_dict"]], "to_dict() (orderreleased static method)": [[18, "nautilus_trader.model.events.order.OrderReleased.to_dict"]], "to_dict() (ordersubmitted static method)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.to_dict"]], "to_dict() (ordertriggered static method)": [[18, "nautilus_trader.model.events.order.OrderTriggered.to_dict"]], "to_dict() (orderupdated static method)": [[18, "nautilus_trader.model.events.order.OrderUpdated.to_dict"]], "to_dict() (positionchanged static method)": [[18, "nautilus_trader.model.events.position.PositionChanged.to_dict"]], "to_dict() (positionclosed static method)": [[18, "nautilus_trader.model.events.position.PositionClosed.to_dict"]], "to_dict() (positionopened static method)": [[18, "nautilus_trader.model.events.position.PositionOpened.to_dict"]], "trade_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.trade_id"]], "trader_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.trader_id"]], "trader_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.trader_id"]], "trader_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.trader_id"]], "trader_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.trader_id"]], "trader_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.trader_id"]], "trader_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.trader_id"]], "trader_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.trader_id"]], "trader_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.trader_id"]], "trader_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.trader_id"]], "trader_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.trader_id"]], "trader_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.trader_id"]], "trader_id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.trader_id"]], "trader_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.trader_id"]], "trader_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.trader_id"]], "trader_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.trader_id"]], "trader_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.trader_id"]], "trader_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.trader_id"]], "trader_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.trader_id"]], "trader_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.trader_id"]], "trader_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.trader_id"]], "trader_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.trader_id"]], "trigger_instrument_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.trigger_instrument_id"]], "trigger_price (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.trigger_price"]], "ts_closed (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.ts_closed"]], "ts_closed (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.ts_closed"]], "ts_closed (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.ts_closed"]], "ts_closed (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.ts_closed"]], "ts_event (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.ts_event"]], "ts_event (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.ts_event"]], "ts_event (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.ts_event"]], "ts_event (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.ts_event"]], "ts_event (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.ts_event"]], "ts_event (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.ts_event"]], "ts_event (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.ts_event"]], "ts_event (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.ts_event"]], "ts_event (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.ts_event"]], "ts_event (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.ts_event"]], "ts_event (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.ts_event"]], "ts_event (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.ts_event"]], "ts_event (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.ts_event"]], "ts_event (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.ts_event"]], "ts_event (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.ts_event"]], "ts_event (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.ts_event"]], "ts_event (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.ts_event"]], "ts_event (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.ts_event"]], "ts_event (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.ts_event"]], "ts_event (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.ts_event"]], "ts_event (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.ts_event"]], "ts_event (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.ts_event"]], "ts_init (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.ts_init"]], "ts_init (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.ts_init"]], "ts_init (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.ts_init"]], "ts_init (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.ts_init"]], "ts_init (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.ts_init"]], "ts_init (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.ts_init"]], "ts_init (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.ts_init"]], "ts_init (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.ts_init"]], "ts_init (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.ts_init"]], "ts_init (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.ts_init"]], "ts_init (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.ts_init"]], "ts_init (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.ts_init"]], "ts_init (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.ts_init"]], "ts_init (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.ts_init"]], "ts_init (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.ts_init"]], "ts_init (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.ts_init"]], "ts_init (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.ts_init"]], "ts_init (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.ts_init"]], "ts_init (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.ts_init"]], "ts_init (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.ts_init"]], "ts_init (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.ts_init"]], "ts_init (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.ts_init"]], "ts_opened (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.ts_opened"]], "ts_opened (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.ts_opened"]], "ts_opened (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.ts_opened"]], "ts_opened (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.ts_opened"]], "unrealized_pnl (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.unrealized_pnl"]], "unrealized_pnl (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.unrealized_pnl"]], "unrealized_pnl (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.unrealized_pnl"]], "unrealized_pnl (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.unrealized_pnl"]], "venue_order_id (orderaccepted attribute)": [[18, "nautilus_trader.model.events.order.OrderAccepted.venue_order_id"]], "venue_order_id (ordercancelrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderCancelRejected.venue_order_id"]], "venue_order_id (ordercanceled attribute)": [[18, "nautilus_trader.model.events.order.OrderCanceled.venue_order_id"]], "venue_order_id (orderdenied attribute)": [[18, "nautilus_trader.model.events.order.OrderDenied.venue_order_id"]], "venue_order_id (orderemulated attribute)": [[18, "nautilus_trader.model.events.order.OrderEmulated.venue_order_id"]], "venue_order_id (orderevent attribute)": [[18, "nautilus_trader.model.events.order.OrderEvent.venue_order_id"]], "venue_order_id (orderexpired attribute)": [[18, "nautilus_trader.model.events.order.OrderExpired.venue_order_id"]], "venue_order_id (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.venue_order_id"]], "venue_order_id (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.venue_order_id"]], "venue_order_id (ordermodifyrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderModifyRejected.venue_order_id"]], "venue_order_id (orderpendingcancel attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingCancel.venue_order_id"]], "venue_order_id (orderpendingupdate attribute)": [[18, "nautilus_trader.model.events.order.OrderPendingUpdate.venue_order_id"]], "venue_order_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.venue_order_id"]], "venue_order_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.venue_order_id"]], "venue_order_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.venue_order_id"]], "venue_order_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.venue_order_id"]], "venue_order_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.venue_order_id"]], "accountid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.AccountId"]], "clientid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.ClientId"]], "clientorderid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.ClientOrderId"]], "componentid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.ComponentId"]], "execalgorithmid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.ExecAlgorithmId"]], "identifier (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.Identifier"]], "instrumentid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.InstrumentId"]], "orderlistid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.OrderListId"]], "positionid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.PositionId"]], "strategyid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.StrategyId"]], "symbol (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.Symbol"]], "tradeid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.TradeId"]], "traderid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.TraderId"]], "venue (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.Venue"]], "venueorderid (class in nautilus_trader.model.identifiers)": [[19, "nautilus_trader.model.identifiers.VenueOrderId"]], "from_code() (venue static method)": [[19, "nautilus_trader.model.identifiers.Venue.from_code"]], "from_str() (instrumentid static method)": [[19, "nautilus_trader.model.identifiers.InstrumentId.from_str"]], "get_id() (accountid method)": [[19, "nautilus_trader.model.identifiers.AccountId.get_id"]], "get_issuer() (accountid method)": [[19, "nautilus_trader.model.identifiers.AccountId.get_issuer"]], "get_tag() (strategyid method)": [[19, "nautilus_trader.model.identifiers.StrategyId.get_tag"]], "get_tag() (traderid method)": [[19, "nautilus_trader.model.identifiers.TraderId.get_tag"]], "is_external() (strategyid method)": [[19, "nautilus_trader.model.identifiers.StrategyId.is_external"]], "is_synthetic() (instrumentid method)": [[19, "nautilus_trader.model.identifiers.InstrumentId.is_synthetic"]], "is_synthetic() (venue method)": [[19, "nautilus_trader.model.identifiers.Venue.is_synthetic"]], "is_this_trader() (clientorderid method)": [[19, "nautilus_trader.model.identifiers.ClientOrderId.is_this_trader"]], "nautilus_trader.model.identifiers": [[19, "module-nautilus_trader.model.identifiers"]], "symbol (instrumentid attribute)": [[19, "nautilus_trader.model.identifiers.InstrumentId.symbol"]], "value (accountid attribute)": [[19, "nautilus_trader.model.identifiers.AccountId.value"]], "value (clientid attribute)": [[19, "nautilus_trader.model.identifiers.ClientId.value"]], "value (clientorderid attribute)": [[19, "nautilus_trader.model.identifiers.ClientOrderId.value"]], "value (componentid attribute)": [[19, "nautilus_trader.model.identifiers.ComponentId.value"]], "value (execalgorithmid attribute)": [[19, "nautilus_trader.model.identifiers.ExecAlgorithmId.value"]], "value (identifier attribute)": [[19, "nautilus_trader.model.identifiers.Identifier.value"]], "value (instrumentid attribute)": [[19, "nautilus_trader.model.identifiers.InstrumentId.value"]], "value (orderlistid attribute)": [[19, "nautilus_trader.model.identifiers.OrderListId.value"]], "value (positionid attribute)": [[19, "nautilus_trader.model.identifiers.PositionId.value"]], "value (strategyid attribute)": [[19, "nautilus_trader.model.identifiers.StrategyId.value"]], "value (symbol attribute)": [[19, "nautilus_trader.model.identifiers.Symbol.value"]], "value (tradeid attribute)": [[19, "nautilus_trader.model.identifiers.TradeId.value"]], "value (traderid attribute)": [[19, "nautilus_trader.model.identifiers.TraderId.value"]], "value (venue attribute)": [[19, "nautilus_trader.model.identifiers.Venue.value"]], "value (venueorderid attribute)": [[19, "nautilus_trader.model.identifiers.VenueOrderId.value"]], "venue (instrumentid attribute)": [[19, "nautilus_trader.model.identifiers.InstrumentId.venue"]], "nautilus_trader.model": [[20, "module-nautilus_trader.model"]], "bettinginstrument (class in nautilus_trader.model.instruments.betting)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument"]], "cryptofuture (class in nautilus_trader.model.instruments.crypto_future)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture"]], "cryptoperpetual (class in nautilus_trader.model.instruments.crypto_perpetual)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual"]], "currencypair (class in nautilus_trader.model.instruments.currency_pair)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair"]], "equity (class in nautilus_trader.model.instruments.equity)": [[21, "nautilus_trader.model.instruments.equity.Equity"]], "futurescontract (class in nautilus_trader.model.instruments.futures_contract)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract"]], "instrument (class in nautilus_trader.model.instruments.base)": [[21, "nautilus_trader.model.instruments.base.Instrument"]], "optionscontract (class in nautilus_trader.model.instruments.options_contract)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract"]], "syntheticinstrument (class in nautilus_trader.model.instruments.synthetic)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument"]], "activation_ns (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.activation_ns"]], "activation_ns (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.activation_ns"]], "activation_ns (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.activation_ns"]], "activation_utc (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.activation_utc"]], "activation_utc (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.activation_utc"]], "activation_utc (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.activation_utc"]], "asset_class (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.asset_class"]], "asset_class (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.asset_class"]], "asset_class (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.asset_class"]], "asset_class (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.asset_class"]], "asset_class (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.asset_class"]], "asset_class (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.asset_class"]], "asset_class (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.asset_class"]], "asset_class (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.asset_class"]], "base_currency (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_currency"]], "base_currency (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_currency"]], "base_from_dict() (bettinginstrument static method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.base_from_dict"]], "base_from_dict() (cryptofuture static method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.base_from_dict"]], "base_from_dict() (cryptoperpetual static method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_from_dict"]], "base_from_dict() (currencypair static method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_from_dict"]], "base_from_dict() (equity static method)": [[21, "nautilus_trader.model.instruments.equity.Equity.base_from_dict"]], "base_from_dict() (futurescontract static method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.base_from_dict"]], "base_from_dict() (instrument static method)": [[21, "nautilus_trader.model.instruments.base.Instrument.base_from_dict"]], "base_from_dict() (optionscontract static method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.base_from_dict"]], "base_to_dict() (bettinginstrument static method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.base_to_dict"]], "base_to_dict() (cryptofuture static method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.base_to_dict"]], "base_to_dict() (cryptoperpetual static method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.base_to_dict"]], "base_to_dict() (currencypair static method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.base_to_dict"]], "base_to_dict() (equity static method)": [[21, "nautilus_trader.model.instruments.equity.Equity.base_to_dict"]], "base_to_dict() (futurescontract static method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.base_to_dict"]], "base_to_dict() (instrument static method)": [[21, "nautilus_trader.model.instruments.base.Instrument.base_to_dict"]], "base_to_dict() (optionscontract static method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.base_to_dict"]], "calculate() (syntheticinstrument method)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.calculate"]], "calculate_base_quantity() (bettinginstrument method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.calculate_base_quantity"]], "calculate_base_quantity() (cryptofuture method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.calculate_base_quantity"]], "calculate_base_quantity() (cryptoperpetual method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.calculate_base_quantity"]], "calculate_base_quantity() (currencypair method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.calculate_base_quantity"]], "calculate_base_quantity() (equity method)": [[21, "nautilus_trader.model.instruments.equity.Equity.calculate_base_quantity"]], "calculate_base_quantity() (futurescontract method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.calculate_base_quantity"]], "calculate_base_quantity() (instrument method)": [[21, "nautilus_trader.model.instruments.base.Instrument.calculate_base_quantity"]], "calculate_base_quantity() (optionscontract method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.calculate_base_quantity"]], "change_formula() (syntheticinstrument method)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.change_formula"]], "components (syntheticinstrument attribute)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.components"]], "expiration_ns (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.expiration_ns"]], "expiration_ns (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.expiration_ns"]], "expiration_ns (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.expiration_ns"]], "expiration_utc (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.expiration_utc"]], "expiration_utc (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.expiration_utc"]], "expiration_utc (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.expiration_utc"]], "formula (syntheticinstrument attribute)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.formula"]], "from_dict() (bettinginstrument static method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.from_dict"]], "from_dict() (cryptofuture static method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.from_dict"]], "from_dict() (cryptoperpetual static method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.from_dict"]], "from_dict() (currencypair static method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.from_dict"]], "from_dict() (equity static method)": [[21, "nautilus_trader.model.instruments.equity.Equity.from_dict"]], "from_dict() (futurescontract static method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.from_dict"]], "from_dict() (optionscontract static method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.from_dict"]], "from_dict() (syntheticinstrument static method)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.from_dict"]], "from_pyo3() (equity static method)": [[21, "nautilus_trader.model.instruments.equity.Equity.from_pyo3"]], "from_pyo3() (futurescontract static method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.from_pyo3"]], "from_pyo3() (optionscontract static method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.from_pyo3"]], "fully_qualified_name() (bettinginstrument class method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.fully_qualified_name"]], "fully_qualified_name() (cryptofuture class method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.fully_qualified_name"]], "fully_qualified_name() (cryptoperpetual class method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.fully_qualified_name"]], "fully_qualified_name() (currencypair class method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.fully_qualified_name"]], "fully_qualified_name() (equity class method)": [[21, "nautilus_trader.model.instruments.equity.Equity.fully_qualified_name"]], "fully_qualified_name() (futurescontract class method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.fully_qualified_name"]], "fully_qualified_name() (instrument class method)": [[21, "nautilus_trader.model.instruments.base.Instrument.fully_qualified_name"]], "fully_qualified_name() (optionscontract class method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.fully_qualified_name"]], "fully_qualified_name() (syntheticinstrument class method)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.fully_qualified_name"]], "get_base_currency() (bettinginstrument method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.get_base_currency"]], "get_base_currency() (cryptofuture method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.get_base_currency"]], "get_base_currency() (cryptoperpetual method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.get_base_currency"]], "get_base_currency() (currencypair method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.get_base_currency"]], "get_base_currency() (equity method)": [[21, "nautilus_trader.model.instruments.equity.Equity.get_base_currency"]], "get_base_currency() (futurescontract method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.get_base_currency"]], "get_base_currency() (instrument method)": [[21, "nautilus_trader.model.instruments.base.Instrument.get_base_currency"]], "get_base_currency() (optionscontract method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.get_base_currency"]], "get_settlement_currency() (bettinginstrument method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.get_settlement_currency"]], "get_settlement_currency() (cryptofuture method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.get_settlement_currency"]], "get_settlement_currency() (cryptoperpetual method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.get_settlement_currency"]], "get_settlement_currency() (currencypair method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.get_settlement_currency"]], "get_settlement_currency() (equity method)": [[21, "nautilus_trader.model.instruments.equity.Equity.get_settlement_currency"]], "get_settlement_currency() (futurescontract method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.get_settlement_currency"]], "get_settlement_currency() (instrument method)": [[21, "nautilus_trader.model.instruments.base.Instrument.get_settlement_currency"]], "get_settlement_currency() (optionscontract method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.get_settlement_currency"]], "id (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.id"]], "id (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.id"]], "id (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.id"]], "id (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.id"]], "id (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.id"]], "id (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.id"]], "id (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.id"]], "id (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.id"]], "id (syntheticinstrument attribute)": [[21, "nautilus_trader.model.instruments.synthetic.SyntheticInstrument.id"]], "info (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.info"]], "info (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.info"]], "info (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.info"]], "info (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.info"]], "info (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.info"]], "info (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.info"]], "info (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.info"]], "info (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.info"]], "instrument_class (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.instrument_class"]], "instrument_class (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.instrument_class"]], "instrument_class (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.instrument_class"]], "instrument_class (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.instrument_class"]], "instrument_class (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.instrument_class"]], "instrument_class (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.instrument_class"]], "instrument_class (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.instrument_class"]], "instrument_class (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.instrument_class"]], "instruments_from_pyo3() (in module nautilus_trader.model.instruments.base)": [[21, "nautilus_trader.model.instruments.base.instruments_from_pyo3"]], "is_inverse (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.is_inverse"]], "is_inverse (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.is_inverse"]], "is_inverse (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.is_inverse"]], "is_inverse (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.is_inverse"]], "is_inverse (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.is_inverse"]], "is_inverse (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.is_inverse"]], "is_inverse (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.is_inverse"]], "is_inverse (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.is_inverse"]], "is_quanto (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.is_quanto"]], "lot_size (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.lot_size"]], "lot_size (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.lot_size"]], "lot_size (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.lot_size"]], "lot_size (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.lot_size"]], "lot_size (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.lot_size"]], "lot_size (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.lot_size"]], "lot_size (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.lot_size"]], "lot_size (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.lot_size"]], "make_price() (bettinginstrument method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.make_price"]], "make_price() (cryptofuture method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.make_price"]], "make_price() (cryptoperpetual method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.make_price"]], "make_price() (currencypair method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.make_price"]], "make_price() (equity method)": [[21, "nautilus_trader.model.instruments.equity.Equity.make_price"]], "make_price() (futurescontract method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.make_price"]], "make_price() (instrument method)": [[21, "nautilus_trader.model.instruments.base.Instrument.make_price"]], "make_price() (optionscontract method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.make_price"]], "make_qty() (bettinginstrument method)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.make_qty"]], "make_qty() (cryptofuture method)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.make_qty"]], "make_qty() (cryptoperpetual method)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.make_qty"]], "make_qty() (currencypair method)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.make_qty"]], "make_qty() (equity method)": [[21, "nautilus_trader.model.instruments.equity.Equity.make_qty"]], "make_qty() (futurescontract method)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.make_qty"]], "make_qty() (instrument method)": [[21, "nautilus_trader.model.instruments.base.Instrument.make_qty"]], "make_qty() (optionscontract method)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.make_qty"]], "make_symbol() (in module nautilus_trader.model.instruments.betting)": [[21, "nautilus_trader.model.instruments.betting.make_symbol"]], "maker_fee (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.maker_fee"]], "maker_fee (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.maker_fee"]], "maker_fee (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.maker_fee"]], "maker_fee (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.maker_fee"]], "maker_fee (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.maker_fee"]], "maker_fee (futurescontract attribute)": [[21, 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"nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.is_open"]], "is_open (trailingstopmarketorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.is_open"]], "is_parent_order (limitiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.is_parent_order"]], "is_parent_order (limitorder attribute)": [[23, "nautilus_trader.model.orders.limit.LimitOrder.is_parent_order"]], "is_parent_order (marketiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.is_parent_order"]], "is_parent_order (marketorder attribute)": [[23, "nautilus_trader.model.orders.market.MarketOrder.is_parent_order"]], "is_parent_order (markettolimitorder attribute)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.is_parent_order"]], "is_parent_order (order attribute)": [[23, "nautilus_trader.model.orders.base.Order.is_parent_order"]], 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(limitiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.is_primary"]], "is_primary (limitorder attribute)": [[23, "nautilus_trader.model.orders.limit.LimitOrder.is_primary"]], "is_primary (marketiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.is_primary"]], "is_primary (marketorder attribute)": [[23, "nautilus_trader.model.orders.market.MarketOrder.is_primary"]], "is_primary (markettolimitorder attribute)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.is_primary"]], "is_primary (order attribute)": [[23, "nautilus_trader.model.orders.base.Order.is_primary"]], "is_primary (stoplimitorder attribute)": [[23, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.is_primary"]], "is_primary (stopmarketorder attribute)": [[23, "nautilus_trader.model.orders.stop_market.StopMarketOrder.is_primary"]], "is_primary (trailingstoplimitorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.is_primary"]], "is_primary (trailingstopmarketorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.is_primary"]], "is_quote_quantity (limitiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.is_quote_quantity"]], "is_quote_quantity (limitorder attribute)": [[23, "nautilus_trader.model.orders.limit.LimitOrder.is_quote_quantity"]], "is_quote_quantity (marketiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.is_quote_quantity"]], "is_quote_quantity (marketorder attribute)": [[23, "nautilus_trader.model.orders.market.MarketOrder.is_quote_quantity"]], "is_quote_quantity (markettolimitorder attribute)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.is_quote_quantity"]], "is_quote_quantity (order attribute)": [[23, 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"nautilus_trader.model.orders.limit.LimitOrder.venue_order_ids"]], "venue_order_ids (marketiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.venue_order_ids"]], "venue_order_ids (marketorder attribute)": [[23, "nautilus_trader.model.orders.market.MarketOrder.venue_order_ids"]], "venue_order_ids (markettolimitorder attribute)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.venue_order_ids"]], "venue_order_ids (order attribute)": [[23, "nautilus_trader.model.orders.base.Order.venue_order_ids"]], "venue_order_ids (stoplimitorder attribute)": [[23, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.venue_order_ids"]], "venue_order_ids (stopmarketorder attribute)": [[23, "nautilus_trader.model.orders.stop_market.StopMarketOrder.venue_order_ids"]], "venue_order_ids (trailingstoplimitorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.venue_order_ids"]], "venue_order_ids (trailingstopmarketorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.venue_order_ids"]], "would_reduce_only() (limitiftouchedorder method)": [[23, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (limitorder method)": [[23, "nautilus_trader.model.orders.limit.LimitOrder.would_reduce_only"]], "would_reduce_only() (marketiftouchedorder method)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.would_reduce_only"]], "would_reduce_only() (marketorder method)": [[23, "nautilus_trader.model.orders.market.MarketOrder.would_reduce_only"]], "would_reduce_only() (markettolimitorder method)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.would_reduce_only"]], "would_reduce_only() (order method)": [[23, "nautilus_trader.model.orders.base.Order.would_reduce_only"]], "would_reduce_only() (stoplimitorder method)": [[23, "nautilus_trader.model.orders.stop_limit.StopLimitOrder.would_reduce_only"]], "would_reduce_only() (stopmarketorder method)": [[23, "nautilus_trader.model.orders.stop_market.StopMarketOrder.would_reduce_only"]], "would_reduce_only() (trailingstoplimitorder method)": [[23, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.would_reduce_only"]], "would_reduce_only() (trailingstopmarketorder method)": [[23, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.would_reduce_only"]], "position (class in nautilus_trader.model.position)": [[24, "nautilus_trader.model.position.Position"]], "account_id (position attribute)": [[24, "nautilus_trader.model.position.Position.account_id"]], "apply() (position method)": [[24, "nautilus_trader.model.position.Position.apply"]], "avg_px_close (position attribute)": [[24, "nautilus_trader.model.position.Position.avg_px_close"]], "avg_px_open (position attribute)": [[24, "nautilus_trader.model.position.Position.avg_px_open"]], "base_currency (position attribute)": [[24, "nautilus_trader.model.position.Position.base_currency"]], "calculate_pnl() (position method)": [[24, "nautilus_trader.model.position.Position.calculate_pnl"]], "client_order_ids (position attribute)": [[24, "nautilus_trader.model.position.Position.client_order_ids"]], "closing_order_id (position attribute)": [[24, "nautilus_trader.model.position.Position.closing_order_id"]], "commissions() (position method)": [[24, "nautilus_trader.model.position.Position.commissions"]], "duration_ns (position attribute)": [[24, "nautilus_trader.model.position.Position.duration_ns"]], "entry (position attribute)": [[24, "nautilus_trader.model.position.Position.entry"]], "event_count (position attribute)": [[24, "nautilus_trader.model.position.Position.event_count"]], "events (position attribute)": [[24, "nautilus_trader.model.position.Position.events"]], "id (position attribute)": [[24, "nautilus_trader.model.position.Position.id"]], "info() (position method)": [[24, "nautilus_trader.model.position.Position.info"]], "instrument_id (position attribute)": [[24, "nautilus_trader.model.position.Position.instrument_id"]], "is_closed (position attribute)": [[24, "nautilus_trader.model.position.Position.is_closed"]], "is_inverse (position attribute)": [[24, "nautilus_trader.model.position.Position.is_inverse"]], "is_long (position attribute)": [[24, "nautilus_trader.model.position.Position.is_long"]], "is_open (position attribute)": [[24, "nautilus_trader.model.position.Position.is_open"]], "is_opposite_side() (position method)": [[24, "nautilus_trader.model.position.Position.is_opposite_side"]], "is_short (position attribute)": [[24, "nautilus_trader.model.position.Position.is_short"]], "last_event (position attribute)": [[24, "nautilus_trader.model.position.Position.last_event"]], "last_trade_id (position attribute)": [[24, "nautilus_trader.model.position.Position.last_trade_id"]], "multiplier (position attribute)": [[24, "nautilus_trader.model.position.Position.multiplier"]], "nautilus_trader.model.position": [[24, "module-nautilus_trader.model.position"]], "notional_value() (position method)": [[24, "nautilus_trader.model.position.Position.notional_value"]], "opening_order_id (position attribute)": [[24, "nautilus_trader.model.position.Position.opening_order_id"]], "peak_qty (position attribute)": [[24, "nautilus_trader.model.position.Position.peak_qty"]], "price_precision (position attribute)": [[24, "nautilus_trader.model.position.Position.price_precision"]], "quantity (position attribute)": [[24, "nautilus_trader.model.position.Position.quantity"]], "quote_currency (position attribute)": [[24, "nautilus_trader.model.position.Position.quote_currency"]], "realized_pnl (position attribute)": [[24, "nautilus_trader.model.position.Position.realized_pnl"]], "realized_return (position attribute)": [[24, "nautilus_trader.model.position.Position.realized_return"]], "settlement_currency (position attribute)": [[24, "nautilus_trader.model.position.Position.settlement_currency"]], "side (position attribute)": [[24, "nautilus_trader.model.position.Position.side"]], "side_from_order_side() (position static method)": [[24, "nautilus_trader.model.position.Position.side_from_order_side"]], "signed_decimal_qty() (position method)": [[24, "nautilus_trader.model.position.Position.signed_decimal_qty"]], "signed_qty (position attribute)": [[24, "nautilus_trader.model.position.Position.signed_qty"]], "size_precision (position attribute)": [[24, "nautilus_trader.model.position.Position.size_precision"]], "strategy_id (position attribute)": [[24, "nautilus_trader.model.position.Position.strategy_id"]], "symbol (position attribute)": [[24, "nautilus_trader.model.position.Position.symbol"]], "to_dict() (position method)": [[24, "nautilus_trader.model.position.Position.to_dict"]], "total_pnl() (position method)": [[24, "nautilus_trader.model.position.Position.total_pnl"]], "trade_ids (position attribute)": [[24, "nautilus_trader.model.position.Position.trade_ids"]], "trader_id (position attribute)": [[24, "nautilus_trader.model.position.Position.trader_id"]], "ts_closed (position attribute)": [[24, "nautilus_trader.model.position.Position.ts_closed"]], "ts_init (position attribute)": [[24, "nautilus_trader.model.position.Position.ts_init"]], "ts_last (position attribute)": [[24, "nautilus_trader.model.position.Position.ts_last"]], "ts_opened (position attribute)": [[24, "nautilus_trader.model.position.Position.ts_opened"]], "unrealized_pnl() (position method)": [[24, "nautilus_trader.model.position.Position.unrealized_pnl"]], "venue (position attribute)": [[24, "nautilus_trader.model.position.Position.venue"]], "venue_order_ids (position attribute)": [[24, "nautilus_trader.model.position.Position.venue_order_ids"]], "fixedtickscheme (class in nautilus_trader.model.tick_scheme.implementations.fixed)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme"]], "tickscheme (class in nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme"]], "tieredtickscheme (class in nautilus_trader.model.tick_scheme.implementations.tiered)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme"]], "find_tick_index() (tieredtickscheme method)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.find_tick_index"]], "get_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.get_tick_scheme"]], "increment (fixedtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.increment"]], "list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.list_tick_schemes"]], "max_price (fixedtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.max_price"]], "max_price (tickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme.max_price"]], "max_price (tieredtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.max_price"]], "min_price (fixedtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.min_price"]], "min_price (tickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme.min_price"]], "min_price (tieredtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.min_price"]], "name (fixedtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.name"]], "name (tickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme.name"]], "name (tieredtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.name"]], "nautilus_trader.model.tick_scheme": [[25, "module-nautilus_trader.model.tick_scheme"]], "nautilus_trader.model.tick_scheme.base": [[25, "module-nautilus_trader.model.tick_scheme.base"]], "nautilus_trader.model.tick_scheme.implementations.fixed": [[25, "module-nautilus_trader.model.tick_scheme.implementations.fixed"]], "nautilus_trader.model.tick_scheme.implementations.tiered": [[25, "module-nautilus_trader.model.tick_scheme.implementations.tiered"]], "next_ask_price() (fixedtickscheme method)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_ask_price"]], "next_ask_price() (tickscheme method)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme.next_ask_price"]], "next_ask_price() (tieredtickscheme method)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_ask_price"]], "next_bid_price() (fixedtickscheme method)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.next_bid_price"]], "next_bid_price() (tickscheme method)": [[25, "nautilus_trader.model.tick_scheme.base.TickScheme.next_bid_price"]], "next_bid_price() (tieredtickscheme method)": [[25, "nautilus_trader.model.tick_scheme.implementations.tiered.TieredTickScheme.next_bid_price"]], "price_precision (fixedtickscheme attribute)": [[25, "nautilus_trader.model.tick_scheme.implementations.fixed.FixedTickScheme.price_precision"]], "register_tick_scheme() (in module nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.register_tick_scheme"]], "round_down() (in module nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.round_down"]], "round_up() (in module nautilus_trader.model.tick_scheme.base)": [[25, "nautilus_trader.model.tick_scheme.base.round_up"]], "bardatawrangler (class in nautilus_trader.persistence.wranglers)": [[26, "nautilus_trader.persistence.wranglers.BarDataWrangler"]], "basedatacatalog (class in nautilus_trader.persistence.catalog.base)": [[26, "nautilus_trader.persistence.catalog.base.BaseDataCatalog"]], "featherfile (class in nautilus_trader.persistence.catalog.parquet)": [[26, "nautilus_trader.persistence.catalog.parquet.FeatherFile"]], "orderbookdeltadatawrangler (class in nautilus_trader.persistence.wranglers)": [[26, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler"]], "parquetdatacatalog (class in nautilus_trader.persistence.catalog.parquet)": [[26, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog"]], "quotetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[26, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler"]], "streamingfeatherwriter (class in nautilus_trader.persistence.writer)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter"]], "tradetickdatawrangler (class in nautilus_trader.persistence.wranglers)": [[26, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler"]], "check_flush() (streamingfeatherwriter method)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter.check_flush"]], "class_name (featherfile attribute)": [[26, "nautilus_trader.persistence.catalog.parquet.FeatherFile.class_name"]], "close() (streamingfeatherwriter method)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter.close"]], "count() (featherfile method)": [[26, "nautilus_trader.persistence.catalog.parquet.FeatherFile.count"]], "flush() (streamingfeatherwriter method)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter.flush"]], "from_env() (parquetdatacatalog class method)": [[26, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_env"]], "from_uri() (parquetdatacatalog class method)": [[26, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.from_uri"]], "generate_signal_class() (in module nautilus_trader.persistence.writer)": [[26, "nautilus_trader.persistence.writer.generate_signal_class"]], "index() (featherfile method)": [[26, "nautilus_trader.persistence.catalog.parquet.FeatherFile.index"]], "is_closed (streamingfeatherwriter property)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter.is_closed"]], "nautilus_trader.persistence": [[26, "module-nautilus_trader.persistence"]], "nautilus_trader.persistence.catalog.base": [[26, "module-nautilus_trader.persistence.catalog.base"]], "nautilus_trader.persistence.catalog.parquet": [[26, "module-nautilus_trader.persistence.catalog.parquet"]], "nautilus_trader.persistence.wranglers": [[26, "module-nautilus_trader.persistence.wranglers"]], "nautilus_trader.persistence.writer": [[26, "module-nautilus_trader.persistence.writer"]], "path (featherfile attribute)": [[26, "nautilus_trader.persistence.catalog.parquet.FeatherFile.path"]], "process() (bardatawrangler method)": [[26, "nautilus_trader.persistence.wranglers.BarDataWrangler.process"]], "process() (orderbookdeltadatawrangler method)": [[26, "nautilus_trader.persistence.wranglers.OrderBookDeltaDataWrangler.process"]], "process() (quotetickdatawrangler method)": [[26, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process"]], "process() (tradetickdatawrangler method)": [[26, "nautilus_trader.persistence.wranglers.TradeTickDataWrangler.process"]], "process_bar_data() (quotetickdatawrangler method)": [[26, "nautilus_trader.persistence.wranglers.QuoteTickDataWrangler.process_bar_data"]], "write() (streamingfeatherwriter method)": [[26, "nautilus_trader.persistence.writer.StreamingFeatherWriter.write"]], "write_data() (parquetdatacatalog method)": [[26, "nautilus_trader.persistence.catalog.parquet.ParquetDataCatalog.write_data"]], "portfolio (class in nautilus_trader.portfolio.portfolio)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio"]], "portfoliofacade (class in nautilus_trader.portfolio.base)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade"]], "account() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.account"]], "account() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.account"]], "analyzer (portfolio attribute)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.analyzer"]], "analyzer (portfoliofacade attribute)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.analyzer"]], "balances_locked() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.balances_locked"]], "balances_locked() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.balances_locked"]], "dispose() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.dispose"]], "initialize_orders() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_orders"]], "initialize_positions() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.initialize_positions"]], "initialized (portfolio attribute)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.initialized"]], "initialized (portfoliofacade attribute)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.initialized"]], "is_completely_flat() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.is_completely_flat"]], "is_completely_flat() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.is_completely_flat"]], "is_flat() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.is_flat"]], "is_flat() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.is_flat"]], "is_net_long() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_long"]], "is_net_long() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_long"]], "is_net_short() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.is_net_short"]], "is_net_short() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.is_net_short"]], "margins_init() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.margins_init"]], "margins_init() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.margins_init"]], "margins_maint() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.margins_maint"]], "margins_maint() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.margins_maint"]], "nautilus_trader.portfolio": [[27, "module-nautilus_trader.portfolio"]], "nautilus_trader.portfolio.base": [[27, "module-nautilus_trader.portfolio.base"]], "nautilus_trader.portfolio.portfolio": [[27, "module-nautilus_trader.portfolio.portfolio"]], "net_exposure() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposure"]], "net_exposure() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposure"]], "net_exposures() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.net_exposures"]], "net_exposures() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.net_exposures"]], "net_position() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.net_position"]], "net_position() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.net_position"]], "reset() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.reset"]], "set_specific_venue() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.set_specific_venue"]], "unrealized_pnl() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnl"]], "unrealized_pnl() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnl"]], "unrealized_pnls() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.unrealized_pnls"]], "unrealized_pnls() (portfoliofacade method)": [[27, "nautilus_trader.portfolio.base.PortfolioFacade.unrealized_pnls"]], "update_account() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.update_account"]], "update_order() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.update_order"]], "update_position() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.update_position"]], "update_quote_tick() (portfolio method)": [[27, "nautilus_trader.portfolio.portfolio.Portfolio.update_quote_tick"]], "fixedrisksizer (class in nautilus_trader.risk.sizing)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer"]], "positionsizer (class in nautilus_trader.risk.sizing)": [[28, 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