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at - 0x7f8eda007990> + 0x7f17867029d0> = diff --git a/nightly/api_reference/common.html b/nightly/api_reference/common.html index 8a215cfd6fd8..2f5887cf7e62 100644 --- a/nightly/api_reference/common.html +++ b/nightly/api_reference/common.html @@ -25351,6 +25351,9 @@

+

+ int +

Return the qsize of the internal buffer.

@@ -25368,6 +25371,17 @@

+
+ Type + + : + +
+
+

+ Throttler.qsize +

+
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16, 17, 18, 21, 22, 23, 24, 27, 28, 31, 35, 41, 43, 45, 46, 48, 50, 60, 64, 65, 66], "state": [0, 1, 2, 4, 5, 6, 7, 8, 11, 12, 14, 15, 16, 18, 20, 27, 28, 30, 31, 35, 36, 49, 66, 69], "option": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 17, 18, 21, 22, 23, 25, 26, 28, 30, 31, 32, 34, 41, 42, 43, 45, 46, 47, 48, 49, 50, 51, 52, 59, 60, 62, 63, 64, 65, 69], "If": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 34, 36, 40, 42, 44, 46, 47, 50, 56, 57, 60, 61, 63, 64, 65], "should": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 18, 19, 21, 22, 23, 25, 26, 28, 29, 30, 31, 34, 36, 42, 44, 45, 46, 47, 50, 51, 53, 57, 60, 63, 66, 68, 69], "order": [0, 1, 2, 4, 5, 6, 7, 8, 11, 12, 15, 17, 18, 19, 21, 22, 24, 26, 27, 28, 30, 31, 33, 35, 37, 38, 39, 40, 41, 42, 45, 54, 60, 62, 65, 66, 69], "fill": [0, 1, 2, 4, 5, 6, 7, 12, 15, 16, 18, 23, 24, 31, 34, 42, 48, 65], "rais": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 28, 29, 30, 31, 40, 50, 57, 60], "valueerror": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 28, 30, 31, 40], "account_typ": [0, 1, 2, 4, 6, 12, 15, 18, 32, 60, 63, 68, 69], "equal": [0, 1, 2, 4, 5, 6, 8, 12, 14, 16, 17, 21, 22, 23, 24, 28, 31, 48], "appli": [0, 1, 2, 4, 8, 16, 23, 24, 27, 33, 42, 45, 48, 51], "self": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 29, 31, 32, 35, 36, 37, 38, 39, 43, 45, 47, 48, 50, 52, 60, 63], "void": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16, 21, 23, 24, 25, 27, 28, 29, 31, 32, 52], "given": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 29, 31, 32, 42, 43, 45, 48, 61, 66], "account_id": [0, 1, 2, 4, 6, 7, 12, 15, 18, 23, 24, 65], "id": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 26, 27, 28, 30, 31, 32, 36, 42, 43, 45, 46, 48, 50, 53, 60, 63, 66, 68, 69], "base_curr": [0, 1, 2, 4, 6, 12, 15, 18, 21, 24, 60, 62, 68, 69], "system": [0, 1, 2, 4, 6, 7, 8, 12, 13, 15, 17, 18, 19, 20, 23, 24, 26, 27, 31, 35, 36, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 52, 53, 54, 56, 59, 60, 61, 63, 66, 67, 69, 70], "method": [0, 1, 2, 4, 6, 7, 8, 11, 12, 13, 14, 15, 17, 18, 26, 27, 28, 29, 30, 31, 32, 33, 35, 36, 38, 40, 41, 42, 43, 44, 45, 47, 48, 49, 50, 51, 54, 57, 60, 61, 63, 65, 68, 69], "intend": [0, 6, 8, 10, 12, 27, 31, 43, 48, 50], "call": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 15, 21, 28, 30, 31, 32, 35, 38, 43, 45, 46, 47, 50, 52, 56, 57, 64, 69], "user": [0, 6, 8, 12, 13, 14, 18, 23, 31, 35, 37, 40, 41, 42, 43, 44, 45, 47, 49, 50, 60, 63, 64, 66, 67, 68], "code": [0, 1, 2, 4, 6, 7, 8, 12, 13, 19, 22, 31, 32, 36, 43, 46, 49, 52, 53, 54, 56, 61, 64, 65, 67, 68], "balanc": [0, 1, 2, 4, 5, 6, 12, 15, 18, 22, 27, 50, 60], "currenc": [0, 1, 2, 4, 5, 6, 7, 8, 12, 15, 18, 19, 21, 22, 23, 24, 27, 28, 31, 38, 49, 50, 60, 65, 69], "none": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 30, 31, 32, 35, 36, 38, 40, 43, 45, 47, 48, 50, 51, 60, 63, 64, 69], "accountbal": [0, 1, 2, 4, 6, 12, 15, 18, 22], "return": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 35, 36, 38, 42, 43, 50, 52, 57, 60, 63, 66], "current": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 18, 23, 24, 26, 27, 28, 30, 31, 32, 36, 42, 45, 46, 47, 48, 51, 57, 59, 60, 64, 66, 67, 68, 70], "total": [0, 5, 7, 11, 12, 15, 16, 17, 18, 21, 22, 23, 24, 27, 28, 43, 50], "For": [0, 5, 6, 8, 12, 16, 22, 26, 31, 35, 38, 39, 42, 43, 45, 46, 47, 48, 49, 50, 51, 53, 57, 59, 60, 63, 65, 68, 69, 70], "multi": [0, 1, 2, 4, 5, 6, 8, 11, 12, 15, 18, 46, 47, 49, 63, 66, 67, 69], "specifi": [0, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 22, 23, 26, 30, 31, 32, 42, 43, 45, 46, 47, 48, 50, 56, 59, 60, 63, 65, 69], "queri": [0, 1, 2, 4, 6, 7, 8, 12, 15, 26, 27, 31, 43, 60, 62, 64, 65], "default": [0, 1, 2, 4, 5, 6, 7, 8, 11, 12, 15, 16, 17, 18, 21, 22, 23, 25, 26, 29, 30, 31, 36, 38, 39, 40, 41, 42, 43, 46, 47, 48, 49, 51, 60, 63, 64, 65, 68, 69], "set": [0, 4, 6, 7, 8, 10, 11, 12, 14, 15, 24, 26, 27, 28, 30, 31, 34, 35, 36, 40, 41, 42, 43, 46, 47, 48, 50, 51, 55, 56, 58, 60, 61, 62, 63, 64, 65, 68], "applic": [0, 1, 2, 4, 6, 8, 11, 12, 14, 15, 17, 18, 21, 24, 26, 31, 48, 49, 65, 66], "inform": [0, 1, 2, 4, 6, 8, 12, 15, 17, 18, 21, 27, 44, 45, 47, 51, 52, 54, 60, 61, 62, 63, 64, 65, 70], "rather": [0, 8, 47, 51], "than": [0, 6, 8, 10, 12, 16, 17, 21, 22, 23, 26, 31, 42, 47, 51, 64], "monei": [0, 1, 2, 4, 5, 6, 7, 12, 15, 18, 21, 22, 23, 24, 27, 28, 50, 69], "zero": [0, 7, 8, 14, 16, 17, 22, 23, 24, 48, 60], "amount": [0, 22, 50, 56, 66, 69], "balance_fre": 0, "free": [0, 22, 54, 56, 64, 67, 68], "balance_impact": 0, "instrument": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 18, 19, 22, 23, 24, 25, 26, 27, 28, 29, 31, 37, 42, 43, 48, 49, 50, 62, 63, 68, 69], "quantiti": [0, 1, 2, 4, 6, 7, 8, 11, 12, 15, 16, 17, 18, 21, 22, 23, 24, 28, 31, 34, 39, 43, 49, 50, 60, 68], "price": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 18, 21, 22, 23, 24, 25, 28, 31, 39, 42, 48, 49, 50, 63, 68], "ordersid": [0, 1, 2, 4, 6, 7, 8, 12, 15, 16, 17, 18, 23, 24, 31, 39, 43, 48, 50, 60], "order_sid": [0, 1, 2, 4, 6, 8, 12, 15, 16, 18, 23, 31, 39, 48, 50, 60], "balance_lock": 0, "lock": [0, 22, 27, 34], "balance_tot": 0, "dict": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 15, 17, 18, 21, 22, 23, 24, 26, 27, 28, 29, 31, 43, 46, 47, 50, 60, 68], "balances_fre": 0, "balances_lock": [0, 27, 50], "balances_tot": 0, "nautilu": [0, 4, 6, 7, 18, 19, 26, 30, 32, 34, 35, 40, 41, 42, 43, 44, 45, 47, 48, 49, 50, 60, 61, 62, 63, 64, 65, 68, 69, 70], "calculate_balance_lock": 0, "side": [0, 1, 2, 4, 6, 7, 8, 10, 12, 15, 16, 17, 18, 19, 23, 24, 31, 43, 49, 50, 60], "use_quote_for_invers": [0, 21], "result": [0, 5, 6, 8, 10, 12, 21, 24, 31, 34, 35, 39, 40, 41, 42, 45, 50, 51, 60, 61, 63, 65, 68, 69], 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2, 4, 6, 12, 15, 18], "calculate_pnl": [0, 24], "orderfil": [0, 1, 2, 4, 6, 12, 15, 18, 23, 24, 31, 50], "posit": [0, 1, 2, 4, 5, 6, 7, 8, 12, 14, 15, 17, 18, 19, 21, 22, 23, 26, 27, 28, 31, 34, 38, 45, 48, 49, 60, 63, 65], "list": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 23, 24, 25, 26, 31, 32, 36, 40, 41, 42, 43, 47, 49, 50, 60, 68, 69], "pnl": [0, 5, 7, 18, 24, 27, 38], "doe": [0, 6, 8, 12, 14, 21, 22, 23, 26, 28, 31, 42, 50, 51, 60, 65, 67], "includ": [0, 2, 5, 6, 7, 8, 10, 11, 12, 13, 16, 17, 18, 19, 23, 24, 26, 28, 31, 34, 35, 36, 38, 39, 40, 41, 42, 43, 45, 46, 47, 48, 49, 50, 52, 57, 59, 60, 62, 63, 64, 65, 69], "ani": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 15, 17, 18, 19, 20, 22, 23, 26, 27, 28, 29, 30, 31, 32, 36, 37, 38, 39, 42, 43, 44, 45, 47, 48, 49, 50, 51, 53, 56, 57, 60, 61, 64, 68], "clear_balance_lock": 0, "instrumentid": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 27, 28, 31, 32, 39, 43, 45, 48, 50, 60, 64], "instrument_id": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 18, 21, 22, 23, 24, 26, 27, 28, 31, 32, 39, 42, 43, 45, 48, 50, 60, 63, 64, 68, 69], "clear": [0, 1, 6, 7, 12, 16, 17, 27, 31, 48, 51, 68], "event_count": [0, 12, 15, 23, 24, 28], "count": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 21, 23, 24, 26, 28], "int": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 21, 22, 23, 24, 25, 26, 28, 30, 31, 35, 43, 47, 50, 52, 60], "all": [0, 1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 23, 26, 27, 28, 29, 30, 31, 32, 35, 36, 39, 42, 43, 45, 47, 48, 49, 50, 51, 52, 53, 56, 57, 59, 63, 64, 65, 66, 67, 68, 69], "accountid": [0, 1, 2, 4, 6, 7, 12, 15, 18, 19, 23, 24], "is_cash_account": 0, "is_margin_account": 0, "margin": [0, 1, 2, 4, 6, 12, 15, 18, 21, 22, 27, 34, 48, 49, 60, 63, 68], "is_unleverag": 0, "last_ev": [0, 23, 24], "last": [0, 2, 5, 6, 7, 8, 11, 12, 14, 16, 17, 18, 21, 23, 24, 31, 36, 43, 48, 49, 50, 57, 65, 69], "starting_bal": [0, 6, 60, 68, 69], "start": [0, 1, 2, 4, 6, 8, 10, 11, 12, 14, 15, 17, 25, 26, 28, 30, 31, 32, 42, 50, 59, 60, 62, 63, 64, 68, 69], "accounttyp": [0, 1, 2, 4, 6, 12, 15, 18, 69], "update_balance_lock": 0, "updat": [0, 1, 2, 4, 6, 7, 8, 11, 12, 14, 15, 16, 17, 18, 27, 28, 31, 36, 42, 45, 48, 50, 55, 60, 62, 63], "margin_init": [0, 21, 22, 45], "neg": [0, 4, 6, 8, 12, 14, 17, 18, 21, 22, 23, 24, 26, 28, 31], "0": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 31, 34, 38, 43, 45, 48, 60, 64, 68, 69], "update_bal": 0, "allow_zero": 0, "true": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 14, 15, 17, 19, 22, 24, 26, 27, 30, 31, 32, 47, 48, 50, 63, 64, 65, 68], "guarante": [0, 7, 23, 24, 40, 56, 64, 67], "everi": [0, 4, 6, 40, 48, 50, 64], "therefor": [0, 7, 31, 57, 63], "we": [0, 1, 35, 39, 42, 44, 47, 48, 49, 50, 51, 52, 53, 54, 56, 59, 60, 63, 64, 67, 68, 69], "onli": [0, 1, 2, 4, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 23, 26, 27, 28, 30, 31, 32, 36, 39, 40, 42, 45, 46, 49, 50, 53, 59, 63, 64, 68, 69], "ar": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 17, 18, 22, 23, 26, 27, 28, 29, 31, 32, 34, 35, 36, 37, 38, 39, 40, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 56, 57, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70], "allow": [0, 2, 4, 8, 12, 21, 28, 29, 31, 32, 34, 35, 39, 40, 44, 47, 48, 49, 60, 61, 62, 65, 68, 69, 70], "just": [0, 10, 11, 12, 39, 40, 43, 44, 56, 57, 68, 69], "asset": [0, 2, 6, 12, 14, 15, 21, 22, 44, 45, 49, 63, 64], "empti": [0, 1, 2, 4, 6, 8, 10, 12, 15, 16, 17, 18, 21, 23, 26, 31, 38, 51], "update_commiss": 0, "which": [0, 1, 2, 3, 4, 6, 7, 8, 9, 10, 11, 12, 14, 15, 16, 17, 18, 19, 23, 24, 26, 27, 28, 29, 31, 32, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 56, 57, 59, 60, 62, 63, 64, 65, 66, 68, 69], "repres": [0, 1, 2, 4, 6, 8, 10, 11, 12, 13, 14, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 31, 35, 39, 42, 43, 44, 45, 60, 64, 67], "credit": [0, 64], "marginaccount": 0, "calculate_margin_init": 0, "calculate_margin_maint": 0, "positionsid": [0, 7, 12, 18, 23, 24, 31, 60], "mainten": [0, 21, 22, 27, 45], "long": [0, 5, 7, 12, 18, 23, 24, 27, 48, 60], "short": [0, 5, 12, 18, 23, 24, 27, 48, 60, 65], "clear_margin": 0, "clear_margin_init": 0, "clear_margin_maint": 0, "default_leverag": [0, 6], "leverag": [0, 6, 48, 49, 61, 67], "decim": [0, 2, 4, 5, 6, 8, 11, 12, 15, 18, 21, 22, 23, 24, 25, 27, 28, 43, 48, 50, 68, 69], "found": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 15, 19, 22, 27, 31, 32, 40, 42, 43, 44, 48, 51, 52, 56, 57, 63, 64, 68], "marginbal": [0, 1, 2, 4, 6, 12, 15, 18, 22], "margin_maint": [0, 21, 22, 45], "margins_init": [0, 27, 50], "margins_maint": [0, 27, 50], "set_default_leverag": 0, "valu": [0, 1, 2, 4, 5, 6, 7, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 31, 38, 41, 42, 43, 45, 46, 47, 48, 49, 50, 51, 56, 57, 60, 62, 63, 64, 68, 69], "typeerror": [0, 6, 7, 8, 12, 15, 17, 28, 29, 30, 31, 40], "1": [0, 1, 2, 4, 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34, 37, 40, 43, 47, 49, 52, 55, 60, 63, 64, 65, 68], "certif": 1, "represent": [1, 2, 4, 12, 16, 17, 18, 21, 22, 23, 24], "classmethod": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 26, 28, 31], "fully_qualified_nam": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31], "fulli": [1, 2, 4, 5, 6, 8, 11, 12, 13, 15, 16, 17, 21, 28, 31, 33, 41, 54, 57], "qualifi": [1, 2, 4, 5, 6, 8, 11, 12, 15, 16, 17, 21, 28, 31], "name": [1, 2, 4, 5, 6, 8, 11, 12, 14, 15, 16, 17, 19, 21, 22, 25, 26, 28, 30, 31, 32, 42, 46, 47, 49, 50, 51, 59, 60, 64, 66, 68], "nautilusconfig": [1, 2, 4, 6, 8, 9, 11, 12, 15, 31], "refer": [1, 2, 4, 5, 6, 8, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 21, 22, 23, 25, 28, 31, 36, 39, 40, 42, 44, 45, 46, 47, 48, 50, 51, 56, 60, 63, 64, 65, 67, 69, 70], "www": [1, 2, 4, 5, 6, 8, 11, 12, 14, 15, 16, 17, 18, 19, 21, 22, 23, 28, 31, 34, 55, 68], "python": [1, 2, 4, 5, 6, 8, 10, 11, 12, 15, 16, 17, 21, 28, 31, 37, 40, 41, 42, 45, 46, 47, 49, 51, 52, 53, 54, 58, 59, 60, 61, 64, 65, 67], 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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, 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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, 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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], 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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], 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"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], 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"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, "binancespotenumpars": 2, "brokerag": [3, 66], "each": [3, 6, 8, 12, 15, 26, 31, 32, 34, 35, 38, 40, 41, 42, 43, 44, 46, 47, 48, 50, 55, 60, 61, 66, 70], "lower": [3, 8, 14, 23, 47, 48, 54, 60, 63, 64], "rest": [3, 6, 11, 12, 49, 62, 63], "built": [3, 4, 13, 15, 17, 19, 20, 22, 29, 38, 42, 43, 44, 46, 47, 48, 49, 50, 54, 56, 60, 63, 65, 67, 69, 70], "top": [3, 11, 12, 13, 16, 17, 23, 31, 32, 33, 42, 44, 47, 51, 57], "contractid": 4, "as_integer_ratio": [4, 17], "ratio": [4, 5, 14, 17, 42], "whose": [4, 17, 34, 43], "exactli": [4, 17, 18, 36, 42, 45], "origin": [4, 7, 12, 13, 17, 19, 23, 31, 36, 43, 50, 64], "denomin": [4, 8, 17, 18, 22, 23], "bit_count": [4, 17], "ones": [4, 17, 65], "binari": [4, 17, 40, 41, 42, 49, 59, 67], "absolut": [4, 10, 17, 26], "known": [4, 17, 34, 40, 48], "popul": [4, 17, 42], "bin": [4, 5, 17], "13": [4, 17], "0b1101": [4, 17], "3": [4, 14, 16, 17, 49, 55, 59, 64], "bit_length": [4, 17], "bit": [4, 6, 10, 17, 59], "necessari": [4, 8, 17, 35, 36, 42, 43, 45, 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, 66], "sy": [4, 17], "indic": [4, 6, 7, 8, 10, 12, 13, 17, 24, 27, 31, 40, 43, 48, 50, 60], "two": [4, 14, 17, 19, 21, 23, 25, 32, 34, 35, 39, 41, 42, 43, 46, 47, 48, 50, 51, 62, 63, 64, 67], "complement": [4, 17], "imag": [4, 17, 60], "imaginari": [4, 17], "part": [4, 8, 17, 23, 26, 40, 42, 45, 46, 50, 51, 52, 69], "numer": [4, 8, 17, 19], "real": [4, 6, 8, 12, 17, 31, 40, 49], "to_byt": [4, 17], "overflowerror": [4, 17, 21, 22], "determin": [4, 8, 11, 14, 17, 21, 26, 31, 43, 49], "comboleg": 4, "conid": 4, "openclos": 4, "shortsaleslot": 4, "designatedloc": 4, "exemptcod": 4, "leg": 4, "within": [4, 6, 7, 8, 12, 14, 15, 18, 19, 28, 31, 32, 35, 39, 40, 41, 47, 48, 49, 50, 56, 63], "combo": 4, "deltaneutralcontract": 4, "neutral": 4, "ibcontract": [4, 65], "sectyp": [4, 65], "liter": 4, "stk": [4, 65], "opt": [4, 50, 64], "fut": [4, 64], "fop": 4, "contfut": [4, 65], "primaryexchang": [4, 65], "localsymbol": 4, "tradingclass": 4, "lasttradedateorcontractmonth": [4, 65], "multipli": [4, 14, 21, 24, 45], "strike": [4, 21], "right": [4, 11, 13, 49, 51, 54, 57], "includeexpir": 4, "secidtyp": [4, 65], "secid": [4, 65], "descript": [4, 13, 23, 24, 39, 50, 69], "issuerid": 4, "combolegsdescrip": 4, "interactive_brok": [4, 65], "build_futures_chain": [4, 65], "build_options_chain": [4, 65], "min_expiry_dai": [4, 65], "max_expiry_dai": [4, 65], "describ": [4, 33, 41, 44, 47, 51, 60], "futur": [4, 6, 8, 12, 21, 30, 31, 32, 39, 43, 44, 45, 48, 49, 50, 56, 63, 64, 65, 66, 67, 69], "e": [4, 8, 12, 23, 24, 42, 43, 45, 46, 49, 50, 51, 60, 63, 64, 65], "where": [4, 7, 8, 10, 18, 21, 23, 25, 31, 36, 40, 42, 46, 47, 48, 49, 50, 51, 54, 63, 66, 68], "Will": [4, 7, 8, 12, 19, 22, 31, 43], "smart": [4, 65], "stock": [4, 34, 64, 65], "search": [4, 65, 68], "full": [4, 15, 23, 34, 36, 39, 43, 45, 48, 60, 63, 64, 66], "chain": [4, 65], "options_chain": 4, "futures_chain": 4, "dai": [4, 5, 6, 8, 12, 14, 17, 18, 23, 31, 48, 49, 67], "y": [4, 35, 46, 60, 68], "m": [4, 8, 46, 68], "d": [4, 14, 46, 65, 68, 69], "expiri": [4, 23, 31], "ibordertag": 4, "whatif": 4, "ocagroup": 4, "ocatyp": 4, "allornon": 4, "activestarttim": 4, "activestoptim": 4, "goodaftertim": 4, "outsiderth": 4, "attach": [4, 36, 48], "tag": [4, 8, 12, 18, 19, 23, 31, 34, 48], "ib": [4, 19, 59, 65, 66], "ibcontractdetail": [4, 65], "marketnam": 4, "mintick": 4, "validexchang": 4, "pricemagnifi": 4, "underconid": 4, "longnam": 4, "contractmonth": 4, "industri": 4, "categori": [4, 50, 57], "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, 65], "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, 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"module-nautilus_trader.accounting"]], "nautilus_trader.accounting.accounts.cash": [[0, "module-nautilus_trader.accounting.accounts.cash"]], "nautilus_trader.accounting.accounts.margin": [[0, "module-nautilus_trader.accounting.accounts.margin"]], "nautilus_trader.accounting.calculators": [[0, "module-nautilus_trader.accounting.calculators"]], "nautilus_trader.accounting.factory": [[0, "module-nautilus_trader.accounting.factory"]], "nautilus_trader.accounting.manager": [[0, "module-nautilus_trader.accounting.manager"]], "register_account_type() (accountfactory static method)": [[0, "nautilus_trader.accounting.factory.AccountFactory.register_account_type"]], "register_calculated_account() (accountfactory static method)": [[0, "nautilus_trader.accounting.factory.AccountFactory.register_calculated_account"]], "set_default_leverage() (marginaccount method)": [[0, "nautilus_trader.accounting.accounts.margin.MarginAccount.set_default_leverage"]], "set_leverage() (marginaccount method)": [[0, 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"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, 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(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 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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, 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"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"]], "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_logging_pyo3() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_logging_pyo3"]], "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_logging_pyo3() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.set_logging_pyo3"]], "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, 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"nautilus_trader.model.data.InstrumentStatus.instrument_id"]], "instrument_id (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.instrument_id"]], "instrument_id (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.instrument_id"]], "instrument_id (orderbookdepth10 attribute)": [[17, "nautilus_trader.model.data.OrderBookDepth10.instrument_id"]], "instrument_id (quotetick attribute)": [[17, "nautilus_trader.model.data.QuoteTick.instrument_id"]], "instrument_id (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.instrument_id"]], "is_add (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_add"]], "is_clear (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_clear"]], "is_delete (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_delete"]], "is_externally_aggregated() (bartype method)": [[17, "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, "nautilus_trader.model.events.order.OrderPendingUpdate.client_order_id"]], "client_order_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.client_order_id"]], "client_order_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.client_order_id"]], "client_order_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.client_order_id"]], "client_order_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.client_order_id"]], "client_order_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.client_order_id"]], "closing_order_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.closing_order_id"]], "closing_order_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.closing_order_id"]], "closing_order_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.closing_order_id"]], "closing_order_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.closing_order_id"]], "commission (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.commission"]], "contingency_type (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.contingency_type"]], "create() (positionchanged static method)": [[18, "nautilus_trader.model.events.position.PositionChanged.create"]], "create() (positionclosed static method)": [[18, "nautilus_trader.model.events.position.PositionClosed.create"]], "create() (positionopened static method)": [[18, "nautilus_trader.model.events.position.PositionOpened.create"]], "currency (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.currency"]], "currency (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.currency"]], "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, 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"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, 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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)": 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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)": 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(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, 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"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, 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(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, 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(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, "nautilus_trader.model.instruments.futures_contract.FuturesContract.maker_fee"]], "maker_fee (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.maker_fee"]], "maker_fee (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.maker_fee"]], "margin_init (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_init"]], "margin_init (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_init"]], "margin_init (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_init"]], "margin_init (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_init"]], "margin_init (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.margin_init"]], "margin_init (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_init"]], "margin_init (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.margin_init"]], "margin_init (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_init"]], "margin_maint (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_maint"]], "margin_maint (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_maint"]], "margin_maint (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_maint"]], "margin_maint (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_maint"]], "margin_maint (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.margin_maint"]], "margin_maint (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_maint"]], "margin_maint (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.margin_maint"]], "margin_maint (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_maint"]], "max_notional (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.max_notional"]], "max_notional (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_notional"]], "max_notional (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_notional"]], "max_notional (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_notional"]], "max_notional (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.max_notional"]], "max_notional (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_notional"]], "max_notional (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.max_notional"]], "max_notional (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_notional"]], "max_price (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.max_price"]], "max_price (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_price"]], "max_price (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_price"]], "max_price (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_price"]], "max_price (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.max_price"]], "max_price (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_price"]], "max_price (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.max_price"]], "max_price (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_price"]], "max_quantity (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.max_quantity"]], "max_quantity (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_quantity"]], "max_quantity (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_quantity"]], "max_quantity (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_quantity"]], "max_quantity (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.max_quantity"]], "max_quantity (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.max_quantity"]], "max_quantity (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.max_quantity"]], "max_quantity (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.max_quantity"]], "min_notional (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.min_notional"]], "min_notional (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.min_notional"]], "min_notional (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.min_notional"]], "min_notional (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.min_notional"]], "min_notional (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.min_notional"]], "min_notional (futurescontract attribute)": 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"is_buy (trailingstoplimitorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_limit.TrailingStopLimitOrder.is_buy"]], "is_buy (trailingstopmarketorder attribute)": [[23, "nautilus_trader.model.orders.trailing_stop_market.TrailingStopMarketOrder.is_buy"]], "is_canceled (limitiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.limit_if_touched.LimitIfTouchedOrder.is_canceled"]], "is_canceled (limitorder attribute)": [[23, "nautilus_trader.model.orders.limit.LimitOrder.is_canceled"]], "is_canceled (marketiftouchedorder attribute)": [[23, "nautilus_trader.model.orders.market_if_touched.MarketIfTouchedOrder.is_canceled"]], "is_canceled (marketorder attribute)": [[23, "nautilus_trader.model.orders.market.MarketOrder.is_canceled"]], "is_canceled (markettolimitorder attribute)": [[23, "nautilus_trader.model.orders.market_to_limit.MarketToLimitOrder.is_canceled"]], "is_canceled (order attribute)": [[23, "nautilus_trader.model.orders.base.Order.is_canceled"]], 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"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, "nautilus_trader.risk.sizing.PositionSizer"]], "riskengine (class in nautilus_trader.risk.engine)": [[28, "nautilus_trader.risk.engine.RiskEngine"]], "calculate() (fixedrisksizer method)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.calculate"]], "calculate() (positionsizer method)": [[28, "nautilus_trader.risk.sizing.PositionSizer.calculate"]], "command_count (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.command_count"]], "debug (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.debug"]], "degrade() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.degrade"]], "dispose() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.dispose"]], "event_count (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.event_count"]], "execute() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.execute"]], "fault() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.fault"]], "fully_qualified_name() (riskengine class method)": [[28, "nautilus_trader.risk.engine.RiskEngine.fully_qualified_name"]], "id (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.id"]], "instrument (fixedrisksizer attribute)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.instrument"]], "instrument (positionsizer attribute)": [[28, "nautilus_trader.risk.sizing.PositionSizer.instrument"]], "is_bypassed (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_bypassed"]], "is_degraded (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_degraded"]], "is_disposed (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_disposed"]], "is_faulted (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_faulted"]], "is_initialized (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_initialized"]], "is_running (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_running"]], "is_stopped (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_stopped"]], "max_notional_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_notional_per_order"]], "max_notionals_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_notionals_per_order"]], "max_order_modify_rate() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_order_modify_rate"]], "max_order_submit_rate() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_order_submit_rate"]], "nautilus_trader.risk": [[28, "module-nautilus_trader.risk"]], "nautilus_trader.risk.engine": [[28, "module-nautilus_trader.risk.engine"]], "nautilus_trader.risk.sizing": [[28, "module-nautilus_trader.risk.sizing"]], "process() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.process"]], "reset() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.reset"]], "resume() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.resume"]], "set_max_notional_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.set_max_notional_per_order"]], "set_trading_state() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.set_trading_state"]], "start() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.start"]], "state (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.state"]], "stop() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.stop"]], "trader_id (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.trader_id"]], "trading_state (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.trading_state"]], "type (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.type"]], "update_instrument() (fixedrisksizer method)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.update_instrument"]], "update_instrument() (positionsizer method)": [[28, "nautilus_trader.risk.sizing.PositionSizer.update_instrument"]], "msgspecserializer (class in nautilus_trader.serialization.serializer)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer"]], "serializer (class in nautilus_trader.serialization.base)": [[29, "nautilus_trader.serialization.base.Serializer"]], "deserialize() (msgspecserializer method)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer.deserialize"]], "deserialize() (serializer method)": [[29, "nautilus_trader.serialization.base.Serializer.deserialize"]], "nautilus_trader.serialization": [[29, "module-nautilus_trader.serialization"]], "nautilus_trader.serialization.base": [[29, "module-nautilus_trader.serialization.base"]], "nautilus_trader.serialization.serializer": [[29, "module-nautilus_trader.serialization.serializer"]], "register_serializable_object() (in module nautilus_trader.serialization.base)": [[29, "nautilus_trader.serialization.base.register_serializable_object"]], "serialize() (msgspecserializer method)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer.serialize"]], "serialize() (serializer method)": [[29, "nautilus_trader.serialization.base.Serializer.serialize"]], "timestamps_as_iso8601 (msgspecserializer attribute)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer.timestamps_as_iso8601"]], "timestamps_as_str (msgspecserializer attribute)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer.timestamps_as_str"]], "nautiluskernel (class in nautilus_trader.system.kernel)": [[30, "nautilus_trader.system.kernel.NautilusKernel"]], "cache (nautiluskernel property)": [[30, "nautilus_trader.system.kernel.NautilusKernel.cache"]], "cancel_all_tasks() (nautiluskernel method)": [[30, "nautilus_trader.system.kernel.NautilusKernel.cancel_all_tasks"]], "catalog (nautiluskernel property)": [[30, 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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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"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 data": [[63, "binance-specific-data"]], "BinanceFuturesMarkPriceUpdate": [[63, "binancefuturesmarkpriceupdate"]], "Databento": [[64, "databento"]], "Documentation": [[64, "documentation"]], "Databento Binary Encoding (DBN)": [[64, "databento-binary-encoding-dbn"]], "Supported schemas": [[64, "supported-schemas"]], "Instrument IDs and symbology": [[64, "instrument-ids-and-symbology"]], "Timestamps": [[64, "timestamps"]], "Instrument definitions": [[64, "instrument-definitions"]], "MBO (market by order)": [[64, "mbo-market-by-order"]], "MBP-1 (market by price, top-of-book)": [[64, "mbp-1-market-by-price-top-of-book"]], "OHLCV (bar aggregates)": [[64, "ohlcv-bar-aggregates"]], "Performance considerations": [[64, "performance-considerations"]], "Real-time client architecture": [[64, "real-time-client-architecture"]], "Configuration parameters": [[64, "configuration-parameters"]], "The Interactive Brokers Client": [[65, "the-interactive-brokers-client"]], "Instruments & Contracts": [[65, "instruments-contracts"]], "Historical Data & Backtesting": [[65, "historical-data-backtesting"]], "InstrumentProvider": [[65, "instrumentprovider"]], "Data Client": [[65, "data-client"]], "Execution Client": [[65, "execution-client"]], "Full Configuration": [[65, "full-configuration"]], "Implementation goals": [[66, "implementation-goals"]], "API unification": [[66, "api-unification"]], "Rust API": [[67, "rust-api"]], "Latest Rust docs": [[67, "latest-rust-docs"]], "Nightly Rust docs": [[67, "nightly-rust-docs"]], "What is Rust?": [[67, "what-is-rust"]], "Backtest (high-level API)": [[68, "backtest-high-level-api"], [70, "backtest-high-level-api"]], "Imports": [[68, "imports"], [69, "imports"]], "Getting raw data": [[68, "getting-raw-data"]], "Loading data into the Data Catalog": [[68, "loading-data-into-the-data-catalog"]], "Using the Data Catalog": [[68, "using-the-data-catalog"]], "Configuring backtests": [[68, "configuring-backtests"]], "Adding data and venues": [[68, "adding-data-and-venues"]], "Run the backtest!": [[68, "run-the-backtest"]], "Backtest (low-level API)": [[69, "backtest-low-level-api"], [70, "backtest-low-level-api"]], "Initialize a backtest engine": [[69, "initialize-a-backtest-engine"]], "Adding data": [[69, "adding-data"]], "Adding venues": [[69, "adding-venues"]], "Adding strategies": [[69, "adding-strategies"]], "Adding execution algorithms": [[69, "adding-execution-algorithms"]], "Running backtests": [[69, "running-backtests"]], "Post-run and analysis": [[69, "post-run-and-analysis"]], "Repeated runs": [[69, "repeated-runs"]], 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"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 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"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, 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(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, 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"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, 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(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"]], "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_logging_pyo3() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.is_logging_pyo3"]], "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_logging_pyo3() (in module nautilus_trader.common.component)": [[8, "nautilus_trader.common.component.set_logging_pyo3"]], "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, 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(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.from_str"]], "from_timedelta() (barspecification static method)": [[17, "nautilus_trader.model.data.BarSpecification.from_timedelta"]], "fully_qualified_name() (bar class method)": [[17, "nautilus_trader.model.data.Bar.fully_qualified_name"]], "fully_qualified_name() (customdata class method)": [[17, "nautilus_trader.model.data.CustomData.fully_qualified_name"]], "fully_qualified_name() (instrumentclose class method)": [[17, "nautilus_trader.model.data.InstrumentClose.fully_qualified_name"]], "fully_qualified_name() (instrumentstatus class method)": [[17, "nautilus_trader.model.data.InstrumentStatus.fully_qualified_name"]], "fully_qualified_name() (orderbookdelta class method)": [[17, "nautilus_trader.model.data.OrderBookDelta.fully_qualified_name"]], "fully_qualified_name() (orderbookdeltas class method)": [[17, "nautilus_trader.model.data.OrderBookDeltas.fully_qualified_name"]], "fully_qualified_name() (orderbookdepth10 class method)": [[17, "nautilus_trader.model.data.OrderBookDepth10.fully_qualified_name"]], "fully_qualified_name() (quotetick class method)": [[17, "nautilus_trader.model.data.QuoteTick.fully_qualified_name"]], "fully_qualified_name() (tradetick class method)": [[17, "nautilus_trader.model.data.TradeTick.fully_qualified_name"]], "fully_qualified_name() (venuestatus class method)": [[17, "nautilus_trader.model.data.VenueStatus.fully_qualified_name"]], "halt_reason (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.halt_reason"]], "high (bar attribute)": [[17, "nautilus_trader.model.data.Bar.high"]], "imag (baraggregation attribute)": [[17, "nautilus_trader.model.data.BarAggregation.imag"]], "instrument_id (bartype attribute)": [[17, "nautilus_trader.model.data.BarType.instrument_id"]], "instrument_id (instrumentclose attribute)": [[17, "nautilus_trader.model.data.InstrumentClose.instrument_id"]], "instrument_id (instrumentstatus attribute)": [[17, "nautilus_trader.model.data.InstrumentStatus.instrument_id"]], "instrument_id (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.instrument_id"]], "instrument_id (orderbookdeltas attribute)": [[17, "nautilus_trader.model.data.OrderBookDeltas.instrument_id"]], "instrument_id (orderbookdepth10 attribute)": [[17, "nautilus_trader.model.data.OrderBookDepth10.instrument_id"]], "instrument_id (quotetick attribute)": [[17, "nautilus_trader.model.data.QuoteTick.instrument_id"]], "instrument_id (tradetick attribute)": [[17, "nautilus_trader.model.data.TradeTick.instrument_id"]], "is_add (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_add"]], "is_clear (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_clear"]], "is_delete (orderbookdelta attribute)": [[17, "nautilus_trader.model.data.OrderBookDelta.is_delete"]], "is_externally_aggregated() (bartype method)": [[17, "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, "nautilus_trader.model.events.order.OrderPendingUpdate.client_order_id"]], "client_order_id (orderrejected attribute)": [[18, "nautilus_trader.model.events.order.OrderRejected.client_order_id"]], "client_order_id (orderreleased attribute)": [[18, "nautilus_trader.model.events.order.OrderReleased.client_order_id"]], "client_order_id (ordersubmitted attribute)": [[18, "nautilus_trader.model.events.order.OrderSubmitted.client_order_id"]], "client_order_id (ordertriggered attribute)": [[18, "nautilus_trader.model.events.order.OrderTriggered.client_order_id"]], "client_order_id (orderupdated attribute)": [[18, "nautilus_trader.model.events.order.OrderUpdated.client_order_id"]], "closing_order_id (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.closing_order_id"]], "closing_order_id (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.closing_order_id"]], "closing_order_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.closing_order_id"]], "closing_order_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.closing_order_id"]], "commission (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.commission"]], "contingency_type (orderinitialized attribute)": [[18, "nautilus_trader.model.events.order.OrderInitialized.contingency_type"]], "create() (positionchanged static method)": [[18, "nautilus_trader.model.events.position.PositionChanged.create"]], "create() (positionclosed static method)": [[18, "nautilus_trader.model.events.position.PositionClosed.create"]], "create() (positionopened static method)": [[18, "nautilus_trader.model.events.position.PositionOpened.create"]], "currency (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.currency"]], "currency (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.currency"]], "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, 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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, "nautilus_trader.model.events.position.PositionClosed.instrument_id"]], "instrument_id (positionevent attribute)": [[18, "nautilus_trader.model.events.position.PositionEvent.instrument_id"]], "instrument_id (positionopened attribute)": [[18, "nautilus_trader.model.events.position.PositionOpened.instrument_id"]], "is_buy (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.is_buy"]], "is_reported (accountstate attribute)": [[18, "nautilus_trader.model.events.account.AccountState.is_reported"]], "is_sell (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.is_sell"]], "last_px (orderfilled attribute)": [[18, "nautilus_trader.model.events.order.OrderFilled.last_px"]], "last_px (positionchanged attribute)": [[18, "nautilus_trader.model.events.position.PositionChanged.last_px"]], "last_px (positionclosed attribute)": [[18, "nautilus_trader.model.events.position.PositionClosed.last_px"]], "last_px (positionevent attribute)": [[18, "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, 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(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)": 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"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, "nautilus_trader.model.instruments.futures_contract.FuturesContract.maker_fee"]], "maker_fee (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.maker_fee"]], "maker_fee (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.maker_fee"]], "margin_init (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_init"]], "margin_init (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_init"]], "margin_init (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_init"]], "margin_init (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_init"]], "margin_init (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.margin_init"]], "margin_init (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_init"]], "margin_init (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.margin_init"]], "margin_init (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_init"]], "margin_maint (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.margin_maint"]], "margin_maint (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.margin_maint"]], "margin_maint (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.margin_maint"]], "margin_maint (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.margin_maint"]], "margin_maint (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.margin_maint"]], "margin_maint (futurescontract attribute)": [[21, "nautilus_trader.model.instruments.futures_contract.FuturesContract.margin_maint"]], "margin_maint (instrument attribute)": [[21, "nautilus_trader.model.instruments.base.Instrument.margin_maint"]], "margin_maint (optionscontract attribute)": [[21, "nautilus_trader.model.instruments.options_contract.OptionsContract.margin_maint"]], "max_notional (bettinginstrument attribute)": [[21, "nautilus_trader.model.instruments.betting.BettingInstrument.max_notional"]], "max_notional (cryptofuture attribute)": [[21, "nautilus_trader.model.instruments.crypto_future.CryptoFuture.max_notional"]], "max_notional (cryptoperpetual attribute)": [[21, "nautilus_trader.model.instruments.crypto_perpetual.CryptoPerpetual.max_notional"]], "max_notional (currencypair attribute)": [[21, "nautilus_trader.model.instruments.currency_pair.CurrencyPair.max_notional"]], "max_notional (equity attribute)": [[21, "nautilus_trader.model.instruments.equity.Equity.max_notional"]], "max_notional (futurescontract 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"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, "nautilus_trader.risk.sizing.PositionSizer"]], "riskengine (class in nautilus_trader.risk.engine)": [[28, "nautilus_trader.risk.engine.RiskEngine"]], "calculate() (fixedrisksizer method)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.calculate"]], "calculate() (positionsizer method)": [[28, "nautilus_trader.risk.sizing.PositionSizer.calculate"]], "command_count (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.command_count"]], "debug (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.debug"]], "degrade() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.degrade"]], "dispose() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.dispose"]], "event_count (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.event_count"]], "execute() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.execute"]], "fault() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.fault"]], "fully_qualified_name() (riskengine class method)": [[28, "nautilus_trader.risk.engine.RiskEngine.fully_qualified_name"]], "id (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.id"]], "instrument (fixedrisksizer attribute)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.instrument"]], "instrument (positionsizer attribute)": [[28, "nautilus_trader.risk.sizing.PositionSizer.instrument"]], "is_bypassed (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_bypassed"]], "is_degraded (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_degraded"]], "is_disposed (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_disposed"]], "is_faulted (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_faulted"]], "is_initialized (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_initialized"]], "is_running (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_running"]], "is_stopped (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.is_stopped"]], "max_notional_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_notional_per_order"]], "max_notionals_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_notionals_per_order"]], "max_order_modify_rate() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_order_modify_rate"]], "max_order_submit_rate() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.max_order_submit_rate"]], "nautilus_trader.risk": [[28, "module-nautilus_trader.risk"]], "nautilus_trader.risk.engine": [[28, "module-nautilus_trader.risk.engine"]], "nautilus_trader.risk.sizing": [[28, "module-nautilus_trader.risk.sizing"]], "process() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.process"]], "reset() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.reset"]], "resume() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.resume"]], "set_max_notional_per_order() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.set_max_notional_per_order"]], "set_trading_state() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.set_trading_state"]], "start() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.start"]], "state (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.state"]], "stop() (riskengine method)": [[28, "nautilus_trader.risk.engine.RiskEngine.stop"]], "trader_id (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.trader_id"]], "trading_state (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.trading_state"]], "type (riskengine attribute)": [[28, "nautilus_trader.risk.engine.RiskEngine.type"]], "update_instrument() (fixedrisksizer method)": [[28, "nautilus_trader.risk.sizing.FixedRiskSizer.update_instrument"]], "update_instrument() (positionsizer method)": [[28, "nautilus_trader.risk.sizing.PositionSizer.update_instrument"]], "msgspecserializer (class in nautilus_trader.serialization.serializer)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer"]], "serializer (class in nautilus_trader.serialization.base)": [[29, "nautilus_trader.serialization.base.Serializer"]], "deserialize() (msgspecserializer method)": [[29, "nautilus_trader.serialization.serializer.MsgSpecSerializer.deserialize"]], "deserialize() (serializer method)": [[29, "nautilus_trader.serialization.base.Serializer.deserialize"]], "nautilus_trader.serialization": [[29, "module-nautilus_trader.serialization"]], "nautilus_trader.serialization.base": [[29, "module-nautilus_trader.serialization.base"]], "nautilus_trader.serialization.serializer": [[29, "module-nautilus_trader.serialization.serializer"]], "register_serializable_object() (in module 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