Expand description
Mapping of ALOR wire models to the domain types of brokapi-core.
Modules§
- execution
- Fill mapping: ALOR trades of the portfolio to
brokapi-coreexecutions. - instrument
- Reference data mapping: instruments, trading parameters, trading status.
- market
- Market data mapping: ALOR wire models to
brokapi-coredomain types. - order
- Order mapping: ALOR orders to
brokapi-coreorder states and snapshots. - portfolio
- Portfolio mapping: positions and money of ALOR to
brokapi-corepositions and balances. - stop
- Stop orders: the request of the shared interface to ALOR’s stop and stop-limit orders, and back.
Functions§
- lots_
to_ pieces - Lots to pieces.
- ms_
to_ nanos - Unix milliseconds as [
UnixNanos]. - parse_
time - A time of the broker (UTC text such as
2020-06-16T23:59:59.9990000Z). - pieces_
to_ lots - The number of lots in a quantity of pieces: a positive whole number of lots, else
invalid_qty(the library never rounds a quantity). - secs_
to_ nanos - Unix seconds as [
UnixNanos]. - timestamps
- The timestamps of an event: the time we received it and, if the broker gave one, the time of the broker.
- unix_
nanos - A date as [
UnixNanos].