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Module map

Module map 

Source
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-core executions.
instrument
Reference data mapping: instruments, trading parameters, trading status.
market
Market data mapping: ALOR wire models to brokapi-core domain types.
order
Order mapping: ALOR orders to brokapi-core order states and snapshots.
portfolio
Portfolio mapping: positions and money of ALOR to brokapi-core positions 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].