Expand description
Instrument directory mapping.
Functions§
- apply_
trade_ lot_ size - The lot for trading, when
GetAssetParamsgives one:trade_lot_sizeabove 0 replaces the lot size ofGetAsset(lot_sizeandmin_qty). 0 or less means “no value” andparamsstays as it is. - availability_
at - Availability from the schedule: inside a non-closed session -> open, otherwise closed.
- kind_
from_ type - Finam’s
typestrings are not enumerated in the docs; matched by substring. - map_
asset - A directory entry (
Assets,AllAssets) -> core instrument. - map_
get_ asset - A
GetAssetanswer -> core instrument.symbolis theSYMBOL@MICthat was asked for. - map_
schedule - A
Scheduleanswer -> core schedule for the rangefrom..to. - map_
trading_ params - Price step =
min_step / 10^decimals. Finam does not give the money value of a step, soprice_step_valueequalsprice_step(right for stocks, not for futures).min_qtyis one lot because orders are in pieces and sized in whole lots. - session_
kind - Session type heuristics: the docs do not list the
typevalues.