CryptoOrderMixin

class swordfish.plugins.backtest.CryptoOrderMixin

final submit_crypto_order(code, exchange, time, order_type, order_price, stop_loss_price, take_profit_price, quantity, direct, slippage, order_validity, expiration_time, /, label=None, account_type=AccountType.DEFAULT)

Submit an cryptocurrency order.

Parameters:

• code (str) – A STRING scalar, representing the crypto code.

• exchange (str) – A STRING scalar, representing the exchange code.

• time (Timestamp) – A TIMESTAMP scalar, representing the order timestamp.

• order_type (int) –

  An INT scalar, representing the order type:

  • 5: Limit order (default).

  • 0: Market order, submitted at daily price limits, following time-priority rules.

• order_price (float) – A FLOAT scalar, representing the order price.

• stop_loss_price (float) – A FLOAT scalar, representing the stop-loss price.

• take_profit_price (float) – A FLOAT scalar, representing the take-profit price.

• quantity (int) – An INT scalar, representing the order quantity.

• direct (int) –

  An INT scalar, representing the buy/sell direction:

  • 1: Buy open

  • 2: Sell open

  • 3: Sell close

  • 4: Buy close

• slippage (float) – FLOAT, representing slippage.

• order_validity (int) –

  An INT scalar, representing order validity:

  • 0: Valid for the day (default)

  • 1: Immediate full execution or cancel (FOK)

  • 2: Immediate partial execution, remaining canceled (FAK)

• expiration_time (Timestamp) – A TIMESTAMP scalar, representing the order expiration time.

• label (str, optional) – A STRING scalar, a tag for categorizing the order.

• account_type (AccountType, optional) –

  An Enum value representing the account type:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account