SerializedOrderEvent
SerializedOrderEvent()
SerializedOrderEvent(
order_event: OrderEvent, algorithm_id: str
)
Bases: Object
Data transfer object used for serializing an OrderEvent that was just generated by an algorithm
Signature descriptions:
-
Empty constructor required for JSON converter.
-
Creates a new instances based on the provided order event and algorithm Id
id: str
The unique order event id
algorithm_id: str
Algorithm Id, BacktestId or DeployId
order_id: int
Id of the order this event comes from.
order_event_id: int
The unique order event id for each order
symbol: str
Easy access to the order symbol associated with this event.
symbol_value: str
The mapped symbol value
symbol_permtick: str
The symbols permanent ticker. For equities, by convention this is the first ticker symbol for which the security traded
time: float
The time of this event in unix timestamp
order_fee_amount: Optional[float]
The fee amount associated with the order
order_fee_currency: str
The fee currency associated with the order
fill_price: float
Fill price information about the order
fill_price_currency: str
Currency for the fill price
fill_quantity: float
Number of shares of the order that was filled in this event.
message: str
Any message from the exchange.
is_assignment: bool
True if the order event is an assignment
quantity: float
The current order quantity
stop_price: Optional[float]
The current stop price
limit_price: Optional[float]
The current limit price
is_in_the_money: bool
True if the order event's option is In-The-Money (ITM)