3 types of orders are currently supported: Limit order, Market order and Stop order. They are available in the graffiti.market module.
Market orders are executed at the open price of the next market frame.
order = MarketOrder(base_currenc="USD", ticker="MSFT", volume=2, order_side=OrderSide.Buy)
Note that order_side must be OrderSide.Buy or OrderSide.Sell, which can be imported from the graffiti.market module
Market order can be simplified as a tuple in the following format, with positive volume for buy orders and negative volume for sell orders
(base_currency, stock_symbol, volume)
Base currency and stock symbol can be omitted. If base_currency is omitted, the default currency is used. If both base_currency and stock_symbol are omitted, the default with be used for both. The following are all valid orders
("USD", "MSFT", 1)
("MSFT", -2)
(0)
-5
Limit orders are added to the list of active orders and are processed for every time frame. For each time frame and each order, if the open price is more advantageous than the limit price of the order (lower for buy order, higher for sell order), the order is executed at open price. Otherwise, if the limit price is comprise within the high-low range, it is executed at the limit price.
order = LimitOrder(base_currency="USD", ticker="MSFT", volume=2, order_side=OrderSide.Sell, limit_price=50)
Missing doc