Fill

class roq.Fill

Represents a single fill (match) when an order is being partially or fully filled

__init__(*args, **kwargs)

Overloaded function.

1. __init__(self: roq.Fill, arg0: roq.Fill) -> None

2. __init__(self: roq.Fill, exchange_time_utc: datetime.timedelta = datetime.timedelta(0), external_trade_id: str = ‘’, quantity: float = nan, price: float = nan, liquidity: roq.Liquidity = <Liquidity.UNDEFINED: 0>, quote_quantity: float = nan, commission_quantity: float = nan, commission_currency: str = ‘’) -> None

property commission_currency

Commission currency

property commission_quantity

Quantity (commission currency, optional)

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property external_trade_id

External trade identifier

property liquidity

Liquidity indicator

property price

Price

property quantity

Quantity (base currency)

property quote_quantity

Quantity (quote currency, optional)