Trade¶
- class roq.Trade¶
Represents a single trade (a match) as part of trade reporting by the exchange
- __init__(*args, **kwargs)¶
Overloaded function.
__init__(self: roq.Trade, arg0: roq.Trade) -> None
__init__(self: roq.Trade, side: roq.Side = <Side.UNDEFINED: 0>, price: float = nan, quantity: float = nan, trade_id: str = ‘’, taker_order_id: str = ‘’, maker_order_id: str = ‘’) -> None
- property maker_order_id¶
External order identifier (maker)
- property price¶
Price
- property quantity¶
Quantity
- property side¶
Side (by convention: side of the taker)
- property taker_order_id¶
External order identifier (taker)
- property trade_id¶
Trade identifier