order¶

class whispertrades.order.Fill(*, leg_number: int, quantity: int, price: float, filled_at: datetime, bid: float, mid: float, ask: float)[source]¶

Bases: BaseModel

ask : float¶

bid : float¶

filled_at : datetime¶

leg_number : int¶

mid : float¶

price : float¶

quantity : int¶

class whispertrades.order.Leg(*, number: int, type: 'CALL' | 'PUT', instrument: str, expiration_date: datetime, strike_price: float, instruction: 'SELL_TO_OPEN' | 'BUY_TO_OPEN' | 'BUY_TO_CLOSE' | 'SELL_TO_CLOSE', quantity: int, bid: float, mid: float, ask: float)[source]¶

Bases: BaseModel

ask : float¶

bid : float¶

expiration_date : datetime¶

instruction : Literal['SELL_TO_OPEN', 'BUY_TO_OPEN', 'BUY_TO_CLOSE', 'SELL_TO_CLOSE']¶

instrument : str¶

mid : float¶

number : int¶

quantity : int¶

strike_price : float¶

type : Literal['CALL', 'PUT']¶

class whispertrades.order.Order(data: OrderResponse, client: WTClient, auto_refresh: bool)[source]¶

Bases: object

auto_refresh : bool¶

auto_refresh toggle inherited from WTClient

bot : Bot¶

Bot object

broker_fee : float | None¶

Broker fee

broker_order_number : str¶

Broker order number

canceled_at : datetime | None¶

Canceled at

client : WTClient¶

the WTClient object that created this instance

current_quantity : int¶

Current quantity of the order

duration : Literal['GTC', 'DAY']¶

Order duration

fill_price : float | None¶

Fill price

filled_at : datetime | None¶

Filled at

filled_quantity : int¶

Filled quantity of the order

fills : List[Fill | None]¶

Fills of the order

is_paper : bool¶

If this is a paper order

legs : List[Leg]¶

Legs of the order

number : str¶

Order number

order_price : float¶

Order price

original_quantity : int¶

Original quantity of the order

status : Literal['WORKING', 'FILLED', 'CANCELED', 'EXPIRED', 'REJECTED']¶

Order status

submissions : List[Submission | None]¶

Submissions of the order

submitted_at : datetime¶

Submitted at

symbol : str¶

Symbol of the order

type : Literal['OPENING', 'CLOSING']¶

Order type

class whispertrades.order.OrderResponse(*, number: str, broker_order_number: str, status: 'WORKING' | 'FILLED' | 'CANCELED' | 'EXPIRED' | 'REJECTED', type: 'OPENING' | 'CLOSING', duration: 'GTC' | 'DAY', bot: BasicBot, is_paper: bool, symbol: str, original_quantity: int, current_quantity: int, filled_quantity: int, order_price: float, fill_price: float | None, broker_fee: float | None, submitted_at: datetime, filled_at: datetime | None, canceled_at: datetime | None, legs: list[Leg], submissions: list[Submission | None], fills: list[Fill | None])[source]¶

Bases: BaseModel

bot : BasicBot¶

broker_fee : float | None¶

broker_order_number : str¶

canceled_at : datetime | None¶

current_quantity : int¶

duration : Literal['GTC', 'DAY']¶

fill_price : float | None¶

filled_at : datetime | None¶

filled_quantity : int¶

fills : list[Fill | None]¶

is_paper : bool¶

legs : list[Leg]¶

number : str¶

order_price : float¶

original_quantity : int¶

status : Literal['WORKING', 'FILLED', 'CANCELED', 'EXPIRED', 'REJECTED']¶

submissions : list[Submission | None]¶

submitted_at : datetime¶

symbol : str¶

type : Literal['OPENING', 'CLOSING']¶

class whispertrades.order.Submission(*, quantity: int | None, price: float, bid: float | None, mid: float | None, ask: float | None, submitted_at: datetime)[source]¶

Bases: BaseModel

ask : float | None¶

bid : float | None¶

mid : float | None¶

price : float¶

quantity : int | None¶

submitted_at : datetime¶