tensortrade.oms.instruments.quantity module

class tensortrade.oms.instruments.quantity.Quantity(instrument: Instrument, size: Decimal, path_id: str = None)[source]

Bases: object

A size of a financial instrument for use in trading.

Parameters:

  • instrument (Instrument) – The unit of the quantity.

  • size (Decimal) – The number of units of the instrument.

  • path_id (str, optional) – The path order_id that this quantity is allocated for and associated with.

Raises:

InvalidNegativeQuantity – Raised if the size of the quantity being created is negative.

as_float() → float[source]

Gets the size as a float.

Returns:

float – The size as a floating point number.

contain(exchange_pair: ExchangePair)[source]

Contains the size of the quantity to be compatible with the settings of a given exchange.

Parameters:

exchange_pair (ExchangePair) – The exchange pair containing the exchange the quantity must be compatible with.

Returns:

Quantity – A quantity compatible with the given exchange.

convert(exchange_pair: ExchangePair) → Quantity[source]

Converts the quantity into the value of another instrument based on its exchange rate from an exchange.

Parameters:

exchange_pair (ExchangePair) – The exchange pair to use for getting the quoted price to perform the conversion.

Returns:

Quantity – The value of the current quantity in terms of the quote instrument.

free() → Quantity[source]

Gets the free version of this quantity.

Returns:

Quantity – The free version of the quantity.

property is_locked: bool

If quantity is locked for an order. (bool, read-only)

lock_for(path_id: str) → Quantity[source]

Locks a quantity for an Order identified associated with path_id.

Parameters:

path_id (str) – The identification of the order path.

Returns:

Quantity – A locked quantity for an order path.

quantize() → Quantity[source]

Computes the quantization of current quantity in terms of the instrument’s precision.

Returns:

Quantity – The quantized quantity.

static validate(left: Quantity | Number, right: Quantity | Number) → Tuple[Quantity, Quantity][source]

Validates the given left and right arguments of a numeric or boolean operation.

Parameters:

  • left (Union[Quantity, Number]) – The left argument of an operation.

  • right (Union[Quantity, Number]) – The right argument of an operation.

Returns:

Tuple[Quantity, Quantity] – The validated quantity arguments to use in a numeric or boolean operation.

Raises: