tensortrade.oms.services.execution.simulated module

tensortrade.oms.services.execution.simulated.execute_buy_order(order: Order, base_wallet: Wallet, quote_wallet: Wallet, current_price: float, options: ExchangeOptions, clock: Clock) → None | Trade

Executes a buy order on the exchange.

Parameters:

• order (Order) – The order that is being filled.

• base_wallet (Wallet) – The wallet of the base instrument.

• quote_wallet (Wallet) – The wallet of the quote instrument.

• current_price (float) – The current price of the exchange pair.

• options (ExchangeOptions) – The exchange options.

• clock (Clock) – The clock for the trading process..

Returns:

Trade – The executed trade that was made.

tensortrade.oms.services.execution.simulated.execute_order(order: Order, base_wallet: Wallet, quote_wallet: Wallet, current_price: float, options: Options, clock: Clock) → Trade

Executes an order on the exchange.

Parameters:

• order (Order) – The order that is being filled.

• base_wallet (Wallet) – The wallet of the base instrument.

• quote_wallet (Wallet) – The wallet of the quote instrument.

• current_price (float) – The current price of the exchange pair.

• options (ExchangeOptions) – The exchange options.

• clock (Clock) – The clock for the trading process..

Returns:

Trade – The executed trade that was made.

tensortrade.oms.services.execution.simulated.execute_sell_order(order: Order, base_wallet: Wallet, quote_wallet: Wallet, current_price: float, options: ExchangeOptions, clock: Clock) → None | Trade

Executes a sell order on the exchange.

Parameters:

• order (Order) – The order that is being filled.

• base_wallet (Wallet) – The wallet of the base instrument.

• quote_wallet (Wallet) – The wallet of the quote instrument.

• current_price (float) – The current price of the exchange pair.

• options (ExchangeOptions) – The exchange options.

• clock (Clock) – The clock for the trading process..

Returns:

Trade – The executed trade that was made.