API Reference — Orders¶

financepype.operations.orders.models¶

OrderType¶

class OrderType(Enum)

Value	Description
`MARKET`	Execute immediately at best price
`LIMIT`	Execute at specified price or better
`LIMIT_MAKER`	Post-only limit (deprecated alias)

Methods

is_limit_type() -> bool
is_market_type() -> bool

OrderModifier¶

class OrderModifier(Enum)

Value	Description
`POST_ONLY`	Rejected if it would match immediately
`REDUCE_ONLY`	Can only decrease an existing position
`IMMEDIATE_OR_CANCEL`	Fill what's available, cancel the rest
`FILL_OR_KILL`	Fill entirely or cancel entirely
`DAY`	Day order
`AT_THE_OPEN`	Executes at market open

PositionAction¶

class PositionAction(Enum)

OPEN, CLOSE, FLIP, NIL

PositionMode¶

class PositionMode(Enum)

HEDGE, ONEWAY

PriceType¶

class PriceType(Enum)

MidPrice, BestBid, BestAsk, LastTrade, LastOwnTrade, InventoryCost, Custom

TradeType¶

class TradeType(Enum)

Value	Description
`BUY`	Buy side
`SELL`	Sell side
`RANGE`	Range (used in analysis only, not orders)

Methods

opposite() -> TradeType — BUY↔SELL; raises for RANGE
to_position_side() -> DerivativeSide — BUY→LONG, SELL→SHORT, RANGE→BOTH

OrderState¶

class OrderState(Enum)

Value	String	Meaning
`PENDING_CREATE`	`"pending_create"`	Submitted, not yet acknowledged
`OPEN`	`"open"`	In order book
`PARTIALLY_FILLED`	`"partially_filled"`	Some fills received
`PENDING_CANCEL`	`"pending_cancel"`	Cancel requested
`CANCELED`	`"canceled"`	Cancelled
`FILLED`	`"filled"`	Completely filled
`FAILED`	`"failed"`	Exchange rejected

OrderUpdate¶

class OrderUpdate(BaseModel)

Field	Type	Description
`trading_pair`	`TradingPair`	Market
`update_timestamp`	`float`	Seconds since epoch
`new_state`	`OrderState`	Target state
`client_order_id`	`str \\| None`	Client ID
`exchange_order_id`	`str \\| None`	Exchange ID
`misc_updates`	`dict \\| None`	Additional data

TradeUpdate¶

class TradeUpdate(BaseModel)

Field	Type	Description
`trade_id`	`str`	Unique trade ID
`client_order_id`	`str \\| None`	Client order ID
`exchange_order_id`	`str`	Exchange order ID
`trading_pair`	`TradingPair`	Market
`trade_type`	`TradeType`	BUY or SELL
`fill_timestamp`	`float`	Fill time in seconds
`fill_price`	`Decimal`	Fill price
`fill_base_amount`	`Decimal`	Base quantity filled
`fill_quote_amount`	`Decimal`	Quote value of fill
`fee`	`OperationFee`	Associated fee
`group_order_id`	`str`	Group identifier (default `""`)

Properties: group_client_order_id -> str | None

financepype.operations.orders.order¶

OrderOperation¶

class OrderOperation(Operation)

Extends Operation with order-specific state management.

Additional Fields

Field	Type	Default	Description
`trading_pair`	`TradingPair`	required	Market
`order_type`	`OrderType`	required	MARKET or LIMIT
`trade_type`	`TradeType`	required	BUY or SELL
`amount`	`Decimal`	required	Order size
`price`	`Decimal \\| None`	`None`	Limit price
`modifiers`	`set[OrderModifier]`	`set()`	Order modifiers
`group_order_id`	`str`	`""`	Group identifier
`leverage`	`int`	`1`	Leverage
`index_price`	`Decimal \\| None`	`price`	Index price
`position`	`PositionAction`	`NIL`	Derivative position action
`executed_amount_base`	`Decimal`	`0`	Base filled so far
`executed_amount_quote`	`Decimal`	`0`	Quote value of fills
`order_fills`	`dict[str, TradeUpdate]`	`{}`	Fill records
`current_state`	`OrderState`	`PENDING_CREATE`	Lifecycle state
`completely_filled_event`	`asyncio.Event`	`Event()`	Signals full fill

Properties

Property	Type	Description
`exchange_order_id`	`str \\| None`	Alias for `operator_operation_id`
`group_client_order_id`	`str`	`f"{group_order_id}{client_operation_id}"`
`filled_amount`	`Decimal`	`executed_amount_base`
`remaining_amount`	`Decimal`	`amount - executed_amount_base`
`base_asset`	`Any`	`trading_pair.base`
`quote_asset`	`Any`	`trading_pair.quote`
`is_limit`	`bool`	`order_type == LIMIT`
`is_market`	`bool`	`order_type == MARKET`
`is_buy`	`bool`	`trade_type == BUY`
`average_executed_price`	`Decimal \\| None`	Volume-weighted average
`is_pending_create`	`bool`	state == PENDING_CREATE
`is_pending_cancel_confirmation`	`bool`	state == PENDING_CANCEL
`is_open`	`bool`	PENDING_CREATE, OPEN, or PENDING_CANCEL
`is_done`	`bool`	terminal or fully filled
`is_filled`	`bool`	FILLED or executed >= amount
`is_failure`	`bool`	state == FAILED
`is_cancelled`	`bool`	state == CANCELED

Methods

Method	Signature	Description
`process_operation_update`	`(update: OrderUpdate \\| TradeUpdate) -> bool`	Route to correct handler
`is_valid_state_transition`	`(update: OrderUpdate) -> bool`	Validate state machine
`check_filled_condition`	`() -> None`	Set filled event if complete
`wait_until_completely_filled`	`async () -> None`	Await fill event
`get_exchange_order_id`	`async (timeout=10) -> str \\| None`	Wait for exchange ID
`build_order_created_message`	`() -> str`	Human-readable creation log

Valid State Transitions

From	To
`PENDING_CREATE`	`OPEN`, `FAILED`
`OPEN`	`OPEN`, `PENDING_CANCEL`, `CANCELED`, `FILLED`
`PENDING_CANCEL`	`CANCELED`, `OPEN`, `FILLED`

financepype.operations.orders.proposal¶

OrderProposal¶

class OrderProposal(OperationProposal)

Extends OperationProposal for order pre-trade analysis. No additional fields — implement the abstract methods from OperationProposal.

financepype.operations.orders.tracker¶

OrderTracker¶

Extends OperationTracker typed specifically for OrderOperation instances. Provides the same interface as OperationTracker with order-specific event triggers.

financepype.operations.orders.events¶

Order events published to the MultiPublisher of the owning operator or owner. The specific event classes are defined here and used with EventPublication when calling OperationTracker.trigger_event(...).