API Reference — Trading Rules¶

financepype.rules.trading_rule¶

TradingRule¶

class TradingRule(BaseModel)

Exchange constraints for a single trading pair.

Fields

Field	Type	Default	Description
`trading_pair`	`TradingPair`	required	The pair these rules cover
`min_order_size`	`Decimal`	`0`	Minimum base size
`max_order_size`	`Decimal`	`1e20`	Maximum base size
`min_price_increment`	`Decimal`	`1e-20`	Tick size
`min_price_significance`	`int`	`0`	Significant price digits
`min_base_amount_increment`	`Decimal`	`1e-20`	Base size step
`min_quote_amount_increment`	`Decimal`	`1e-20`	Quote size step
`min_notional_size`	`Decimal`	`0`	Minimum order value
`max_notional_size`	`Decimal`	`1e20`	Maximum order value
`supported_order_types`	`set[OrderType]`	`{LIMIT, MARKET}`	Allowed order types
`supported_order_modifiers`	`set[OrderModifier]`	`{POST_ONLY}`	Allowed modifiers
`buy_order_collateral_token`	`str \\| None`	quote currency	Collateral for buys
`sell_order_collateral_token`	`str \\| None`	base currency	Collateral for sells
`product_id`	`str \\| None`	`None`	Exchange product ID
`is_live`	`bool`	`True`	Trading enabled
`other_rules`	`dict[str, Any]`	`{}`	Extra rules

Validators

validate_trading_pair — accepts str, dict, or TradingPair
fix_collateral_tokens — sets collateral defaults from base/quote

Properties

Property	Type	Description
`active`	`bool`	`is_active()` with no timestamp
`started`	`bool`	`is_started()` with no timestamp
`expired`	`bool`	`is_expired()` with no timestamp
`supports_limit_orders`	`bool`	`LIMIT in supported_order_types`
`supports_market_orders`	`bool`	`MARKET in supported_order_types`

Methods

Method	Signature	Description
`is_expired`	`(timestamp?) -> bool`	Always `False` for spot
`is_started`	`(timestamp?) -> bool`	Always `True` for spot
`is_active`	`(timestamp?) -> bool`	Always `True` for spot

Decimal Serialization

Size and price fields serialize to str when .model_dump() is called, preserving precision.

DerivativeTradingRule¶

class DerivativeTradingRule(TradingRule)

Extends TradingRule for futures, perpetuals, and options.

Additional Fields

Field	Type	Default	Description
`underlying`	`str \\| None`	`None`	Underlying asset symbol
`strike_price`	`Decimal \\| None`	`None`	Strike price for options
`start_timestamp`	`float`	`0`	Trading start time
`expiry_timestamp`	`float`	`-1`	Trading end time (−1 = perpetual)
`index_symbol`	`str \\| None`	`None`	Index being tracked

Properties

perpetual -> bool — True when expiry_timestamp == -1

Overridden Methods

Method	Signature	Description
`is_expired`	`(timestamp?) -> bool`	True if past `expiry_timestamp`
`is_started`	`(timestamp?) -> bool`	True if past `start_timestamp`
`is_active`	`(timestamp?) -> bool`	`is_live and is_started and not is_expired`

Collateral Defaults (override from TradingRule):

Linear derivatives: both buy and sell use quote as collateral
Inverse derivatives: both buy and sell use base as collateral

financepype.rules.trading_rules_tracker¶

TradingRulesTracker¶

class TradingRulesTracker [abstract]

Manages a live collection of trading rules and a bidirectional symbol map for one exchange.

Constructor

TradingRulesTracker()

Creates empty _trading_rules dict, _trading_pair_symbol_map bidict, and _mapping_initialization_lock.

Properties

Property	Type	Description
`trading_rules`	`dict[TradingPair, TradingRule]`	Current rules
`is_locked`	`bool`	True while updating
`is_ready`	`bool`	True if map is non-empty

Async Methods

Method	Signature	Description
`trading_pair_symbol_map`	`async () -> bidict[TradingPair, str]`	Get map, triggering update if needed
`all_trading_pairs`	`async () -> list[TradingPair]`	All standard pairs
`all_exchange_symbols`	`async () -> list[str]`	All exchange symbols
`exchange_symbol_associated_to_pair`	`async (pair) -> str`	Standard → exchange
`trading_pair_associated_to_exchange_symbol`	`async (symbol) -> TradingPair`	Exchange → standard
`is_trading_pair_valid`	`async (pair) -> bool`	Is pair in map?
`is_exchange_symbol_valid`	`async (symbol) -> bool`	Is symbol in map?
`update_trading_rules`	`async () -> None` [abstract]	Fetch from exchange
`update_loop`	`async (interval_seconds) -> None`	Background update loop

Sync Methods

Method	Signature	Description
`trading_pair_symbol_map_ready`	`() -> bool`	Map non-empty?
`set_trading_pair_symbol_map`	`(map: bidict) -> None`	Replace map
`set_trading_rules`	`(rules: dict) -> None`	Replace all rules
`set_trading_rule`	`(pair, rule) -> None`	Add/update one rule
`remove_trading_rule`	`(pair) -> None`	Remove one rule

update_loop behaviour

Calls update_trading_rules() in a while True loop. On NotImplementedError or CancelledError, re-raises. On other exceptions, logs and sleeps 0.5 s.