API

Classes

This section contains the description of the main simulator API classes:

  • CommonEnums gives you the definition of Dir, OrderStatus, ChartYAxisType and of the methods opposite_dir and dir_sign.
  • Deal — description of a deal.
  • ExecutionReport — order execution report.
  • Order — exchange order description.
  • OrderBook — the aggregator of all orders of specific instrument.
  • Other contains the information about Decimal and Json classes, describes Amount, Price, Id and Microseconds aliases and also SCREEN() and ERROR() output streams. Also class Decimal (Price) would be useful in Python.
  • ParticipantStrategy — participants` strategies wrapper class for interaction with the trading simulator.
  • Quote — description of a quote in the order book.
  • QuotesHolder — container that allows you to iterate through all the quotes by given direction (only for C++). In Python the all_quotes method returns generator, making this class unnecessary.
  • SecurityOrdersSnapshot — strategy`s current orders.

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