Trading Types

Module: coinjure.trading.types

Core trading primitives shared across strategies, traders, and the engine.

TradeSide

from coinjure.trading.types import TradeSide

TradeSide.BUY   # 'buy'
TradeSide.SELL   # 'sell'

Trade

A single executed fill.

from coinjure.trading.types import Trade

trade = Trade(
    side=TradeSide.BUY,
    ticker=my_ticker,
    price=Decimal("0.65"),
    quantity=Decimal("100"),
    commission=Decimal("0.50"),
)

Field	Type	Description
`side`	`TradeSide`	Buy or sell
`ticker`	`Ticker`	The market ticker
`price`	`Decimal`	Execution price
`quantity`	`Decimal`	Filled quantity
`commission`	`Decimal`	Commission charged

Order

An order with its execution state.

from coinjure.trading.types import Order, OrderStatus

Field	Type	Description
`status`	`OrderStatus`	Current order state
`side`	`TradeSide`	Buy or sell
`ticker`	`Ticker`	Target market
`limit_price`	`Decimal`	Limit price
`filled_quantity`	`Decimal`	Total quantity filled
`average_price`	`Decimal`	Volume-weighted fill price
`trades`	`list[Trade]`	Individual fills
`remaining`	`Decimal`	Unfilled quantity
`commission`	`Decimal`	Total commission

OrderStatus

from coinjure.trading.types import OrderStatus

OrderStatus.PLACED            # Submitted
OrderStatus.REJECTED          # Failed pre-trade checks
OrderStatus.PARTIALLY_FILLED  # Some fills, remainder resting
OrderStatus.FILLED            # Fully executed
OrderStatus.CANCELLED         # Cancelled
OrderStatus.UNKNOWN           # Indeterminate state

OrderFailureReason

from coinjure.trading.types import OrderFailureReason

OrderFailureReason.RISK_CHECK_FAILED   # Risk manager rejected
OrderFailureReason.INVALID_ORDER       # Malformed order
OrderFailureReason.INSUFFICIENT_CASH   # Not enough balance
OrderFailureReason.DUPLICATE_ORDER     # Duplicate detection
OrderFailureReason.MARKET_NOT_ALLOWED  # Ticker not tradable
OrderFailureReason.TRADING_DISABLED    # Kill-switch or read-only
OrderFailureReason.UNKNOWN

PlaceOrderResult

Returned by Trader.place_order(). Wraps the order or a failure reason.

from coinjure.trading.types import PlaceOrderResult

result = await trader.place_order(TradeSide.BUY, ticker, price, quantity)

if result.accepted:
    print(f"Order placed: {result.order.status}")
if result.executed:
    print(f"Filled {result.order.filled_quantity} @ {result.order.average_price}")
if result.failure_reason:
    print(f"Failed: {result.failure_reason.value}")

Property	Type	Description
`order`	`Order \\| None`	The order, if accepted
`failure_reason`	`OrderFailureReason \\| None`	Why it failed, if rejected
`status`	`str`	`"failed"` or the order's status value
`accepted`	`bool`	`True` if order was not rejected
`executed`	`bool`	`True` if any quantity was filled