Skip to content

orders

Orders

Storage class for orders.

Parameters:

Name Type Description Default
orders Sequence[Order] | None
None

is_empty property

Check if the storage is empty.

add(orders)

Add new orders to the storage and sort them by timestamp.

Parameters:

Name Type Description Default
orders list[Order]
required

dequeue()

Get the earliest order and remove it from the storage.

Returns:

Type Description
Order

Earliest order

remove(orders)

Remove a list of orders from the storage matching by order_id.

Partially executed orders may have their properties changed, hence matching is done only based on the id.

Parameters:

Name Type Description Default
orders list[Order]
required

to_frame()

Get pandas DataFrame with all orders in the storage.

Returns:

Type Description
DataFrame[OrderDataSchema]