Models

class RuntimeMode(Enum):
    Backtest = 0
    Paper = 1
    Live = 2
    LiveTestnet = 3

class Exchange(Enum):
    BinanceSpot = 0
    BinanceLinear = 1
    BinanceInverse = 2
    BybitSpot = 3
    BybitLinear = 4
    BybitInverse = 5
    OkxSpot = 6
    OkxLinear = 7
    OkxInverse = 8
    KucoinSpot = 9
    KucoinLinear = 10
    KucoinInverse = 11
    GateIoSpot = 12
    GateIoLinear = 13
    GateIoInverse = 14
    ZoomexLinear = 15
    ZoomexInverse = 16

class Environment(Enum):
    Testnet = 0
    Demo = 1
    Mainnet = 2

class OrderSide(Enum):
    Buy = 0
    Sell = 1

class OrderType(Enum):
    Market = 0
    Limit = 1

class OrderStatus(Enum):
    Created = 0
    PartiallyFilled = 1
    PartiallyFilledCancelled = 2
    Filled = 3
    Cancelled = 4
    Rejected = 5
    CancelRejected = 6

class TimeInForce(Enum):
    GTC = 0
    IOC = 1
    FOK = 2
    PostOnly = 3

class PositionSide(Enum):
    Closed = 0
    OneWayLong = 1
    OneWayShort = 2
    HedgeLong = 3
    HedgeShort = 4

class PositionMargin(Enum):
    Cross = 0
    Isolated = 1

@dataclass
class LevelAction(Enum):
    Add = 0
    Remove = 1
    Update = 2

@dataclass
class RuntimeConfig:
    mode: RuntimeMode
    candle_topics: List[str]
    datasource_topics: List[str]
 
    # interval denoted in seconds, represented in whole numbers, used for polling any Active Orders in `Live` or `LiveTestnet`.
    # Refer to additional notes below.
    active_order_interval: int
 
    # data_count represents the number of historical candles the runtime will manage for you.
    # e.g 
    # data_count = 1000,
    # For candles, 
    # this will maintain 1000 candles and also retrieve 1000 historical candles, for example,
    # using the candle topic 'candles-1h-BTC/USDT-bybit', the runtime will retrieve the previous 1000 1h candles.
    # For Data Source,
    # this will maintain up to 1000 DataSource(s) but no historical data is retrieved.
    #
    # When 'maintain' is mentioned it refers to the length of the `List` in the data_map struct.
    # Refer to additional notes below
    data_count: Optional[int]
 
    # permutation_id is only relevant when `mode` is [`RuntimeMode.Backtest`]
    permutation_id: Optional[str]
 
    # initial_capital is only relevant when `mode` is [`RuntimeMode.Backtest`]
    initial_capital: Optional[float]
 
    # start_time is required when `mode` is [`RuntimeMode.Backtest`]
    start_time: Optional[datetime]
 
    # end_time is required when `mode` is [`RuntimeMode.Backtest`]
    end_time: Optional[datetime]
 
    # initial_capital is required when `mode` is [`RuntimeMode.Backtest`]
    initial_capital: Optional[float]
 
    # api_id is required when running the runtime locally. 
    api_key: Optional[str]
 
    # api_secret is required when running the runtime locally. 
    api_secret: Optional[str]
 
    # exchange_keys is required when running the runtime locally.
    exchange_keys: Optional[str]
 

active_order_interval=1 # active orders will be checked after every 1 second have elapsed.
active_order_interval=7000 # active orders will be checked after every 7000 seconds have elapsed.

@dataclass
class OrderResponse:
    exchange: Exchange
    exchange_order_id: str
    client_order_id: str

@dataclass
class OrderUpdate:
    symbol: Symbol
    order_type: OrderType
    side: OrderSide
    time_in_force: TimeInForce
    exchange_order_id: str
    order_time: datetime
    updated_time: datetime
    size: float
    filled_size: float
    remain_size: float
    price: float
    client_order_id: str
    status: OrderStatus
    exchange: Exchange
    is_reduce_only: bool
    is_hedge_mode: bool

@dataclass
class OrderParams:
    id: str
    side: OrderSide
    quantity: float
    is_hedge_mode: bool
    is_post_only: bool
    limit: Optional[float]
    stop: Optional[StopParams]
    reduce: Optional[bool]
    market_price: Optional[float]

# This will create a limit order on exchange that will be filled when price reaches 47500.0
limit=47500.0 

class StopParams:
    trigger_direction: Direction
    trigger_price: float

Current Price: 46500.0
Trigger Price: 48000.0

class Direction(enum):
  Up,
  Down

@dataclass
class Position:
    symbol: Symbol
    long: PositionData
    short: PositionData

@dataclass
class PositionData:
    quantity: float
    avg_price: float

@dataclass
class ActiveOrder:
    params: ActiveOrderParams, 
    client_order_id: str

@dataclass
class ActiveOrderParams:
  quantity: float
  take_profit: Optional[float]
  stop_loss: Optional[float]
  side: OrderSide
  exchange: Exchange
  price: float 
  is_reduce_only: bool

 
The parameters of OrderBook ***snapshot*** level returned when the Runtime invokes `get_order_book`. 
 
@dataclass
class Level:
    price: float
    quantity: float
    price_action: LevelAction

@dataclass 
class OrderBookSnapshot:
    symbol: Symbol
    last_update_time: datetime
    last_update_id: int | None
    bids: List[Level]
    asks: List[Level]
    exchange: Exchange