API Objects¶
There are several entities that you will work with during the simulation. These are:
- Room status
- Room parameters
- Market prices
- Price curve
- Trading position
- Client calls
- Electronic Broker orders
- Electronic Broker depth
Room status¶
The room is either playing, paused, or finished.
The bot's run method will run until the room is finished.
The bot's main_loop method will be called only when the room is playing.
You won't be able to make API calls if the room is not playing.
You can get notifications about status updates by implementing traderion.bot.TraderionBot.on_room_status_change().
Room parameters¶
These provide information about what type of session you are playing and your ticket limits.
You can get the parameters by calling traderion.client.TraderionClient.get_room_parameters() from your bot.
The parameters are:
asset_class: the name of the asset class (ex: FX, EQ, FI)
- FX - forex
- EQ - equities/stocks
- FI - fixed income/bonds
swift: the name of the asset you are dealing (ex: EUR/USD, TSLA, US10Y)
ticket_unit: the full amount of a ticket of value 1 (ex: 1000000 for FX, 1 for EQ, 1000000 for FI)
Note: Most of the amounts in the API are expressed as short amounts. For example, in FX, an amount of 50000000 is expressed as 50. To get the full amount you'll have to multiply by the ticket_unit.
In EQ, the ticket_unit will be 1 (you can theoretically buy one stock) so the short amount will equal the full amount.
min_ticket: the minimum dealing ticket (in short amount, ex: 1 for FX)
max_ticket: the maximum dealing ticket (in short amount, ex: 10 for FX)
price_decimals: the number of decimals in a quotation (ex: 4 for FX, 2 for EQ)
Market prices¶
bid: the current market bid
ask: the current market ask
open: the open price of the session
You can get the prices by calling traderion.client.TraderionClient.get_market_prices() from your bot.
You can get notifications about market price updates by implementing traderion.bot.TraderionBot.on_market_price_change().
Price curve¶
The price curve is a list of tuples. Each tuple represents a point on the chart and has two values: the date of the price and the actual price (market ask).
You can get the prices by calling traderion.client.TraderionClient.get_price_curve() from your bot.
You can get notifications about price curve updates by implementing traderion.bot.TraderionBot.on_price_curve_change().
Trading position¶
This is an object with all the info about your position. All the amounts in this object are full amounts.
The most important pieces of information here are the amount and the rate.
amount: full amount of the position
rate: average rate of the position
pnl: the PnL expressed in the reporting currency of the swift
converted_pnl: the PnL expressed in USD
pnl_percentage: the PnL relative to the position limit
return_on_volume: the PnL relative to the total traded volume
limit: position limit (full amount)
mat: management action trigger (1% of the position limit)
risk: the absolute amount over the position limit
limit_utilization: (percent) position amount from position limit
headroom: the available amount to trade before the position limit is broken
You can get the position by calling traderion.client.TraderionClient.get_position() from your bot.
You can get notifications about position updates by implementing traderion.bot.TraderionBot.on_position_change().
Client calls¶
There are two types of client calls:
- Calls that need quotation - client wants to buy/sell and you'll have to offer a quote.
- Calls that need confirmation - client had already set the price and you'll have to either accept or decline the offer.
When quoting to the client, you'll have to take a reasonable spread from the market, otherwise the client won't accept your offer. There are some clients with binding contract that sets a max spread from the market that will be accepted.
The BUY/SELL directions (or BID/ASK) are encoded as integers 0/1.
A client call has the following structure:
id: call id
client: name of the client
date: call date
amount: call amount (short amount)
direction: 0/1 (BID/ASK, client buys/client sells)
is_hedging: whether the client is a hedge fund or not
is_binding: whether there is a binding contract with the client or not
max_spread: the maximum spread you can quote to the client (None if is_binding is False)
client_price: the price at which the client wants to buy or sell (None if the client requests quote)
trader_quote: the quote offered by the trader (None if client_price is not None or the trader hasn't quoted yet)
You can get the pending client calls by calling traderion.client.TraderionClient.get_client_calls() from your bot.
You can get notifications about new clients by implementing traderion.bot.TraderionBot.on_new_client_call().
To quote a client, call traderion.client.TraderionClient.quote_client_call() from your bot.
To accept a client, call traderion.client.TraderionClient.accept_client_call() from your bot.
To decline a client, call traderion.client.TraderionClient.decline_client_call() from your bot.
To get notified when a client accepts your quote (or you accept his offer) implement traderion.bot.TraderionBot.on_client_deal().
To get notified when a client rejects your quote (or you decline his offer) implement traderion.bot.TraderionBot.on_client_reject().
Electronic Broker orders¶
An eb order has the following structure:
id: order id
amount: order amount (short amount)
direction: 0/1 (= BID/ASK)
price: order price
date: date added
You can get your pending orders by calling traderion.client.TraderionClient.get_orders() from your bot.
You can get notifications about orders updates by implementing traderion.bot.TraderionBot.on_orders_change().
To add order, call traderion.client.TraderionClient.add_order() from your bot.
To cancel an order, call traderion.client.TraderionClient.cancel_order() from your bot.
To cancel all of your orders, call traderion.client.TraderionClient.cancel_all_orders() from your bot.
To hit a price in electronic broker, call traderion.client.TraderionClient.hit_price() from your bot.
Electronic Broker depth¶
This is the depth of the market. You will get the depth for both BID (0) and ASK (1), and the entries will be sorted with regard to the best price to hit (on each direction).
Each entry consists of an amount, the price, and the number of orders.
price: the price of the orders
amount: the total amount of the orders with that price (short amount)
count: the total number of orders with that price
You can get the eb depth by calling traderion.client.TraderionClient.get_eb_depth() from your bot.
You can get notifications about eb depth updates by implementing traderion.bot.TraderionBot.on_eb_depth_change().