# This file is automatically generated by pyo3_stub_gen # ruff: noqa: E501 import collections.abc import datetime import enum import typing from nautilus_trader import common from nautilus_trader import model from nautilus_trader import portfolio __all__ = [ "BookImbalanceActorConfig", "CompositeMarketMakerConfig", "Controller", "DeltaNeutralVolConfig", "EmaCrossConfig", "ExecutionAlgorithm", "ExecutionAlgorithmConfig", "ForexSession", "GridMarketMakerConfig", "HurstVpinDirectionalConfig", "ImportableControllerConfig", "ImportableExecutionAlgorithmConfig", "ImportableStrategyConfig", "Strategy", "StrategyConfig", "fx_local_from_utc", "fx_next_end", "fx_next_start", "fx_prev_end", "fx_prev_start", ] @typing.final class BookImbalanceActorConfig: def __init__( self, instrument_ids: typing.Sequence[model.InstrumentId], log_interval: int = 100, actor_id: model.ActorId | None = None, ) -> None: ... @property def instrument_ids(self) -> list[model.InstrumentId]: ... @property def log_interval(self) -> int: ... @property def actor_id(self) -> model.ActorId | None: ... @typing.final class CompositeMarketMakerConfig: @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... def __init__( self, instrument_id: model.InstrumentId, signal_instrument_id: model.InstrumentId, max_position: model.Quantity, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, trade_size: model.Quantity | None = None, half_spread_bps: int = 5, inventory_skew_factor: float = 0.0, signal_skew_factor: float = 0.0, signal_baseline: float | None = None, requote_threshold_bps: int = 5, expire_time_secs: int | None = None, on_cancel_resubmit: bool = False, ) -> None: ... @property def instrument_id(self) -> model.InstrumentId: ... @property def signal_instrument_id(self) -> model.InstrumentId: ... @property def max_position(self) -> model.Quantity: ... @property def trade_size(self) -> model.Quantity | None: ... @property def half_spread_bps(self) -> int: ... @property def inventory_skew_factor(self) -> float: ... @property def signal_skew_factor(self) -> float: ... @property def signal_baseline(self) -> float | None: ... @property def requote_threshold_bps(self) -> int: ... @property def expire_time_secs(self) -> int | None: ... @property def on_cancel_resubmit(self) -> bool: ... class Controller(common.DataActor): def __new__(cls, config: typing.Any | None = None) -> typing.Self: ... def create_actor_from_config( self, actor_config: common.ImportableActorConfig, start: bool = True ) -> model.ActorId: ... def create_strategy_from_config( self, strategy_config: ImportableStrategyConfig, start: bool = True ) -> model.StrategyId: ... def start_actor(self, actor_id: model.ActorId) -> None: ... def start_actor_from_id(self, actor_id: model.ActorId) -> None: ... def stop_actor(self, actor_id: model.ActorId) -> None: ... def stop_actor_from_id(self, actor_id: model.ActorId) -> None: ... def remove_actor(self, actor_id: model.ActorId) -> None: ... def remove_actor_from_id(self, actor_id: model.ActorId) -> None: ... def start_strategy(self, strategy_id: model.StrategyId) -> None: ... def start_strategy_from_id(self, strategy_id: model.StrategyId) -> None: ... def stop_strategy(self, strategy_id: model.StrategyId) -> None: ... def stop_strategy_from_id(self, strategy_id: model.StrategyId) -> None: ... def market_exit_strategy(self, strategy_id: model.StrategyId) -> None: ... def market_exit_strategy_from_id(self, strategy_id: model.StrategyId) -> None: ... def remove_strategy(self, strategy_id: model.StrategyId) -> None: ... def remove_strategy_from_id(self, strategy_id: model.StrategyId) -> None: ... @typing.final class DeltaNeutralVolConfig: @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... def __init__( self, option_family: str, hedge_instrument_id: model.InstrumentId, client_id: model.ClientId, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, target_call_delta: float = 0.20, target_put_delta: float = -0.20, contracts: int = 1, rehedge_delta_threshold: float = 0.5, rehedge_interval_secs: int = 30, expiry_filter: str | None = None, enter_strangle: bool = True, entry_iv_offset: float = 0.0, entry_time_in_force: model.TimeInForce = model.TimeInForce.GTC, entry_premium_offset_ticks: int | None = None, iv_param_key: str = "px_vol", ) -> None: ... @property def option_family(self) -> str: ... @property def hedge_instrument_id(self) -> model.InstrumentId: ... @property def client_id(self) -> model.ClientId: ... @property def target_call_delta(self) -> float: ... @property def target_put_delta(self) -> float: ... @property def contracts(self) -> int: ... @property def rehedge_delta_threshold(self) -> float: ... @property def rehedge_interval_secs(self) -> int: ... @property def expiry_filter(self) -> str | None: ... @property def enter_strangle(self) -> bool: ... @property def entry_iv_offset(self) -> float: ... @property def entry_time_in_force(self) -> model.TimeInForce: ... @property def entry_premium_offset_ticks(self) -> int | None: ... @property def iv_param_key(self) -> str: ... @typing.final class EmaCrossConfig: @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... def __init__( self, instrument_id: model.InstrumentId, trade_size: model.Quantity, fast_period: int = 10, slow_period: int = 50, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, ) -> None: ... @property def instrument_id(self) -> model.InstrumentId: ... @property def trade_size(self) -> model.Quantity: ... @property def fast_period(self) -> int: ... @property def slow_period(self) -> int: ... class ExecutionAlgorithmConfig: def __init__( self, exec_algorithm_id: model.ExecAlgorithmId | str | None = None, log_events: bool = True, log_commands: bool = True, _kwargs: dict | None = ..., ) -> None: ... @property def exec_algorithm_id(self) -> model.ExecAlgorithmId | None: ... @property def log_events(self) -> bool: ... @property def log_commands(self) -> bool: ... @typing.final class GridMarketMakerConfig: @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... def __init__( self, instrument_id: model.InstrumentId, max_position: model.Quantity, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, trade_size: model.Quantity | None = None, num_levels: int = 3, grid_step_bps: int = 10, skew_factor: float = 0.0, requote_threshold_bps: int = 5, expire_time_secs: int | None = None, on_cancel_resubmit: bool = False, use_uuid_client_order_ids: bool = False, use_hyphens_in_client_order_ids: bool = True, ) -> None: ... @property def instrument_id(self) -> model.InstrumentId: ... @property def max_position(self) -> model.Quantity: ... @property def trade_size(self) -> model.Quantity | None: ... @property def num_levels(self) -> int: ... @property def grid_step_bps(self) -> int: ... @property def skew_factor(self) -> float: ... @property def requote_threshold_bps(self) -> int: ... @property def expire_time_secs(self) -> int | None: ... @property def on_cancel_resubmit(self) -> bool: ... @property def use_uuid_client_order_ids(self) -> bool: ... @property def use_hyphens_in_client_order_ids(self) -> bool: ... @typing.final class HurstVpinDirectionalConfig: @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... def __init__( self, instrument_id: model.InstrumentId, bar_type: model.BarType, trade_size: model.Quantity, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, hurst_window: int = 128, hurst_lags: typing.Sequence[int] | None = None, hurst_enter: float = 0.55, hurst_exit: float = 0.50, vpin_window: int = 50, vpin_threshold: float = 0.30, max_holding_secs: int = 3600, ) -> None: ... @property def instrument_id(self) -> model.InstrumentId: ... @property def bar_type(self) -> model.BarType: ... @property def trade_size(self) -> model.Quantity: ... @property def hurst_window(self) -> int: ... @property def hurst_lags(self) -> list[int]: ... @property def hurst_enter(self) -> float: ... @property def hurst_exit(self) -> float: ... @property def vpin_window(self) -> int: ... @property def vpin_threshold(self) -> float: ... @property def max_holding_secs(self) -> int: ... @typing.final class ImportableControllerConfig: def __init__(self, controller_path: str, config_path: str, config: dict) -> None: ... @property def controller_path(self) -> str: ... @property def config_path(self) -> str: ... @property def config(self) -> dict: ... @typing.final class ImportableExecutionAlgorithmConfig: def __init__(self, exec_algorithm_path: str, config_path: str, config: dict) -> None: ... @property def exec_algorithm_path(self) -> str: ... @property def config_path(self) -> str: ... @property def config(self) -> dict: ... @typing.final class ImportableStrategyConfig: def __init__(self, strategy_path: str, config_path: str, config: dict) -> None: ... @property def strategy_path(self) -> str: ... @property def config_path(self) -> str: ... @property def config(self) -> dict: ... class ExecutionAlgorithm: def __init__(self, config: typing.Any | None = None) -> None: ... @property def trader_id(self) -> model.TraderId | None: ... @property def exec_algorithm_id(self) -> model.ExecAlgorithmId: ... @property def config(self) -> typing.Any | None: ... def to_importable_config(self) -> ImportableExecutionAlgorithmConfig: ... @property def clock(self) -> common.Clock | None: ... @property def cache(self) -> common.Cache | None: ... @property def portfolio(self) -> portfolio.Portfolio: ... @property def log(self) -> common.Logger: ... @property def state(self) -> common.ComponentState: ... def is_registered(self) -> bool: ... def is_ready(self) -> bool: ... def is_running(self) -> bool: ... def is_stopped(self) -> bool: ... def is_disposed(self) -> bool: ... def is_degraded(self) -> bool: ... def is_faulted(self) -> bool: ... def start(self) -> None: ... def stop(self) -> None: ... def resume(self) -> None: ... def reset(self) -> None: ... def dispose(self) -> None: ... def degrade(self) -> None: ... def fault(self) -> None: ... def publish_data(self, data_type: model.DataType, data: model.CustomData) -> None: ... def publish_signal(self, name: str, value: typing.Any, ts_event: int = 0) -> None: ... def subscribe_signal(self, name: str = "", priority: int | None = None) -> None: ... def subscribe_queue_state( self, channel: common.SystemChannel | None = None, priority: int | None = None ) -> None: ... def subscribe_socket_state( self, client_id: model.ClientId | None = None, endpoint: str | None = None, priority: int | None = None, ) -> None: ... def unsubscribe_signal(self, name: str = "") -> None: ... def unsubscribe_queue_state(self, channel: common.SystemChannel | None = None) -> None: ... def unsubscribe_socket_state( self, client_id: model.ClientId | None = None, endpoint: str | None = None ) -> None: ... def on_start(self) -> None: ... def on_stop(self) -> None: ... def on_resume(self) -> None: ... def on_reset(self) -> None: ... def on_dispose(self) -> None: ... def on_degrade(self) -> None: ... def on_fault(self) -> None: ... def on_time_event(self, event: common.TimeEvent) -> None: ... def on_signal(self, signal: common.Signal) -> None: ... def on_queue_state(self, event: common.QueueStateChanged) -> None: ... def on_socket_state(self, event: common.SocketStateChanged) -> None: ... def execute(self, command: typing.Any) -> None: ... def on_order(self, order: typing.Any) -> None: ... def on_order_list(self, order_list: typing.Any, orders: typing.Any) -> None: ... def spawn_market( self, primary: typing.Any, quantity: model.Quantity, time_in_force: model.TimeInForce = model.TimeInForce.GTC, reduce_only: bool = False, tags: typing.Sequence[str] | None = None, reduce_primary: bool = True, ) -> model.MarketOrder: ... def spawn_limit( self, primary: typing.Any, quantity: model.Quantity, price: model.Price, time_in_force: model.TimeInForce = model.TimeInForce.GTC, expire_time: datetime.datetime | None = None, post_only: bool = False, reduce_only: bool = False, display_qty: model.Quantity | None = None, emulation_trigger: model.TriggerType | None = None, tags: typing.Sequence[str] | None = None, reduce_primary: bool = True, ) -> model.LimitOrder: ... def spawn_market_to_limit( self, primary: typing.Any, quantity: model.Quantity, time_in_force: model.TimeInForce = model.TimeInForce.GTC, expire_time: datetime.datetime | None = None, reduce_only: bool = False, display_qty: model.Quantity | None = None, emulation_trigger: model.TriggerType | None = None, tags: typing.Sequence[str] | None = None, reduce_primary: bool = True, ) -> model.MarketToLimitOrder: ... def deny_order(self, order: typing.Any, reason: str) -> None: ... def submit_order( self, order: typing.Any, position_id: model.PositionId | None = None, client_id: model.ClientId | None = None, ) -> None: ... def modify_order( self, order: typing.Any, quantity: model.Quantity | None = None, price: model.Price | None = None, trigger_price: model.Price | None = None, client_id: model.ClientId | None = None, ) -> None: ... def modify_order_in_place( self, order: typing.Any, quantity: model.Quantity | None = None, price: model.Price | None = None, trigger_price: model.Price | None = None, ) -> None: ... def cancel_order(self, order: typing.Any, client_id: model.ClientId | None = None) -> None: ... def on_order_initialized(self, event: model.OrderInitialized) -> None: ... def on_order_event(self, event: typing.Any) -> None: ... def on_order_denied(self, event: model.OrderDenied) -> None: ... def on_order_emulated(self, event: model.OrderEmulated) -> None: ... def on_order_released(self, event: model.OrderReleased) -> None: ... def on_order_submitted(self, event: model.OrderSubmitted) -> None: ... def on_order_rejected(self, event: model.OrderRejected) -> None: ... def on_order_accepted(self, event: model.OrderAccepted) -> None: ... def on_order_canceled(self, event: model.OrderCanceled) -> None: ... def on_order_expired(self, event: model.OrderExpired) -> None: ... def on_order_triggered(self, event: model.OrderTriggered) -> None: ... def on_order_pending_update(self, event: model.OrderPendingUpdate) -> None: ... def on_order_pending_cancel(self, event: model.OrderPendingCancel) -> None: ... def on_order_modify_rejected(self, event: model.OrderModifyRejected) -> None: ... def on_order_cancel_rejected(self, event: model.OrderCancelRejected) -> None: ... def on_order_updated(self, event: model.OrderUpdated) -> None: ... def on_order_filled(self, event: model.OrderFilled) -> None: ... def on_order_fill_voided(self, event: model.OrderFillVoided) -> None: ... def on_position_opened(self, event: model.PositionOpened) -> None: ... def on_position_event(self, event: typing.Any) -> None: ... def on_position_changed(self, event: model.PositionChanged) -> None: ... def on_position_closed(self, event: model.PositionClosed) -> None: ... def publish_message(self, topic: str, message: object) -> None: ... def subscribe_topic( self, topic: str, handler: collections.abc.Callable[[object], None], priority: int = 0 ) -> None: ... def unsubscribe_topic( self, topic: str, handler: collections.abc.Callable[[object], None] ) -> None: ... class Strategy: def __init__(self, config: typing.Any | None = None) -> None: ... @property def trader_id(self) -> model.TraderId | None: ... @property def strategy_id(self) -> model.StrategyId: ... @property def config(self) -> typing.Any | None: ... @property def clock(self) -> common.Clock: ... @property def cache(self) -> common.Cache: ... def set_external_order_instrument_ids( self, instrument_ids: typing.Sequence[model.InstrumentId] ) -> None: ... @property def portfolio(self) -> portfolio.Portfolio: ... @property def order_factory(self) -> common.OrderFactory: ... @property def log(self) -> common.Logger: ... def state(self) -> common.ComponentState: ... def is_ready(self) -> bool: ... def is_running(self) -> bool: ... def is_stopped(self) -> bool: ... def is_disposed(self) -> bool: ... def is_degraded(self) -> bool: ... def is_faulted(self) -> bool: ... def start(self) -> None: ... def stop(self) -> None: ... def market_exit(self) -> None: ... def is_exiting(self) -> bool: ... def save(self) -> dict: ... def load(self, state: dict) -> None: ... def publish_data(self, data_type: model.DataType, data: model.CustomData) -> None: ... def publish_signal(self, name: str, value: typing.Any, ts_event: int = 0) -> None: ... def add_synthetic(self, synthetic: model.SyntheticInstrument) -> None: ... def update_synthetic(self, synthetic: model.SyntheticInstrument) -> None: ... def resume(self) -> None: ... def reset(self) -> None: ... def dispose(self) -> None: ... def degrade(self) -> None: ... def fault(self) -> None: ... def shutdown_system(self, reason: str | None = None) -> None: ... @property def registered_indicators(self) -> list: ... def indicators_initialized(self) -> bool: ... def register_indicator_for_quote_ticks( self, instrument_id: model.InstrumentId, indicator: typing.Any ) -> None: ... def register_indicator_for_trade_ticks( self, instrument_id: model.InstrumentId, indicator: typing.Any ) -> None: ... def register_indicator_for_bars( self, bar_type: model.BarType, indicator: typing.Any ) -> None: ... def submit_order( self, order: typing.Any, position_id: model.PositionId | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def submit_order_list( self, order_list: typing.Any, position_id: model.PositionId | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def modify_order( self, client_order_id: model.ClientOrderId, quantity: model.Quantity | None = None, price: model.Price | None = None, trigger_price: model.Price | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def modify_orders( self, updates: typing.Sequence[ tuple[ model.ClientOrderId, model.Quantity | None, model.Price | None, model.Price | None ] ] = ..., client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def cancel_order( self, client_order_id: model.ClientOrderId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def cancel_gtd_expiry(self, order: typing.Any) -> None: ... def cancel_orders( self, client_order_ids: typing.Sequence[model.ClientOrderId], client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def cancel_all_orders( self, instrument_id: model.InstrumentId, order_side: model.OrderSide | None = None, client_id: model.ClientId | None = None, strategy_only: bool = True, params: dict | None = None, ) -> None: ... def close_position( self, position: model.Position, client_id: model.ClientId | None = None, tags: typing.Sequence[str] | None = None, time_in_force: model.TimeInForce | None = None, reduce_only: bool | None = None, quote_quantity: bool | None = None, params: dict | None = None, ) -> None: ... def close_all_positions( self, instrument_id: model.InstrumentId, position_side: model.PositionSide | None = None, client_id: model.ClientId | None = None, tags: typing.Sequence[str] | None = None, time_in_force: model.TimeInForce | None = None, reduce_only: bool | None = None, quote_quantity: bool | None = None, params: dict | None = None, ) -> None: ... def query_account( self, account_id: model.AccountId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def query_order( self, order: typing.Any, client_id: model.ClientId | None = None, params: dict | None = None ) -> None: ... def on_start(self) -> None: ... def on_stop(self) -> None: ... def on_resume(self) -> None: ... def on_reset(self) -> None: ... def on_dispose(self) -> None: ... def on_degrade(self) -> None: ... def on_fault(self) -> None: ... def on_save(self) -> dict: ... def on_load(self, state: dict) -> None: ... def on_time_event(self, event: common.TimeEvent) -> None: ... def on_data(self, data: typing.Any) -> None: ... def on_signal(self, signal: common.Signal) -> None: ... def on_queue_state(self, event: common.QueueStateChanged) -> None: ... def on_socket_state(self, event: common.SocketStateChanged) -> None: ... def on_instrument(self, instrument: typing.Any) -> None: ... def on_quote(self, quote: model.QuoteTick) -> None: ... def on_trade(self, trade: model.TradeTick) -> None: ... def on_bar(self, bar: model.Bar) -> None: ... def on_book_deltas(self, deltas: model.OrderBookDeltas) -> None: ... def on_book_depth(self, depth: model.OrderBookDepth10) -> None: ... def on_book(self, book: model.OrderBook) -> None: ... def on_mark_price(self, mark_price: model.MarkPriceUpdate) -> None: ... def on_index_price(self, index_price: model.IndexPriceUpdate) -> None: ... def on_funding_rate(self, funding_rate: model.FundingRateUpdate) -> None: ... def on_instrument_status(self, status: model.InstrumentStatus) -> None: ... def on_instrument_close(self, close: model.InstrumentClose) -> None: ... def on_option_greeks(self, greeks: model.OptionGreeks) -> None: ... def on_option_chain(self, slice: model.OptionChainSlice) -> None: ... def on_market_exit(self) -> None: ... def post_market_exit(self) -> None: ... def on_order_initialized(self, event: model.OrderInitialized) -> None: ... def on_order_event(self, event: typing.Any) -> None: ... def on_order_denied(self, event: model.OrderDenied) -> None: ... def on_order_emulated(self, event: model.OrderEmulated) -> None: ... def on_order_released(self, event: model.OrderReleased) -> None: ... def on_order_submitted(self, event: model.OrderSubmitted) -> None: ... def on_order_rejected(self, event: model.OrderRejected) -> None: ... def on_order_accepted(self, event: model.OrderAccepted) -> None: ... def on_order_expired(self, event: model.OrderExpired) -> None: ... def on_order_triggered(self, event: model.OrderTriggered) -> None: ... def on_order_pending_update(self, event: model.OrderPendingUpdate) -> None: ... def on_order_pending_cancel(self, event: model.OrderPendingCancel) -> None: ... def on_order_modify_rejected(self, event: model.OrderModifyRejected) -> None: ... def on_order_cancel_rejected(self, event: model.OrderCancelRejected) -> None: ... def on_order_updated(self, event: model.OrderUpdated) -> None: ... def on_order_canceled(self, event: model.OrderCanceled) -> None: ... def on_order_filled(self, event: model.OrderFilled) -> None: ... def on_order_fill_voided(self, event: model.OrderFillVoided) -> None: ... def on_position_opened(self, event: model.PositionOpened) -> None: ... def on_position_event(self, event: typing.Any) -> None: ... def on_position_changed(self, event: model.PositionChanged) -> None: ... def on_position_closed(self, event: model.PositionClosed) -> None: ... def on_historical_data(self, data: typing.Any) -> None: ... def on_historical_book_deltas(self, deltas: typing.Sequence[model.OrderBookDelta]) -> None: ... def on_historical_book_depth(self, depths: typing.Sequence[model.OrderBookDepth10]) -> None: ... def on_historical_quotes(self, quotes: typing.Sequence[model.QuoteTick]) -> None: ... def on_historical_trades(self, trades: typing.Sequence[model.TradeTick]) -> None: ... def on_historical_funding_rates( self, funding_rates: typing.Sequence[model.FundingRateUpdate] ) -> None: ... def on_historical_bars(self, bars: typing.Sequence[model.Bar]) -> None: ... def on_historical_mark_prices( self, mark_prices: typing.Sequence[model.MarkPriceUpdate] ) -> None: ... def on_historical_index_prices( self, index_prices: typing.Sequence[model.IndexPriceUpdate] ) -> None: ... def subscribe_data( self, data_type: model.DataType, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_signal(self, name: str = "", priority: int | None = None) -> None: ... def subscribe_queue_state( self, channel: common.SystemChannel | None = None, priority: int | None = None ) -> None: ... def subscribe_socket_state( self, client_id: model.ClientId | None = None, endpoint: str | None = None, priority: int | None = None, ) -> None: ... def subscribe_instruments( self, venue: model.Venue, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_instrument( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_book_deltas( self, instrument_id: model.InstrumentId, book_type: model.BookType, depth: int | None = None, client_id: model.ClientId | None = None, managed: bool = False, params: dict | None = None, ) -> None: ... def subscribe_book_depth10( self, instrument_id: model.InstrumentId, book_type: model.BookType, client_id: model.ClientId | None = None, managed: bool = False, params: dict | None = None, ) -> None: ... def subscribe_book_at_interval( self, instrument_id: model.InstrumentId, book_type: model.BookType, interval_ms: int, depth: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_quotes( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_trades( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_bars( self, bar_type: model.BarType, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_mark_prices( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_index_prices( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_funding_rates( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_option_greeks( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_instrument_status( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_instrument_close( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def subscribe_option_chain( self, series_id: model.OptionSeriesId, strike_range: model.StrikeRange, snapshot_interval_ms: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_data( self, data_type: model.DataType, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_signal(self, name: str) -> None: ... def unsubscribe_queue_state(self, channel: common.SystemChannel | None = None) -> None: ... def unsubscribe_socket_state( self, client_id: model.ClientId | None = None, endpoint: str | None = None ) -> None: ... def unsubscribe_instruments( self, venue: model.Venue, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_instrument( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_book_deltas( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_book_depth10( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_book_at_interval( self, instrument_id: model.InstrumentId, interval_ms: int, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_quotes( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_trades( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_bars( self, bar_type: model.BarType, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_mark_prices( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_index_prices( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_funding_rates( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_option_greeks( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_instrument_status( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_instrument_close( self, instrument_id: model.InstrumentId, client_id: model.ClientId | None = None, params: dict | None = None, ) -> None: ... def unsubscribe_option_chain( self, series_id: model.OptionSeriesId, client_id: model.ClientId | None = None ) -> None: ... def request_data( self, data_type: model.DataType, client_id: model.ClientId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, params: dict | None = None, ) -> str: ... def request_instrument( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_instruments( self, venue: model.Venue | None = None, start: datetime.datetime | None = None, end: datetime.datetime | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_book_snapshot( self, instrument_id: model.InstrumentId, depth: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_book_deltas( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_book_depth( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, depth: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_quotes( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_trades( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_funding_rates( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def request_bars( self, bar_type: model.BarType, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, client_id: model.ClientId | None = None, params: dict | None = None, ) -> str: ... def reconnect_socket(self, client_id: model.ClientId, endpoint: str) -> None: ... def publish_message(self, topic: str, message: object) -> None: ... def subscribe_topic( self, topic: str, handler: collections.abc.Callable[[object], None], priority: int = 0 ) -> None: ... def unsubscribe_topic( self, topic: str, handler: collections.abc.Callable[[object], None] ) -> None: ... class StrategyConfig: def __init__( self, strategy_id: model.StrategyId | None = None, order_id_tag: str | None = None, oms_type: model.OmsType | None = None, external_order_instrument_ids: typing.Sequence[model.InstrumentId] | None = None, manage_contingent_orders: bool = False, manage_gtd_expiry: bool = False, manage_stop: bool = False, market_exit_interval_ms: int = 100, market_exit_max_attempts: int = 100, market_exit_time_in_force: model.TimeInForce = model.TimeInForce.GTC, market_exit_reduce_only: bool = True, use_uuid_client_order_ids: bool = False, use_hyphens_in_client_order_ids: bool = True, log_events: bool = True, log_commands: bool = True, log_rejected_due_post_only_as_warning: bool = True, _kwargs: dict | None = ..., ) -> None: ... @property def strategy_id(self) -> model.StrategyId | None: ... @property def order_id_tag(self) -> str | None: ... @property def oms_type(self) -> model.OmsType | None: ... @property def external_order_instrument_ids(self) -> list[model.InstrumentId] | None: ... @property def manage_contingent_orders(self) -> bool: ... @property def manage_gtd_expiry(self) -> bool: ... @property def manage_stop(self) -> bool: ... @property def market_exit_interval_ms(self) -> int: ... @property def market_exit_max_attempts(self) -> int: ... @property def market_exit_time_in_force(self) -> model.TimeInForce: ... @property def market_exit_reduce_only(self) -> bool: ... @property def use_uuid_client_order_ids(self) -> bool: ... @property def use_hyphens_in_client_order_ids(self) -> bool: ... @property def log_events(self) -> bool: ... @property def log_commands(self) -> bool: ... @property def log_rejected_due_post_only_as_warning(self) -> bool: ... @typing.final class ForexSession(enum.Enum): SYDNEY = ... TOKYO = ... LONDON = ... NEW_YORK = ... def __init__(self, value: typing.Any) -> None: ... def __hash__(self) -> int: ... @property def name(self) -> str: ... @property def value(self) -> int: ... @classmethod def variants(cls) -> model.EnumIterator: ... @classmethod def from_str(cls, data: typing.Any) -> ForexSession: ... def fx_local_from_utc(session: ForexSession, time_now: datetime.datetime) -> str: ... def fx_next_end(session: ForexSession, time_now: datetime.datetime) -> datetime.datetime: ... def fx_next_start(session: ForexSession, time_now: datetime.datetime) -> datetime.datetime: ... def fx_prev_end(session: ForexSession, time_now: datetime.datetime) -> datetime.datetime: ... def fx_prev_start(session: ForexSession, time_now: datetime.datetime) -> datetime.datetime: ...