Types

Core data types for Codon strategies. All types mirror their C++ equivalents and use fixed-point arithmetic (scale 1e8) internally.

Price

Fixed-point price with 8 decimal places.

p = Price.from_double(42000.50)
print(p.to_double())   # 42000.5
print(p.raw())          # 4200050000000
print(p.is_zero())      # False

Methods

Method	Returns	Description
Price.from_double(value)	Price	Create from float
Price.from_raw(raw)	Price	Create from raw int64
to_double()	float	Convert to float
raw()	int	Get raw int64 value
is_zero()	bool	Check if zero

Supports comparison operators: ==, <, >, <=, >= and arithmetic: +, -.

Quantity

Fixed-point quantity with 8 decimal places. Same API as Price.

q = Quantity.from_double(1.5)
print(q.to_double())  # 1.5

TradeData

Trade event data passed to Strategy.on_trade().

Fields

Field	Type	Description
symbol	int	Symbol ID
price	Price	Trade price
quantity	Quantity	Trade quantity
is_buy	bool	Whether trade was a buy
timestamp_ns	int	Exchange timestamp (nanoseconds)

Constants

Side

Constant	Value	Description
BUY	0	Buy side
SELL	1	Sell side

Order Type

Constant	Value
ORDER_MARKET	0
ORDER_LIMIT	1
ORDER_STOP_MARKET	2
ORDER_STOP_LIMIT	3
ORDER_TAKE_PROFIT_MARKET	4
ORDER_TAKE_PROFIT_LIMIT	5
ORDER_TRAILING_STOP	6

Time in Force

Constant	Value
TIF_GTC	0
TIF_IOC	1
TIF_FOK	2
TIF_POST_ONLY	4

Scale

All fixed-point types use SCALE = 100_000_000 (1e8), matching the C++ Decimal template.