Index

A

add_cmd_hook() (IStratEnv method) add_lvl() (LevelBook method) add_open_order() (OrderMgr method) add_order() (OrderBook method) add_price_level() (PriceLevelBook method) apply_cancel_order_ack() (OrderMgr method)

apply_cancel_order_reject() (OrderMgr method) apply_modify_order_ack() (OrderMgr method) apply_modify_order_reject() (OrderMgr method) apply_new_order_ack() (OrderMgr method) apply_new_order_reject() (OrderMgr method) apply_order_cancelled() (OrderMgr method) apply_order_execution() (OrderMgr method)

B

BBO (MDSub attribute) Bequant (Exchange attribute) Binance (Exchange attribute) Binance_fut_coin (Exchange attribute)

Binance_fut_usdt (Exchange attribute) Blockchain (Exchange attribute) Buy (Side attribute) Bybit (Exchange attribute)

C

cancel_all_open_orders_() (DemoStrat method) cancel_all_open_orders_on_side_() (DemoStrat method) cancel_order_() (DemoStrat method) CancelCode (class in mlthon.basics.defs) CanceledByUser (CancelCode attribute) Cancelled (OrderStatus attribute) Cent (TickUnit attribute)

check_for_stale_orders() (OrderMgr method) clear() (LevelBook method) (OrderBook method) (PriceLevelBook method) Connecting (GtwStatus attribute) create_book_for_exchange() (in module mlthon.order.books.book_utils) create_risk_manager_from_json() (RiskManager static method) create_risk_manager_from_json_file() (RiskManager static method)

D

delete_lvl() (LevelBook method) delete_order() (OrderBook method) delete_price_level() (PriceLevelBook method)

DemoStrat (class in mlthon.strats.demo_strat) Deribit (Exchange attribute) Disconnected (FeedHandlerStatus attribute) (GtwStatus attribute)

E

exch_syms_types_to_instr_names() (InstrumentUtils static method) exch_type_sym_to_instr_name() (InstrumentUtils static method) Exchange (class in mlthon.basics.defs) exchange_code (Exchange property) ExchBadQty (GtwRejectCode attribute) ExchDupeOrderID (GtwRejectCode attribute) ExchForbid (GtwRejectCode attribute) ExchInsufficientBalance (GtwRejectCode attribute) ExchInvalidRequest (GtwRejectCode attribute) ExchIsClosed (GtwRejectCode attribute) ExchOrderBelowMin (GtwRejectCode attribute) ExchOrderCancelled (GtwRejectCode attribute)

ExchOrderExpired (GtwRejectCode attribute) ExchOrderFilled (GtwRejectCode attribute) ExchOrderNotFound (GtwRejectCode attribute) ExchOverload (GtwRejectCode attribute) ExchPostOnlyBreach (GtwRejectCode attribute) ExchQtyCannotBeBelowCumQty (GtwRejectCode attribute) ExchRateLimitBreach (GtwRejectCode attribute) ExchReject (GtwRejectCode attribute) ExchTookTooLongToProcessRequest (GtwRejectCode attribute) ExchTooLateToCancel (GtwRejectCode attribute) ExecInstructions (class in mlthon.basics.defs) Expired (OrderStatus attribute)

F

FeedHandlerStatus (class in mlthon.basics.defs) fetch_account_info() (IStratEnv method) fetch_funding_info() (IStratEnv method) fetch_order_status() (IStratEnv method) fetch_orders_info() (IStratEnv method) fetch_position_info() (IStratEnv method) fetch_wallet_info() (IStratEnv method) Filled (OrderStatus attribute) format_price_and_qty_() (DemoStrat method) format_price_down() (TickFormat static method)

format_price_up() (TickFormat static method) format_qty_down() (TickFormat static method) format_qty_up() (TickFormat static method) from_int() (Price static method) (Qty static method) from_json() (Qty static method) from_str() (Price static method) (Qty static method) Ftx (Exchange attribute) Future (class in mlthon.instruments.future) (InstrumentType attribute)

G

get_all_orders() (OrderMgr method) get_ask_levels() (LevelBook method) (OrderBook method) (PriceLevelBook method) get_attachment() (Order method) get_base_currency() (Instrument method) get_best_ask_level_with_aggregate_quantity() (LevelBook method) get_best_ask_lvl() (LevelBook method) (PriceLevelBook method) get_best_bid_level_with_aggregate_quantity() (LevelBook method) get_best_bid_lvl() (LevelBook method) (PriceLevelBook method) get_bid_levels() (LevelBook method) (OrderBook method) (PriceLevelBook method) get_client_id() (Order method) get_exch_instr_id() (Instrument method) get_exchange() (Instrument method) get_exchange_id() (Order method) get_exec_instructions() (Order method) get_expiration_date_utc() (Future method) get_funding_rate_settlement_interval_ms() (Perpetual method) get_id() (Level method) get_instrument_from_json() (InstrumentUtils static method) get_instrument_from_raw_msg() (InstrumentUtils static method) get_instrument_group_id() (Instrument method) get_instrument_id() (Instrument method) (Order method) get_instrument_name() (Instrument method) get_instrument_type() (Instrument method) get_leaves_qty() (Order method) get_leaves_qty_after_modify_prep() (Order method) get_level() (LevelBook method) (OrderBook method) (PriceLevelBook method) get_level_with_id() (LevelBook method) get_logger() (in module mlthon.basics.logging) get_min_quantity() (Instrument method) get_mlt_symbol() (Instrument method) get_multiplier() (Instrument method) get_named_logger() (in module mlthon.basics.logging) get_num_open_orders() (OrderMgr method) get_num_open_orders_on_side() (OrderMgr method) get_open_orders() (OrderMgr method) get_open_orders_on_side() (OrderMgr method) get_order_with_client_id() (OrderMgr method) get_order_with_exchange_id() (OrderMgr method)

get_orders_command() (DemoStrat method) get_pending_price() (Order method) get_pending_qty() (Order method) get_pnl_command() (DemoStrat method) get_position_command() (DemoStrat method) get_price() (Level method) (Order method) (PriceLevel method) get_price_precision() (Instrument method) get_price_tick_rules() (Instrument method) get_qty() (Level method) (PriceLevel method) get_quantification() (Instrument method) get_quantity_precision() (Instrument method) get_quantity_tick_rules() (Instrument method) get_quote_currency() (Instrument method) get_settlement_method() (Future method) get_side() (Level method) (Order method) (PriceLevel method) get_tif() (Order method) get_top_five_ask_lvls() (LevelBook method) get_top_five_bid_lvls() (LevelBook method) get_type() (Order method) get_underlying_ins_id() (Future method) (Perpetual method) get_valid_end_ts() (Instrument method) get_valid_start_ts() (Instrument method) GTC (TIF attribute) GtwCannotModify (GtwRejectCode attribute) GtwCannotStackPendingRequests (GtwRejectCode attribute) GtwInvalidRequest (GtwRejectCode attribute) GtwNoRiskForSymbol (GtwRejectCode attribute) GtwNotReady (GtwRejectCode attribute) GtwOngoingCancel (GtwRejectCode attribute) GtwOrderNotFound (GtwRejectCode attribute) GtwOrderNotOpen (GtwRejectCode attribute) GtwPendingCancelAll (GtwRejectCode attribute) GtwQtyCannotBeBelowCumQty (GtwRejectCode attribute) GtwRateLimitBreach (GtwRejectCode attribute) GtwReduceMustLowerQty (GtwRejectCode attribute) GtwRejectCode (class in mlthon.basics.defs) GtwRiskLongPosViolation (GtwRejectCode attribute) GtwRiskMaxOrderSizeViolation (GtwRejectCode attribute) GtwRiskShortPosViolation (GtwRejectCode attribute) GtwRiskViolation (GtwRejectCode attribute) GtwStatus (class in mlthon.basics.defs) GtwUnsupportedOp (GtwRejectCode attribute)

H

has_any_pending_request() (Order method)

hooked_command_test() (DemoStrat method) Huobi (Exchange attribute)

I

Instrument (class in mlthon.instruments.instrument) InstrumentType (class in mlthon.basics.defs) InstrumentUtils (class in mlthon.instruments.instrument_utils) IOC (TIF attribute) is_cancel_pending() (Order method) is_cancelled() (Order method) is_market_valid_() (DemoStrat method) is_modify_pending() (Order method) is_new_pending() (Order method)

is_null() (Price method) (Qty method) is_open() (Order method) is_valid_modify_to_send() (RiskManager method) is_valid_new_order_to_send() (RiskManager method) is_valid_rate() (RateTracker method) (SlicingRateTracker method) IStrategy (class in mlthon.api.istrategy) IStratEnv (class in mlthon.api.istrat_env)

L

Level (class in mlthon.order.books.level) LevelBook (class in mlthon.order.books.level_book) (MDSub attribute)

Limit (OrderType attribute) Lmax (Exchange attribute) login() (IStratEnv method) Lot (TickUnit attribute)

M

Maintenance (GtwStatus attribute) max_directional_exposure (RiskManager property) max_long_position (RiskManager property) max_notional_per_side (RiskManager property) max_open_orders_per_side (RiskManager property) max_order_size (RiskManager property) max_order_submit_rate (RiskManager property) max_rate (RateTracker property) max_short_position (RiskManager property) MDSub (class in mlthon.api.istrat_env) MltEnum (class in mlthon.basics.mlt_enum) mlthon.api.istrat_env module mlthon.api.istrategy module mlthon.basics.defs module mlthon.basics.logging module mlthon.basics.mlt_enum module mlthon.basics.price module mlthon.basics.qty module mlthon.basics.rate_tracker module mlthon.basics.tick_format module mlthon.basics.timer_mgr module mlthon.github_actions module mlthon.instruments.future module mlthon.instruments.instrument module mlthon.instruments.instrument_utils module mlthon.instruments.perpetual module mlthon.order.books.book_utils module mlthon.order.books.level module mlthon.order.books.level_book module

mlthon.order.books.order_book module mlthon.order.books.price_level module mlthon.order.books.price_level_book module mlthon.order.order module mlthon.order.order_mgr module mlthon.risk.risk_manager module mlthon.strats.demo_strat module modify_lvl_qty() (LevelBook method) modify_order() (OrderBook method) modify_order_() (DemoStrat method) modify_price_level() (PriceLevelBook method) modify_resting_orders_() (DemoStrat method) module mlthon.api.istrat_env mlthon.api.istrategy mlthon.basics.defs mlthon.basics.logging mlthon.basics.mlt_enum mlthon.basics.price mlthon.basics.qty mlthon.basics.rate_tracker mlthon.basics.tick_format mlthon.basics.timer_mgr mlthon.github_actions mlthon.instruments.future mlthon.instruments.instrument mlthon.instruments.instrument_utils mlthon.instruments.perpetual mlthon.order.books.book_utils mlthon.order.books.level mlthon.order.books.level_book mlthon.order.books.order_book mlthon.order.books.price_level mlthon.order.books.price_level_book mlthon.order.order mlthon.order.order_mgr mlthon.risk.risk_manager mlthon.strats.demo_strat

N

null() (Price static method) (Qty static method)

O

on_account_info() (DemoStrat method) (IStrategy method) on_add_level() (DemoStrat method) (IStrategy method) on_add_price_level() (DemoStrat method) (IStrategy method) on_best_ask_level_update() (DemoStrat method) (IStrategy method) on_best_bid_level_update() (DemoStrat method) (IStrategy method) on_cancel_all_ack() (DemoStrat method) (IStrategy method) on_cancel_all_reject() (DemoStrat method) (IStrategy method) on_cancel_order_ack() (DemoStrat method) (IStrategy method) on_cancel_order_reject() (DemoStrat method) (IStrategy method) on_delete_level() (DemoStrat method) (IStrategy method) on_delete_price_level() (DemoStrat method) (IStrategy method) on_feed_handler_status() (DemoStrat method) (IStrategy method) on_framework_connected() (DemoStrat method) (IStrategy method) on_framework_disconnected() (DemoStrat method) (IStrategy method) on_funding_info() (DemoStrat method) (IStrategy method) on_gateway_status() (DemoStrat method) (IStrategy method) on_instruments() (DemoStrat method) (IStrategy method) on_modify_ack() (RiskManager method) on_modify_level() (DemoStrat method) (IStrategy method) on_modify_order_ack() (DemoStrat method) (IStrategy method) on_modify_order_reject() (DemoStrat method) (IStrategy method) on_modify_price_level() (DemoStrat method) (IStrategy method)

on_modify_reject() (RiskManager method) on_new_order_ack() (DemoStrat method) (IStrategy method) on_new_order_reject() (DemoStrat method) (IStrategy method) (RiskManager method) on_one_shot_five_secs() (DemoStrat method) on_order_cancelled() (DemoStrat method) (IStrategy method) (RiskManager method) on_order_executed() (RiskManager method) on_order_execution() (DemoStrat method) (IStrategy method) on_order_status() (DemoStrat method) (IStrategy method) on_orders_info() (DemoStrat method) (IStrategy method) on_position_info() (DemoStrat method) (IStrategy method) on_public_trade() (DemoStrat method) (IStrategy method) on_rate_limit_info() (DemoStrat method) (IStrategy method) on_recurring_two_secs() (DemoStrat method) on_request_reject() (DemoStrat method) (IStrategy method) on_start() (DemoStrat method) (IStrategy method) on_stop() (DemoStrat method) (IStrategy method) on_strat_params_update() (DemoStrat method) (IStrategy method) on_unsupported_op() (DemoStrat method) (IStrategy method) on_wallet_info() (DemoStrat method) (IStrategy method) Open (OrderStatus attribute) Order (class in mlthon.order.order) OrderBook (class in mlthon.order.books.order_book) (MDSub attribute) OrderMgr (class in mlthon.order.order_mgr) OrderStatus (class in mlthon.basics.defs) OrderType (class in mlthon.basics.defs)

P

parse() (ExecInstructions static method) (OrderType static method) (Side static method) (TIF static method) parse_exchange_code() (Exchange static method) parse_str() (Exchange static method) (InstrumentType static method) (OrderStatus static method) PartiallyFilled (OrderStatus attribute) PendingCancel (OrderStatus attribute) Perpetual (class in mlthon.instruments.perpetual) (InstrumentType attribute)

PostOnly (ExecInstructions attribute) prepare_cancel_order() (OrderMgr method) prepare_modify_order() (OrderMgr method) prepare_new_order() (OrderMgr method) Price (class in mlthon.basics.price) price_down_from_float() (TickFormat static method) price_up_from_float() (TickFormat static method) PriceLevel (class in mlthon.order.books.price_level) PriceLevelBook (class in mlthon.order.books.price_level_book) (MDSub attribute) process_timers() (TimerMgr method) PublicTrades (MDSub attribute) publish_telegram() (IStratEnv method)

Q

Qty (class in mlthon.basics.qty)

qty_down_from_float() (TickFormat static method) qty_up_from_float() (TickFormat static method)

R

RateTracker (class in mlthon.basics.rate_tracker) ReadyToTrade (GtwStatus attribute)

Rejected (OrderStatus attribute) RiskManager (class in mlthon.risk.risk_manager)

S

Satoshi (TickUnit attribute) SelfTradePrevention (CancelCode attribute) Sell (Side attribute) send_cancel_all() (IStratEnv method) send_cancel_order() (IStratEnv method) send_modify_order() (IStratEnv method) send_new_order() (IStratEnv method) send_order_() (DemoStrat method) send_stop_ack() (IStratEnv method) setup_daily_callback() (IStratEnv method) (TimerMgr method) setup_logging() (in module mlthon.basics.logging)

setup_timer() (IStratEnv method) (TimerMgr method) Side (class in mlthon.basics.defs) SlicingRateTracker (class in mlthon.basics.rate_tracker) SnapshotEnd (FeedHandlerStatus attribute) SnapshotStart (FeedHandlerStatus attribute) Spot (InstrumentType attribute) start_trading_command() (DemoStrat method) stop_trading_command() (DemoStrat method) submit_rate_window (RiskManager property) Suspended (OrderStatus attribute) Synchronizing (GtwStatus attribute)

T

TickFormat (class in mlthon.basics.tick_format) TickUnit (class in mlthon.basics.tick_format) TIF (class in mlthon.basics.defs) TimerMgr (class in mlthon.basics.timer_mgr) to_float() (Price method) (Qty method)

to_str() (Price method) (Qty method) try_get_level_with_id() (LevelBook method) try_parse_str() (Exchange static method) (InstrumentType static method) type_id (InstrumentType property)

U

Unknown (OrderStatus attribute) Unset (CancelCode attribute) (ExecInstructions attribute) (OrderType attribute) (TIF attribute)

update_orders_() (DemoStrat method) update_qty() (Level method) (PriceLevel method)

W

window (RateTracker property)

Z

zero() (Price static method) (Qty static method)