marginpy.utp.mango.types module

class MangoSide(value)

Bases: Enum

An enumeration.

BID = 'BID'

ASK = 'ASK'

to_program_type() → Union[Bid, Ask]

class MangoExpiryType(value)

Bases: Enum

An enumeration.

ABSOLUTE = 'ABSOLUTE'

RELATIVE = 'RELATIVE'

to_program_type() → Union[Absolute, Relative]

class MangoOrderType(value)

Bases: Enum

An enumeration.

LIMIT = 'LIMIT'

IMMEDIATE_OR_CANCEL = 'IMMEDIATE_OR_CANCEL'

POST_ONLY = 'POST_ONLY'

MARKET = 'MARKET'

POST_ONLY_SLIDE = 'POST_ONLY_SLIDE'

to_program_type() → Union[Limit, ImmediateOrCancel, PostOnly, Market, PostOnlySlide]

class UtpMangoPlacePerpOrderOptions(max_quote_quantity: Optional[float] = None, limit: Optional[int] = None, order_type: Optional[marginpy.utp.mango.types.MangoOrderType] = None, client_order_id: Optional[int] = None, reduce_only: Optional[bool] = None, expiry_timestamp: Optional[int] = None, expiry_type: Optional[marginpy.utp.mango.types.MangoExpiryType] = None)

Bases: object

max_quote_quantity: Optional[float] = None

limit: Optional[int] = None

order_type: Optional[MangoOrderType] = None

client_order_id: Optional[int] = None

reduce_only: Optional[bool] = None

expiry_timestamp: Optional[int] = None

expiry_type: Optional[MangoExpiryType] = None