Order Types

Order type enums and data structures used throughout the Hummingbot framework

OrderType

Enum defining the types of orders supported by Hummingbot.

Source: hummingbot/core/data_type/common.py:8

MARKET · int · default: "1"

Market order - executed immediately at the current market price

LIMIT · int · default: "2"

Limit order - executed only at the specified price or better

LIMIT_MAKER · int · default: "3"

Limit maker order - ensures the order is posted to the order book and not immediately filled

AMM_SWAP · int · default: "4"

AMM swap order - swap tokens through an automated market maker

AMM_ADD · int · default: "5"

Add liquidity to AMM/CLMM pool

AMM_REMOVE · int · default: "6"

Remove liquidity from AMM/CLMM pool

Methods

is_limit_type() · bool

Returns True if the order type is LIMIT or LIMIT_MAKER

OrderState

Enum representing the lifecycle states of an order.

Source: hummingbot/core/data_type/in_flight_order.py:25

PENDING_CREATE · int · default: "0"

Order creation is pending

OPEN · int · default: "1"

Order is open and active on the exchange

PENDING_CANCEL · int · default: "2"

Order cancellation is pending

CANCELED · int · default: "3"

Order has been canceled

PARTIALLY_FILLED · int · default: "4"

Order has been partially filled

FILLED · int · default: "5"

Order has been completely filled

FAILED · int · default: "6"

Order has failed

PENDING_APPROVAL · int · default: "7"

Order is pending approval (e.g., for DEX transactions)

APPROVED · int · default: "8"

Order has been approved

CREATED · int · default: "9"

Order has been created

COMPLETED · int · default: "10"

Order has been completed

OpenOrder

NamedTuple representing an open order on an exchange.

Source: hummingbot/core/data_type/common.py:20

client_order_id · str

Client-assigned unique identifier for the order

trading_pair · str

Trading pair for the order (e.g., “BTC-USDT”)

price · Decimal

Order price

amount · Decimal

Order amount

executed_amount · Decimal

Amount already executed

status · str

Order status

order_type · OrderType

Type of the order

is_buy · bool

True if the order is a buy order, False if sell

time · int

Order creation timestamp

exchange_order_id · str

Exchange-assigned order identifier

MarketOrder

NamedTuple representing a market order.

Source: hummingbot/core/data_type/market_order.py:8

order_id · str

Unique identifier for the order

trading_pair · str

Trading pair for the order

is_buy · bool

True for buy orders, False for sell orders

base_asset · str

Base asset of the trading pair

quote_asset · str

Quote asset of the trading pair

amount · float

Order amount

timestamp · float

Order creation timestamp

position · PositionAction · default: "PositionAction.NIL"

Position action (for derivatives)

Methods

to_pandas(market_orders) · classmethod

Converts a list of MarketOrder objects to a pandas DataFrame

order_type() · OrderType

Returns OrderType.MARKET

copy_with_id(client_order_id) · MarketOrder

Creates a copy of the order with a new client order ID

OrderCandidate

Dataclass containing a complete picture of the impact of a potential order on the user account.

Source: hummingbot/core/data_type/order_candidate.py:17

WARNING: Do not use this class for sizing. Instead, use the BudgetChecker.

trading_pair · str

Trading pair for the order

is_maker · bool

Whether the order is a maker order

order_type · OrderType

Type of the order

order_side · TradeType

Side of the order (BUY or SELL)

amount · Decimal

Order amount

price · Decimal

Order price

order_collateral · Optional[TokenAmount]

Base collateral required for the order

percent_fee_collateral · Optional[TokenAmount]

Percentage-fee collateral

percent_fee_value · Optional[TokenAmount]

Percentage fee value

fixed_fee_collaterals · List[TokenAmount]

Fixed-fee collaterals

potential_returns · Optional[TokenAmount]

Potential return of the order

resized · bool · default: "False"

Whether the order has been resized

from_total_balances · bool · default: "False"

Whether the order is from total balances

Properties

collateral_dict · Dict

Dictionary mapping tokens to their required collateral amounts

is_zero_order · bool

True if the order amount is zero

Methods

get_size_token_and_order_size() · TokenAmount

Returns the size token and order size

set_to_zero() · None

Sets the order amount to zero

populate_collateral_entries(exchange) · None

Populates all collateral entries based on the exchange

adjust_from_balances(available_balances) · None

Adjusts the order based on available balances

PerpetualOrderCandidate

Extends OrderCandidate for perpetual derivative orders.

Source: hummingbot/core/data_type/order_candidate.py:271

leverage · Decimal · default: "1"

Leverage for the order

position_close · bool · default: "False"

Whether this order closes a position