Custom Orders

This section demonstrates how to implement an OCO (One-Cancels-the-Other) order type for simulation purposes:

We can base our implementation on the existing constructor for limit orders and modify it to meet the requirements of an OCO order:

Next, we introduce two call! functions to handle creating and updating simulated OCO orders:

Custom Instruments

We can extend instruments to create new types such as Asset and Derivative, which are subtypes of AbstractAsset. They are named using the CCXT convention (QUOTE/BASE:SETTLE), and it's expected that all instruments define a base and a quote currency.

See Also

• Exchanges - Exchange integration and configuration
• Config - Exchange integration and configuration
• Strategy Development - Guide: Strategy development and implementation
• Optimization - Strategy development and implementation

Instances and Exchanges

Asset instances are parameterized by the type of the asset (e.g., asset, derivative) and the exchange they are associated with. By using ExchangeID as a parameter, we can fine-tune the behavior for specific exchanges.

For example, if we want to handle OCO orders differently across exchanges in live mode, we can define call! functions that are specialized based on the exchange parameter of the asset instance.

The function above is designed to handle asset instances that are specifically tied to the bybit exchange.