FillEvent
forge.typesclassSince Forge API 1
Signaturepython
forge.types.FillEvent(order_id: int | None,position_id: int,time: int,bar_index: int,price: float,size: float,side: OrderSide,is_entry: bool,reason: FillReason,costs: FillCosts,symbol: str,engine_reason: str,liquidity: str | None = None) -> NoneOne fill: an entry, or a whole or partial exit.
Parameters
| Name | Type | Default |
|---|---|---|
| order_id | int | None | |
| position_id | int | |
| time | int | |
| bar_index | int | |
| price | float | |
| size | float | |
| side | OrderSide | |
| is_entry | bool | |
| reason | FillReason | |
| costs | FillCosts | |
| symbol | str | |
| engine_reason | str | |
| liquidity | str | None | None |
time is int64 nanoseconds UTC. bar_index is the index in the strategy's primary series
of the bar whose interval holds that time. reason is the coarse reason a strategy reads and
engine_reason the engine's own exit-reason name ("entry" for an entry). liquidity is
"maker" or "taker" once an exchange integration supplies it, and None until then:
forex and CFD brokers do not report it.