Python Algorithmic Trading Cookbook
上QQ阅读APP看书,第一时间看更新

The total pending buy quantity of a financial instrument

The total pending buy quantity for a financial instrument is the sum total of the quantity of all the pending buy orders available at an instant. This data is dynamic in nature and may change at any moment during the live trading hours.

Getting ready

Make sure the broker_connection and instrument1 objects are available in your Python namespace. Refer to the Technical requirements section of this chapter to set up broker_connection. Refer to the Attributes of a financial instrument recipe of this chapter to set up instrument1.

How to do it…

Fetch and print the total pending buy quantity of instrument1:

>>> total_pending_buy_quantity = \
broker_connection.get_total_pending_buy_quantity(instrument1)
>>> print(f'Total pending BUY quantity: {total_pending_buy_quantity}')

We get the following output (your output may differ):

Total pending BUY quantity: 1319590

How it works…

The get_total_pending_buy_quantity() method of the BrokerConnectionZerodha class fetches the total buy quantity for the given financial instrument at any given moment. This method takes an object of the Instrument type as a parameter. We use instrument1 as the parameter here.