contango.trading.execution.engine.fills.fill_rule

contango.trading.execution.engine.fills.fill_rule

FillRule

Bases: ABC, Generic[T]

A single rule for validation when attempting to fill an order.

reason abstractmethod property

reason: str

Returns the reason displayed upon the rule failing.

validate abstractmethod

validate(context: T) -> bool

Validates the state of the given rule for a policy.

Returns:

Type	Description
bool	Whether or not the rule passed validation.

Source code in src\contango\trading\execution\engine\fills\fill_rule.py

@abstractmethod
def validate(self, context: T) -> bool:
    """
    Validates the state of the given rule for a policy.

    Returns:
        Whether or not the rule passed validation.
    """
    ...