Enums & Constants

Enum types and constants in Python SDK 3.3.2

This page lists the SDK's enums and constants (the page name transport-classes is a legacy name; the content is Enums). All enums are imported from ssi_sdk.enums:

from ssi_sdk.enums import OrderSide, OrderType, OrderStatus, Board, AccountType, Timeframe

`from_value`

Every enum that extends BaseEnum (all except Timeframe, which is a plain Enum) has a classmethod from_value(value) that converts a value to a member safely: it accepts None (returns None), an existing member, the raw value, or a name/value in any letter case; if nothing matches it returns None and does not raise.

from ssi_sdk.enums import OrderStatus

OrderStatus.from_value("ff")      # OrderStatus.FILLED
OrderStatus.from_value("unknown") # None

Timeframe has no from_value; use Timeframe("1m") or pass the string straight to methods that take an interval.

OrderSide

Value	Code	Description
`BUY`	`"B"`	Buy
`SELL`	`"S"`	Sell

OrderType

price is required for LO and PLO; market-priced order types ignore price.

Value	Code	Description
`LO`	`"LO"`	Limit Order
`MTL`	`"MTL"`	Market To Limit (HOSE): a market order whose unfilled part becomes a limit order
`MP`	`"MP"`	Market Price (HNX/UPCOM)
`ATO`	`"ATO"`	At The Open, matched in the opening auction
`ATC`	`"ATC"`	At The Close, matched in the closing auction
`MOK`	`"MOK"`	Match Or Kill (HNX): fill completely at once or cancel
`MAK`	`"MAK"`	Match And Kill (HNX): fill what is possible at once, cancel the rest
`PLO`	`"PLO"`	Post-close limit order, traded in the session after the closing auction

OrderStatus

Value	Code	Description
`PENDING`	`"PD"`	Pending
`PENDING_APPROVAL`	`"WA"`	Waiting for approval
`READY`	`"RS"`	Ready
`SENT`	`"SD"`	Sent
`QUEUED`	`"QU"`	Queued
`FILLED`	`"FF"`	Fully filled
`PARTIAL_FILLED`	`"PF"`	Partially filled
`PARTIAL_CANCELLED`	`"FFPC"`	Partially filled + cancelled remainder
`PENDING_MODIFY`	`"WM"`	Pending modification
`PENDING_CANCEL`	`"WC"`	Pending cancellation
`CANCELLED`	`"CL"`	Cancelled
`REJECTED`	`"RJ"`	Rejected (by the server or the exchange)
`EXPIRED`	`"EX"`	Expired
`PRE_SESSION`	`"IAV"`	Waiting for its session
`SOI`	`"SOI"`	Reported by the order engine (the SDK names it after its code)
`PAS`	`"PAS"`	Reported by the order engine (the SDK names it after its code)
`CPL`	`"CPL"`	Reported by the order engine (the SDK names it after its code)
`REQUESTED`	`"RQ"`	Request received (FCO engine)
`ERROR`	`"ERR"`	Error reported by the engine

SOI, PAS and CPL have only a code and no business description in the SDK; do not infer what they mean.

Board

Value	Code	Description
`HOSE`	`"HOSE"`	HOSE exchange
`HNX`	`"HNX"`	HNX exchange
`UPCOM`	`"UPCOM"`	UPCOM exchange
`DERIVATIVES`	`"DERIVATIVES"`	Derivatives. Only valid on the stream (`subscribe_board`) and master data

MarketFlagMessage.board returns the code DER for derivatives, not DERIVATIVES.

AccountType

Value	Code	Description
`EQUITY`	`"Cash"`	Equity account
`EQUITY_MARGIN`	`"Margin"`	Margin account
`DERIVATIVE`	`"Derivative"`	Derivative account

Timeframe

Timeframe is a plain Enum (no from_value).

Value	Code	Description
`MINUTE_1`	`"1m"`	1 minute
`MINUTE_3`	`"3m"`	3 minutes
`MINUTE_5`	`"5m"`	5 minutes
`MINUTE_15`	`"15m"`	15 minutes
`HOUR_1`	`"1h"`	1 hour
`DAY_1`	`"1d"`	1 day
`WEEK_1`	`"1w"`	1 week
`MONTH_1`	`"1M"`	1 month

Not every member works everywhere:

ALLOWED_TIMEFRAMES (same module) is the set of intervals REST accepts: 1d, 1m, 3m, 5m, 15m, 1h.
1w and 1M exist in the enum, but get_ohlc_1week_historical and get_ohlc_1month_historical always raise ValidationError (code 400210); the download_ohlc_* methods raise NotImplementedError. See Services, section 3.1.
On the stream only tick, 1m and 5m are available (see Services, section 6.7.3).

FCOType

Conditional order type (Flexible Conditional Order).

Value	Code	Description
`GTD`	`"gtd"`	Good Till Date
`STOP`	`"stop"`	Stop Market
`STOP_LIMIT`	`"stop_limit"`	Stop Limit
`TRAILING_STOP`	`"trailing_stop"`	Trailing Stop Market
`TRAILING_STOP_LIMIT`	`"trailing_stop_limit"`	Trailing Stop Limit
`OCO`	`"oco"`	One Cancels the Other
`BULL_BEAR`	`"bullbear"`	Bull Bear order

FCOOperator

Comparison operator used to trigger Stop / Stop Limit orders.

Value	Code	Description
`GREATER`	`"greater"`	Greater than (`>`)
`GREATER_OR_EQUAL`	`"greater_or_equal"`	Greater than or equal (`>=`)
`LESSER`	`"lesser"`	Less than (`<`)
`LESSER_OR_EQUAL`	`"lesser_or_equal"`	Less than or equal (`<=`)
`EQUAL`	`"equal"`	Equal (`=`)

FCOStatus

Processing status of a conditional order. The status change history comes from get_fco_status_history (model FCOStatusHistoryItem, see Models).

Value	Code	Description
`INIT`	`"INIT"`	Newly created
`WAIT`	`"WAIT"`	Waiting to trigger
`TRI`	`"TRI"`	Triggered
`TRIT`	`"TRIT"`	Triggered successfully
`TER`	`"TER"`	Terminated
`FIS`	`"FIS"`	Finished
`WC`	`"WC"`	Pending cancel
`EXP`	`"EXP"`	Expired
`ERR`	`"ERR"`	Error

Streaming enums

The SDK uses these enums to build topics and recognise messages; you usually do not need them directly.

Enum	Values	Description
`StreamingMethod`	`subscribe`, `unsubscribe`, `ping_pong`, `list_subscription`	Request method (the server compares case-insensitively)
`StreamingChannel`	`DATA`, `HEARTBEAT`, `TRADING`	Stream channel
`StreamingType`	`orderEvent`, `orderMatchEvent`, `clientPortfolioEvent`	`data.eventType` of trading events
`DataTopic`	`quote.`, `trade.`, `oddlot.`, `market.`, `indexsummary.`, `room.`, `put.`	Market data topic prefix
`DataType`	`quote`, `trade`, `oddlot`, `market`, `room`, `put`, `indexsummary`	Data kind (no trailing dot)

Messages you receive: Services, section 6; models: Models: Streaming Messages.

Enums and constants elsewhere

ServerErrorCode (the server's application error codes) and HTTPStatus also live in ssi_sdk.enums, see Exceptions.
ConnectionEvent (the stream connection event; not exported at top level, import it from ssi_sdk.transport.reconnect): see Services, section 6.9.
Limit constants (for example MAX_CLIENT_REQUEST_ID_LENGTH = 20, MAX_BATCH_ORDERS = 20): see Models: Constants.

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