aiomql/docs/executor.md

Executor

class Executor

Executor class for running multiple strategies on multiple symbols concurrently. Attributes:

Name	Type	Description	Default
executor	ThreadPoolExecutor	The default thread executor.	None
workers	list	List of strategies.	[]
coros	dict	Dictionary of coroutines and keyword arguments	{}
funcs	dict	Dictionary of functions and keyword arguments	{}

add_workers

def add_workers(strategies: Sequence[type(Strategy)])

Add multiple strategies at once

Arguments:

Name	Type	Description
strategies	Sequence[type(Strategy)]	A sequence of strategies.

remove_workers

def remove_workers(*symbols: Sequence[Symbol])

Removes any worker running on a symbol not successfully initialized.

Arguments:

Name	Type	Description
symbols	Sequence[Symbol]	A sequence of symbols.

add_worker

def add_worker(strategy: type(Strategy))

Add a strategy instance to the list of workers

Arguments:

Name	Type	Description
strategy	type(Strategy)	A strategy instance.

run

@staticmethod
def run(func: Callable|Coroutine, kwargs: dict)

Wrap the input coroutine function with 'asyncio.run' so that it can be executed in a threadpool executor.

Arguments

Name	Type	Description
func	**Callable	Coroutine**
kwargs	Dict	Keyword arguments to pass to the function.

trade

def trade(strategy: Strategy)

Wrap the input coroutine function trade method of each strategy with 'asyncio.run'.

Arguments:

Name	Type	Description
strategy	Strategy	A strategy instance.

execute

async def execute(workers: int = 0)

Run the strategies with a threadpool executor.

Arguments:

Name	Type	Description
workers	int	Number of workers to use in executor pool. Defaults to zero which uses all workers.

Notes: No matter the number specified, the executor will always use a minimum of 5 workers.