asset: An asset refers to a structure created from parsing a symbol. It typically represents an
Asset
,Derivative
, orAssetInstance
. Variables representing asset instances are often namedai
, while simple assets are nameda
oraa
(forAbstractAsset
).sym: Though
Symbol
is a built-in type in Julia, in a trading context "symbol" often denotes the pairing of a base currency with a quote currency. There is no strict rule for the usage ofsym
, but it commonly refers to aSymbol
for single currencies and aString
for currency pairs.pair: A pair is usually a
String
in the format"$BASE/$QUOTE"
where the slash separates the base and the quote currencies.bc, qc: These abbreviations stand for base currency (
bc
) and quote currency (qc
). They areSymbol
types and correspond to the fields of anAbstractAsset
.futures/swap/perps: While swaps are a type of futures contract, they are specifically "perpetual futures" and are thus referred to distinctly. Following the CCXT library's conventions, swaps have symbols formatted as
"$BASE/$QUOTE:$SETTLE"
. Plain future contracts include an expiry date, denoted as"$BASE/$QUOTE:$SETTLE-$EXPIRY"
.amount: The term "amount" generally refers to the quantity of the base currency. For example, if you purchase 100 USD worth of BTC at a price of 1000 USD per BTC, the amount is
100 / 1000 = 0.1 BTC
.price: The price always refers to the cost of the base currency quoted in the quote currency. For instance, if the price of BTC is 1000 USD, it means
1 BTC = 1000 USD
.size: Size typically indicates the quantity of quote currency used to execute a trade, inclusive of fees.
long/short: These terms are exclusively used in the context of margin trading. "Long" indicates a position betting on an increase in an asset's price, while "short" refers to a position betting on a decrease.
ohlc/v: This abbreviation stands for Open, High, Low, Close, and Volume, and it usually refers to a dataframe containing this market data.
pairdata: This term describes a complex data structure that associates a dataframe, a Zarr array, and a trading pair.
exc/exchange: This can refer to an
Exchange
instance, anExchangeID
, or merely theSymbol
of an exchange ID. For convenience, a globalexc
variable is defined in theExchangeTypes
module for use in the REPL.sandbox: Many exchanges offer a "testnet" to trial API endpoints. Note that this is distinct from paper trading and should not be confused with it.
instance: This term typically implies an
AssetInstance
.candle: A candle can be a row from an OHLCV dataframe, a named tuple, or an actual
Candle
structure.resample: Resampling usually implies downsampling, as upsampling is seldom beneficial.
side/position: The word "side" refers to either a "buy" or "sell" action. In contrast, when discussing the "side of a position," such as "long" or "short," the term "position" is used instead. Thus, a trade's side is either "buy" or "sell," while its position is "long" or "short."