• asset: An asset refers to a structure created from parsing a symbol. It typically represents an Asset, Derivative, or AssetInstance. Variables representing asset instances are often named ai, while simple assets are named a or aa (for AbstractAsset).

  • 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 of sym, but it commonly refers to a Symbol for single currencies and a String 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 are Symbol types and correspond to the fields of an AbstractAsset.

  • 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, an ExchangeID, or merely the Symbol of an exchange ID. For convenience, a global exc variable is defined in the ExchangeTypes 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."