Welcome to Blueshift’s API documentation!

Contents:

• Blueshift API Documentation
  • What is Blueshift?
  • What it is NOT
  • How Blueshift Works
  • Blueshift APIs Overview
• Changelog
  • Release 4.0.0 (Nov 27, 2023)
  • Release 3.0.0 (Sep 3, 2023)
  • Release 2.1.0 (Jan 16, 2022)
  • Release 2.0.0 (Nov 2, 2021)
• Event Callbacks in Blueshift
  • Main Callback Functions
  • Trade and Data Callbacks
  • Scheduled Callback Functions
  • Scheduling Examples
  • User Order Confirmation Callback
  • Algo Error and Cancel Callbacks
• Fetching Price Data, Tracking Algo State
  • Context Object
  • Data Object
• Placing Orders and Other API Functions
  • Assets Fetching APIs
  • Trading API functions
  • Risk Management APIs
  • Pipeline APIs
  • Backtest Model Selection APIs
  • Miscellaneous API functions
• Multiple Strategies in a Single Algo
  • Sub-Strategies
  • Defining a sub-strategy
  • Adding a sub-strategy
  • Cancelling a sub-strategy
  • Sub-strategy order and position tracking
• Objects, Models and Constants
  • Trading Calendar
  • Assets
  • Orders
  • Positions
  • Simulation Models
  • AlgoOrder Interface
  • Miscellaneous Constants
• Blueshift Library
  • Technical Indicators
  • Technical patterns
  • Statistical Functions
  • Timeseries Functions and Models
  • Statstical and Pricing Models
  • Machine Learning Functions
  • Pipeline Functions
  • Strategy Templates
  • Execution Algorithms
  • Library Objects
  • Library utility functions
• Errors and Exceptions
  • Error Handling in Strategy
• How-Tos and Examples
  • How to code a trading strategy on Blueshift
  • What is the Python support on Blueshift
  • How to create and use variables
  • How to fetch assets in strategy code
  • How to place orders
  • How to fetch price data for signal generation
  • How to write strategy code
  • How to check order status
  • How to check open positions
  • How to use stoploss and take-profit
  • How to use stoploss and take-profit to lock-in profits
  • How to track user defined states
  • How to parameterise my strategy
  • Good practices to follow for strategy building
  • Things to avoid while writing a strategy

Indices and tables

• Index

• Search Page