Appendix B: API Cheat SheetA quick reference to the functions and object methods you will use most often when building strategies

1. Data Subscriptions

Method	Description
`self.subscribe_quote_ticks(instrument_id)`	Subscribe to top-of-book (BBO) quote ticks.
`self.subscribe_trade_ticks(instrument_id)`	Subscribe to tick-by-tick market trade data.
`self.subscribe_bars(bar_type)`	Subscribe to aggregated bar data (OHLCV).
`self.subscribe_order_book_at_interval(instrument_id, depth, interval_ms)`	Subscribe to periodic L2 order book snapshots.

2. Order Management

Method	Description
`self.order_factory.market(...)`	Create a market order.
`self.order_factory.limit(...)`	Create a limit order.
`self.order_factory.stop_market(...)`	Create a stop market order.
`self.submit_order(order)`	Submit an order to the execution engine.
`self.cancel_order(order)`	Cancel a specific active order.
`self.cancel_all_orders(instrument_id)`	Cancel all working orders for a specific instrument.

3. Cache Queries

Method	Description
`self.cache.instrument(instrument_id)`	Retrieve instrument definitions.
`self.cache.orders_open(instrument_id)`	Query all active working orders for a specific instrument.
`self.cache.positions_open(instrument_id)`	Query the current open position for an instrument.
`self.cache.quote_tick(instrument_id)`	Retrieve the latest quote tick snapshot.
`self.cache.bar(bar_type)`	Retrieve the latest bar object.
`self.cache.account(account_id)`	Query account balances and status.

4. Portfolio

Method	Description
`self.portfolio.unrealized_pnl(instrument_id)`	Retrieve unrealized PnL (mark-to-market) for a specific instrument.
`self.portfolio.realized_pnl()`	Retrieve total aggregate realized PnL.
`self.portfolio.is_flat(instrument_id)`	Check if the position for a specific instrument is flat.
`self.portfolio.is_net_long(instrument_id)`	Check if the position for a specific instrument is net long.