Appendix C: Code Patterns Cheat SheetReusable code patterns for common trading workflows

1. Startup and Basic Subscriptions

def on_start(self):
    # Instantiate InstrumentId object
    self.instrument_id = InstrumentId.from_str("BTCUSDT.BINANCE")

    # Subscribe to 1-minute bars
    self.subscribe_bars(BarType.from_str("BTCUSDT.BINANCE-1-MINUTE-LAST"))

    # Initialize technical indicators
    self.ema = ExponentialMovingAverage(period=20)

2. Checking Positions and Submitting Market Orders

def handle_signal(self):
    if self.portfolio.is_flat(self.instrument_id):
        order = self.order_factory.market(
            instrument_id=self.instrument_id,
            order_side=OrderSide.BUY,
            quantity=Quantity.from_str("0.01"),
        )
        self.submit_order(order)

3. Setting Stop-Loss Limit Orders (OCO Mode)

def on_position_opened(self, event):
    # Automatically route stop-loss and take-profit orders when a new position is opened
    # Note: Typically implemented using OCO (One-Cancels-the-Other) or Bracket Orders
    pass

4. Iterating Over Open Orders

def cancel_stale_orders(self):
    open_orders = self.cache.orders_open(self.instrument_id)
    for order in open_orders:
        if order.duration_seconds > 60:
            self.cancel_order(order)

5. Custom Event Logging

def on_order_denied(self, event):
    self.log.error(f"Order rejected! Reason: {event.reason}")