developers:websocket:orders

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
developers:websocket:orders [2026/01/26 13:25] – external edit (Unknown date) 127.0.0.1developers:websocket:orders [2026/03/05 16:43] (current) – [AutoOCO Order] frank
Line 344: Line 344:
 An AutoOCO Order is a batch of three orders: An AutoOCO Order is a batch of three orders:
   * A Trigger Order that initiates the trade.   * A Trigger Order that initiates the trade.
-  * Two OCO Orders (Take Profit and Stop Loss) that execute based on the trigger order'fill price.+  * Two OCO Orders (Take Profit and Stop Loss) that are submitted with prices that are differentials to the fill price of the trigger order.
  
 If the Trigger Order fills, the OCO Orders are submitted. If the OCO Orders begin filling, any remaining volume in the Trigger Order is canceled. If the Trigger Order fills, the OCO Orders are submitted. If the OCO Orders begin filling, any remaining volume in the Trigger Order is canceled.
Line 351: Line 351:
  
 <code> <code>
-OrderSubmit +
-   UserId "efda0709-af12-4b65-8971-5089edb4aaf0", +  "UserId": "", 
-   AccountId "448c9ddd-6a50-4852-85ea-aad3b6d60620", +  "HasUserId": false, 
-   MarketId "XCME_C ZC (H25)", +  "AccountId": "60B90323-E72A-4BBF-A129-3882019E622C", 
-   OrderLink = OrderLink.AutoOCO+  "MarketId": "XCME_Eq ES (H26)", 
-   Orders +  "OrderLink": 2
-      +  "ManualOrderIndicator": true, 
-         BuySell = BuySell.Buy+  "Orders": 
-         PriceType = PriceType.Limit+    
-         TimeType = TimeType.Normal+      "BuySell": 1
-         Volume 1, +      "PriceType": 1
-         LimitPrice "2375.00+      "TimeType": 0
-      }, +      "Volume": 1, 
-      +      "MaxShow": 0, 
-         BuySell = BuySell.Sell+      "HasMaxShow": false, 
-         PriceType = PriceType.Limit+      "MaxVolume": 0, 
-         TimeType = TimeType.Normal+      "HasMaxVolume": false, 
-         Volume 0, +      "LimitPrice": { 
-         LimitPrice "2380.00+        "Value": "685800
-      }, +      }, 
-      +      "StopPrice": null, 
-         BuySell = BuySell.Sell+      "TrailDistance": null, 
-         PriceType = PriceType.StopMarket+      "Tag": "", 
-         TimeType = TimeType.Normal+      "HasTag": false, 
-         Volume 0, +      "ActivationType": 0, 
-         StopPrice "2365.00+      "HasActivationType": false, 
-      +      "ActivationData": null 
-   ]+    }, 
 +    
 +      "BuySell": -1
 +      "PriceType": 1
 +      "TimeType": 2
 +      "Volume": 0, 
 +      "MaxShow": 0, 
 +      "HasMaxShow": false, 
 +      "MaxVolume": 0, 
 +      "HasMaxVolume": false, 
 +      "LimitPrice": { 
 +        "Value": "250
 +      }, 
 +      "StopPrice": null, 
 +      "TrailDistance": null, 
 +      "Tag": "", 
 +      "HasTag": false, 
 +      "ActivationType": 1, 
 +      "HasActivationType": true, 
 +      "ActivationData": null 
 +    }, 
 +    
 +      "BuySell": -1
 +      "PriceType": 2
 +      "TimeType": 2
 +      "Volume": 0, 
 +      "MaxShow": 0, 
 +      "HasMaxShow": false, 
 +      "MaxVolume": 0, 
 +      "HasMaxVolume": false, 
 +      "LimitPrice": null, 
 +      "StopPrice": { 
 +        "Value": "125" 
 +      }, 
 +      "TrailDistance": null, 
 +      "Tag": "", 
 +      "HasTag": false, 
 +      "ActivationType": 1, 
 +      "HasActivationType": true, 
 +      "ActivationData": null 
 +    
 +  ]
 } }
 </code> </code>
  • developers/websocket/orders.txt
  • Last modified: 2026/03/05 16:43
  • by frank