developers:websocket:orders

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developers:websocket:orders [2025/03/14 22:08] – chaddevelopers:websocket:orders [2026/03/05 16:43] (current) – [AutoOCO Order] frank
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----- 
  
 ==== Market Order ==== ==== Market Order ====
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----- 
  
-=== Limit Order ===+ 
 +==== Limit Order ====
  
 A Limit Order is submitted with a specific limit price. The order will only execute at the specified price or better. A Limit Order is submitted with a specific limit price. The order will only execute at the specified price or better.
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----- 
  
-=== Stop Order ===+ 
 +==== Stop Order ====
  
 A Stop Market Order becomes a Market Order when the stop price is reached. A Stop Market Order becomes a Market Order when the stop price is reached.
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----- 
  
-=== Stop Limit Order ===+ 
 +==== Stop Limit Order ====
  
 A Stop Limit Order becomes a Limit Order when the stop price is reached. A Stop Limit Order becomes a Limit Order when the stop price is reached.
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----- 
  
-=== Trailing Stop Order ===+ 
 +==== Trailing Stop Order ====
  
 A Trailing Stop Order moves the stop price automatically based on price movement. A Trailing Stop Order moves the stop price automatically based on price movement.
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----- 
  
-=== Fill or Kill (FOK) Order ===+ 
 +==== Fill or Kill (FOK) Order ====
  
 A Fill or Kill (FOK) Order must be executed immediately in full or it is canceled. A Fill or Kill (FOK) Order must be executed immediately in full or it is canceled.
Line 249: Line 248:
  
  
----- 
  
-=== Immediate or Cancel (IOC) Order ===+ 
 +==== Immediate or Cancel (IOC) Order ====
  
 An Immediate or Cancel (IOC) Order executes immediately for the available quantity and cancels the rest. An Immediate or Cancel (IOC) Order executes immediately for the available quantity and cancels the rest.
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----- 
  
-=== Good Till Canceled (GTC) Order ===+ 
 +==== Good Till Canceled (GTC) Order ====
  
 A Good Till Canceled (GTC) Order remains open until it is filled or explicitly canceled. A Good Till Canceled (GTC) Order remains open until it is filled or explicitly canceled.
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----- 
  
-=== Order Cancels Order (OCO) ===+ 
 +==== Order Cancels Order (OCO) ====
  
 An OCO (One Cancels Other) order is a pair of orders submitted together. Both orders are on the same side of the market: one is a Limit Order and the other is a Stop Order. When one fills, the other is automatically canceled. If one order is partially filled, the remaining volume of the other order is adjusted accordingly. An OCO (One Cancels Other) order is a pair of orders submitted together. Both orders are on the same side of the market: one is a Limit Order and the other is a Stop Order. When one fills, the other is automatically canceled. If one order is partially filled, the remaining volume of the other order is adjusted accordingly.
Line 339: Line 338:
  
  
----- 
  
-=== AutoOCO Order ===+ 
 +==== AutoOCO Order ====
  
 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's 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.
  
 Example OrderSubmit message for an AutoOCO order: Example OrderSubmit message for an AutoOCO order:
 +
 +<code>
 +{
 +  "UserId": "",
 +  "HasUserId": false,
 +  "AccountId": "60B90323-E72A-4BBF-A129-3882019E622C",
 +  "MarketId": "XCME_Eq ES (H26)",
 +  "OrderLink": 2,
 +  "ManualOrderIndicator": true,
 +  "Orders": [
 +    {
 +      "BuySell": 1,
 +      "PriceType": 1,
 +      "TimeType": 0,
 +      "Volume": 1,
 +      "MaxShow": 0,
 +      "HasMaxShow": false,
 +      "MaxVolume": 0,
 +      "HasMaxVolume": false,
 +      "LimitPrice": {
 +        "Value": "685800"
 +      },
 +      "StopPrice": null,
 +      "TrailDistance": null,
 +      "Tag": "",
 +      "HasTag": false,
 +      "ActivationType": 0,
 +      "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>
 +
 +
 +
 +
 +==== Take Profit and Stop Loss ====
 +
 +Take profit and stop loss orders are a type of OCO order. The first order in the batch is the **Trigger Order**. Once it fills, the **Take Profit** and **Stop Loss** orders are submitted.
 +
 +Example OrderSubmit message for a Take Profit / Stop Loss order:
  
 <code> <code>
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    AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",    AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
    MarketId = "XCME_C ZC (H25)",    MarketId = "XCME_C ZC (H25)",
-   OrderLink = OrderLink.AutoOCO,+   OrderLink = OrderLink.OCO,
    Orders = [    Orders = [
       {       {
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          TimeType = TimeType.Normal,          TimeType = TimeType.Normal,
          Volume = 0,          Volume = 0,
-         LimitPrice = "2380.00"+         LimitPrice = "2385.00"
       },       },
       {       {
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          TimeType = TimeType.Normal,          TimeType = TimeType.Normal,
          Volume = 0,          Volume = 0,
-         StopPrice = "2365.00"+         StopPrice = "2360.00"
       }       }
    ]    ]
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 </code> </code>
  
 +When the **Trigger Order** executes, the **Take Profit** and **Stop Loss** orders are placed. If the price reaches the take profit level, the stop loss order is canceled, and vice versa.
  
----- 
  
-=== Take Profit and Stop Loss ===+==== Flatten Position ====
  
-Take profit and stop loss orders are a type of OCO order. The first order in the batch is the **Trigger Order**. Once it fills, the **Take Profit** and **Stop Loss** orders are submitted.+A Flatten Position Order closes the entire position in the specified market by submitting an offsetting order at market price.
  
-Example OrderSubmit message for a Take Profit / Stop Loss order:+Example **Flatten Position Order** message:
  
 <code> <code>
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    AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",    AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
    MarketId = "XCME_C ZC (H25)",    MarketId = "XCME_C ZC (H25)",
-   OrderLink = OrderLink.OCO, 
    Orders = [    Orders = [
       {       {
-         BuySell = BuySell.Buy, +         PriceType = PriceType.Flatten
-         PriceType = PriceType.Limit, +
-         TimeType = TimeType.Normal, +
-         Volume = 1, +
-         LimitPrice = "2375.00" +
-      }, +
-      { +
-         BuySell = BuySell.Sell, +
-         PriceType = PriceType.Limit, +
-         TimeType = TimeType.Normal, +
-         Volume = 0, +
-         LimitPrice = "2385.00" +
-      }, +
-      { +
-         BuySell = BuySell.Sell, +
-         PriceType = PriceType.StopMarket, +
-         TimeType = TimeType.Normal, +
-         Volume = 0, +
-         StopPrice = "2360.00"+
       }       }
    ]    ]
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 </code> </code>
  
-When the **Trigger Order** executes, the **Take Profit** and **Stop Loss** orders are placed. If the price reaches the take profit level, the stop loss order is canceled, and vice versa.+<bootnote> 
 +The Flatten Position order automatically determines the correct side (Buy/Sell) and volume based on the current position.  Clip size limits are ignored to ensure the entire position is closed. 
 +</bootnote> 
 + 
 + 
 +===== Order Status Summary Messages Reference =====
  
 +When displaying order status to end users, combining the ''OrderStatus'' and <del>OrderChange</del> fields provides more meaningful feedback than either field alone. The following table maps these field combinations to user-friendly status messages.
  
 +^ Order Status ^ Order Change ^ Status Summary Message ^ Notes ^
 +| **Finished States**  ||||
 +| Finished | ''PullFailed'', ''PullRejected'', ''PullRiskFailed'' | "Cancel Failed" | Includes StatusDetail |
 +| Finished | ''PullSuccess'', ''PullSent'', ''PullRiskSuccess'' //(with fills)// | "Completed, Partial Fill" | When TotalFillVolume ≠ 0 |
 +| Finished | ''PullSuccess'', ''PullSent'', ''PullRiskSuccess'' //(no fills)// | "Canceled" | When TotalFillVolume = 0 |
 +| Finished | ''TradeCompleted'' //(partial)// | "Completed, Partial Fill" | When TotalFillVolume < CurrentVolume |
 +| Finished | ''TradeCompleted'' //(full)// | "Completed, Filled" | When TotalFillVolume = CurrentVolume |
 +| Finished | ''StatusRequestFailed'', ''StatusRequestRejected'', ''StatusRequestRiskFailed'', ''StatusRequestRiskSuccess'', ''StatusRequestSent'', ''StatusRequestSuccess'', ''TagFailed'', ''TagSuccess'' //(partial)// | "Completed, Partial Fill, {OrderChange}" | When TotalFillVolume < CurrentVolume |
 +| Finished | ''StatusRequestFailed'', ''StatusRequestRejected'', ''StatusRequestRiskFailed'', ''StatusRequestRiskSuccess'', ''StatusRequestSent'', ''StatusRequestSuccess'', ''TagFailed'', ''TagSuccess'' //(full)// | "Completed, Filled, {OrderChange}" | When TotalFillVolume = CurrentVolume |
 +| Finished | ''RevisionRiskFailed'' //(filled)// | "Completed, Filled, {OrderChange}" | When TotalFillVolume = CurrentVolume |
 +| Finished | ''TradeBusted'' | "Completed, {OrderChange}" | |
 +| Finished | ''SubmissionSuccess'' //(RFQ only)// | "Completed" | Only for PriceType.RFQ |
 +| **Rejected States**  ||||
 +| Rejected | ''StatusRequestFailed'', ''StatusRequestRejected'', ''StatusRequestRiskFailed'', ''StatusRequestRiskSuccess'', ''StatusRequestSent'', ''StatusRequestSuccess'' | "Rejected, {OrderChange}" | Includes StatusDetail |
 +| Rejected | //(Other changes)// | "Rejected" | Includes StatusDetail |
 +| **Working States**  ||||
 +| Working | ''PullRiskSuccess'', ''PullSent'', ''PullSuccess'' | "Canceling..." | |
 +| Working | ''RevisionSent'', ''RevisionRiskSuccess'' | "Revising..." | |
 +| Working | ''RevisionSuccess'' | "Working, Revised" | |
 +| Working | ''RevisionFailed'', ''RevisionRejected'', ''RevisionRiskFailed'' | "Working, Revision Failed" | Includes StatusDetail |
 +| Working | ''PullFailed'', ''PullRejected'', ''PullRiskFailed'' | "Working, Cancel Failed" | Includes StatusDetail |
 +| Working | ''Trade'', ''SubmissionSent'', ''SubmissionSuccess'', ''SubmissionRiskSuccess'' | "Working..." | |
 +| Working | ''Handover'' | "Working, Handover" | |
 +| Working | ''Rollover'' | "Working, Rollover" | |
 +| Working | ''StatusRequestFailed'', ''StatusRequestRejected'', ''StatusRequestRiskFailed'', ''StatusRequestRiskSuccess'', ''StatusRequestSent'', ''StatusRequestSuccess'', ''TagFailed'', ''TagSuccess'' | "Working, {OrderChange}" | |
 +| Working | //(Any change with fills)// | "{Base Message}, Partial Fill" | Appended when TotalFillVolume > 0 |
 +| **None (Pre-Submission) States**  ||||
 +| None | None | "Submitting..." | |
 +| None | ''SubmissionRiskSuccess'' | "Submitting to Exchange" | |
 +| None | ''SubmissionRejected'', ''SubmissionRiskRejected'' | "Submission Rejected" | |
 +| None | ''SubmissionFailed'' | "Submission Failed" | |
 +| None | ''SubmissionSent'', ''SubmissionSuccess'' | "Submission Sent" | |
 +| **Held States**  ||||
 +| Held | //(Any)// | "Held on Server..." (Real Market) \\ "Held on Client..." (Non-Real Market) | |
  • developers/websocket/orders.1741990123.txt.gz
  • Last modified: 2025/03/14 22:08
  • by chad