Differences

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

--- developers:websocket:orders [2026/01/26 13:17] – chad
+++ developers:websocket:orders [2026/03/05 16:43] (current) – [AutoOCO Order] frank
@@ Line 344: / Line 344: @@
 An AutoOCO Order is a batch of three orders:
   * 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.
@@ Line 351: / Line 351: @@
 <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>
@@ Line 455: / Line 496: @@
 ^ Order Status ^ Order Change ^ Status Summary Message ^ Notes ^
-|  **Finished States**  ||||
+| **Finished States**  ||||
 | Finished | ''PullFailed'', ''PullRejected'', ''PullRiskFailed'' | "Cancel Failed" | Includes StatusDetail |
 | Finished | ''PullSuccess'', ''PullSent'', ''PullRiskSuccess'' //(with fills)// | "Completed, Partial Fill" | When TotalFillVolume ≠ 0 |
@@ Line 466: / Line 507: @@
 | Finished | ''TradeBusted'' | "Completed, {OrderChange}" | |
 | Finished | ''SubmissionSuccess'' //(RFQ only)// | "Completed" | Only for PriceType.RFQ |
-|  **Rejected States**  ||||
+| **Rejected States**  ||||
 | Rejected | ''StatusRequestFailed'', ''StatusRequestRejected'', ''StatusRequestRiskFailed'', ''StatusRequestRiskSuccess'', ''StatusRequestSent'', ''StatusRequestSuccess'' | "Rejected, {OrderChange}" | Includes StatusDetail |
 | Rejected | //(Other changes)// | "Rejected" | Includes StatusDetail |
-|  **Working States**  ||||
+| **Working States**  ||||
 | Working | ''PullRiskSuccess'', ''PullSent'', ''PullSuccess'' | "Canceling..." | |
 | Working | ''RevisionSent'', ''RevisionRiskSuccess'' | "Revising..." | |
@@ Line 480: / Line 521: @@
 | 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 (Pre-Submission) States**  ||||
 | None | None | "Submitting..." | |
 | None | ''SubmissionRiskSuccess'' | "Submitting to Exchange" | |
@@ Line 486: / Line 527: @@
 | None | ''SubmissionFailed'' | "Submission Failed" | |
 | None | ''SubmissionSent'', ''SubmissionSuccess'' | "Submission Sent" | |
-|  **Held States**  ||||
+| **Held States**  ||||
 | Held | //(Any)// | "Held on Server..." (Real Market) \\ "Held on Client..." (Non-Real Market) | |