order

Generated from the engine catalog by tools/gen-docs.mjs; do not edit.

Constants

order.avg_fill

order.avg_fill(id) -> num

Average fill price (na before the first fill).

order.broker_order_id

order.broker_order_id(id) -> text

The broker's order id ("" until confirmed).

order.cancel

order.cancel(id)

Cancels a pending order or bracket.

order.cancel_all

order.cancel_all()

Cancels every pending order and bracket.

order.client_id

order.client_id(id) -> text

Client order id of the latest signal of order id (sent to the broker as tag / clientorderid).

order.filled_qty

order.filled_qty(id) -> num

Quantity filled so far.

order.is_cancelled

order.is_cancelled(id) -> bool

True when order id was cancelled or expired.

order.is_confirmed

order.is_confirmed(id) -> bool

True when the broker accepted order id (open, partly or fully filled).

order.is_filled

order.is_filled(id) -> bool

True once order id is completely filled.

order.is_open

order.is_open(id) -> bool

True while order id is waiting (pending, sent, open or partly filled).

order.is_rejected

order.is_rejected(id) -> bool

True when the broker (or the simulated broker) rejected order id.

order.limit

order.limit(id, side, price, qty = na, group = , tag = , tif = order.gtc)

Limit order, active from the next bar.

order.market

order.market(id, side, qty = na, group = , tag = , tif = order.gtc)

Market order, filled at the next bar's open (or this close with fill=close).

order.message

order.message(id) -> text

The executor's message for order id (rejection reason, ...).

order.next_client_id

order.next_client_id(id, action = market) -> text

The client order id a signal of order id with this action would get on this bar (for logs and tags).

order.route

order.route(id, broker = , symbol = , account = , options = , client_id = )

Where the executor sends order id ("" = every order without its own route): broker, instrument, account alias, broker options "k=v;k=v" and an optional fixed client order id.

order.route("L", broker = "zerodha", symbol = "NSE:INFY", options = "product=MIS;variety=regular")

order.status

order.status(id) -> text

Status of order id: none, pending (simulated), sent, open, partial, filled, rejected or cancelled. Live bots read the executor's confirmations; backtests and paper read the simulated broker.

order.stop

order.stop(id, side, price, qty = na, group = , tag = , tif = order.gtc)

Stop order, active from the next bar.

order.stop_limit

order.stop_limit(id, side, stop, limit, qty = na, group = , tag = , tif = order.gtc)

Stop-limit order.