Order Management

Fetching Orders

Retrieve a list of orders with optional filters using the get_orders() method:

orders = client.get_orders(
    expiration_timestamp=expiration_timestamp,
    instrument_id=instrument_id,
    instrument_name=instrument_name,
    instrument_type=instrument_type,
    is_expired=is_expired,
    option_type=option_type,
    ordering=ordering,
    status=status,
    strike_price=strike_price,
    limit=limit,
    offset=offset
)

Parameters:

expiration_timestamp (Optional[Union[str, List[str]]]): Filter by expiration timestamp (default is None)
instrument_id (Optional[Union[int, List[int]]]): Filter by instrument ID (default is None)
instrument_name (Optional[Union[str, List[str]]]): Filter by instrument name (default is None)
instrument_type (Optional[Union[InstrumentType, List[InstrumentType]]]): Filter by instrument type (default is None)
is_expired (Optional[bool]): Filter by expired status (default is None)
option_type (Optional[Union[OptionType, List[OptionType]]]): Filter by option type (default is None)
ordering (Optional[str]): Ordering of the results (default is None)
status (Optional[Union[OrderStatus, List[OrderStatus]]]): Filter by order status (default is None)
strike_price (Optional[Union[float, List[float]]]): Filter by strike price (default is None)
limit (Optional[int]): Limit the number of results (default is None)
offset (Optional[int]): Offset the results (default is None)

The returned list contains Order objects with the following attributes:

id: The unique identifier of the order, as an int
instrument: The instrument associated with the order, as a SimpleInstrument object
average_price_matched: The average price matched in the order, as a float
price: The price of the order, as a float
quantity: The quantity in the order, as a float
quantity_filled: The quantity filled in the order, as an int
side: The side of the order (BUY or SELL), as an OrderSide object
created_at: The timestamp when the order was created, as a string
status: The status of the order, as an OrderStatus object
order_type: The type of the order, as an OrderType object
is_liquidation: Whether the order is a liquidation or not, as a bool
user: The identifier of the user who placed the order, as an int

Placing Orders

Place one or multiple orders on the options exchange using the place_order() method:

orders_to_place = [OrderInput(quantity=2, side=OrderSide.SELL, order_type=OrderType.LIMIT, price=100, instrument_id=1)]

placed_orders = client.place_order(orders_to_place)

Parameters:

orders: A single order (OrderInput) or a list of orders (List[OrderInput]) to be placed

The returned list contains Order objects, each containing information about the placed order(s). These objects' attributes are the same as those listed for the get_orders() method.

Canceling Orders

Cancel a single order by its order_id using the cancel_order() method:

order_id = "1234567890"
response = client.cancel_order(order_id)

Parameters:

order_id: The ID of the order that should be canceled, as a string

The returned dictionary contains a status code and a message confirming the order cancellation.

Canceling All Orders

Cancel all orders that match the given filters using the cancel_all_orders() method:

response = client.cancel_all_orders(
    expiration_timestamp=expiration_timestamp,
    instrument_id=instrument_id,
    instrument_name=instrument_name,
    instrument_type=instrument_type,
    strike_price=strike_price
)

Parameters:

expiration_timestamp (Optional[Union[str, List[str]]]): The expiration timestamp of the options to be canceled, by default None
instrument_id (Optional[Union[int, List[int]]]): The ID of the instrument(s) whose orders should be canceled, by default None
instrument_name (Optional[Union[str, List[str]]]): The name of the instrument(s) whose orders should be canceled, by default None
instrument_type (Optional[Union[str, List[str]]]): The type of instrument(s) whose orders should be canceled, by default None
strike_price (Optional[Union[float, List[float]]]): The strike price(s) of the options to be canceled, by default None

The returned dictionary contains a status code and a message confirming the cancellation of all matching orders.

Reducing Order Quantity

Reduce the quantity of a single order by the given amount using the reduce_order() method:

order_id = 1234567890
quantity_to_reduce = 1
response = client.reduce_order(order_id, quantity_to_reduce)

Parameters:

order_id: The ID of the order that should be reduced, as an int
quantity: The amount by which the order quantity should be reduced, as an int

The returned dictionary contains a status code and a message confirming the reduction of the order quantity.