Order entry

• Order entry

  • Place limit order

    • Order request fields

    • Order types

    • Time-in-force instructions

  • Orderflow channel

  • Stream orderflow

  • Cancel order

  • Cancel all orders

Place limit order

Place a limit order for a tradable product. If an execution venue isn't specified, the default venue for the symbol will be used. Depending on the time-in-force instruction, the order may require additional parameters.

Python

from decimal import Decimal
from architect_py import OrderDir

order = await client.place_limit_order(
    symbol="BTC Crypto/USD",
    execution_venue="COINBASE",
    account=None,                   # required for some venues
    dir=OrderDir.BUY,
    quantity=Decimal(1),
    limit_price=Decimal(10000),
    post_only=True,                 # optional
)

print(order.status)

Order request fields

Field	Required	Description
id	N	Order ID to assign to the order; if not specified, the Architect OEMS will assign one randomly.
symbol	Y	Tradable product
dir	Y	Order side; BUY or SELL
quantity	Y	Order quantity
trader	N	Trader effecting the order; if not specified, Architect uses the logged-in user
account	N	Account for the order; if not specified, Architect will use the trader's default account configured for the execution venue.
order_type	Y	Order type
limit_price	N*	Required for certain order types
post_only	N*	Required for certain order types
trigger_price	N*	Required for certain order types
time_in_force	Y	Order time-in-force instruction
execution_venue	N	Execution venue for the order; if not specified, Architect will use the primary venue for the symbol.

Order types

Order type	Description	Required fields
LIMIT	Limit order; execute no worse than the limit price specified.	limit_price post_only: only place the order if it would rest in the book; do not take
STOP_LOSS_LIMIT	Stop-limit order; if the trigger price is breached, place a limit order at the price specified.	limit_price trigger_price
TAKE_PROFIT_LIMIT	Take-profit order; if the trigger price is breached, place a limit order at the price specified.	limit_price trigger_price

Time-in-force instructions

TIF instruction	Description
GTC	Good-til-cancel
GTD	Good-til-date; datetime must be specified
DAY	Day order
IOC	Immediate-or-cancel
FOK	Fill-or-kill
ATO	At-the-open
ATC	At-the-close

Cancel order

Request to cancel an order by order ID. Cancel requests are asynchronous and return immediately. The order is canceled when the exchange confirms the cancellation.

A working order is only canceled when the exchange confirms the cancellation, which can be checked by polling the order status.

Python

cancel = await client.cancel_order("12345678-1234-5678-1234-567812345678:0")  

print(cancel.status)

Cancel all orders

Request to cancel all orders matching the selectors.

Python

await client.cancel_all_orders(execution_venue="CME")

Orderflow channel

The most efficient way to trade using the Architect OEMS is to use the bidirectional orderflow channel. This is similar to a websocket or FIX session where one connection is opened and maintained for an entire trading session. The client will send place order and cancel order requests and receive order status updates and fills in realtime.

The specific mechanics of using the orderflow channel depend on the specific language SDK's implementation.

Python

Example coming soon

Stream orderflow

Subscribe to orderflow events, order status updates, fills from the Architect OEMS. The events streamed are the same as those received by the orderflow bidirectional channel.

Python

See examples/orderflow_streaming.py for a more comprehensive example.

async for event in client.stream_orderflow():
    print(event)

Get open orders

Get all open orders matching the selectors.

Python

orders = await client.get_open_orders()

for order in orders:
    print(order.id)

Get historical orders

Get all historical orders (orders whose statuses are not PENDING nor OPEN) matching the selectors. If order_ids is not specified, then from_inclusive and to_exclusive are required.

Python

orders = await client.get_historical_orders()

for order in orders:
    print(order.id)

Get fills

Get all fills matching the selectors.

Python

res = await client.get_fills()

for fill in res.fills:
    print(fill.id)

Fill IDs

Architect attempts to uniquely identify fills, executions, or trades across all venues. They are typically UUIDv5s which are derived from exchange fill IDs and other characteristics of the fill necessary to make the identifications unambiguous.