Order entry

• Order entry

  • Place limit order

    • Order request fields

    • Order types

    • Time-in-force instructions

  • 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, TimeInForceEnum

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")