List of Enumerations
Class
Class
Condition Object
Parameter | Type | Meaning |
---|---|---|
market_type | TradingType | Trading Type Valid in : Reference Reference to order object、Scheduled Time |
symbol | string | Symbol |
trigger | TriggerContent | Trigger Condition Valid in : BidPrice 、AskPrice 、MatchedPrice 、TotalQuantity 、Time |
trigger_value | string | Trigger Value |
comparison | Operator | Direction Valid in : GreaterThanOrEqual 、LessThanOrEqual 、GreaterThan 、LessThan |
info
- When using
Reference
, trigger can beBidPrice
、AskPrice
、MatchedPrice
、TotalQuantity
orTime
. If the trigger isTime
, then the order would be triggered if the time condition is true and the reference product has actully trade happened with in the time range. - When selecting
Scheduled
, symbol should be empty "", and the trigger must beTime
. It would use the system time to determine if the order to be triggered when the time condition is true.
ConditionOrder Object
Parameter | Type | Meaning |
---|---|---|
buy_sell | BSAction | Buy/Sell Type valid in Buy 、 Sell |
symbol | string | Symbol |
price | string | Order Price |
quantity | int | Order Quantity |
market_type | ConditionMarketType | Trading Session valid in Common 、Fixing 、IntradayOdd 、Odd |
price_type | ConditionPriceType | Price Type valid in : Limit 、LimitUp 、LimitDown 、Market 、 BidPrice Bid Price、AskPrice Ask Price、Reference Reference Price (Flat Price)、MatchedPrice current market price |
time_in_force | TimeInForce | Time In Force valid in ROD 、FOK 、IOC |
order_type | ConditionOrderType | Order Type valid in : Stock 、Margin 、Short |
TPSLOrder Object
Parameter | Type | Meaning |
---|---|---|
time_in_force | TimeInforce | Time In Force valid in : ROD 、FOK 、 IOC |
price_type | ConditionPriceType | Price Type valid in : Limit 、LimitUp 、LimitDown 、Market 、 BidPrice Bid Price、AskPrice Ask Price、Reference Reference Price (Flat Price)、MatchedPrice current market price |
order_type | ConditionOrderType | Order Type valid in : Stock 、Margin 、Short |
target_price | string | Take Profit / Stop Loss Trigger Price |
price | string | Take Profit / Stop Loss Order Price |
trigger (optional) | TriggerContent | Take Profit / Stop Loss TriggerContent (details below) |
info
When priceType
equals limit
, should fill in price
; Otherwise, price equals empty string ""
TP/SL Trigger Content
New parameter added since v2.2.0 (v2.1.1 and earlier version do not have this parameter). This can be used to set the trigger price type for take-profit/stop-loss order. The price type can be one of the follows: 1. MatchedPrice, 2. BidPrice, 3. AskPrice
If the parameter is not set manually, the function use the default value MatchedPrice.
TPSLWrapper Object
Parameter | Type | Meaning |
---|---|---|
stop_sign | StopSign | Stop Condition : Valid Full Until Fully filled、Partial Once Filled happened 、 UntilEnd Until Expiry |
tp | TPSLOrder Object (Optional) | TP Object |
sl | TPSLOrder Object (Optional) | SL Object |
end_date | string (Optional : null equals Condition startDate) | TP / SL EndDate |
intraday | bool (Optional) | When Fully Filled Then Execuate Intraday DayTrade |
TrailOrder
Parameter | Type | Meaning |
---|---|---|
symbol | string | symbol |
price | string | Activate Price (Note. Can only take up to two decimal places, otherwise it will fail to be activated.) |
direction | Direction | Direction : Valid Up 、Down |
percentage | int | Up / down percentage |
buy_sell | BSAction | Buy / Sell Type : Valid Buy 、Sell |
quantity | int | Order Quantity |
price_type | ConditionPriceType | PriceType : Valid BidPrice Bid Price、AskPrice Ask Price、MatchedPrice Current Price、Market 、LimitUp 、LimitDown 、Reference Reference Price (Flat Price) |
diff | int | Buy / Sell Ticker ( Base on priceType up / down) |
time_in_force | TimeInForce | Time In Force Valid ROD 、FOK 、IOC |
order_type | ConditionOrderType | OrderType Valid Stock Common Stock、Margin 、Short Short Sale |
SplitDescription
Parameter | Type | Meaning |
---|---|---|
method | SliceType | Slice Condition : Valid in : Type1 Starting from start_time , send one order every interval seconds, for total_quantity , with single_quantity shares per order Type2 Starting from start_time , send one order every interval seconds, for total_quantity . The remaining shares will be aggregated and included in the last order Type3 Starting from start_time , send one order every interval seconds, for total_quantity . Distribute the remaining shares starting from the last order backwards. |
interval | interval | The Interval Between Orders (seconds) |
single_quantity | int | Single Order Shares |
total_quantity | int (Optional) | Total Order Shares |
start_time | string | Start Time |
end_time | string (Optional) | End Time |
caution
totalQuantity
must be greater than single_quantity
.
ConditionOrderResult
Parameter | Type | Meaning |
---|---|---|
guid | string | Condition Order Serial Number |
Constants ( Corresponding Values for Returned Fields )
BsAction
Name | Meaning |
---|---|
Buy | Buy |
Sell | Sell |
ConditionMarketType
Trading Session Type
Name | Meaning |
---|---|
Common | Regular Session |
Fixing | Fixing Session |
IntradayOdd | Intraday Odd Lot |
Odd | Odd |
TradingType
Name | Meaning |
---|---|
Reference | Reference to order object |
Scheduled | Time |
Index | Index |
TriggerContent
Name | Meaning |
---|---|
BidPrice | Bid Price |
AskPrice | Sell Price |
MatchedPrice | Matched Price |
TotalQuantity | Total Quantity |
Time | Time |
Operator
Name | Meaning |
---|---|
GreaterThanOrEqual | Greater Than or Equal |
LessThanOrEqual | Less Than or Equal |
GreaterThan | Greater Than |
LessThan | Less Than |
StopSign
Name | Meaning |
---|---|
Full | Until Fully Filled |
Partial | Once Filled Happen |
UntilEnd | Until Expiry |
Direction
Take Profit trace up / down/ (direction)
Name | Meaning |
---|---|
Up | Up |
Down | Down |
SliceType
Name | Meaning |
---|---|
Type1 | Starting from start_time , send one order every interval seconds, for total_quantity , with single_quantity shares per order |
Type2 | Starting from start_time , send one order every interval seconds, for total_quantity . The remaining shares will be aggregated and included in the last order |
Type3 | Starting from start_time , send one order every interval seconds, for total_quantity . Distribute the remaining shares starting from the last order backwards |
TimeInForce
Name | Meaning |
---|---|
ROD | Rest of Day |
FOK | Fill-or-Kill |
IOC | Immediate-or-Cancel |
ConditionPriceType
PriceType (ConditionPriceType)
Name | Meaning |
---|---|
Limit | Limit |
BidPrice | Bid Price |
AskPrice | Ask Price |
Market | Market Price |
MatchedPrice | Current Price |
LimitUp | Limit Up |
LimitDown | Limit Down |
Reference | Reference Price (Flat Price) |
ConditionOrderType
OrderType (ConditionOrderType)
Name | Meaning |
---|---|
Stock | Common Stock |
Margin | Margin |
Short | Short Sale |
ConditionStatus
Name | Meaning |
---|---|
Type1 | Query Today's Working Condition Order |
Type2 | Valid Orders Remaining |
Type3 | Condition Matching |
Type4 | Order Processing |
Type5 | Order Successful |
Type6 | Notified |
Type7 | Order Failed |
Type8 | Filled |
Type9 | Delete Successful |
Type10 | Exception |
Type11 | Expired |
HistoryStatus
Name | Meaning |
---|---|
Type1 | All condition orders (excluding deleted and expired) |
Type2 | Fully filled within the selected period |
Type3 | Partial filled within the selected period |
Type4 | Canceled within the selected period |
Type5 | Expired within the selected period |
Type6 | Triggered records within the selected period |