Parameter Reference

Type

Class

Condition Object

Parameter	Type	Meaning
market_type	TradingType	Monitoring type Available parameters : Reference Automatic reference order object、Scheduled Time
symbol	string	Stock symbol
trigger	TriggerContent	Trigger condition Available parameters : BidPrice Bid price、AskPrice Ask price、MatchedPrice Matched price、TotalQuantity Total quantity、Time Time
trigger_value	string	Monitored condition value (Use HHMMSS for time)
comparison	Operator	Comparison value Available parametersGreaterThanOrEqual Greater than or equal to、LessThanOrEqualLess than or equal to 、 GreaterThan Greater than 、 LessThan Less than

info

1. Select Reference， trigger can be combined with BidPrice 、AskPrice 、MatchedPrice 、TotalQuantity 、 Time，if trigger Time，thenthe time condition is met，andtrigger only if the instrument trades within the time range
2. SelectScheduled ，symbolmust be empty""，triggermust be set toTime，thenthe system time is used for evaluation，whenthe time condition is met

ConditionOrder Object

Parameter	Type	Meaning
buy_sell	BSAction	Side
symbol	string	Stock symbol
price	string	Order price
quantity	int	Order quantity
market_type	ConditionMarketType	Market session Available parametersCommon Board lot、FixingFixing、IntradayOdd Intraday odd lot、Odd After-hours odd lot
price_type	ConditionPriceType	Price type : Available parameters :BidPrice Bid price、 AskPrice Ask price、MatchedPriceMatched price、Limit Limit、LimitUp 、LimitDown 、Market Market price、Reference Reference price(Previous close)
time_in_force	TimeInforce	Time in force : Available parameters :ROD、IOC、FOK
order_type	ConditionOrderType	Order type : Available parameters :StockCash、MarginMargin、ShortShort

TPSLOrder Object

Parameter	Type	Meaning
time_in_force	TimeInforce	Time in force : Available parameters :ROD、IOC、FOK
price_type	ConditionPriceType	Price type : Available parameters :BidPrice Bid price、 AskPrice Ask price、MatchedPriceMatched price、Limit Limit、LimitUp 、LimitDown 、Market Market price、Reference Reference price(Previous close)
order_type	ConditionOrderType	Order type : Available parameters :StockCash、MarginMargin、ShortShort
target_price	string	Take-profit/stop-loss trigger price
price	string	Take-profit/stop-loss order price
trigger (optional)	TriggerContent	Take-Profit/Stop-LossTrigger condition （Description）

info

priceType when it is limit，pricea price is required；otherwise use an empty string for price or None (>= ver. 2.2.4)

Take-Profit/Stop-LossTrigger condition

2.2.0 and laterAdded（2.1.1andand earlier do not have this field），canSetTake-Profit/Stop-LossPrice typeis 1. Matched price（MatchedPrice）；2. best bid（BidPrice）；3. best ask（AskPrice）

If unset, the default is Matched price（MatchedPrice）

TPSLWrapper Object

Parameter	Type	Meaning
stop_sign	StopSign	Stop condition : Available values Full Until fully filled、PartialUntil partially filled、UntilEndUntil expiry
tp	TPSLOrder Object (Optional)	Take-profit condition details
sl	TPSLOrder Object (Optional)	Stop-loss condition details
end_date	string (Optional : empty uses the parent order StartDate)	Condition stop date
intraday	bool (Optional)	After the full fill,Intraday day trading

Intraday day trading

When using day-trading conditional orders,，intraday must be set to True

TrailOrder

Parameter	Type	Meaning
symbol	string	Stock symbol
price	string	Base price (Note. accepts at most two decimal places，additional decimal places cause price refreshing to fail)
direction	Direction	Direction : Available values Up Up、Down Down
percentage	int	Up/down percentage
buysell	BSAction	Side : Available values Buy Buy 、Sell Sell
quantity	int	Order quantity (shares)
price_type	ConditionPriceType	Price type : Available values BidPrice Bid price、AskPrice Ask price、MatchedPrice Matched price、Market Market price、LimitUp Limit up、LimitDown Limit down、Reference Reference price(Previous close)
diff	int	Bid/ask price levels (number of levels added or subtracted based on priceType) ，positive values add upward levels、negative values add downward levels
time_in_force	TimeInForce	Time in force Available parametersis ROD、FOK、IOC
order_type	ConditionOrderType	Order type Available parametersis StockCash equity、MarginMargin、ShortShort

SplitDescription

Parameter	Type	Meaning
method	SliceType	Slice Condition : Available values : Type1 from start_time ，Everysecondssubmit one order，totaltotal_quantity，each order sends single_quantity Type2 from start_time to end_time ，Every interval secondssubmit one order，total total_quantity，add the remaining lots to the last order Type3 from start_time to end_time ，Every interval secondssubmit one order，total total_quantity，allocate the remaining lots backwards from the last order.
interval	int	Order interval (seconds)
single_quantity	int	Quantity per order (shares)
total_quantity	int (Optional)	Total order quantity (shares)
start_time	string	Start time
end_time	string (Optional)	End time

caution

Note，Total order quantitymustGreater thanQuantity per order。

ConditionOrderResult

Parameter	Type	Meaning
guid	string	Conditional Order ID

ConditionDayTrade Object

Parameter	Type	Meaning
day_trade_end_time	string	Pre-close offset time，Format "HHMMSS" (Example "131500")
auto_cancel	bool	Whether to cancel triggered orders after price refreshing ends
price	string	Order price (If no price is specified，ExampleMarket priceorders，use an empty string "")
price_type	ConditionPriceType	Order price

About the pre-close offset time

The allowed range is 130100 ~ 132000

Constants ( Fieldsmapped values )

BsAction

Side

Name	Meaning
Buy	Buy
Sell	Sell

ConditionMarketType

Market session

Name	Meaning
Common	Regular session
Fixing	Fixing
IntradayOdd	Intraday odd lot
Odd	After-hours odd lot

TradingType

Monitoring type

Name	Meaning
Reference	Automatic reference order object
Scheduled	Time

TriggerContent

Trigger condition

Name	Meaning
BidPrice	Bid price
AskPrice	Ask price
MatchedPrice	Matched price
TotalQuantity	Total quantity
Time	Time

Operator

Name	Meaning
GreaterThanOrEqual	Greater than or equal to
LessThanOrEqual	Less than or equal to
GreaterThan	Greater than
LessThan	Less than

StopSign

Name	Meaning
Full	Until fully filled
Partial	Until partially filled
UntilEnd	Until expiry

TimeInForce

Time in force (TimeInForce)

Name	Meaning
ROD	Rest of day(Rest of Day)
FOK	Fill or kill(Fill-or-Kill)
IOC	Immediate or cancel(Immediate-or-Cancel)

ConditionPriceType

Price type (ConditionPriceType)

Name	Meaning
Limit	Limit
BidPrice	Bid price
AskPrice	Ask price
Market	Market price
MatchedPrice	Matched price
LimitUp	Limit up
LimitDown	Limit down
Reference	Reference price(Previous close)

ConditionOrderType

Order type (ConditionOrderType)

Name	Meaning
Stock	Cash
Margin	Margin
Short	Short

Direction

Trailing ProfitUp/Downtracking (direction)

Name	Meaning
Up	Up
Down	Down

SliceType

Order slicing type (SliceType)

Name	Meaning
Type1	fromStart time，Everysecondssubmit one order，submit N orders in total，each for M lots
Type2	From start to end，EveryXsecondssubmit one order，N lots in total，add the remaining lots to the last order
Type3	From start to end，EveryXsecondssubmit one order，N lots in total，allocate the remaining lots backwards from the last order

ConditionStatus

Conditional order status (ConditionStatus)

Name	Meaning
Type1	Today-related query
Type2	Still-active orders
Type3	Condition evaluation in progress
Type4	Order processing
Type5	Order succeeded
Type6	Notified
Type7	Order failed
Type8	Has fills
Type9	Deletion succeeded
Type10	Error
Type11	Invalid

HistoryStatus

Historical conditional order status (HistoryStatus)

Name	Meaning
Type1	All conditional orders ( excluding deleted、Invalid)
Type2	Selectperiodwithinfully filled orders
Type3	Selectperiodwithinpartially filled orders
Type4	Selectperioddeleted orders
Type5	SelectperiodInvalidorders
Type6	Selectperiodwithintriggered records