Trading and Orders

Each order generates events over its life as its status changes. Your algorithm receives these events through the OnOrderEventon_order_event and OnAssignmentOrderEventon_assignment_order_event methods. The OnOrderEventon_order_event event handler receives all order events. The OnAssignmentOrderEventon_assignment_order_event receives order events for Option assignments. The event handlers receive an OrderEvent object, which contains information about the order status.

public override void OnOrderEvent(OrderEvent orderEvent)
{
    var order = Transactions.GetOrderById(orderEvent.OrderId);
    if (orderEvent.Status == OrderStatus.Filled)
    {
        Debug($"{Time}: {order.Type}: {orderEvent}");
    }
}

public override void OnAssignmentOrderEvent(OrderEvent assignmentEvent)
{
    Log(assignmentEvent.ToString());
}

def on_order_event(self, orderEvent: OrderEvent) -> None:
    order = self.transactions.get_order_by_id(orderEvent.order_id)
    if orderEvent.status == OrderStatus.FILLED:
        self.debug(f"{self.time}: {order.type}: {orderEvent}")

def on_assignment_order_event(self, assignmentEvent: OrderEvent) -> None:
    self.log(str(assignmentEvent))

To get a list of all OrderEvent objects for an order, call the OrderEvents method of the order ticket.

var orderEvents = orderTicket.OrderEvents();

order_events = order_ticket.order_events()

If you don't have the order ticket, get the order ticket from the TransactionManager.

Orders can have any of the following states:

The OnOrderEventon_order_event and OnAssignmentOrderEventon_assignment_order_event event handlers in your algorithm receive OrderEvent objects, which have the following attributes: