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Order Modification

OrderModificationRequest dataclass

Bases: RequestBase

Event representing a request to modify an existing order.

Field Type Semantics
ts_event_ns int Time at which the modification request was issued, as UTC epoch nanoseconds.
ts_created_ns int Time at which the event object was created, as UTC epoch nanoseconds.
system_order_id uuid.UUID System-assigned identifier of the order to be modified.
symbol str Identifier of the traded instrument.
quantity float or None Updated order quantity, if modified.
limit_price float or None Updated limit price, if modified.
stop_price float or None Updated stop price, if modified.
Source code in src/onesecondtrader/events/requests/order_modification.py 
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@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
class OrderModificationRequest(RequestBase):
    """
    Event representing a request to modify an existing order.

    | Field             | Type              | Semantics                                                                    |
    |-------------------|-------------------|------------------------------------------------------------------------------|
    | `ts_event_ns`     | `int`             | Time at which the modification request was issued, as UTC epoch nanoseconds. |
    | `ts_created_ns`   | `int`             | Time at which the event object was created, as UTC epoch nanoseconds.        |
    | `system_order_id` | `uuid.UUID`       | System-assigned identifier of the order to be modified.                      |
    | `symbol`          | `str`             | Identifier of the traded instrument.                                         |
    | `quantity`        | `float` or `None` | Updated order quantity, if modified.                                         |
    | `limit_price`     | `float` or `None` | Updated limit price, if modified.                                            |
    | `stop_price`      | `float` or `None` | Updated stop price, if modified.                                             |
    """

    quantity: float | None = None
    limit_price: float | None = None
    stop_price: float | None = None