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Order Submission

OrderSubmissionRequest dataclass

Bases: RequestBase

Event representing a request to submit a new order to a brokers.

The system_order_id is a unique identifier assigned by the system to the order submission request by default at object creation.

Field Type Semantics
ts_event_ns int Time at which the submission 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 unique identifier for the order submission.
symbol str Identifier of the traded instrument.
order_type models.OrderType Execution constraint of the order.
side models.TradeSide Direction of the trade.
quantity float Requested order quantity.
limit_price float or None Limit price, if applicable to the order type.
stop_price float or None Stop price, if applicable to the order type.
Source code in src/onesecondtrader/events/requests/order_submission.py 
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@dataclasses.dataclass(kw_only=True, frozen=True, slots=True)
class OrderSubmissionRequest(RequestBase):
    """
    Event representing a request to submit a new order to a brokers.

    The `system_order_id` is a unique identifier assigned by the system to the order submission request by default at object creation.

    | Field             | Type                     | Semantics                                                                  |
    |-------------------|--------------------------|----------------------------------------------------------------------------|
    | `ts_event_ns`     | `int`                    | Time at which the submission 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 unique identifier for the order submission.                |
    | `symbol`          | `str`                    | Identifier of the traded instrument.                                       |
    | `order_type`      | `models.OrderType`       | Execution constraint of the order.                                         |
    | `side`            | `models.TradeSide`       | Direction of the trade.                                                    |
    | `quantity`        | `float`                  | Requested order quantity.                                                  |
    | `limit_price`     | `float` or `None`        | Limit price, if applicable to the order type.                              |
    | `stop_price`      | `float` or `None`        | Stop price, if applicable to the order type.                               |
    """

    system_order_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
    order_type: models.OrderType
    side: models.TradeSide
    quantity: float
    limit_price: float | None = None
    stop_price: float | None = None