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Order Submission

OrderSubmissionRequest dataclass

Bases: RequestBase

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

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.
action models.ActionType or None Intent of the order from the strategy's perspective (e.g., entry, exit).
signal str or None Optional signal name or identifier that triggered this order.
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 broker.

    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.                               |
    | `action`          | `models.ActionType` or `None` | Intent of the order from the strategy's perspective (e.g., entry, exit).   |
    | `signal`          | `str` or `None`               | Optional signal name or identifier that triggered this order.              |
    """

    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
    action: models.ActionType | None = None
    signal: str | None = None