Using the API, how to handle multiple orders with stops?

C2
1

How do I submit an automated order if I have multiple orders pending?

Examples:

On 2/25 - Buy 10 IBM at market with Stop limit of 225.00
ID = 11111111

On 2/27 - Buy 10 IBM at market with Stop limit of 230.00
ID = 22222222

I need to sell 10 IBM, and delete the Stop order
for ID=11111111.

If I’m using the programmer’s API, What series of orders / commands do I need to execute?

NewStrategyOrder
CancelStrategyOrder
ReplaceStrategyOrder

Which combination of functions do I need to execute?

Please advise

2

Hello,

Here is the endpoint template that can be used to create an entry or exit order:

https://api-docs.collective2.com/apis/general/swagger/strategies

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
  "Order": {
    "id": "<long>",
    "orderId": "<string>",
    "strategyId": "<long>",
    "strategyName": "<string>",
    "signalId": "<long>",
    "orderType": "2",
    "side": "2",
    "openClose": "C",
    "orderQuantity": "<double>",
    "limit": "<double>",
    "stop": "<double>",
    "tif": "1",
    "profitTarget": "<double>",
    "stopLoss": "<double>",
    "doNotCreateOCAGroup": null,
    "cancelReplaceSignalId": "<long>",
    "parentSignalId": "<long>",
    "doNotSyncToOpen": null,
    "c2Symbol": {
      "fullSymbol": "<string>",
      "symbolType": "<string>",
      "underlying": "<string>",
      "expiry": "<string>",
      "putOrCall": "<string>",
      "strikePrice": "<double>",
      "description": "<string>"
    },
    "exchangeSymbol": {
      "symbol": "<string>",
      "currency": "<string>",
      "securityExchange": "<string>",
      "securityType": "<string>",
      "maturityMonthYear": "<string>",
      "putOrCall": "<integer>",
      "strikePrice": "<double>",
      "priceMultiplier": "<double>"
    },
    "rejectMessage": "<string>"
  }
}

Since we do not support stop limit orders, I used a simple limit entry order in my sample and tried to replicate your logic (using Postman):

BUY AT MARKET: 10 IBM

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
    "Order": {
        "StrategyId": 148707328,
        "OrderType": "1",
        "Side": "1",
        "OrderQuantity": 10,
        "TIF": "0",
        "C2Symbol": {
            "FullSymbol": "IBM",
            "SymbolType": "stock"
        }
    }
}

{
    "Results": [
        {
            "SignalId": 151021037
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

PLACE AN ENTRY LIMIT using PARENT SIGNAL ID

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
    "Order": {
        "StrategyId": 148707328,
        "OrderType": "2",
        "Side": "1",
        "OrderQuantity": 10,
        "Limit": "225.00",
        "parentSignalId": "151021037",
        "TIF": "0",
        "C2Symbol": {
            "FullSymbol": "IBM",
            "SymbolType": "stock"
        }
    }
}

{
    "Results": [
        {
            "SignalId": 151021062
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

REPEAT THE SAME PROCESS 2 DAYS LATER (we will support ParkOrder in API v4 very soon)

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
    "Order": {
        "StrategyId": 148707328,
        "OrderType": "1",
        "Side": "1",
        "OrderQuantity": 10,
        "TIF": "0",
        "C2Symbol": {
            "FullSymbol": "IBM",
            "SymbolType": "stock"
        }
    }
}

{
    "Results": [
        {
            "SignalId": 151021166
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

PLACE AN ENTRY LIMIT using PARENT SIGNAL ID

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
    "Order": {
        "StrategyId": 148707328,
        "OrderType": "2",
        "Side": "1",
        "OrderQuantity": 10,
        "Limit": "230.00",
        "parentSignalId": "151021166",
        "TIF": "0",
        "C2Symbol": {
            "FullSymbol": "IBM",
            "SymbolType": "stock"
        }
    }
}

{
    "Results": [
        {
            "SignalId": 151021189
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

SELL 10 (partially close position)

https://api4-general.collective2.com/Strategies/NewStrategyOrder

{
    "Order": {
        "StrategyId": 148707328,
        "OrderType": "1",
        "Side": "2",
        "OrderQuantity": 10,
        "TIF": "0",
        "C2Symbol": {
            "FullSymbol": "IBM",
            "SymbolType": "stock"
        }
    }
}

{
    "Results": [
        {
            "SignalId": 151021217
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

AND CANCEL THE DESIRED LIMIT (signal: 151021062)

https://api4-general.collective2.com/Strategies/CancelStrategyOrder?StrategyId=148707328&SignalId=151021062

{
    "Results": [
        {
            "SignalId": 151021062
        }
    ],
    "ResponseStatus": {
        "ErrorCode": "200"
    }
}

Let me know if I missed something…
I hope this helps

1 Like