Orders Management
S# provides a wide range of functionality for efficient management of trading orders at all stages of their lifecycle. This section covers key aspects of working with orders in trading applications.
Main Features
- Order creation - formation of various types of trading orders (market, limit, stop orders, etc.)
- Status tracking - receiving up-to-date information about the current status of orders
- Order management - cancellation, modification, and replacement of existing orders
- Event handling - responding to events of registration, execution, and cancellation of orders
- Bulk operations - efficient work with groups of orders
Order Lifecycle
Each order in S# goes through certain lifecycle stages:
- Creation - forming an Order object with necessary parameters
- Registration - sending the order to the trading system
- Execution - partial or complete execution of the order, formation of trades
- Completion - complete execution, cancellation, or rejection of the order
The API provides detailed information about the state of the order at each stage, which allows building complex trading algorithms with precise execution control.
Integration with Trading Strategies
The order management mechanism is closely integrated with components for developing trading strategies Strategy, which allows:
- Encapsulating order management logic within the strategy
- Automatically tracking and processing events of order registration and execution
- Using a unified approach to order management both in real trading and during testing