API Reference

V1

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Orders

Place, monitor, and manage trading orders.

Get Orders

client.V1.Orders.GetOrders(ctx, accountID, query) (*V1OrderGetOrdersResponse, error)

GET/v1/accounts/{account_id}/orders

Get Order By ID

client.V1.Orders.GetOrderByID(ctx, orderID, query) (*V1OrderGetOrderByIDResponse, error)

GET/v1/accounts/{account_id}/orders/{order_id}

Submit Orders

client.V1.Orders.SubmitOrders(ctx, accountID, body) (*V1OrderSubmitOrdersResponse, error)

POST/v1/accounts/{account_id}/orders

Replace Order

client.V1.Orders.ReplaceOrder(ctx, orderID, params) (*V1OrderReplaceOrderResponse, error)

PATCH/v1/accounts/{account_id}/orders/{order_id}

Cancel Open Order

client.V1.Orders.CancelOpenOrder(ctx, orderID, body) (*V1OrderCancelOpenOrderResponse, error)

DELETE/v1/accounts/{account_id}/orders/{order_id}

Cancel All Open Orders

client.V1.Orders.CancelAllOpenOrders(ctx, accountID, body) (*V1OrderCancelAllOpenOrdersResponse, error)

DELETE/v1/accounts/{account_id}/orders

Get Executions

client.V1.Orders.GetExecutions(ctx, accountID, query) (*V1OrderGetExecutionsResponse, error)

GET/v1/accounts/{account_id}/executions

Preview Orders

client.V1.Orders.PreviewOrders(ctx, accountID, body) (*V1OrderPreviewOrdersResponse, error)

POST/v1/accounts/{account_id}/orders/preview

ModelsExpand Collapse

type Execution struct{…}

Represents a single fill of an order for an account.

ID string

Unique identifier for this execution report.

formatuuid

OrderID string

Identifier of the order this execution belongs to.

formatuuid

Quantity string

Filled quantity. For a strategy-level multileg fill this is the net strategy quantity, not a per-leg quantity.

Side Side

Side of the fill.

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

TransactionTime Time

Transaction timestamp in nanosecond precision (UTC).

formatdate-time

InstrumentID stringOptional

Unique instrument identifier. null when this is a strategy-level multileg fill whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

Price stringOptional

Fill price. null for multileg fills, whose price lives only at the leg level. When a null/undefined value is observed, it indicates it does not apply.

Symbol stringOptional

Trading symbol. null when this is a strategy-level multileg fill whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

UnderlyingInstrumentID stringOptional

Underlying instrument identifier for an option fill. Omitted for a non-derivative fill, when the underlier could not be resolved, or for a multileg fill (per-leg underliers live in legs[]). When a null/undefined value is observed, it indicates it does not apply.

formatuuid

UnderlyingInstrumentType SecurityTypeOptional

Type of the underlying instrument, alongside underlying_instrument_id. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

Venue stringOptional

Venue where this fill occurred, as reported by that venue. Distinct from an order’s venue, which is the routing destination. Codes are not normalized, so the format varies by venue. When a null/undefined value is observed, it indicates that there is no available data.

type ExecutionList []Execution

ID string

Unique identifier for this execution report.

formatuuid

OrderID string

Identifier of the order this execution belongs to.

formatuuid

Quantity string

Filled quantity. For a strategy-level multileg fill this is the net strategy quantity, not a per-leg quantity.

Side Side

Side of the fill.

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

TransactionTime Time

Transaction timestamp in nanosecond precision (UTC).

formatdate-time

InstrumentID stringOptional

Unique instrument identifier. null when this is a strategy-level multileg fill whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

Price stringOptional

Fill price. null for multileg fills, whose price lives only at the leg level. When a null/undefined value is observed, it indicates it does not apply.

Symbol stringOptional

Trading symbol. null when this is a strategy-level multileg fill whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

UnderlyingInstrumentID stringOptional

Underlying instrument identifier for an option fill. Omitted for a non-derivative fill, when the underlier could not be resolved, or for a multileg fill (per-leg underliers live in legs[]). When a null/undefined value is observed, it indicates it does not apply.

formatuuid

UnderlyingInstrumentType SecurityTypeOptional

Type of the underlying instrument, alongside underlying_instrument_id. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

Venue stringOptional

Venue where this fill occurred, as reported by that venue. Distinct from an order’s venue, which is the routing destination. Codes are not normalized, so the format varies by venue. When a null/undefined value is observed, it indicates that there is no available data.

type InstrumentIDOrSymbol string

Instrument identifier: either an instrument UUID or a symbol (symbol for equities, OSI for options). Non-UUID inputs are resolved server-side.

type NewOrderRequest struct{…}

Request to submit a new order

OrderType RequestOrderType

Type of order

One of the following:

const RequestOrderTypeMarket RequestOrderType = "MARKET"

const RequestOrderTypeLimit RequestOrderType = "LIMIT"

const RequestOrderTypeStop RequestOrderType = "STOP"

const RequestOrderTypeStopLimit RequestOrderType = "STOP_LIMIT"

const RequestOrderTypeTrailingStop RequestOrderType = "TRAILING_STOP"

const RequestOrderTypeTrailingStopLimit RequestOrderType = "TRAILING_STOP_LIMIT"

Quantity string

Quantity to trade. For COMMON_STOCK: shares (may be fractional if supported). For OPTION (single-leg): contracts (must be an integer)

Side Side

Side of the order

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

TimeInForce RequestTimeInForce

Time in force

One of the following:

const RequestTimeInForceDay RequestTimeInForce = "DAY"

const RequestTimeInForceGoodTillCancel RequestTimeInForce = "GOOD_TILL_CANCEL"

const RequestTimeInForceImmediateOrCancel RequestTimeInForce = "IMMEDIATE_OR_CANCEL"

const RequestTimeInForceFillOrKill RequestTimeInForce = "FILL_OR_KILL"

const RequestTimeInForceGoodTillDate RequestTimeInForce = "GOOD_TILL_DATE"

const RequestTimeInForceAtOpen RequestTimeInForce = "AT_OPEN"

const RequestTimeInForceAtClose RequestTimeInForce = "AT_CLOSE"

ID stringOptional

Optional client-provided unique ID (idempotency). Required to be unique per account.

maxLength64

ExpiresAt TimeOptional

The timestamp when the order should expire (UTC). Required when time_in_force is GOOD_TILL_DATE.

formatdate-time

ExtendedHours boolOptional

Allow trading outside regular trading hours. Some brokers disallow options outside RTH.

InstrumentID InstrumentIDOrSymbolOptional

Instrument ID (UUID) or symbol (equity ticker or OSI option symbol). Either symbol or instrument_id must be provided.

minLength1

LimitOffset stringOptional

Limit offset for trailing stop-limit orders (signed)

LimitPrice stringOptional

Limit price (required for LIMIT and STOP_LIMIT orders)

PositionIntent RequestPositionEffectOptional

Optional open/close intent for this order. When omitted, the platform determines the position effect.

One of the following:

const RequestPositionEffectOpen RequestPositionEffect = "OPEN"

const RequestPositionEffectClose RequestPositionEffect = "CLOSE"

StopPrice stringOptional

Stop price (required for STOP and STOP_LIMIT orders)

Strategy OrderStrategyUnionOptional

Optional execution strategy. One of SOR, VWAP, TWAP, or DMA. Defaults to SOR, the only strategy OTC common-stock orders support. VWAP and TWAP are supported only on MARKET and LIMIT orders, and DMA only on LIMIT orders; all three require DAY time-in-force. VWAP, TWAP, and DMA do not support extended_hours.

One of the following:

type OrderStrategyType struct{…}

Smart Order Router. Routes the order to the best available venue(s).

Type string

Execution strategy type.

type OrderStrategyObject struct{…}

Volume-Weighted Average Price. Works the order to track the volume-weighted average price over the execution window.

Type string

Execution strategy type.

EndAt TimeOptional

UTC timestamp (RFC 3339) by which to finish working the order. Defaults to market close.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which to begin working the order. Defaults to the time the order is received.

formatdate-time

type OrderStrategyObject2 struct{…}

Time-Weighted Average Price. Spreads execution evenly across the execution window.

Type string

Execution strategy type.

EndAt TimeOptional

UTC timestamp (RFC 3339) by which to finish working the order. Defaults to market close.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which to begin working the order. Defaults to the time the order is received.

formatdate-time

type OrderStrategyObject3 struct{…}

Direct Market Access. Routes the order straight to the named venue.

Destination string

Venue code the order is routed to.

Type string

Execution strategy type.

Symbol stringOptional

Trading symbol. For equities, use the ticker symbol (e.g., “TSLA”). For options, use the OSI symbol (e.g., “TSLA 250117C00190000”). Either symbol or instrument_id must be provided.

TrailingOffset stringOptional

Trailing offset amount (required for trailing orders)

TrailingOffsetType TrailingOffsetTypeOptional

Trailing offset type (PRICE or PERCENT_BPS)

One of the following:

const TrailingOffsetTypePrice TrailingOffsetType = "PRICE"

const TrailingOffsetTypeBps TrailingOffsetType = "BPS"

type Order struct{…}

A trading order with its current state and execution details.

This is the unified API representation of an order across its lifecycle, combining data from execution reports, order status queries, and parent/child tracking.

ID string

Engine-assigned unique identifier for this order (UUID).

AccountID int64

Account placing the order

formatint64

ClientOrderID string

Client-provided identifier echoed back.

CreatedAt Time

Timestamp when order was created (UTC)

formatdate-time

FilledQuantity string

Cumulative filled quantity

LeavesQuantity string

Remaining unfilled quantity

OrderType OrderType

Type of order (MARKET, LIMIT, etc.)

One of the following:

const OrderTypeMarket OrderType = "MARKET"

const OrderTypeLimit OrderType = "LIMIT"

const OrderTypeStop OrderType = "STOP"

const OrderTypeStopLimit OrderType = "STOP_LIMIT"

const OrderTypeTrailingStop OrderType = "TRAILING_STOP"

const OrderTypeTrailingStopLimit OrderType = "TRAILING_STOP_LIMIT"

const OrderTypeOther OrderType = "OTHER"

Quantity string

Total order quantity

Side Side

Side of the order (BUY or SELL)

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

Status OrderStatus

Current status of the order

One of the following:

const OrderStatusPendingNew OrderStatus = "PENDING_NEW"

const OrderStatusQueued OrderStatus = "QUEUED"

const OrderStatusPendingTrigger OrderStatus = "PENDING_TRIGGER"

const OrderStatusNew OrderStatus = "NEW"

const OrderStatusPartiallyFilled OrderStatus = "PARTIALLY_FILLED"

const OrderStatusFilled OrderStatus = "FILLED"

const OrderStatusCanceled OrderStatus = "CANCELED"

const OrderStatusRejected OrderStatus = "REJECTED"

const OrderStatusExpired OrderStatus = "EXPIRED"

const OrderStatusPendingCancel OrderStatus = "PENDING_CANCEL"

const OrderStatusPendingReplace OrderStatus = "PENDING_REPLACE"

const OrderStatusReplaced OrderStatus = "REPLACED"

const OrderStatusDoneForDay OrderStatus = "DONE_FOR_DAY"

const OrderStatusStopped OrderStatus = "STOPPED"

const OrderStatusSuspended OrderStatus = "SUSPENDED"

const OrderStatusCalculated OrderStatus = "CALCULATED"

const OrderStatusOther OrderStatus = "OTHER"

TimeInForce TimeInForce

Time in force instruction

One of the following:

const TimeInForceDay TimeInForce = "DAY"

const TimeInForceGoodTillCancel TimeInForce = "GOOD_TILL_CANCEL"

const TimeInForceImmediateOrCancel TimeInForce = "IMMEDIATE_OR_CANCEL"

const TimeInForceFillOrKill TimeInForce = "FILL_OR_KILL"

const TimeInForceGoodTillDate TimeInForce = "GOOD_TILL_DATE"

const TimeInForceAtOpen TimeInForce = "AT_OPEN"

const TimeInForceAtClose TimeInForce = "AT_CLOSE"

const TimeInForceOther TimeInForce = "OTHER"

UpdatedAt Time

Timestamp of the most recent update (UTC)

formatdate-time

Venue string

MIC code of the venue where the order is routed

AverageFillPrice stringOptional

Average fill price across all executions. For multileg orders this is the venue’s strategy-level average when reported, else the signed net package price derived from the leg averages: net debit positive, net credit negative, zero possible. When a null/undefined value is observed, it indicates that there is no available data.

Details []stringOptional

Contains execution, rejection or cancellation details, if any

ExpiresAt TimeOptional

Timestamp when the order will expire (UTC). Present when time_in_force is GOOD_TILL_DATE. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

ExtendedHours boolOptional

Whether the order is eligible for extended-hours trading.

InstrumentID stringOptional

Instrument identifier for the traded instrument. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

InstrumentType SecurityTypeOptional

Type of security. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

LimitOffset stringOptional

Limit offset for trailing stop-limit orders (signed) When a null/undefined value is observed, it indicates it does not apply.

LimitPrice stringOptional

Limit price (for LIMIT and STOP_LIMIT orders) When a null/undefined value is observed, it indicates it does not apply.

ReleasesAt TimeOptional

Scheduled release time for orders awaiting release. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

StopPrice stringOptional

Stop price (for STOP and STOP_LIMIT orders) When a null/undefined value is observed, it indicates it does not apply.

Strategy OrderStrategyOptional

The execution strategy the order was submitted with, if any.

Type string

Execution strategy type.

One of the following:

const OrderStrategyTypeSor OrderStrategyType = "SOR"

const OrderStrategyTypeVwap OrderStrategyType = "VWAP"

const OrderStrategyTypeTwap OrderStrategyType = "TWAP"

const OrderStrategyTypeDma OrderStrategyType = "DMA"

Destination stringOptional

Venue code the order is routed to. DMA only.

EndAt TimeOptional

UTC timestamp (RFC 3339) at which execution ends.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which execution begins.

formatdate-time

Symbol stringOptional

Trading symbol. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

TrailingLimitPx stringOptional

Current trailing limit price computed by the trailing strategy When a null/undefined value is observed, it indicates it does not apply.

TrailingOffset stringOptional

Trailing offset amount for trailing orders When a null/undefined value is observed, it indicates it does not apply.

TrailingOffsetType TrailingOffsetTypeOptional

Trailing offset type for trailing orders When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const TrailingOffsetTypePrice TrailingOffsetType = "PRICE"

const TrailingOffsetTypeBps TrailingOffsetType = "BPS"

TrailingStopPx stringOptional

Current trailing stop price computed by the trailing strategy When a null/undefined value is observed, it indicates it does not apply.

TrailingWatermarkPx stringOptional

Trailing watermark price for trailing orders. Strategy-computed, so it is absent on the order-submission acknowledgement and only appears once fetched via the order fetch or list endpoints. When a null/undefined value is observed, it indicates it does not apply.

TrailingWatermarkTs TimeOptional

Trailing watermark timestamp for trailing orders. Strategy-computed, so it is absent on the order-submission acknowledgement and only appears once fetched via the order fetch or list endpoints. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

UnderlyingInstrumentID stringOptional

Instrument ID of the option’s underlying instrument. Populated only for options orders. A null means one of two things: the order is not an option, so the field does not apply; or the order is an option whose underlier has not yet been resolved. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

UnderlyingInstrumentType SecurityTypeOptional

Type of the underlying instrument, alongside underlying_instrument_id. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

type OrderList []Order

ID string

Engine-assigned unique identifier for this order (UUID).

AccountID int64

Account placing the order

formatint64

ClientOrderID string

Client-provided identifier echoed back.

CreatedAt Time

Timestamp when order was created (UTC)

formatdate-time

FilledQuantity string

Cumulative filled quantity

LeavesQuantity string

Remaining unfilled quantity

OrderType OrderType

Type of order (MARKET, LIMIT, etc.)

One of the following:

const OrderTypeMarket OrderType = "MARKET"

const OrderTypeLimit OrderType = "LIMIT"

const OrderTypeStop OrderType = "STOP"

const OrderTypeStopLimit OrderType = "STOP_LIMIT"

const OrderTypeTrailingStop OrderType = "TRAILING_STOP"

const OrderTypeTrailingStopLimit OrderType = "TRAILING_STOP_LIMIT"

const OrderTypeOther OrderType = "OTHER"

Quantity string

Total order quantity

Side Side

Side of the order (BUY or SELL)

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

Status OrderStatus

Current status of the order

One of the following:

const OrderStatusPendingNew OrderStatus = "PENDING_NEW"

const OrderStatusQueued OrderStatus = "QUEUED"

const OrderStatusPendingTrigger OrderStatus = "PENDING_TRIGGER"

const OrderStatusNew OrderStatus = "NEW"

const OrderStatusPartiallyFilled OrderStatus = "PARTIALLY_FILLED"

const OrderStatusFilled OrderStatus = "FILLED"

const OrderStatusCanceled OrderStatus = "CANCELED"

const OrderStatusRejected OrderStatus = "REJECTED"

const OrderStatusExpired OrderStatus = "EXPIRED"

const OrderStatusPendingCancel OrderStatus = "PENDING_CANCEL"

const OrderStatusPendingReplace OrderStatus = "PENDING_REPLACE"

const OrderStatusReplaced OrderStatus = "REPLACED"

const OrderStatusDoneForDay OrderStatus = "DONE_FOR_DAY"

const OrderStatusStopped OrderStatus = "STOPPED"

const OrderStatusSuspended OrderStatus = "SUSPENDED"

const OrderStatusCalculated OrderStatus = "CALCULATED"

const OrderStatusOther OrderStatus = "OTHER"

TimeInForce TimeInForce

Time in force instruction

One of the following:

const TimeInForceDay TimeInForce = "DAY"

const TimeInForceGoodTillCancel TimeInForce = "GOOD_TILL_CANCEL"

const TimeInForceImmediateOrCancel TimeInForce = "IMMEDIATE_OR_CANCEL"

const TimeInForceFillOrKill TimeInForce = "FILL_OR_KILL"

const TimeInForceGoodTillDate TimeInForce = "GOOD_TILL_DATE"

const TimeInForceAtOpen TimeInForce = "AT_OPEN"

const TimeInForceAtClose TimeInForce = "AT_CLOSE"

const TimeInForceOther TimeInForce = "OTHER"

UpdatedAt Time

Timestamp of the most recent update (UTC)

formatdate-time

Venue string

MIC code of the venue where the order is routed

AverageFillPrice stringOptional

Average fill price across all executions. For multileg orders this is the venue’s strategy-level average when reported, else the signed net package price derived from the leg averages: net debit positive, net credit negative, zero possible. When a null/undefined value is observed, it indicates that there is no available data.

Details []stringOptional

Contains execution, rejection or cancellation details, if any

ExpiresAt TimeOptional

Timestamp when the order will expire (UTC). Present when time_in_force is GOOD_TILL_DATE. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

ExtendedHours boolOptional

Whether the order is eligible for extended-hours trading.

InstrumentID stringOptional

Instrument identifier for the traded instrument. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

InstrumentType SecurityTypeOptional

Type of security. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

LimitOffset stringOptional

Limit offset for trailing stop-limit orders (signed) When a null/undefined value is observed, it indicates it does not apply.

LimitPrice stringOptional

Limit price (for LIMIT and STOP_LIMIT orders) When a null/undefined value is observed, it indicates it does not apply.

ReleasesAt TimeOptional

Scheduled release time for orders awaiting release. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

StopPrice stringOptional

Stop price (for STOP and STOP_LIMIT orders) When a null/undefined value is observed, it indicates it does not apply.

Strategy OrderStrategyOptional

The execution strategy the order was submitted with, if any.

Type string

Execution strategy type.

One of the following:

const OrderStrategyTypeSor OrderStrategyType = "SOR"

const OrderStrategyTypeVwap OrderStrategyType = "VWAP"

const OrderStrategyTypeTwap OrderStrategyType = "TWAP"

const OrderStrategyTypeDma OrderStrategyType = "DMA"

Destination stringOptional

Venue code the order is routed to. DMA only.

EndAt TimeOptional

UTC timestamp (RFC 3339) at which execution ends.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which execution begins.

formatdate-time

Symbol stringOptional

Trading symbol. null when the order is a multileg strategy whose legs are reported individually in legs[]. When a null/undefined value is observed, it indicates it does not apply.

TrailingLimitPx stringOptional

Current trailing limit price computed by the trailing strategy When a null/undefined value is observed, it indicates it does not apply.

TrailingOffset stringOptional

Trailing offset amount for trailing orders When a null/undefined value is observed, it indicates it does not apply.

TrailingOffsetType TrailingOffsetTypeOptional

Trailing offset type for trailing orders When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const TrailingOffsetTypePrice TrailingOffsetType = "PRICE"

const TrailingOffsetTypeBps TrailingOffsetType = "BPS"

TrailingStopPx stringOptional

Current trailing stop price computed by the trailing strategy When a null/undefined value is observed, it indicates it does not apply.

TrailingWatermarkPx stringOptional

Trailing watermark price for trailing orders. Strategy-computed, so it is absent on the order-submission acknowledgement and only appears once fetched via the order fetch or list endpoints. When a null/undefined value is observed, it indicates it does not apply.

TrailingWatermarkTs TimeOptional

Trailing watermark timestamp for trailing orders. Strategy-computed, so it is absent on the order-submission acknowledgement and only appears once fetched via the order fetch or list endpoints. When a null/undefined value is observed, it indicates it does not apply.

formatdate-time

UnderlyingInstrumentID stringOptional

Instrument ID of the option’s underlying instrument. Populated only for options orders. A null means one of two things: the order is not an option, so the field does not apply; or the order is an option whose underlier has not yet been resolved. When a null/undefined value is observed, it indicates it does not apply.

formatuuid

UnderlyingInstrumentType SecurityTypeOptional

Type of the underlying instrument, alongside underlying_instrument_id. When a null/undefined value is observed, it indicates it does not apply.

One of the following:

const SecurityTypeCommonStock SecurityType = "COMMON_STOCK"

const SecurityTypeIndex SecurityType = "INDEX"

const SecurityTypeOption SecurityType = "OPTION"

const SecurityTypeCash SecurityType = "CASH"

type OrderPreview struct{…}

The projected impact of an order, as if it were submitted and fully filled.

AccountID int64

The account the order was previewed for.

formatint64

Amount OrderPreviewAmount

Monetary size of the previewed order.

GrossAmount string

Total cash impact of the order before estimated fees and commissions.

NetAmount string

Total cash impact of the order after estimated fees and commissions.

BuyingPower OrderPreviewDelta

Buying power before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Currency string

Currency for all monetary values.

Equity OrderPreviewDelta

Account equity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Errors []OrderPreviewError

Risk-check errors that would prevent the order from being accepted. Empty when the order would pass every pre-trade risk check.

Description string

Human-readable description of the error.

Metadata map[string, string]

Structured details for the error (stringified values), e.g. required and available amounts, and leg_index/leg_symbol for multileg leg errors.

Type string

Stable error code.

MarginDetails OrderPreviewMarginDetails

Margin requirements and excess before and after the order.

InitialMarginExcess OrderPreviewDelta

Initial margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

InitialMarginRequirement OrderPreviewDelta

Initial margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginExcess OrderPreviewDelta

Maintenance margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginRequirement OrderPreviewDelta

Maintenance margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginExcess OrderPreviewDelta

Overnight margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginRequirement OrderPreviewDelta

Overnight margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Positions []OrderPreviewPosition

Positions in the traded instruments before and after the order.

InstrumentID string

The instrument’s identifier.

formatuuid

Quantity OrderPreviewDelta

Net position quantity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Symbol string

The instrument’s symbol.

type OrderPreviewAmount struct{…}

Monetary size of the previewed order.

GrossAmount string

Total cash impact of the order before estimated fees and commissions.

NetAmount string

Total cash impact of the order after estimated fees and commissions.

type OrderPreviewDelta struct{…}

Before/after values for one metric, as if the previewed order fully filled.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

type OrderPreviewEntryUnion interface{…}

One requested order’s entry in the batch response.

One of the following:

type OrderPreviewEntryObject struct{…}

The order was previewed successfully.

Preview OrderPreview

The projected impact of the order.

AccountID int64

The account the order was previewed for.

formatint64

Amount OrderPreviewAmount

Monetary size of the previewed order.

GrossAmount string

Total cash impact of the order before estimated fees and commissions.

NetAmount string

Total cash impact of the order after estimated fees and commissions.

BuyingPower OrderPreviewDelta

Buying power before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Currency string

Currency for all monetary values.

Equity OrderPreviewDelta

Account equity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Errors []OrderPreviewError

Risk-check errors that would prevent the order from being accepted. Empty when the order would pass every pre-trade risk check.

Description string

Human-readable description of the error.

Metadata map[string, string]

Structured details for the error (stringified values), e.g. required and available amounts, and leg_index/leg_symbol for multileg leg errors.

Type string

Stable error code.

MarginDetails OrderPreviewMarginDetails

Margin requirements and excess before and after the order.

InitialMarginExcess OrderPreviewDelta

Initial margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

InitialMarginRequirement OrderPreviewDelta

Initial margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginExcess OrderPreviewDelta

Maintenance margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginRequirement OrderPreviewDelta

Maintenance margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginExcess OrderPreviewDelta

Overnight margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginRequirement OrderPreviewDelta

Overnight margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Positions []OrderPreviewPosition

Positions in the traded instruments before and after the order.

InstrumentID string

The instrument’s identifier.

formatuuid

Quantity OrderPreviewDelta

Net position quantity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Symbol string

The instrument’s symbol.

ID stringOptional

The client-provided id of the order this entry belongs to, echoed from the request. Always present when the request contains more than one order, since ids are required there.

type OrderPreviewEntryObject2 struct{…}

The order could not be previewed. Shaped exactly like the top-level error object on rejected submissions.

Error APIError

Why this order’s preview failed.

Code int64

The error code is used to identify the nature of the error. It corresponds to an HTTP status code.

formatint32

minimum0

Message string

A human-readable message providing more details about the error.

Details []map[string, any]Optional

Additional error details, if any. This can include structured information such as field violations or error metadata.

ID stringOptional

The client-provided id of the order this entry belongs to, echoed from the request. Always present when the request contains more than one order, since ids are required there.

type OrderPreviewEntryList []OrderPreviewEntryUnion

One of the following:

type OrderPreviewEntryObject struct{…}

The order was previewed successfully.

Preview OrderPreview

The projected impact of the order.

AccountID int64

The account the order was previewed for.

formatint64

Amount OrderPreviewAmount

Monetary size of the previewed order.

GrossAmount string

Total cash impact of the order before estimated fees and commissions.

NetAmount string

Total cash impact of the order after estimated fees and commissions.

BuyingPower OrderPreviewDelta

Buying power before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Currency string

Currency for all monetary values.

Equity OrderPreviewDelta

Account equity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Errors []OrderPreviewError

Risk-check errors that would prevent the order from being accepted. Empty when the order would pass every pre-trade risk check.

Description string

Human-readable description of the error.

Metadata map[string, string]

Structured details for the error (stringified values), e.g. required and available amounts, and leg_index/leg_symbol for multileg leg errors.

Type string

Stable error code.

MarginDetails OrderPreviewMarginDetails

Margin requirements and excess before and after the order.

InitialMarginExcess OrderPreviewDelta

Initial margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

InitialMarginRequirement OrderPreviewDelta

Initial margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginExcess OrderPreviewDelta

Maintenance margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginRequirement OrderPreviewDelta

Maintenance margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginExcess OrderPreviewDelta

Overnight margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginRequirement OrderPreviewDelta

Overnight margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Positions []OrderPreviewPosition

Positions in the traded instruments before and after the order.

InstrumentID string

The instrument’s identifier.

formatuuid

Quantity OrderPreviewDelta

Net position quantity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Symbol string

The instrument’s symbol.

ID stringOptional

The client-provided id of the order this entry belongs to, echoed from the request. Always present when the request contains more than one order, since ids are required there.

type OrderPreviewEntryObject2 struct{…}

The order could not be previewed. Shaped exactly like the top-level error object on rejected submissions.

Error APIError

Why this order’s preview failed.

Code int64

The error code is used to identify the nature of the error. It corresponds to an HTTP status code.

formatint32

minimum0

Message string

A human-readable message providing more details about the error.

Details []map[string, any]Optional

Additional error details, if any. This can include structured information such as field violations or error metadata.

ID stringOptional

The client-provided id of the order this entry belongs to, echoed from the request. Always present when the request contains more than one order, since ids are required there.

type OrderPreviewError struct{…}

One pre-trade risk-check error the order would trigger, shaped like the violation entries in ApiError.details[] on rejected submissions.

Description string

Human-readable description of the error.

Metadata map[string, string]

Structured details for the error (stringified values), e.g. required and available amounts, and leg_index/leg_symbol for multileg leg errors.

Type string

Stable error code.

type OrderPreviewMarginDetails struct{…}

Margin requirements and excess before and after the previewed order.

InitialMarginExcess OrderPreviewDelta

Initial margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

InitialMarginRequirement OrderPreviewDelta

Initial margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginExcess OrderPreviewDelta

Maintenance margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginRequirement OrderPreviewDelta

Maintenance margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginExcess OrderPreviewDelta

Overnight margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginRequirement OrderPreviewDelta

Overnight margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

type OrderPreviewOutcomeUnion interface{…}

Either a successful preview or the error that prevented one, for a single order in the batch.

One of the following:

OrderPreviewOutcomePreview

Preview OrderPreview

The projected impact of the order.

AccountID int64

The account the order was previewed for.

formatint64

Amount OrderPreviewAmount

Monetary size of the previewed order.

GrossAmount string

Total cash impact of the order before estimated fees and commissions.

NetAmount string

Total cash impact of the order after estimated fees and commissions.

BuyingPower OrderPreviewDelta

Buying power before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Currency string

Currency for all monetary values.

Equity OrderPreviewDelta

Account equity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Errors []OrderPreviewError

Risk-check errors that would prevent the order from being accepted. Empty when the order would pass every pre-trade risk check.

Description string

Human-readable description of the error.

Metadata map[string, string]

Structured details for the error (stringified values), e.g. required and available amounts, and leg_index/leg_symbol for multileg leg errors.

Type string

Stable error code.

MarginDetails OrderPreviewMarginDetails

Margin requirements and excess before and after the order.

InitialMarginExcess OrderPreviewDelta

Initial margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

InitialMarginRequirement OrderPreviewDelta

Initial margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginExcess OrderPreviewDelta

Maintenance margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

MaintenanceMarginRequirement OrderPreviewDelta

Maintenance margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginExcess OrderPreviewDelta

Overnight margin excess.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

OvernightMarginRequirement OrderPreviewDelta

Overnight margin requirement.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Positions []OrderPreviewPosition

Positions in the traded instruments before and after the order.

InstrumentID string

The instrument’s identifier.

formatuuid

Quantity OrderPreviewDelta

Net position quantity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Symbol string

The instrument’s symbol.

OrderPreviewOutcomeError

Error APIError

Why this order’s preview failed.

Code int64

The error code is used to identify the nature of the error. It corresponds to an HTTP status code.

formatint32

minimum0

Message string

A human-readable message providing more details about the error.

Details []map[string, any]Optional

Additional error details, if any. This can include structured information such as field violations or error metadata.

type OrderPreviewPosition struct{…}

One instrument’s position before and after the previewed order. Only the traded instruments appear; cash effects are carried by the monetary fields.

InstrumentID string

The instrument’s identifier.

formatuuid

Quantity OrderPreviewDelta

Net position quantity before and after the order.

After string

The value with the previewed order also fully filled.

Before string

The value before the order, as the risk engine evaluates it: the account’s open orders are projected as filled.

Change string

The previewed order’s isolated impact: after - before.

Symbol string

The instrument’s symbol.

type OrderStatus string

Order status

One of the following:

const OrderStatusPendingNew OrderStatus = "PENDING_NEW"

const OrderStatusQueued OrderStatus = "QUEUED"

const OrderStatusPendingTrigger OrderStatus = "PENDING_TRIGGER"

const OrderStatusNew OrderStatus = "NEW"

const OrderStatusPartiallyFilled OrderStatus = "PARTIALLY_FILLED"

const OrderStatusFilled OrderStatus = "FILLED"

const OrderStatusCanceled OrderStatus = "CANCELED"

const OrderStatusRejected OrderStatus = "REJECTED"

const OrderStatusExpired OrderStatus = "EXPIRED"

const OrderStatusPendingCancel OrderStatus = "PENDING_CANCEL"

const OrderStatusPendingReplace OrderStatus = "PENDING_REPLACE"

const OrderStatusReplaced OrderStatus = "REPLACED"

const OrderStatusDoneForDay OrderStatus = "DONE_FOR_DAY"

const OrderStatusStopped OrderStatus = "STOPPED"

const OrderStatusSuspended OrderStatus = "SUSPENDED"

const OrderStatusCalculated OrderStatus = "CALCULATED"

const OrderStatusOther OrderStatus = "OTHER"

type OrderStrategyUnion interface{…}

Optional execution strategy controlling how the order is worked in the market. Omit to use standard routing. One of SOR, VWAP, TWAP, or DMA.

One of the following:

type OrderStrategyType struct{…}

Smart Order Router. Routes the order to the best available venue(s).

Type string

Execution strategy type.

type OrderStrategyObject struct{…}

Volume-Weighted Average Price. Works the order to track the volume-weighted average price over the execution window.

Type string

Execution strategy type.

EndAt TimeOptional

UTC timestamp (RFC 3339) by which to finish working the order. Defaults to market close.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which to begin working the order. Defaults to the time the order is received.

formatdate-time

type OrderStrategyObject2 struct{…}

Time-Weighted Average Price. Spreads execution evenly across the execution window.

Type string

Execution strategy type.

EndAt TimeOptional

UTC timestamp (RFC 3339) by which to finish working the order. Defaults to market close.

formatdate-time

StartAt TimeOptional

UTC timestamp (RFC 3339) at which to begin working the order. Defaults to the time the order is received.

formatdate-time

type OrderStrategyObject3 struct{…}

Direct Market Access. Routes the order straight to the named venue.

Destination string

Venue code the order is routed to.

Type string

Execution strategy type.

type OrderType string

Order type

One of the following:

const OrderTypeMarket OrderType = "MARKET"

const OrderTypeLimit OrderType = "LIMIT"

const OrderTypeStop OrderType = "STOP"

const OrderTypeStopLimit OrderType = "STOP_LIMIT"

const OrderTypeTrailingStop OrderType = "TRAILING_STOP"

const OrderTypeTrailingStopLimit OrderType = "TRAILING_STOP_LIMIT"

const OrderTypeOther OrderType = "OTHER"

type ReplaceOrderRequest struct{…}

Request to replace (modify) an existing order

At least one field must be provided.

LimitOffset stringOptional

New limit offset for trailing stop-limit orders (signed)

LimitPrice stringOptional

New limit price for the order

Quantity stringOptional

New quantity for the order

StopPrice stringOptional

New stop price for the order

TrailingOffset stringOptional

New trailing offset for trailing orders

TrailingOffsetType TrailingOffsetTypeOptional

New trailing offset type (PRICE or BPS)

One of the following:

const TrailingOffsetTypePrice TrailingOffsetType = "PRICE"

const TrailingOffsetTypeBps TrailingOffsetType = "BPS"

type RequestOrderType string

Strict order-type enum for order submission/replacement requests.

One of the following:

const RequestOrderTypeMarket RequestOrderType = "MARKET"

const RequestOrderTypeLimit RequestOrderType = "LIMIT"

const RequestOrderTypeStop RequestOrderType = "STOP"

const RequestOrderTypeStopLimit RequestOrderType = "STOP_LIMIT"

const RequestOrderTypeTrailingStop RequestOrderType = "TRAILING_STOP"

const RequestOrderTypeTrailingStopLimit RequestOrderType = "TRAILING_STOP_LIMIT"

type RequestPositionEffect string

Client-attested open/close intent for an order.

One of the following:

const RequestPositionEffectOpen RequestPositionEffect = "OPEN"

const RequestPositionEffectClose RequestPositionEffect = "CLOSE"

type RequestTimeInForce string

Strict time-in-force enum for order submission requests.

One of the following:

const RequestTimeInForceDay RequestTimeInForce = "DAY"

const RequestTimeInForceGoodTillCancel RequestTimeInForce = "GOOD_TILL_CANCEL"

const RequestTimeInForceImmediateOrCancel RequestTimeInForce = "IMMEDIATE_OR_CANCEL"

const RequestTimeInForceFillOrKill RequestTimeInForce = "FILL_OR_KILL"

const RequestTimeInForceGoodTillDate RequestTimeInForce = "GOOD_TILL_DATE"

const RequestTimeInForceAtOpen RequestTimeInForce = "AT_OPEN"

const RequestTimeInForceAtClose RequestTimeInForce = "AT_CLOSE"

type Side string

Side of the order (BUY or SELL).

One of the following:

const SideBuy Side = "BUY"

const SideSell Side = "SELL"

type TimeInForce string

Time in force

One of the following:

const TimeInForceDay TimeInForce = "DAY"

const TimeInForceGoodTillCancel TimeInForce = "GOOD_TILL_CANCEL"

const TimeInForceImmediateOrCancel TimeInForce = "IMMEDIATE_OR_CANCEL"

const TimeInForceFillOrKill TimeInForce = "FILL_OR_KILL"

const TimeInForceGoodTillDate TimeInForce = "GOOD_TILL_DATE"

const TimeInForceAtOpen TimeInForce = "AT_OPEN"

const TimeInForceAtClose TimeInForce = "AT_CLOSE"

const TimeInForceOther TimeInForce = "OTHER"

type TrailingOffsetType string

Trailing offset type for trailing stop orders.

One of the following:

const TrailingOffsetTypePrice TrailingOffsetType = "PRICE"

const TrailingOffsetTypeBps TrailingOffsetType = "BPS"