Place Order

Create Order

Corresponding Request Class: TradeOrderRequest

Description

Trading order placement interface. For information on how to select underlying assets, order types, direction quantities, etc., please see the explanation below.

Please check whether your account supports the requested order in conjunction with the Trading Order Types section of this document before running the program, and check whether the trading rules allow placing orders for specific underlying assets during the program runtime period.

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CAUTION

Market orders (MKT) and stop orders (STP) do not support pre-market and after-hours trading. When calling the order placement interface, you need to set outside_rth to false

Short-sellable assets currently do not support position hedging and cannot simultaneously hold long and short positions of the same underlying asset

The main order type for additional orders currently only supports limit orders

When the limit price does not match the tickSize, you can refer to the tickSizes field returned by the contract and use the StockPriceUtils utility class to determine if it matches, and fix the price to meet the tickSize requirements

Market orders (MKT) and paper trading accounts do not support setting the time_in_force parameter to GTC

Order Status Description

How to determine the partial fill status of prime and paper trading accounts?

When the order status is not Initial and Filled (it may be PendingSubmit, Cancelled, Invalid, or Inactive), it may be in a partial fill status, which can be determined by whether the order fill quantity is greater than 0.

Order Status Change Flow:

Other Notes

Direct establishment of reverse positions is prohibited. For example, when currently holding 100 shares long position, directly selling 200 shares (intending to establish 100 shares net short) will be rejected. You need to first close the existing 100 shares long position, then perform the new sell operation.

Parameters

Parameter	Type	Description	Market Order	Limit Order	Stop Order	Stop Limit Order
account	string	User authorized account: 402901	Required	Required	Required	Required
order_id	int	Order ID, used to prevent duplicate orders. Can be obtained through the order ID interface. If 0 is passed, the server will automatically generate an order ID. Passing 0 cannot prevent duplicate orders, please choose carefully	Optional	Optional	Optional	Optional
symbol	string	Stock code	Required	Required	Required	Required
sec_type	string	Contract type (STK stock; OPT US stock option)	Required	Required	Required	Required
action	string	Trading direction BUY/SELL	Required	Required	Required	Required
order_type	string	Order type MKT (market order), LMT (limit order), STP(stop order), STP_LMT (stop limit order)	MKT	LMT	STP	STP_LMT
total_quantity	long	Order quantity	Required	Required	Required	Required
total_quantity_scale	int	Order quantity offset, default is 0. For fractional shares, total_quantity and total_quantity_scale combine to represent the real order quantity, e.g., total_quantity=111 total_quantity_scale=2, then real quantity=111*10^(-2)=1.11	Optional	Optional	Optional	Optional
cash_amount	Double	Order amount (for amount-based orders)	Optional	Not Required	Not Required	Not Required
limit_price	double	Limit price, required when order_type is LMT, STP_LMT	Not Required	Required	Not Required	Required
aux_price	double	Stock order stop trigger price. Meaning is price difference, overridden by trailing_percent when both exist. Required when order_type is STP, STP_LMT	Not Required	Not Required	Required	Required
outside_rth	boolean	true: Allow pre-market and after-hours trading (US stocks only), false: Not allowed, default is allowed. (Market orders, stop orders are only valid during market hours, will ignore outside_rth parameter)	Not Required	Optional	Optional	Not Required
trading_session_type	TradingSessionType	US stock order session (limit orders only). Enum values see:	Not Required	Optional	Not Required	Optional
adjust_limit	double	Price adjustment range (default 0 means no adjustment, positive numbers adjust upward, negative numbers adjust downward), automatically adjusts the input price to a legal price level. For example: 0.001 means adjust upward with a range not exceeding 0.1%; -0.001 means adjust downward with a range not exceeding 0.1%. Default 0 means no adjustment	Not Required	Optional	Optional	Optional
market	string	Market (US)	Optional	Optional	Optional	Optional
currency	string	Currency (USD)	Optional	Optional	Optional	Optional
time_in_force	string	Order validity period, can only be DAY (valid for the day), GTC (valid until cancelled), GTD (valid until specified time), default is DAY	Optional	Optional	Optional	Optional
expire_time	long	Order validity deadline, 13-digit timestamp accurate to seconds (required when time_in_force is GTC, invalid for other types)	Not Required	Optional	Optional	Not Required
exchange	string	Exchange (US stocks SMART)	Optional	Optional	Optional	Optional
expiry	string	Expiry date (options only)	Optional	Optional	Optional	Optional
strike	string	Strike price (options only)	Optional	Optional	Optional	Optional
right	string	Option direction PUT/CALL (options only)	Optional	Optional	Optional	Optional
multiplier	float	Multiplier, quantity per lot (options only)	Optional	Optional	Optional	Optional
secret_key	string	Trader key, for institutional users only	Optional	Optional	Optional	Optional
user_mark	string	Order comment information, cannot be modified after ordering, returns userMark information when querying orders	Optional	Optional	Optional	Optional

Build Contract Object

// US stock contract
ContractItem contract = ContractItem.buildStockContract("XYZX", "USD");

// US stock option contract
ContractItem contract = ContractItem.buildOptionContract("XYZX  190118P00160000");
ContractItem contract = ContractItem.buildOptionContract("XYZX", "20211119", 150.0D, "CALL");

Build Orders

Market Order (MKT)

// get contract(use default account)
ContractRequest contractRequest = ContractRequest.newRequest(new ContractModel("XYZX"));
ContractResponse contractResponse = client.execute(contractRequest);
ContractItem contract = contractResponse.getItem();
// market order(use default account)
TradeOrderRequest request = TradeOrderRequest.buildMarketOrder(contract, ActionType.BUY, 10);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// get contract(use account parameter)
ContractRequest contractRequest = ContractRequest.newRequest(new ContractModel("XYZX"), "402901");
ContractResponse contractResponse = client.execute(contractRequest);
ContractItem contract = contractResponse.getItem();
// market order(use account parameter)
request = TradeOrderRequest.buildMarketOrder("402901", contract, ActionType.BUY, 10);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Limit Order (LMT)

// use default account
TradeOrderRequest request = TradeOrderRequest.buildLimitOrder(contract, ActionType.BUY, 1, 100.0d);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// use account parameter
request = TradeOrderRequest.buildLimitOrder("402901", contract, ActionType.BUY, 1, 100.0d);
// set user_mark
request.setUserMark("test001");
// set GTD order's expire_time
request.setTimeInForce(TimeInForce.GTD);
request.setExpireTime(1669363583804L);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Overnight Orders

US stocks only

// place overnight order in the US market
TradeOrderRequest request = TradeOrderRequest.buildLimitOrder("402901", contract, ActionType.BUY, 1, 200.0d);
request.setTradingSessionType(TradingSessionType.OVERNIGHT);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Stop Order (STP)

// use default account
TradeOrderRequest request = TradeOrderRequest.buildStopOrder(contract, ActionType.BUY, 1, 120.0d);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// use account parameter
request = TradeOrderRequest.buildStopOrder("402901", contract, ActionType.BUY, 1, 120.0d);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Stop Limit Order (STP_LMT)

// use default account
TradeOrderRequest request = TradeOrderRequest.buildStopLimitOrder(contract, ActionType.BUY, 1,150d,130.0d);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// use account parameter
request = TradeOrderRequest.buildStopLimitOrder("402901", contract, ActionType.BUY, 1,150d,130.0d);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Main Order + Additional Stop Loss Order

// use default account
TradeOrderRequest request = TradeOrderRequest.buildLimitOrder(contract, ActionType.BUY, 1, 129d);
TradeOrderRequest.addStopLossOrder(request, 100D, TimeInForce.DAY);
TradeOrderResponse response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// use account parameter
request = TradeOrderRequest.buildLimitOrder("402901", contract, ActionType.BUY, 1, 129d);
// Add additional stop loss market order, the stop loss price is the trigger price (options are not supported)
TradeOrderRequest.addStopLossOrder(request, 100D, TimeInForce.DAY);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

// Options can use additional stop loss limit orders
ContractItem optionContract = ContractItem.buildOptionContract("XYZX", "20211231", 175.0D, "CALL");
request = TradeOrderRequest.buildLimitOrder("402901", optionContract, ActionType.BUY, 1, 2.0d);
// Add additional stop loss limit order, where the first price 1.7 is the trigger price, and the second price 1.69 is the limit price for the additional stop loss order (currently only supports prime accounts)
TradeOrderRequest.addStopLossLimitOrder(request, 1.7D, 1.69D, TimeInForce.DAY);
response = client.execute(request);
System.out.println(JSONObject.toJSONString(response));

Options Multi-Leg Orders

List<ContractLeg> contractLegs = new ArrayList<>();
ContractLeg leg1 = new ContractLeg(SecType.OPT, "XYZX",
    "170.0", "20231013", Right.CALL,
    ActionType.BUY, 1);
contractLegs.add(leg1);
ContractLeg leg2 = new ContractLeg(SecType.OPT, "XYZX",
    "170.0", "20231013", Right.PUT,
    ActionType.BUY, 1);
contractLegs.add(leg2);

TradeOrderRequest request = TradeOrderRequest.buildMultiLegOrder(
    "572386", contractLegs, ComboType.CUSTOM,
        ActionType.BUY, 3,
        OrderType.LMT, 2.01d, null, null)
    .setLang(Language.en_US)
    .setUserMark("test_multi_leg");
TradeOrderResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println(response.getMessage());
}