Interface OrderFeed

The minimal broker write interface the OrderEngine drives: place / modify / cancel. OpenAlgoTradeFeed implements this. Distinct from the base-tier TradeFeed (a higher-level place + subscribe shape in openalgo-charts): implement OrderFeed for the engine's write path.

interface OrderFeed {
    cancel(orderId: string): Promise<void>;
    modify(
        orderId: string,
        patch: { price?: number; qty?: number; triggerPrice?: number },
    ): Promise<void>;
    place(
        req: PlaceRequest & { mode: TradeMode },
    ): Promise<{ orderId: string }>;
}

Implemented by

Methods

cancel modify place

Methods

cancel

modify

  • modify(
        orderId: string,
        patch: { price?: number; qty?: number; triggerPrice?: number },
    ): Promise<void>

  • Parameters

    • orderId: string
    • patch: { price?: number; qty?: number; triggerPrice?: number }

    Returns Promise<void>

place

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