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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Add support for MOC, IOC, peg/offset, order types #56

Open evanhft opened 5 years ago

evanhft commented 5 years ago

Add support for order types including: -market on close -immediate or cancel -peg -offset

septngo commented 5 years ago

These are very useful features as they reduce network traffic significantly since without them, the client will to emulate those features and thus generate a lot network traffic and execution lag time. For example, a peg+offset will generate a lot of cancel&replace trades from the client side.