Order Canceller #

The order-canceller outcome cancels all open orders whose sides match the one that is specified in the configuration.

The order-canceller outcome cannot be backtested. More information about strategy backtesting can be found here.

Configuration #

{
	"type": "order-canceller",
	"context_id": "order-canceller-id-123",
	"description": "a simple outcome",
	"side": "buy"
}

• type - string
  The type of the outcome configuration.

  Outcome configuration types are described in detail here.

• context_id - string (optional; default: unused)
  The ID of the outcome that is used when inserting data into the context store.

  The context data store and its IDs are described in detail here.

• description - string (optional; default: unused)
  The description of the outcome and its purpose.

• side - string (enum; optional; default: both)
  The side to use when selecting which open orders to cancel. Possible values:

  • buy
  • sell

Report #

{
	"type": "order-canceller",
	"count": 5
}

• type - string
  The type of the outcome report.

  Outcome report types are described in detail here.

• count - unsigned int
  The number of open orders that were cancelled.

If an error occurs during the order-canceller outcome’s execution, only type and error properties are added to the report. The error property is described in detail here.

Context #

The objects that the order-canceller outcome inserts into the context store are as follows:

• outcomes.<context-id>.count - unsigned int
  The number of open orders that were cancelled.

If an error occurs during the order-canceller outcome’s execution, only the outcomes.<context-id>.error object is inserted into the context store. This context data object is described in detail here.