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rusquant (version 1.1.4)

placeOrder: Place an order on a broker/exchange platform

Description

This function place an existing order on a specified broker or exchange platform

Usage

placeOrder(
  src = "tinkoff",
  symbol = "SBER",
  board = "MOEX",
  action = "BUY",
  orderType = "LMT",
  totalQuantity = "10",
  lmtPrice = "100",
  auxPrice = "",
  api.key = "",
  live = TRUE,
  tif = "",
  orderId = "",
  clientId = "",
  verbose = TRUE
)

Value

A list with the result of the order placement.

Arguments

src

A character string indicating the broker/exchange. Currently supported sources are 'tinkoff', 'finam', and 'alor'.

symbol

A character string indicating the security symbol.

board

A character string indicating the exchange board.

action

A character string indicating the action to perform. Possible values are 'BUY' and 'SELL'.

orderType

A character string indicating the type of order. Possible values are 'LMT' (limit) and 'MKT' (market).

totalQuantity

A character string or numeric value indicating the quantity of securities to order.

lmtPrice

A character string or numeric value indicating the limit price for the order.

auxPrice

A character string or numeric value indicating the auxiliary price for the order. This parameter is only used when orderType is 'STP' (stop).

api.key

A character string indicating the API key to use for authentication with the broker/exchange.

live

A logical value indicating whether to place a live (real) order or a test (paper) order.

tif

A character string indicating the time-in-force of the order. Possible values are 'DAY', 'GTC' (good till cancel), and 'IOC' (immediate or cancel).

orderId

A character string indicating the order ID to use. If empty, a random ID is generated.

clientId

A character string indicating the client ID to use.

verbose

A logical value indicating whether to print verbose output.

Examples

Run this code
myorder = placeOrder(src = 'alor',
                     symbol = 'MTLR-6.23',
                     board = 'MOEX',
                     action = 'BUY',
                     orderType = 'LMT',
                     totalQuantity = 1,
                     lmtPrice = 20000,
                     api.key = '',
                     clientId = 'cliendID')

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