Skip to content

Support asynchronous non-market orders #8946

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Open
wants to merge 23 commits into
base: master
Choose a base branch
from
Open

Support asynchronous non-market orders #8946

wants to merge 23 commits into from
+1,138 −243

Conversation

jhonabreul
Copy link
Collaborator

Description

Add asynchronous argument to non-market order API QCAlgorithm methods to support returning without waiting for full submission.

Related Issue

Motivation and Context

Requires Documentation Change

Might need documentation here

How Has This Been Tested?

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Martin-Molinero
Martin-Molinero approved these changes Sep 5, 2025
View reviewed changes
Copy link
Member

@Martin-Molinero Martin-Molinero left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thank you!

@jhonabreul
Add 'asynchronous' parameter to trading api
173da13
@jhonabreul
Add regression algorithms
adae0d8
@jhonabreul
More fixes for asynchronous orders
16a55a2
@jhonabreul
Fix failing unit tests
61be5fd
@jhonabreul
Fix failing unit tests
3273caf
@jhonabreul
Add multiple orders requests in transaction handler
6db7bdf 
Make each transaction thread handle requests corresponding to the same order
@jhonabreul
Refactor order state machine in BrokerageTransactionHandler
dcfebea 
Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.
@jhonabreul
Revert: remove complete orders from new state machine in BTH
11f668c
@jhonabreul
Add order ticket to new BTH open orders state machine
8b810e7
@jhonabreul
Run syn in Backtesting transaction handler for new orders submission
0da15ec
@jhonabreul
Remove OpenOrderState.SubmissionPending property
aa7122d
@jhonabreul
Add Security to OpenOrderState
e18ddef
@jhonabreul
Minor fix
b42df00
@jhonabreul
Cleanup
3cca3ee
@jhonabreul
Some cleanup in BTH
5116c60
@jhonabreul
Cleanup
915c63b
@jhonabreul
Minor fix
5175f36
@jhonabreul jhonabreul force-pushed the feature-async-orders-improvement branch from f2d2fda to 5175f36 Compare September 5, 2025 19:51
@Martin-Molinero Martin-Molinero mentioned this pull request Sep 8, 2025
Open
3 tasks
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@Martin-Molinero Martin-Molinero Martin-Molinero approved these changes

Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
2 participants
@jhonabreul @Martin-Molinero