tastytrade · Schema
postAccountsAccountNumberComplexOrdersDryRun
Performs a dry-run for a new ComplexOrder from supplied params. Allows validation of potential orders.
FinanceBrokerageTradingOptionsFuturesEquitiesCryptoMarket DataWebSocket
Properties
| Name | Type | Description |
|---|---|---|
| orders | array | Array of orders for OCO/BLAST orders |
| trigger-order | object | Initial live order for OTO based orders |
| type | string | The type of stragegy for the complex order i.e. `BLAST`, `OCO`, `OTO`, `OTOCO` or `PAIRS` |
| ratio-price-comparator | string | How to compare against the ratio price. \ Supports `gte` (Greater than or Equal To) or `lte` (Less than or Equal to) |
| ratio-price-is-threshold-based-on-notional | boolean | If comparison is in notional value instead of price. |
| ratio-price-threshold | number | Ratio price for a PAIRS trade |
| source | string | The source the order is coming from |
JSON Schema
{
"$schema": "http://json-schema.org/draft-07/schema#",
"$id": "https://developer.tastytrade.com/schemas/orders/postAccountsAccountNumberComplexOrdersDryRun",
"title": "postAccountsAccountNumberComplexOrdersDryRun",
"type": "object",
"properties": {
"orders": {
"type": "array",
"description": "Array of orders for OCO/BLAST orders",
"items": {
"type": "object",
"properties": {
"gtc-date": {
"type": "string",
"format": "date",
"description": "The date in which a GTD order will expire. Can only be provided if time-in-force is GTD."
},
"order-type": {
"type": "string",
"description": "The type of order in regards to the price. i.e.\n `Limit`, `Market`, `Marketable Limit`, `Notional Market`, `Stop` or `Stop Limit`",
"enum": [
"Limit",
"Market",
"Marketable Limit",
"Notional Market",
"Stop",
"Stop Limit"
]
},
"stop-trigger": {
"type": "number",
"format": "double",
"description": "The price trigger at which a stop or stop-limit order becomes valid."
},
"time-in-force": {
"type": "string",
"description": "The length in time before the order expires. i.e.\n `Day`, `Ext`, `Ext Overnight`, `GTC`, `GTC Ext`, `GTC Ext Overnight`, `GTD` or `IOC`",
"enum": [
"Day",
"Ext",
"Ext Overnight",
"GTC",
"GTC Ext",
"GTC Ext Overnight",
"GTD",
"IOC"
]
},
"price": {
"type": "number",
"format": "double",
"description": "The price of the Order. Required for limit and stop-limit orders."
},
"price-effect": {
"type": "string",
"description": "If pay or receive payment for placing the order. i.e. `Credit` or `Debit`",
"enum": [
"Credit",
"Debit"
]
},
"value": {
"type": "number",
"format": "double",
"description": "The notional value of the Order, required for notional market orders."
},
"value-effect": {
"type": "string",
"description": "If pay or receive payment for placing the notional market order. i.e. `Credit` or `Debit`",
"enum": [
"Credit",
"Debit"
]
},
"automated-source": {
"type": "boolean",
"description": "If the order was placed from an automated source",
"default": false
},
"external-identifier": {
"type": "string",
"description": "External identifier for the order"
},
"partition-key": {
"type": "string",
"description": "Account partition key"
},
"preflight-id": {
"type": "string",
"description": "Transient order identifier used for matching preflight errors to an individual order"
},
"source": {
"type": "string",
"description": "The source the order is coming from"
},
"legs": {
"type": "array",
"items": {
"type": "object",
"properties": {
"action": {
"type": "string",
"description": "The directional action of the leg. i.e.\n `Allocate`, `Buy`, `Buy to Close`, `Buy to Open`, `Sell`, `Sell to Close` or `Sell to Open`.\n Note: `Buy` and `Sell` are only applicable to Futures orders.",
"enum": [
"Allocate",
"Buy",
"Buy to Close",
"Buy to Open",
"Sell",
"Sell to Close",
"Sell to Open"
]
},
"instrument-type": {
"type": "string",
"description": "The type of Instrument. i.e.\n `Cryptocurrency`, `Equity`, `Equity Option`, `Event Contract`, `Fixed Income Security`, `Future`, `Future Option` or `Liquidity Pool`",
"enum": [
"Cryptocurrency",
"Equity",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Liquidity Pool"
]
},
"quantity": {
"type": "number",
"format": "double",
"description": "The size of the contract. Required for all orders but notional market."
},
"symbol": {
"type": "string",
"description": "The Stock Ticker Symbol `AAPL`, OCC Option Symbol `AAPL 191004P00275000`, \\\n TW Future Symbol `/ESZ9`, or TW Future Option Symbol `./ESZ9 EW4U9 190927P2975`"
}
},
"required": [
"action",
"instrument-type",
"symbol"
]
}
},
"rules": {
"type": "object",
"properties": {
"cancel-at": {
"type": "string",
"format": "date-time",
"description": "Latest time an order should be canceled at"
},
"conditions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"action": {
"type": "string",
"description": "The action in which the trigger is enacted. i.e.\n `cancel` and `route`",
"enum": [
"cancel",
"route"
]
},
"instrument-type": {
"type": "string",
"description": "The instrument's type in relation to the condition. e.g. \\\n `Equity` or `Future`",
"enum": [
"Bond",
"Cryptocurrency",
"Currency Pair",
"Equity",
"Equity Offering",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Index",
"Liquidity Pool",
"Unknown",
"Warrant"
]
},
"symbol": {
"type": "string",
"description": "The symbol to apply the condition to. \\\n e.g Stock Ticker Symbol `AAPL` or the TW Future Symbol `/ESZ9`"
},
"comparator": {
"type": "string",
"description": "How to compare against the threshold. \\\n Currently Supports `gte` (Greater than or Equal To) or `lte` (Less than or Equal to)",
"enum": [
"gte",
"lte"
]
},
"indicator": {
"type": "string",
"description": "The indicator for the trigger, currently only supports `last`",
"enum": [
"last",
"nat"
]
},
"threshold": {
"type": "number",
"format": "double",
"description": "The price at which the condition triggers."
},
"price-components": {
"type": "array",
"items": {
"type": "object",
"properties": {
"instrument-type": {
"type": "string",
"description": "The instrument's type in relation to the symbol.",
"enum": [
"Bond",
"Cryptocurrency",
"Currency Pair",
"Equity",
"Equity Offering",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Index",
"Liquidity Pool",
"Unknown",
"Warrant"
]
},
"quantity": {
"type": "number",
"format": "double",
"description": "The Ratio quantity in relation to the symbol"
},
"quantity-direction": {
"type": "string",
"description": "The quantity direction(ie Long or Short) in relation to the symbol",
"enum": [
"Long",
"Short"
]
},
"symbol": {
"type": "string",
"description": "The symbol to apply the condition to. \\\n e.g. Stock Ticker Symbol `AAPL` or the TW Future Symbol `/ESZ9`"
}
},
"required": [
"instrument-type",
"quantity",
"quantity-direction",
"symbol"
]
}
}
},
"required": [
"action",
"comparator",
"indicator",
"threshold"
]
}
},
"route-after": {
"type": "string",
"format": "date-time",
"description": "Earliest time an order should route at"
}
}
},
"advanced-instructions": {
"type": "object",
"properties": {
"strict-position-effect-validation": {
"type": "boolean",
"description": "If the order should be rejected the open/close position effect is not valid",
"default": false
}
}
}
},
"required": [
"order-type",
"stop-trigger",
"time-in-force",
"price-effect",
"value-effect",
"legs"
]
}
},
"trigger-order": {
"type": "object",
"description": "Initial live order for OTO based orders",
"properties": {
"gtc-date": {
"type": "string",
"format": "date",
"description": "The date in which a GTD order will expire. Can only be provided if time-in-force is GTD."
},
"order-type": {
"type": "string",
"description": "The type of order in regards to the price. i.e.\n `Limit`, `Market`, `Marketable Limit`, `Notional Market`, `Stop` or `Stop Limit`",
"enum": [
"Limit",
"Market",
"Marketable Limit",
"Notional Market",
"Stop",
"Stop Limit"
]
},
"stop-trigger": {
"type": "number",
"format": "double",
"description": "The price trigger at which a stop or stop-limit order becomes valid."
},
"time-in-force": {
"type": "string",
"description": "The length in time before the order expires. i.e.\n `Day`, `Ext`, `Ext Overnight`, `GTC`, `GTC Ext`, `GTC Ext Overnight`, `GTD` or `IOC`",
"enum": [
"Day",
"Ext",
"Ext Overnight",
"GTC",
"GTC Ext",
"GTC Ext Overnight",
"GTD",
"IOC"
]
},
"price": {
"type": "number",
"format": "double",
"description": "The price of the Order. Required for limit and stop-limit orders."
},
"price-effect": {
"type": "string",
"description": "If pay or receive payment for placing the order. i.e. `Credit` or `Debit`",
"enum": [
"Credit",
"Debit"
]
},
"value": {
"type": "number",
"format": "double",
"description": "The notional value of the Order, required for notional market orders."
},
"value-effect": {
"type": "string",
"description": "If pay or receive payment for placing the notional market order. i.e. `Credit` or `Debit`",
"enum": [
"Credit",
"Debit"
]
},
"automated-source": {
"type": "boolean",
"description": "If the order was placed from an automated source",
"default": false
},
"external-identifier": {
"type": "string",
"description": "External identifier for the order"
},
"partition-key": {
"type": "string",
"description": "Account partition key"
},
"preflight-id": {
"type": "string",
"description": "Transient order identifier used for matching preflight errors to an individual order"
},
"source": {
"type": "string",
"description": "The source the order is coming from"
},
"legs": {
"type": "array",
"items": {
"type": "object",
"properties": {
"action": {
"type": "string",
"description": "The directional action of the leg. i.e.\n `Allocate`, `Buy`, `Buy to Close`, `Buy to Open`, `Sell`, `Sell to Close` or `Sell to Open`.\n Note: `Buy` and `Sell` are only applicable to Futures orders.",
"enum": [
"Allocate",
"Buy",
"Buy to Close",
"Buy to Open",
"Sell",
"Sell to Close",
"Sell to Open"
]
},
"instrument-type": {
"type": "string",
"description": "The type of Instrument. i.e.\n `Cryptocurrency`, `Equity`, `Equity Option`, `Event Contract`, `Fixed Income Security`, `Future`, `Future Option` or `Liquidity Pool`",
"enum": [
"Cryptocurrency",
"Equity",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Liquidity Pool"
]
},
"quantity": {
"type": "number",
"format": "double",
"description": "The size of the contract. Required for all orders but notional market."
},
"symbol": {
"type": "string",
"description": "The Stock Ticker Symbol `AAPL`, OCC Option Symbol `AAPL 191004P00275000`, \\\n TW Future Symbol `/ESZ9`, or TW Future Option Symbol `./ESZ9 EW4U9 190927P2975`"
}
},
"required": [
"action",
"instrument-type",
"symbol"
]
}
},
"rules": {
"type": "object",
"properties": {
"cancel-at": {
"type": "string",
"format": "date-time",
"description": "Latest time an order should be canceled at"
},
"conditions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"action": {
"type": "string",
"description": "The action in which the trigger is enacted. i.e.\n `cancel` and `route`",
"enum": [
"cancel",
"route"
]
},
"instrument-type": {
"type": "string",
"description": "The instrument's type in relation to the condition. e.g. \\\n `Equity` or `Future`",
"enum": [
"Bond",
"Cryptocurrency",
"Currency Pair",
"Equity",
"Equity Offering",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Index",
"Liquidity Pool",
"Unknown",
"Warrant"
]
},
"symbol": {
"type": "string",
"description": "The symbol to apply the condition to. \\\n e.g Stock Ticker Symbol `AAPL` or the TW Future Symbol `/ESZ9`"
},
"comparator": {
"type": "string",
"description": "How to compare against the threshold. \\\n Currently Supports `gte` (Greater than or Equal To) or `lte` (Less than or Equal to)",
"enum": [
"gte",
"lte"
]
},
"indicator": {
"type": "string",
"description": "The indicator for the trigger, currently only supports `last`",
"enum": [
"last",
"nat"
]
},
"threshold": {
"type": "number",
"format": "double",
"description": "The price at which the condition triggers."
},
"price-components": {
"type": "array",
"items": {
"type": "object",
"properties": {
"instrument-type": {
"type": "string",
"description": "The instrument's type in relation to the symbol.",
"enum": [
"Bond",
"Cryptocurrency",
"Currency Pair",
"Equity",
"Equity Offering",
"Equity Option",
"Event Contract",
"Fixed Income Security",
"Future",
"Future Option",
"Index",
"Liquidity Pool",
"Unknown",
"Warrant"
]
},
"quantity": {
"type": "number",
"format": "double",
"description": "The Ratio quantity in relation to the symbol"
},
"quantity-direction": {
"type": "string",
"description": "The quantity direction(ie Long or Short) in relation to the symbol",
"enum": [
"Long",
"Short"
]
},
"symbol": {
"type": "string",
"description": "The symbol to apply the condition to. \\\n e.g. Stock Ticker Symbol `AAPL` or the TW Future Symbol `/ESZ9`"
}
},
"required": [
"instrument-type",
"quantity",
"quantity-direction",
"symbol"
]
}
}
},
"required": [
"action",
"comparator",
"indicator",
"threshold"
]
}
},
"route-after": {
"type": "string",
"format": "date-time",
"description": "Earliest time an order should route at"
}
}
},
"advanced-instructions": {
"type": "object",
"properties": {
"strict-position-effect-validation": {
"type": "boolean",
"description": "If the order should be rejected the open/close position effect is not valid",
"default": false
}
}
}
},
"required": [
"order-type",
"stop-trigger",
"time-in-force",
"price-effect",
"value-effect",
"legs"
]
},
"type": {
"type": "string",
"description": "The type of stragegy for the complex order i.e.\n `BLAST`, `OCO`, `OTO`, `OTOCO` or `PAIRS`",
"enum": [
"BLAST",
"OCO",
"OTO",
"OTOCO",
"PAIRS"
]
},
"ratio-price-comparator": {
"type": "string",
"description": "How to compare against the ratio price. \\\n Supports `gte` (Greater than or Equal To) or `lte` (Less than or Equal to)",
"enum": [
"gte",
"lte"
]
},
"ratio-price-is-threshold-based-on-notional": {
"type": "boolean",
"description": "If comparison is in notional value instead of price."
},
"ratio-price-threshold": {
"type": "number",
"format": "double",
"description": "Ratio price for a PAIRS trade"
},
"source": {
"type": "string",
"description": "The source the order is coming from"
}
},
"required": [
"orders",
"type",
"ratio-price-comparator",
"ratio-price-threshold"
],
"description": "Performs a dry-run for a new ComplexOrder from supplied params. Allows validation of potential orders."
}