Orders¶

Order (base)¶

Base class for all order types.

Fields¶

Field	Type	Default	Description
`side`	`Side`	required	`Side.LONG` or `Side.SHORT`
`size_usd`	`Optional[float]`	`None`	Position size (None = use config default)
`symbol`	`str`	`""`	Asset symbol
`group`	`Optional[str]`	`None`	Position group for independent tracking
`take_profit_pct`	`Optional[float]`	`None`	TP as fraction from entry (0.08 = 8%)
`stop_loss_pct`	`Optional[float]`	`None`	SL as fraction from entry (0.03 = 3%)
`breakeven_trigger_pct`	`Optional[float]`	`None`	Activate breakeven at this profit
`breakeven_lock_pct`	`Optional[float]`	`None`	Lock SL at this profit level
`trailing_stop_pct`	`Optional[float]`	`None`	Trail distance from peak
`trailing_stop_activation_pct`	`Optional[float]`	`None`	Min profit to start trailing
`partial_tp_pct`	`Optional[float]`	`None`	Fraction to close at TP (0.5 = 50%)
`partial_tp_new_tp_pct`	`Optional[float]`	`None`	New TP for remainder after partial close
`cancel_pending_limits`	`bool`	`False`	Cancel all pending limits when processed

MarketOrder¶

Fills at the next bar's open + adverse slippage.

from replaybt import MarketOrder, Side

order = MarketOrder(
    side=Side.LONG,
    take_profit_pct=0.06,
    stop_loss_pct=0.03,
)

Inherits all Order fields. No additional fields.

LimitOrder¶

Price-triggered entry. Fills when price crosses the limit level. Uses maker fees by default.

from replaybt import LimitOrder, Side

order = LimitOrder(
    side=Side.LONG,
    limit_price=2300.0,
    timeout_bars=120,
    merge_position=True,
)

Additional Fields¶

Field	Type	Default	Description
`limit_price`	`float`	`0.0`	Fill price
`timeout_bars`	`int`	`0`	Cancel after N bars (0 = never)
`use_maker_fee`	`bool`	`True`	Use maker fee (False = taker)
`min_positions`	`int`	`0`	Only fill when >= N positions exist
`merge_position`	`bool`	`False`	Merge into existing position

merge_position¶

When True, the limit order doesn't open a new position. Instead it merges into the existing one:

Entry price becomes weighted average
Position size increases
SL/TP recalculate from new average entry

min_positions¶

Guards against orphaned limit orders. If min_positions=1, the limit order only fills when at least one position exists. Useful for DCA scale-in orders that shouldn't fill after the main position has already closed.

StopOrder¶

Fills when price breaks through the stop price. Becomes a market order on trigger.

from replaybt import StopOrder, Side

order = StopOrder(
    side=Side.LONG,
    stop_price=2400.0,
    timeout_bars=100,
)

Additional Fields¶

Field	Type	Default	Description
`stop_price`	`float`	`0.0`	Trigger price
`timeout_bars`	`int`	`0`	Cancel after N bars (0 = never)

CancelPendingLimitsOrder¶

Sentinel class. Return from on_exit() or on_fill() to cancel all pending limit orders without placing a new order.

from replaybt import CancelPendingLimitsOrder

def on_exit(self, fill, trade):
    return CancelPendingLimitsOrder()