alpacahq / alpacahq/Alpaca-API
New API for submitting multiple orders
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Description
Hi,
Currently there is submit_order() API that takes one order. I’m wondering if it is possible to support a new API like submit_orders().
In the current behavior if the client side wants to submit X orders at the same time, it needs to call the REST API X times. Even with async in Python it’s still not fully parallel, which means there are some latency between order submission. If we can submit X orders with one request then it’ll solve the problem. Brokers like IB do support this kind of functionality.
This is also very useful if we want to split a big order to smaller ones.
Thanks!
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