alpacahq / alpacahq/alpaca-py

[Feature Request] Merge similar orders

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#189 6 commentaires 0 réactions 0 personnes assignées Voir sur GitHub
enhancement
Langage dominant
Python
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1.5k
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Merge moyen
1 j 16 h
PR mergées (30 j)
6

Description

### Is there an existing issue for this?

- [X] I have searched the existing issues

### Is your feature request related to a problem? Please describe.

**About the problem:**
- There is a limit of 500 sell orders, you can't have more
- More orders means slow response
- You must pay reg fees for every sale order
- You get unnecessary errors with api call

### Describe the solution you'd like.

For example:
We have 3 separated orders to sell AAPL at $170.02

**Sell Order1:**
Symbol: APPL
Qty: 1
Limit Price: 172.02

**Sell Order2:**
Symbol: APPL
Qty: 5
Limit Price: 172.02

**Sell Order3:**
Symbol: APPL
Qty: 3
Limit Price: 172.02

We need a feature to be able to convert those 3 orders in just 1 order.
The results will be something like this:

**Unique Sell Order:**
Symbol: APPL
Qty: 9
Limit Price: 172.02

**This new feature will help us to:**
- Reduce the amount of open orders
- Reduce the time spent querying open orders
- Reduce regulatory fees
- Avoid unnecessary errors with api call

### Describe an alternate solution.

Occam's razor | keep it simple

### Anything else? (Additional Context)

Occam's razor | keep it simple

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