Order types
Understand the generic simulator’s price checks and verify broker-specific support.
The execution interfaces describe MARKET, LIMIT, STOP, and STOP_LIMIT. Availability and behavior still depend on the runtime that handles the request. Use only a verified combination of order type, instrument, and adapter.
Generic memory price checks
The shared fill routine uses the instrument quote's close, with the supplied observation as a fallback when no session quote is available.
| Type | BUY condition | SELL condition |
|---|---|---|
| MARKET | No type-specific price threshold | No type-specific price threshold |
| LIMIT | Close at or below limit | Close at or above limit |
| STOP | Close at or above stop | Close at or below stop |
| STOP_LIMIT | Close at or above stop and at or below limit | Close at or below stop and at or above limit |
These conditions are additional to fill delay, quote availability, capital, and other eligibility checks. Supply the corresponding finite price fields; do not rely on undefined-price comparisons to reject malformed requests.
What these checks do not imply
The simulator does not infer a price path from the bar's high and low. A high touching a stop does not establish a fill if the available close fails the threshold.
A stop-limit request checks both conditions on the current quote. This path does not separately latch a stop activation and wait for a later independent limit fill.
An eligible simulated fill uses the quote close. It does not necessarily use the requested limit or stop price, model exchange queue priority, or produce volume-based partial fills.
Live broker support
Broker adapters translate orders into their broker's contract. Time-in-force, precision, minimum size, stop triggering, modification, and acknowledgment behavior require adapter-specific verification. The generic type list is not a promise that every adapter implements every operation.
Continue with pending orders, or read the detailed simulated fill guide.