Posted: Apr 24, 2012 @ 07:43 PM             Msg. 1 of 3

Given these three API callbacks:

OnOrderFilled
OnOrderStateChanged
On(Ave)PositionChanged

I have observed non-regular ordering for the following scenario (well-tested):

I buy one stock and sell one stock of same symbol in two orders. There are no open orders remaining.

I understand that On(Ave)PositionChanged would be necessarily async from the other two API callbacks. However, I have also observed that OnOrderFilled and OnOrderStateChanged do not follow a regular ordering amongst themselves on an order being filled. (In my tests, the order is completely filled, not partially.)

Can you inform as to the order of callbacks that I should be able to expect for this simple scenario and give some salient background information as to why? This information will be quite useful, thanks much.

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CHW
Edited by CWeber984 on Apr 24, 2012 at 19:46:22

Posted: Apr 25, 2012 @ 09:09 AM             Msg. 2 of 3

OnOrderStateChanged with Completed status should come after OnOrderFilled with the last fill. Please send me order id for investigation, if you noticed a fill after Completed status.

OnAveragePositionChanged can come out of sequence relatively fills that built this position.

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Victor Vins
Lead Software Developer

Posted: Apr 26, 2012 @ 12:21 PM             Msg. 3 of 3

Perhaps my initial observations were not correct due to not focusing enough on which orders were being filled and which were changing state. Thank you again.

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CHW
Edited by CWeber984 on Apr 27, 2012 at 11:13:23
Edited by CWeber984 on Apr 27, 2012 at 11:13:44