self.submit_orders#

strategies.strategy.Strategy.submit_orders(self, orders, **kwargs)#

Submit a list of orders

Submits a list of orders for processing by the active broker.

Parameters:

  • orders (list of orders) – A list of order objects containing the asset and instructions for the orders.

  • is_multileg (bool) – Tradier only. A boolean value to indicate if the orders are part of one multileg order. Currently this is only available for Tradier.

  • order_type (str) – Tradier only. The order type for the multileg order. Possible values are: (‘market’, ‘debit’, ‘credit’, ‘even’). Default is ‘market’.

  • duration (str) – Tradier only. The duration for the multileg order. Possible values are: (‘day’, ‘gtc’, ‘pre’, ‘post’). Default is ‘day’.

  • price (float) – Tradier only. The limit price for the multileg order. Required for ‘debit’ and ‘credit’ order types.

  • tag (str) – Tradier only. A tag for the multileg order.

Returns:

List of processed order objects.

Return type:

list of Order objects

Example

>>> # For 2 market buy orders
>>> order1 = self.create_order("SPY", 100, "buy")
>>> order2 = self.create_order("TLT", 200, "buy")
>>> self.submit_orders([order1, order2])

>>> # For 2 limit buy orders
>>> order1 = self.create_order("SPY", 100, "buy", limit_price=100.00)
>>> order2 = self.create_order("TLT", 200, "buy", limit_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 stop loss orders
>>> order1 = self.create_order("SPY", 100, "buy", stop_price=100.00)
>>> order2 = self.create_order("TLT", 200, "buy", stop_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 stop limit orders
>>> order1 = self.create_order("SPY", 100, "buy", limit_price=100.00, stop_price=100.00)
>>> order2 = self.create_order("TLT", 200, "buy", limit_price=100.00, stop_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 market sell orders
>>> order1 = self.create_order("SPY", 100, "sell")
>>> order2 = self.create_order("TLT", 200, "sell")
>>> self.submit_orders([order1, order2])

>>> # For 2 limit sell orders
>>> order1 = self.create_order("SPY", 100, "sell", limit_price=100.00)
>>> order2 = self.create_order("TLT", 200, "sell", limit_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 stop loss orders
>>> order1 = self.create_order("SPY", 100, "sell", stop_price=100.00)
>>> order2 = self.create_order("TLT", 200, "sell", stop_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 stop limit orders
>>> order1 = self.create_order("SPY", 100, "sell", limit_price=100.00, stop_price=100.00)
>>> order2 = self.create_order("TLT", 200, "sell", limit_price=100.00, stop_price=100.00)
>>> self.submit_orders([order1, order2])

>>> # For 2 FOREX buy orders
>>> from lumibot.entities import Asset
>>>
>>> base_asset = Asset(
    symbol="EUR",
    asset_type=Asset.AssetType.FOREX,
)
>>> quote_asset = Asset(
    symbol="USD",
    asset_type=Asset.AssetType.FOREX,
)
>>> order1 = self.create_order(base_asset, 100, "buy", quote=quote_asset)
>>> order2 = self.create_order(base_asset, 200, "buy", quote=quote_asset)
>>> self.submit_orders([order1, order2])

>>> # For 2 FOREX sell orders
>>> from lumibot.entities import Asset
>>>
>>> base_asset = Asset(
    symbol="EUR",
    asset_type=Asset.AssetType.FOREX,
)
>>> quote_asset = Asset(
    symbol="USD",
    asset_type=Asset.AssetType.FOREX,
)
>>> order1 = self.create_order(base_asset, 100, "sell", quote=quote_asset)
>>> order2 = self.create_order(base_asset, 200, "sell", quote=quote_asset)
>>> self.submit_orders([order1, order2])

>>> # For 2 CRYPTO buy orders.
>>> from lumibot.entities import Asset
>>>
>>> asset_BTC = Asset(
>>>    "BTC",
>>>    asset_type=Asset.AssetType.CRYPTO,
>>> )
>>> asset_ETH = Asset(
>>>    "ETH",
>>>    asset_type=Asset.AssetType.CRYPTO,
>>> )
>>> asset_quote = Asset(
>>>    "USD",
>>>    asset_type=Aset.AssetType.FOREX,
>>> )
>>> order1 = self.create_order(asset_BTC, 0.1, "buy", quote=asset_quote)
>>> order2 = self.create_order(asset_ETH, 10, "buy", quote=asset_quote)
>>> self.submit_order([order1, order2])
>>> or...
>>> order1 = self.create_order((asset_BTC, asset_quote), 0.1, "buy")
>>> order2 = self.create_order((asset_ETH, asset_quote), 10, "buy")
>>> self.submit_order([order1, order2])