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| <html class="default" lang="en" data-base=".."><head><meta charset="utf-8"/><meta http-equiv="x-ua-compatible" content="IE=edge"/><title>BrokerOrderCheckPayload | backtest-kit</title><meta name="description" content="Documentation for backtest-kit"/><meta name="viewport" content="width=device-width, initial-scale=1"/><link rel="stylesheet" href="../assets/style.css"/><link rel="stylesheet" href="../assets/highlight.css"/><script defer src="../assets/main.js"></script><script async src="../assets/icons.js" id="tsd-icons-script"></script><script async src="../assets/search.js" id="tsd-search-script"></script><script async src="../assets/navigation.js" id="tsd-nav-script"></script><script async src="../assets/hierarchy.js" id="tsd-hierarchy-script"></script></head><body><script>document.documentElement.dataset.theme = localStorage.getItem("tsd-theme") || "os";document.body.style.display="none";setTimeout(() => app?app.showPage():document.body.style.removeProperty("display"),500)</script><header class="tsd-page-toolbar"><div class="tsd-toolbar-contents container"><div class="table-cell" id="tsd-search"><div class="field"><label for="tsd-search-field" class="tsd-widget tsd-toolbar-icon search no-caption"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-search"></use></svg></label><input type="text" id="tsd-search-field" aria-label="Search"/></div><div class="field"><div id="tsd-toolbar-links"></div></div><ul class="results"><li class="state loading">Preparing search index...</li><li class="state failure">The search index is not available</li></ul><a href="../index.html" class="title">backtest-kit</a></div><div class="table-cell" id="tsd-widgets"><a href="#" class="tsd-widget tsd-toolbar-icon menu no-caption" data-toggle="menu" aria-label="Menu"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-menu"></use></svg></a></div></div></header><div class="container container-main"><div class="col-content"><div class="tsd-page-title"><ul class="tsd-breadcrumb"><li><a href="../modules.html">backtest-kit</a></li><li><a href="../modules/types.html">types</a></li><li><a href="types.BrokerOrderCheckPayload.html">BrokerOrderCheckPayload</a></li></ul><h1>Type Alias BrokerOrderCheckPayload</h1></div><div class="tsd-signature"><span class="tsd-kind-type-alias">BrokerOrderCheckPayload</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-symbol">{</span><br/> <span class="tsd-kind-property">backtest</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">boolean</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">context</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-symbol">{</span><br/> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">ExchangeName</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">FrameName</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">StrategyName</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-signature-symbol">}</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">currentPrice</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">maxDrawdown</span><span class="tsd-signature-symbol">:</span> <a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">peakProfit</span><span class="tsd-signature-symbol">:</span> <a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">pnl</span><span class="tsd-signature-symbol">:</span> <a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">position</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">"long"</span><br/> <span class="tsd-signature-symbol">|</span> <span class="tsd-signature-type">"short"</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">priceOpen</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">priceStopLoss</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">priceTakeProfit</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">signalId</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">symbol</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">totalEntries</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">totalPartials</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">type</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">"schedule"</span> <span class="tsd-signature-symbol">|</span> <span class="tsd-signature-type">"active"</span><span class="tsd-signature-symbol">;</span><br/><span class="tsd-signature-symbol">}</span></div><div class="tsd-comment tsd-typography"><p>Payload for the order synchronization broker event.</p> | |
| <p>Emitted automatically via syncPendingSubject on every live tick while a signal is monitored, | |
| BEFORE the framework evaluates completion. Forwarded to the registered IBroker adapter, | |
| routed by <code>type</code> to the matching callback:</p> | |
| <ul> | |
| <li><code>type: "active"</code> — pending signal (open position), before TP/SL/time evaluation — | |
| delivered to <code>onOrderActiveCheck</code>;</li> | |
| <li><code>type: "schedule"</code> — scheduled signal, before timeout/price-activation evaluation | |
| (the order in question is the resting entry order) — delivered to <code>onOrderScheduleCheck</code>.</li> | |
| </ul> | |
| <p>The adapter should query the exchange by <code>signalId</code> and THROW ONLY when the order is | |
| definitively NOT FOUND by that id (filled, cancelled, or liquidated externally). A throw | |
| propagates to CREATE_SYNC_PENDING_FN, which makes the framework close the pending signal with | |
| closeReason "closed" (type "active") or cancel the scheduled signal with reason "user" | |
| (type "schedule"). Returning normally keeps the signal under normal monitoring.</p> | |
| <p>NOTE for type "schedule": if the resting entry order actually FILLED, confirm the fill via | |
| <code>commitActivateScheduled</code> instead of throwing — a throw here is a terminal cancel, not an | |
| activation.</p> | |
| <p>CRITICAL: transient/network errors (timeout, 5xx, rate limit, disconnect) must be SWALLOWED — | |
| return normally instead of throwing. A thrown network error would wrongly close an open | |
| position. Only a confirmed "order not found by id" response is a valid reason to throw.</p> | |
| </div><div class="tsd-type-declaration"><h4>Type declaration</h4><ul class="tsd-parameters"><li class="tsd-parameter"><h5><span class="tsd-kind-property">backtest</span><a id="__typebacktest" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">boolean</span></h5><div class="tsd-comment tsd-typography"><p>true when called during a backtest run — adapter should skip exchange calls</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">context</span><a id="__typecontext" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-symbol">{</span><br/> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">ExchangeName</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">FrameName</span><span class="tsd-signature-symbol">;</span><br/> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">StrategyName</span><span class="tsd-signature-symbol">;</span><br/><span class="tsd-signature-symbol">}</span></h5><div class="tsd-comment tsd-typography"><p>Strategy/exchange/frame routing context</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">currentPrice</span><a id="__typecurrentprice" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Market price at the moment of the ping</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">maxDrawdown</span><a id="__typemaxdrawdown" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a></h5><div class="tsd-comment tsd-typography"><p>Maximum drawdown experienced during the life of this position up to this event</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">peakProfit</span><a id="__typepeakprofit" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a></h5><div class="tsd-comment tsd-typography"><p>Peak profit achieved during the life of this position up to this event</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">pnl</span><a id="__typepnl" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><a href="../interfaces/types.IStrategyPnL.html" class="tsd-signature-type tsd-kind-interface">IStrategyPnL</a></h5><div class="tsd-comment tsd-typography"><p>Unrealized PnL of the open position at the moment of the ping</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">position</span><a id="__typeposition" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">"long"</span> <span class="tsd-signature-symbol">|</span> <span class="tsd-signature-type">"short"</span></h5><div class="tsd-comment tsd-typography"><p>Position direction</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">priceOpen</span><a id="__typepriceopen" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Effective entry price (may differ from priceOpen after DCA averaging)</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">priceStopLoss</span><a id="__typepricestoploss" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Effective stop-loss price at the moment of the ping</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">priceTakeProfit</span><a id="__typepricetakeprofit" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Effective take-profit price at the moment of the ping</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">signalId</span><a id="__typesignalid" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">string</span></h5><div class="tsd-comment tsd-typography"><p>Unique signal identifier (UUID v4) the order belongs to</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">symbol</span><a id="__typesymbol" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">string</span></h5><div class="tsd-comment tsd-typography"><p>Trading pair symbol, e.g. "BTCUSDT"</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">totalEntries</span><a id="__typetotalentries" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Total number of DCA entries (including initial open)</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">totalPartials</span><a id="__typetotalpartials" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></h5><div class="tsd-comment tsd-typography"><p>Total number of partial closes executed</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li class="tsd-parameter"><h5><span class="tsd-kind-property">type</span><a id="__typetype" class="tsd-anchor"></a><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">"schedule"</span> <span class="tsd-signature-symbol">|</span> <span class="tsd-signature-type">"active"</span></h5><div class="tsd-comment tsd-typography"><p>Monitored state: "active" — open position order, "schedule" — resting entry order</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li></ul></div><div class="tsd-comment tsd-typography"><div class="tsd-tag-example"><h4 class="tsd-anchor-link"><a id="example" class="tsd-anchor"></a>Example<a href="#example" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h4><pre><code class="typescript"><span class="hl-4">const</span><span class="hl-2"> </span><span class="hl-7">payload</span><span class="hl-2">: </span><span class="hl-10">BrokerOrderCheckPayload</span><span class="hl-2"> = {</span><br/><span class="hl-2"> </span><span class="hl-5">symbol:</span><span class="hl-2"> </span><span class="hl-3">"BTCUSDT"</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">position:</span><span class="hl-2"> </span><span class="hl-3">"long"</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">currentPrice:</span><span class="hl-2"> </span><span class="hl-8">50500</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">priceOpen:</span><span class="hl-2"> </span><span class="hl-8">50000</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">priceTakeProfit:</span><span class="hl-2"> </span><span class="hl-8">55000</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">priceStopLoss:</span><span class="hl-2"> </span><span class="hl-8">48000</span><span class="hl-2">,</span><br/><span class="hl-2"> </span><span class="hl-5">context:</span><span class="hl-2"> { </span><span class="hl-5">strategyName:</span><span class="hl-2"> </span><span class="hl-3">"my-strategy"</span><span class="hl-2">, </span><span class="hl-5">exchangeName:</span><span class="hl-2"> </span><span class="hl-3">"binance"</span><span class="hl-2">, </span><span class="hl-5">frameName:</span><span class="hl-2"> </span><span class="hl-3">"1h"</span><span class="hl-2"> },</span><br/><span class="hl-2"> </span><span class="hl-5">backtest:</span><span class="hl-2"> </span><span class="hl-4">false</span><span class="hl-2">,</span><br/><span class="hl-2">};</span> | |
| </code><button type="button">Copy</button></pre> | |
| </div></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b46ad698ac0e7123aa3667408fbdc063c547335d/types.d.ts#L29576">types.d.ts:29576</a></li></ul></aside></div><div class="col-sidebar"><div class="page-menu"><div class="tsd-navigation settings"><details class="tsd-accordion"><summary class="tsd-accordion-summary"><h3><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Settings</h3></summary><div class="tsd-accordion-details"><div class="tsd-filter-visibility"><span class="settings-label">Member Visibility</span><ul id="tsd-filter-options"><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-protected" name="protected"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Protected</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-inherited" name="inherited" checked/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Inherited</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-external" name="external"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>External</span></label></li></ul></div><div class="tsd-theme-toggle"><label class="settings-label" for="tsd-theme">Theme</label><select id="tsd-theme"><option value="os">OS</option><option value="light">Light</option><option value="dark">Dark</option></select></div></div></details></div></div><div class="site-menu"><nav class="tsd-navigation"><a href="../modules.html">backtest-kit</a><ul class="tsd-small-nested-navigation" id="tsd-nav-container"><li>Loading...</li></ul></nav></div></div></div><footer><p class="tsd-generator">Generated using <a href="https://typedoc.org/" target="_blank">TypeDoc</a></p></footer><div class="overlay"></div></body></html> | |
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