Place Order¶

The Place Order endpoint allows you to execute a single buy or sell order by specifying essential parameters such as the instrument, quantity, price, order type, and execution type.

Usage¶

Python

from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import ( 
    OrderSideEnum, 
    OrderTypeEnumV2,
    ValidityTypeEnumV2,
    PriceTypeEnumV2
)

# Initialize the Nubra SDK client
# Use NubraEnv.UAT for testing or NubraEnv.PROD for production
nubra = InitNubraSdk(NubraEnv.UAT)  # or NubraEnv.PROD

##using totp login and .env file 
#nubra = InitNubraSdk(NubraEnv.UAT, totp_login= True ,env_creds = True)

trade = NubraTrader(nubra, version= "V2")

result = trade.create_order({
    "ref_id": 250486,
    "order_type": "ORDER_TYPE_STOPLOSS", 
    "order_qty": 100,
    "order_side": "ORDER_SIDE_BUY", 
    "order_delivery_type": "ORDER_DELIVERY_TYPE_CNC", 
    "validity_type" : "DAY", 
    "price_type": "LIMIT", 
    "order_price": 11400,
    "exchange": "NSE",
    "tag": "order_test",
    "algo_params": {
    "trigger_price": 11380
 }
})

Accessing Data¶

Python

#Get order details
print(f"Order ID: {result.order_id}")
print(f"Exchange Order ID: {result.exchange_order_id}")
print(f"Reference ID: {result.ref_id}")
print(f"Display Name: {result.display_name}")

Request Structure¶

class AlgoParamsV2:
    min_prate: Optional[int] 
    max_prate: Optional[int] 
    leg_size : Optional[int] 
    trigger_price: Optional[int] 
    duration : Optional[int] 
    benchmark_price: Optional[int] 
    benchmark_type: Optional[BenchMarkTypeV2]
    cleanup_price: Optional[int] 

class CreateOrderV2:
    ref_id: int
    order_type: OrderTypeEnumV2
    order_qty: int
    order_side: OrderSideEnum
    order_delivery_type : DeliveryTypeEnum
    validity_type : ValidityTypeEnumV2
    price_type : PriceTypeEnumV2
    order_price: Optional[int] 
    exchange: ExchangeEnum
    algo_params: Optional[AlgoParamsV2]

Request structure for dictionary

Request Parameters¶

Parameter	Type	Required	Description
ref_id	int	Yes	The instrument reference id received from Instrument API (e.g., "69353")
order_type	enum	Yes	ORDER_TYPE_REGULAR, ORDER_TYPE_STOPLOSS, ORDER_TYPE_ICEBERG
order_qty	int	Yes	Quantity of contracts or shares
order_side	enum	Yes	ORDER_SIDE_BUY or ORDER_SIDE_SELL
order_delivery_type	enum	Yes	ORDER_DELIVERY_TYPE_CNC, ORDER_DELIVERY_TYPE_IDAY
validity_type	enum	Yes	DAY, IOC
price_type	enum	Yes	LIMIT, MARKET
order_price	int	Optional	The limit price for the order. The order will only execute at this price or better.Order_price is required in case of price_type = LIMIT (in paise)
exchange	enum	Yes	NSE, BSE
leg_size	int	No	Required for ICEBERG strategy to be passed in algo_params. The size of each visible portion (leg) of the order. This is the quantity that will be exposed to the market at one time. Note: The total order quantity must be greater than the `leg_size` (and usually an integer multiple of `leg_size`).
trigger_price	int	No	Required only for STOPLOSS orders to be passed in algo_params. The price at which the stop order is triggered/activated. For a BUY stop-loss order, the trigger price must be less than or equal to the order price. For a SELL stop-loss order, the trigger price must be greater than or equal to the order price. (in paise)
tag	string	Optional	Helps you tag your order with unique name eg: order_test

Response Structure¶

Python

 class CreateOrderResponseV2:
    order_id : int
    exchange: ExchangeEnum
    exchange_order_id: Optional[int] 
    ref_id: int
    order_type: OrderTypeEnumV2
    order_side: OrderSideEnum
    order_price: int
    order_qty: int
    filled_qty: Optional[int] 
    avg_filled_price: Optional[int] 
    order_status: Optional[str] 
    order_time: Optional[int]
    ack_time: Optional[int] 
    filled_time: Optional[int] 
    last_modified: Optional[int] 
    ref_data: Optional[RefData]
    last_traded_price: Optional[int]
    order_delivery_type: DeliveryTypeEnum
    display_name: Optional[str] 
    brokerage : Optional[float] 
    price_type: PriceTypeEnumV2
    validity_type: ValidityTypeEnumV2
    execution_type: Optional[str]
    leg_size: Optional[int] 
    duration: Optional[int] 
    trigger_price: Optional[int] 
    max_prate: Optional[int]
    algo_params : Optional[AlgoParamsResponseV2] 
    tag : Optional[str]

class AlgoParamsResponseV2:
    leg_size: Optional[int]
    duration: Optional[int] 
    trigger_price: Optional[int] 
    max_prate : Optional[int] 
    min_prate: Optional[int] 
    benchmark_type: Optional[str] 
    benchmark_price: Optional[int] 
    cleanup_price: Optional[int] 

class RefData
    ref_id: int
    option_type: Optional[str]
    token: Optional[int]
    stock_name: str
    nubra_name: str
    lot_size: Optional[int]
    asset: str
    exchange: str
    derivative_type: Optional[str]

Response Attributes¶

Attribute	Description
order_id	Unique ID of the order
exchange	"NSE", "BSE"
exchange_order_id	order ID assigned by the exchange
ref_id	The instrument reference id received from Instrument API (e.g., "69353")
order_type	Type of order ( "ORDER_TYPE_REGULAR" , "ORDER_TYPE_STOPLOSS" , "ORDER_TYPE_ICEBERG" )
order_side	"ORDER_SIDE_BUY" , "ORDER_SIDE_SELL"
order_price	Price at which order is placed
order_qty	Total quantity ordered
filled_qty	Quantity already filled
avg_filled_price	Average price of filled quantity
order_status	Current status of the order
last_modified	Last modification time
last_traded_price	Last traded price of the instrument
order_delivery_type	CNC, Intraday
display_name	Represents the internal name of the traded instrument
brokerage	Displays brokerage
price_type	LIMIT , MARKET
validity_type	DAY, IOC
leg_size	Size of each leg in the order
trigger_price	Trigger price for stop-loss orders
tag	Helps you tag your order with unique name eg: order_test

Enum Reference¶

In the context of the Orders API, enums specify permissible values for various order parameters.

Python

class OrderSideEnum(str, Enum):
    ORDER_SIDE_BUY= "ORDER_SIDE_BUY"
    ORDER_SIDE_SELL= "ORDER_SIDE_SELL"

class OrderTypeEnumV2(str, Enum):
    """Enumerates execution types for orders."""
    ORDER_TYPE_REGULAR= "ORDER_TYPE_REGULAR"
    ORDER_TYPE_STOPLOSS= "ORDER_TYPE_STOPLOSS"
    ORDER_TYPE_ICEBERG= "ORDER_TYPE_ICEBERG"

class ValidityTypeEnumV2(str, Enum):
    DAY = "DAY"
    IOC = "IOC"

class DeliveryTypeEnum(str, Enum):
    """Enumerates delivery types for orders."""
    ORDER_DELIVERY_TYPE_IDAY = "ORDER_DELIVERY_TYPE_IDAY"
    ORDER_DELIVERY_TYPE_CNC = "ORDER_DELIVERY_TYPE_CNC"


class PriceTypeEnumV2(str, Enum):
    LIMIT = "LIMIT"
    MARKET =" MARKET"

class ExchangeEnum(str, Enum):
    NSE = "NSE"
    BSE = "BSE"

class BenchMarkTypeV2(str, Enum):
    MANUAL = "MANUAL"
    VWAP = "VWAP"
    ARRIVAL = "ARRIVAL"