Place Multi Order

The Place Multi Order endpoint enables the simultaneous execution of multiple buy or sell orders across various instruments by grouping them into a single request.

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.multi_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
    }},
    {
        "ref_id": 69804,
        "order_type": "ORDER_TYPE_ICEBERG", 
        "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": {
        "leg_size": 10 }}
])

Accessing Data

Python

#Get Basket Information
print(f"Basket ID: {result.basket_id}")
print(f"User ID: {result.user_id}")
print(f"Basket Name: {result.basket_name}")

#Order 1 details
print(f"Order 1 ID: {result.orders[0].order_id}")
print(f"Exchange Order ID: {result.orders[0].exchange_order_id}")
print(f"Ref ID: {result.orders[0].ref_id}")
print(f"Display Name: {result.orders[0].display_name}")

#Order 2 details
print(f"Order 2 ID: {result.orders[1].order_id}")
print(f"Exchange Order ID: {result.orders[1].exchange_order_id}")
print(f"Ref ID: {result.orders[1].ref_id}")
print(f"Display Name: {result.orders[1].display_name}")

Request Parameters

Parameter	Type	Required	Description
orders	array	Yes	Array of order objects

Each order object in the array should contain:

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	Yes	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 MultiOrderResponseV2:
    orders: List[CreateOrderResponseV2]

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]
    tag: Optional[str]
    algo_params : Optional[AlgoParamsResponseV2] 

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
orders	List of order responses (see CreateOrderResponse)