CIM: paper_trade_table

CIM: paper_trade_table

Purpose

Captures a live trade for storage in a database.

Structure

"paper_trade_table": {
        "strategy": "String defining strategy",
        "exchange": "String defining the exchange being used",
        "trade_type": "String of the type of trade: BUY / SELL / BUY_STOP / SELL_STOP",
        "trade_stage": "Stage of trade: order / position",
        "symbol": "String of the symbol",
        "volume": "Float of the volume",
        "stop_loss": "Float of the stop loss value",
        "take_profit": "Float of the take profit value",
        "comment": "String of the comment",
        "status": "String of the status: CANCELLED / PLACED ",
        "price": "Float of the executed price",
        "order_id": "String of a unique identifier for the order"
    }

Fields

strategy

String specifying which strategy initiated trade action

exchange

String specifying which exchange trade initiated on. Current defined options:

1. MT5 -> MetaTrader 5 Client

trade_stage

String specifying the current stage of the order. Options are:

1. order
2. position

trade_type

String specifying the type of trade initiated. Options available as follows:

trade_stage: order

String, including options:

1. BUY -> at market buy order initiated
2. SELL -> at market sell order initiated
3. BUY_STOP -> Buy Stop order initiated
4. SELL_STOP -> Sell Stop order initiated

trade_stage: position

String including options:

1. trailing_stop_update -> trailing stop updated
2. take_profit_update -> take profit value updated (applies only when trailing stop not also updated)
3. cancel -> cancel open position

symbol

String of the financial instrument being used. Must comply with relevant trading platform requirements.

volume

Float of the volume of the financial instrument being purchased. Required for all orders.

stop_loss

Float of the Stop Loss price for the financial instrument. Required for all orders.

take_profit

Float of the Take Profit price for the financial instrument. Required for all orders.

comment

String to include any relevant profits

status

String of the status of order / position. Options include:

1. placed -> Only applies when order_stage = order
2. canceled -> Applies to all order_stage options
3. cancel_failed -> applies when an order cancel was not successful

price

Float of the price being offered. Not used when a MARKET BUY order is executed.

order_id

String of the unique identifier of the order as used by relevant trading platform.