Curious if anyone else is also using this. I’d love to connect and chat about the various payloads to send for requests and what each response means.
Welcome to the Optimus community forum and thanks for your post!
If you have any specific questions regarding Rithmic’s API or need clarification on what each response means, Rithmic’s API support team should be able to help you!
Optimus Futures Support
Thanks for the response Jake.
I’m sad that it shuts down on weekends. This is prime time to run tests and implement more functionality while I have spare time.
One main question I have is about MARKET_STOP orders. I have some basic functions to create a LIMIT order for my target, and a MARKET_STOP for my stop loss. Once wither the Target or Stop is hit, I need to cancel the other.
But, it seems my STOP_MARKET order is not canceled by the CANCEL ALL ORDERS method.
Has anyone else had this trouble?
I’ve implemented an API to the Protoc API in Python. It sounds like you want to use Bracket Orders instead, which automatically create an opposing limit take profit and opposing stop market order for each fill that comes in on the Bracket Order.
In this scenario, if you cancel either the stop or the take profit, the other linked order is cancelled. Note you will get a 1 to 1 or many relationship of Parent (Bracket) order to the children (Take Profit & Stops). If its a single fill on the parent you get 1, if it takes 2 fills you will get two stops and two take profits for example.
Here’s my current package: GitHub - jacksonwoody/pyrithmic: Python Implementation of the Rithmic Protocol Buffer API