Add support for DMA, TWAP, VWAP orders and advanced instructions - #359
Add support for DMA, TWAP, VWAP orders and advanced instructions#359u4653551107 wants to merge 4 commits into
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#2) This commit adds support for Alpaca's Elite Smart Router advanced order instructions, enabling: - DMA (Direct Market Access) orders with exchange destination routing - TWAP (Time-Weighted Average Price) algorithmic execution - VWAP (Volume-Weighted Average Price) algorithmic execution - Iceberg/reserve orders via display_qty parameter - Time-bounded execution via start_time/end_time parameters - Volume participation limits via max_percentage parameter New types added: - Algorithm: DMA, TWAP, VWAP enum - Destination: NYSE, NASDAQ, ARCA enum - AdvancedInstructions: struct with all advanced routing fields Updated: - Order struct: added AdvancedInstructions field - PlaceOrderRequest: added AdvancedInstructions field - README: added documentation and examples - Tests: added comprehensive test coverage Ref: https://docs.alpaca.markets/docs/alpaca-elite-smart-router
- Add //easyjson:json annotation to AdvancedInstructions struct to enable proper JSON unmarshaling - Regenerate entities_easyjson.go with AdvancedInstructions support - Shorten comment in rest.go to fix line length lint error (was 137, max 120)
| The SDK supports Alpaca's Elite Smart Router with advanced order instructions for | ||
| Direct Market Access (DMA), Time-Weighted Average Price (TWAP), and Volume-Weighted | ||
| Average Price (VWAP) order execution strategies. | ||
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I would include here that
Please note that this is currently only available to users who are on the Elite Smart Router. For more information on Alpaca Elite please see the term and conditions.
from https://docs.alpaca.markets/docs/alpaca-elite-smart-router
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Thanks for the suggestion! I've actually included this note right above the code block (lines 79-81):
Note: These features are only available to users who have enabled the Elite Smart Router. For more information on Alpaca Elite, see the terms and conditions and the Elite Smart Router documentation.
Let me know if you'd like me to adjust the wording or make it more prominent!
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[very minor] I'd prefer the github flavor: [!NOTE]
gnvk
changed the title
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This commit adds support for Alpaca's Elite Smart Router advanced order instructions, enabling:
New types added:
Updated:
Ref: https://docs.alpaca.markets/docs/alpaca-elite-smart-router