Order & Position Types

OrderMeta

Metadata attached to orders for tracking and analysis. All fields are optional.

interface OrderMeta {
  signal?: string;    // Signal name shown in results (e.g., 'buy', 'sell')
  reason?: string;    // Human-readable reason
  type?: 'full_entry' | 'full_exit' | 'partial_entry' | 'partial_exit';
  [key: string]: unknown;  // Custom fields
}

ctx.order.market('ASSET', 1, {
  signal: 'buy',
  reason: 'ema_crossover',
  type: 'full_entry',
  confidence: 0.85,  // custom field
});

Position

Returned by ctx.position(symbol). Reflects the current state of your position.

interface Position {
  qty: number;           // Quantity held (positive = long, negative = short, 0 = flat)
  avgPrice: number;      // Average entry price
  unrealizedPnL: number; // Unrealized profit/loss at current bar
  realizedPnL: number;   // Realized profit/loss from closed trades
}

Common Patterns

const pos = ctx.position('ASSET');

// Check if flat
if (pos.qty === 0) { /* no position */ }

// Check if long
if (pos.qty > 0) { /* holding long */ }

// Check if short
if (pos.qty < 0) { /* holding short */ }

// Check profit
if (pos.unrealizedPnL > 0) { /* in profit */ }

OrderAPI

The full order interface available via ctx.order:

interface OrderAPI {
  market(symbol: string, qty: number, meta?: OrderMeta): void;
  close(symbol: string, meta?: OrderMeta): void;
  reduce(symbol: string, pct: number, meta?: OrderMeta): void;
  limit(symbol: string, qty: number, price: number, meta?: OrderMeta): void;
  stop(symbol: string, qty: number, stopPrice: number, meta?: OrderMeta): void;
}

See the Strategy API for detailed usage of each method.