REST API endpoint to get filled price for a given order id

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1

Hi @Alexander
Is there a REST API endpoint to get filled price for the given order id of entry order in OSO? We understand we can get the filled event via websocket, but we are looking for a REST API endpoint in this case.

Thank you!

2

You could use /fill/deps or /fill/ldeps (for more than one entity). Basically you supply it the order entity ID and it gives you some info about the fill - qty, price, etc. Here’s some documentation.

3

Thank you @Alexander . We have the Order ID if but not the not ID of order entity. I believe we need the latter to get the fill information. How can we get the latter using the former (i.e. Order ID)? Thanks again!

4

Hi @Alexander … Appreciate your guidance on this, when you get a chance. Thank you!

5

Hi @fin1,

Use the orderId field from the response. For example I place an order and get this:

orderid

Now there are two options, lookup via HTTP or via WebSocket.

  • HTTP: https://demo.tradovateapi.com/v1/fill/deps?masterid=2360822465
  • Socket: WebSocket.send("fill/deps\n2\nmasterid=2360822465\n") (note: the id param \n2 in the preceding string is just a made up ID, you should have a mechanism for generating message ids. A simple counter would suffice)

If the order has been filled, you should get a non-empty array of results:

fillresponse

6

Thanks as always, @Alexander ! Appreciate it.

When you are able to get to it, please also provide your thoughts on How to disable market replay events received through websocket?