Python
Guides
Active Order Cancellation

Active Order Interval

This is only applicable for RuntimeMode.LiveTestnet and RuntimeMode.Live.
In a scenario where your limit order has not been filled completely after a set given interval, the runtime will invoke the on_active_order_interval strategy method.

Attached below is a simple example of a scenario whereby the developer would like to 'cancel' all the unfilled orders followed by buying them at MarketPrice.

class MyStrategy(Strategy):
 
    async def on_active_order_interval(self, strategy, active_orders):
        for order in active_orders:
            params = order.params
            await strategy.cancel(exchange=Exchange.BybitLinear, order.client_order_id)
            await strategy.open(
                exchange=Exchange.BybitLinear,
                side=params.side,
                quantity=params.quantity,
                take_profit=params.take_profit,
                symbol=params.symbol,
                stop_loss=params.stop_loss
                is_hedge_mode=False,
              )
  ...

The runtime will invoke the method everytime the RuntimeConfig.active_order_interval has elapsed. The params.quantity is guaranteed to be the 'unfilled' size of the order.

The interval here refers to the active_order_interval parameter passed in to the RuntimeConfig. The passed in value is denoted in seconds.

active_order_interval=1 # active orders will be checked after every 1 second have elapsed.
active_order_interval=7000 # active orders will be checked after every 7000 seconds have elapsed.
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