Orders API

Orders open and close positions in a simulation. This page covers placing, previewing, inspecting, and canceling them. For the concepts — order types, fill rules, SPX ticks — see Orders & order types.

Endpoints

Method	Path	Purpose
GET	/simulations/{id}/orders	List orders
POST	/simulations/{id}/orders	Place an order
POST	/simulations/{id}/orders/dry-run	Validate + preview without persisting
GET	/simulations/{id}/orders/{orderId}	Get one order
DELETE	/simulations/{id}/orders/{orderId}	Cancel/delete an order

Instrument strings

Legs name instruments by string:

Type	Format	Example
Equity	<SYMBOL>	SPX
Equity option	<ROOT><YYMMDD><C|P><strike×1000, 8-digit> (21-char OSI)	SPXW 250115C05950000

The equity-option string is canonical OPRA/OSI: a 6-char root left-justified and space-padded, the YYMMDD expiry date, a C or P side letter, and the strike × 1000 zero-padded to 8 digits. SPX 0DTE options use the SPXW weekly root (so SPXW followed by two spaces). An option is identified by root + date + side + strike; the session-close time is implied, not encoded.

Place an order

A limit debit call vertical (buy the 5950 call, sell the 5970 call) — multi-leg orders must be limit:

curl -s https://api.0dtespx.com/simulations/$SIM/orders \
  -X POST -H "Authorization: $TOKEN" -H 'Content-Type: application/json' \
  -d '{
    "type": "limit",
    "price": "10.50",
    "price_effect": "debit",
    "legs": [
      {"instrument":"SPXW  250115C05950000","quantity":"1","action":"buy to open"},
      {"instrument":"SPXW  250115C05970000","quantity":"1","action":"sell to open"}
    ]
  }'

The response includes the computed fill_price, fill_datetime, status, per-leg transactions, fees, and a buying-power-effect block projecting the impact on margin and available buying power:

{
  "id": "a7e2c9d1-…",
  "type": "limit",
  "price": "10.50",
  "price_effect": "debit",
  "status": "filled",
  "fill_price": "10.45",
  "fill_price_effect": "debit",
  "execution_price": "10.50",
  "fees": "3.44",
  "legs": [ … ],
  "transactions": [ … ],
  "buying-power-effect": {
    "change-in-buying-power": "108.44",
    "change-in-buying-power-effect": "Debit",
    "new-buying-power": "99891.56"
  }
}

A single-leg market order fills immediately at the natural price (ask for a buy, bid for a sell); market and stop orders must be single-leg.

Limit and stop orders

Add price for a limit and stop_trigger for a stop, plus a price_effect of debit or credit. Slippage is not a request field — it is a single per-account setting (in Settings → Simulator Costs, defaulting to $0.05 on new accounts) that the server applies to limit/stop fills, and is echoed back on the order's slippage/execution_price — see Slippage:

{"type":"limit","price":"1.50","price_effect":"credit","legs":[ … ]}
{"type":"stop","stop_trigger":"12.00","price_effect":"debit","legs":[ /* single leg */ ]}

A non-marketable limit comes back pending; advance the simulation clock past its fill_datetime and it shows filled. A stop that would trigger immediately is rejected with 400.

Validation order

Checks run in this order, each with its own 400:

1. Order type and leg shape parse; market and stop orders must be single-leg.
2. price required for limit, stop_trigger for stop, price_effect for both. (Slippage is taken from your account setting, not the request body.)
3. SPX option tick rules — single-leg < $3 → $0.05, ≥ $3 → $0.10, multi-leg → $0.05.
4. A limit price can't exceed the structural maximum profit of the legs.
5. Market data must exist for every leg at the current time.
6. A stop can't already be triggered.
7. Buying-power check, including all existing pending orders.

Dry-run

POST /simulations/{id}/orders/dry-run runs every validation and returns the same response (minus transactions) without persisting anything — no order, no trades, no history change. It returns 200 instead of 201. Use it for pre-trade confirmation; a successful dry-run strongly implies the real POST will succeed too.

Order status and fees

Order status is computed from fill_datetime versus the current simulation time — filled if the fill is at or before now, otherwise pending. Fees follow suit: a filled order reports the actual summed fees; a pending order shows a schedule-based estimate. Rewind the clock and a filled order can revert to pending with the estimate again. See Fees.

Cancel

curl -s -X DELETE https://api.0dtespx.com/simulations/$SIM/orders/$ORDER -H "Authorization: $TOKEN"

Returns 204. Deletion removes the order and its trades (including any settlement trades it affected) and recomputes history.

For today's session, see the live trading API, which adds idempotency keys and atomic cancel-replace.