How to fetch orders from brokerage after redeployment?

In QuantConnect, orders fill asynchronously. When you send an order, it is sent to the API of your brokerage and the system waits for their response to update the state of your algorithm and portfolio. The timing of live order fills doesn't depend on the resolution of your security subscriptions. When your order fills, the fill price and fee is set by your brokerage. You can add event handlers to your algorithm to monitor the brokerage connection and brokerage messages.

If a split event occurs before your order is filled, the unfilled portion of the order is adjusted automatically, where its quantity is multiplied by the split factor and the limit/stop/trigger price (if any) is divided by the split factor.

In the case of a system reboot or redeployment, the state of your orders would be maintained by the brokerage. When your algorithm comes back online, it would receive updates about the status of your orders from the brokerage.

For example, the brokerage notifies LEAN when your order fills (OrderStatus.Filled), partially fills (OrderStatus.PartiallyFilled) or is canceled (OrderStatus.Canceled). The brokerage can cancel your order before it completely fills.

You can monitor the fills of your order by saving a reference to the order ticket. For example, in Python:

ticket = self.ExerciseOption(contract_symbol, quantity)
self.Debug(f"Quantity filled: {ticket.QuantityFilled}; Fill price: {ticket.AverageFillPrice}")

For more information, you can refer to the QuantConnect Documentation.

Sources:

• QuantConnect Documentation: Key Concepts
• QuantConnect Documentation: Trading and Orders

Hi Gorkem ,

On deployment, the algorithm fetches the cashbook, open positions, and open orders. We need this information to create a portfolio representing your account. We don't need past order, so we don't fetch this information (assuming the Brokerage' API provide it). The open positions represent the orders that were filled while the algorithm was offline.

If you want that information, you can save the orders to the Object Store. We have an example for Insights:
Preserve Insights Between Deployments

Best regards,
Alex