OrderFillBase

Base fields shared by all broker-CONFIRMED order fill events.

A fill event is NOT a sync event: OrderSyncContract is the pre-verdict gate REQUEST (fired before the broker adapter runs — a rejected or transient attempt still emits there), while OrderFillContract is built ONLY after the onOrderSync gate resolved into the "confirmed" IBrokerOrderVerdict — the broker acknowledged the order really executed/placed on the exchange. This is the channel for notifications and audit trails that must never fire on a mere attempt.

NOT emitted:

• in backtest mode (the gate short-circuits to "confirmed" without any exchange — nothing actually filled);
• on "transient"/"rejected"/"deleted" verdicts;
• on a FORCE-close (close-retry budget exhausted / terminal rejection): the engine tears its state down WITHOUT broker confirmation, so no fill exists to report.

Listener exceptions are swallowed at the emission site (logged + errorEmitter) — this is a notification-only channel and must never affect the resolved verdict.

Properties

type

type: "schedule" | "active"
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Which order was confirmed:

• "active" — the position order: immediate open, activation fill of a resting order, and every close.
• "schedule" — the resting entry order was PLACED on the exchange when a scheduled signal was created (action "signal-open" only; a placement is not a position fill — filter by type when strict fill semantics matter).

symbol

symbol: string
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Trading pair symbol (e.g., "BTCUSDT")

strategyName

strategyName: string
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Strategy name that generated this signal

exchangeName

exchangeName: string
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Exchange name where the order executed

frameName

frameName: string
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Timeframe name (empty string in live mode)

backtest

backtest: boolean
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Always false: fills are live-only (kept for cross-channel filter uniformity)

signalId

signalId: string
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Unique signal identifier (UUID v4) — equals the adapter's clientOrderId

timestamp

timestamp: number
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Timestamp from execution context at the moment the gate confirmed

signal

signal: IPublicSignalRow
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Complete public signal row at the moment of this event

attempt

attempt: number
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Number of CONSECUTIVE failed gate attempts that preceded this CONFIRMED one (0 = confirmed on the first attempt).

currentPrice

currentPrice: number
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Market price at the moment of confirmation (VWAP)

pnl

pnl: IStrategyPnL
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PNL snapshot of the position at the moment of this event

peakProfit

peakProfit: IStrategyPnL
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Peak profit achieved during the life of this position so far

maxDrawdown

maxDrawdown: IStrategyPnL
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Maximum drawdown experienced during the life of this position so far

position

position: "long" | "short"
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Trade direction: "long" (buy) or "short" (sell)

priceOpen

priceOpen: number
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Effective entry price (DCA-averaged when entries exist)

priceTakeProfit

priceTakeProfit: number
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Effective take profit price (trailing-aware)

priceStopLoss

priceStopLoss: number
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Effective stop loss price (trailing-aware)

originalPriceTakeProfit

originalPriceTakeProfit: number
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Original take profit price before any trailing adjustments

originalPriceStopLoss

originalPriceStopLoss: number
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Original stop loss price before any trailing adjustments

originalPriceOpen

originalPriceOpen: number
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Original entry price before any DCA averaging

scheduledAt

scheduledAt: number
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Signal creation timestamp in milliseconds

pendingAt

pendingAt: number
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Position activation timestamp in milliseconds

totalEntries

totalEntries: number
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Total number of DCA entries (_entry.length); 1 = no averaging

totalPartials

totalPartials: number
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Total number of partial closes executed (_partial.length)