Order fill notification (broker-CONFIRMED close).
Post-verdict counterpart of order_sync.close: emitted ONLY after the close gate
resolved into the "confirmed" verdict — the exit order really executed on the
exchange. A rejected or transient close attempt (and a force-close performed
without broker confirmation) never produces this notification. Live-only.
Source: orderFillSubject (OrderFillContract).
type: "order_fill.close"
Discriminator for type-safe union
id: string
Unique notification identifier
timestamp: number
Unix timestamp in milliseconds when the gate confirmed
backtest: boolean
Always false: fills are live-only (kept for cross-channel filter uniformity)
symbol: string
Trading pair symbol (e.g., "BTCUSDT")
strategyName: string
Strategy name that generated this signal
exchangeName: string
Exchange name where the order executed
signalId: string
Unique signal identifier (UUID v4) — equals the adapter's clientOrderId
orderType: "schedule" | "active"
Which order was confirmed (from OrderFillContract.type). Closes always go through the position order, so this is always "active".
attempt: number
Number of consecutive failed gate attempts that preceded this confirmed one (0 = first attempt)
currentPrice: number
Market price at the moment of confirmation (VWAP)
pnl: IStrategyPnL
PNL snapshot of the position at the moment of this event
peakProfit: IStrategyPnL
Peak profit achieved during the life of this position up to the moment this public signal was created
maxDrawdown: IStrategyPnL
Maximum drawdown experienced during the life of this position up to the moment this public signal was created
pnlPercentage: number
Profit/loss as percentage
pnlPriceOpen: number
Entry price from PNL calculation
pnlPriceClose: number
Exit price from PNL calculation
pnlCost: number
Absolute profit/loss in USD
pnlEntries: number
Total invested capital in USD
peakProfitPriceOpen: number
Peak price reached in profit direction during the life of this position
peakProfitPriceClose: number
Exit price for PNL calculation at the moment of peak profit
peakProfitCost: number
Absolute profit/loss in USD at the moment the position reached its peak profit during the life of this position
peakProfitPercentage: number
Profit/loss as percentage at the moment the position reached its peak profit during the life of this position
peakProfitEntries: number
Number of entries executed at the moment the position reached its peak profit during the life of this position
maxDrawdownPriceOpen: number
Maximum drawdown price reached in loss direction during the life of this position
maxDrawdownPriceClose: number
Exit price for PNL calculation at the moment of max drawdown
maxDrawdownCost: number
Absolute profit/loss in USD at the moment the position reached its maximum drawdown during the life of this position
maxDrawdownPercentage: number
Profit/loss as percentage at the moment the position reached its maximum drawdown during the life of this position
maxDrawdownEntries: number
Number of entries executed at the moment the position reached its maximum drawdown during the life of this position
position: "long" | "short"
Trade direction: "long" (buy) or "short" (sell)
priceOpen: number
Effective entry price at close
priceTakeProfit: number
Effective take profit price at close
priceStopLoss: number
Effective stop loss price at close
originalPriceTakeProfit: number
Original take profit price before any trailing adjustments
originalPriceStopLoss: number
Original stop loss price before any trailing adjustments
originalPriceOpen: number
Original entry price before any DCA averaging
cost: number
Cost of the initial position entry in USD (from signal.cost)
totalEntries: number
Total number of DCA entries (_entry.length). 1 = no averaging.
totalPartials: number
Total number of partial closes executed (_partial.length). 0 = no partial closes done.
scheduledAt: number
Signal creation timestamp in milliseconds
pendingAt: number
Position activation timestamp in milliseconds
closeReason: string
Why the signal was closed (take_profit | stop_loss | time_expired | closed)
note: string
Optional human-readable description of signal reason
createdAt: number
Unix timestamp in milliseconds when the notification was created