OrderFillOpenNotification

Order fill notification (broker-CONFIRMED open/placement). Post-verdict counterpart of order_sync.open: emitted ONLY after the onOrderSync gate resolved into the "confirmed" verdict — the exchange really filled the position order (orderType: "active") or placed the resting entry order (orderType: "schedule"). A rejected or transient attempt never produces this notification. Live-only. Source: orderFillSubject (OrderFillContract).

type: "order_fill.open"

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):

  • "active" — the position order FILLED (immediate open or activation of a resting order)
  • "schedule" — the resting entry order was PLACED (not a fill)
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

cost: number

Cost of the position entry in USD

position: "long" | "short"

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

priceOpen: number

Effective entry price (DCA-averaged when entries exist)

priceTakeProfit: number

Effective take profit price (trailing-aware)

priceStopLoss: number

Effective stop loss price (trailing-aware)

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

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

note: string

Optional human-readable description of signal reason

createdAt: number

Unix timestamp in milliseconds when the notification was created